A simple linear problem goes min c'x such that f_i(x)<= 0 and Ax=b x Suppose we make all constraints affine. Then Dx-e<=0 and Ax-b =0 We get the Langrangian function as c'x + λ'(Dx-e) +ν'(Ax-b) and since Ax-b is 0, we reduce L to c'x + λ'(Dx-e) The dual function g is inf L(x,λ) x Then I... Read more