Question

These quantities are updated at each step by adding a term proportional to a norm penalty rho in an “alternating direction” method developed by Stephen Boyd et al. A function g of these quantities is maximized at a point d* (“d star”), which equals p* (“p star”) only when a “gap” is zero. Both x and one of these quantities are held fixed when differentiating in the statement of the envelope theorem. The kth of these quantities times a function gk (“g-sub-k”) is zero for all k under complementary slackness, which is one of the (*) KKT conditions. The validity of a method based on these quantities follows because the contours of two functions (10[1])must be tangent, so their normal vectors must be parallel. The gradient of the objective is set equal to one of these quantities times another gradient (-5[1])in a method of constrained optimization. For 10 points, lambda denotes what “multipliers” named for a French mathematician? ■END■

ANSWER: Lagrange multipliers [accept Lagrange multipliers after “multipliers”; prompt on multipliers; prompt on lambda or nu] (The first sentence refers to the alternating direction method of multipliers, or ADMM.)
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