今天看了一篇介绍屏障法的文章，图文并茂，还有真代码一行一行解有约束的含有不等式的最优化问题。虽然标题有内点法，但是没有提内点法中的原始对偶方法。其实这两个方法都是在面对 KKT 条件的时候的思考，不过对对偶变量的处理看待角度不同，朴素的求解都是用牛顿法。如果你对普通的等式约束，KKT 条件，拉格朗日方法有了解的，这篇文章读起来就更容易了。https://towardsdatascience.com/how-to-solve-constrained-optimization-problem-the-interior-point-methods-1733095f9eb5
BY Data Science Archive
The lead from Wall Street offers little clarity as the major averages opened lower on Friday and then bounced back and forth across the unchanged line, finally finishing mixed and little changed.The Dow added 33.18 points or 0.10 percent to finish at 34,798.00, while the NASDAQ eased 4.54 points or 0.03 percent to close at 15,047.70 and the S&P 500 rose 6.50 points or 0.15 percent to end at 4,455.48. For the week, the Dow rose 0.6 percent, the NASDAQ added 0.1 percent and the S&P gained 0.5 percent.The lackluster performance on Wall Street came on uncertainty about the outlook for the markets following recent volatility.
Traders also expressed uncertainty about the situation with China Evergrande, as the indebted property company has not provided clarification about a key interest payment.In economic news, the Commerce Department reported an unexpected increase in U.S. new home sales in August.Crude oil prices climbed Friday and front-month WTI oil futures contracts saw gains for a fifth straight week amid tighter supplies. West Texas Intermediate Crude oil futures for November rose $0.68 or 0.9 percent at 73.98 a barrel. WTI Crude futures gained 2.8 percent for the week.
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