1

From Boyd & Vandenberghe's Convex Optimization:

How did we obtained the highlighted part? I assume it is derived from inequalities above it, but $\lambda_i$ is not in the highlighted part. enter image description here

Also, here we have treated $x \succeq 0$ as one of the constraints. Isn't that implicit and not included?, I guess x is not bounded to b e+ive!

user1953366
  • 191
  • 7
  • You might find this useful: https://math.meta.stackexchange.com/questions/33414/a-list-of-questions-on-boyd-vandenberghe – RobPratt Jan 07 '24 at 21:19

1 Answers1

2

Solve $$-1/(\alpha_i+x_i^*)-\lambda_i^*+\nu^*=0$$ for $\lambda_i^*$, yielding $$\lambda_i^*=\nu^*-1/(\alpha_i+x_i^*).$$ Now substitute for $\lambda_i^*$ in $\lambda_i^* x_i^*$.

RobPratt
  • 45,619