I've finally found a satisfying derivation of Lagrangian duality.

I really liked this lecture! I first saw Lagrangians in 227A and didn't really understand them, but I think this is helping me start to get there...

"Therefore, the Lagrangian yields a value less than f_0(x)." Did you mean p(x)?

Ah, I meant f_0(x) but should have added that p(x) = f_0(x) for feasible x.

I really liked this lecture! I first saw Lagrangians in 227A and didn't really understand them, but I think this is helping me start to get there...

"Therefore, the Lagrangian yields a value less than f_0(x)." Did you mean p(x)?

Ah, I meant f_0(x) but should have added that p(x) = f_0(x) for feasible x.