Concepts2
📚TheoryIntermediate
Minimax Theorem
The Minimax Theorem states that in zero-sum two-player games with suitable convexity and compactness, the best guaranteed payoff for the maximizer equals the worst-case loss for the minimizer.
#minimax theorem#zero-sum games#saddle point+12
📚TheoryIntermediate
Lagrangian Duality
Lagrangian duality turns a constrained minimization problem into a related maximization problem that provides lower bounds on the original objective.
#lagrangian duality#kkt conditions#slater condition+11