The mapping
- Given a candidate point
x, define the cost vector entrymᵢ = aᵢ·x − bᵢ— the slack of constrainti1:16:041:17:21. - Each constraint (row of
A) is an expert1:18:42. - Open normalization detail:
mᵢmust land in[−1, 1]; the lecturer explicitly defers this normalization to the next lecture, having confused himself on it live1:17:21.
Reading the sign correctly
The polarity looks backwards at first 1:18:42:
mᵢ = aᵢ·x − bᵢ | Meaning for the LP | Meaning as an "expert" |
|---|---|---|
| Positive (large slack) | Constraint comfortably satisfied → easy | Expert was very "wrong" |
| Negative | Constraint violated → hard | Expert was "right" |
- The right mental model: experts predict whether constraint
iis hard. Large slack means the constraint was easy, so the expert who called it hard was wrong1:19:181:19:35.
Why this is exactly what we want
- MW down-weights experts who are wrong, so it shifts weight away from well-satisfied constraints and onto unsatisfied ones
1:19:351:19:53. - Since the goal is approximate feasibility of all constraints, spending future iterations on the constraints still violated is precisely the correct effort allocation
1:19:531:20:41.
Deferred to the next lecture
- The iteration-count analysis: how many MW rounds are needed for the
ε-approximate feasibility guarantee1:20:59. - What property of the convex set
Pis actually required (the oracle)1:20:59. - The normalization of
mᵢinto[−1, 1]1:17:21. - After that, the course leaves LP solving behind entirely and starts a new topic
1:21:19.