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Copy file name to clipboardexpand all lines: content/6_Advanced/Lagrange.mdx
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@@ -103,7 +103,7 @@ Here is where the fact that $f(x)$ is concave comes in. Because the slope is non
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Let $v(\lambda)$ be the optimal maximal achievable sum with $\lambda$ penalty and $c(\lambda)$ be the number of subarrays used to achieve $v(\lambda)$ (note that if there are multiple such possibilities, we set $c(\lambda)$ to be the **maximal** number of subarrays to achieve $v(\lambda)$). These values can be calculated in $\mathcal{O}(N)$ time using the dynamic programming approach described above.
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When we assign the penalty of $\lambda$, we are trying to find the maximal sum if creating a subarray reduces our sum by $\lambda$. So $v(\lambda)$ will be the **maximum** of $f(x) - \lambda x$ and $c(\lambda)$ will equal to the rightmost $x$ that **maximizes** $f(x) - \lambda x$.
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When we assign the penalty of $\lambda$, we are trying to find the maximal sum if creating a subarray reduces our sum by $\lambda$. So $v(\lambda)$ will be the **maximum** of $f(x) - \lambda x$ and $c(\lambda)$ will equal to the rightmost $x$ that **maximizes** $f(x) - \lambda x$.
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Given the shape of $f(x) - \lambda x$, we know that $f(x) - \lambda x$ will be maximized at all points where $\lambda$ is equal to the slope of $f(x)$ (these points are red in the graph above). If there are no such points it will be maximized at the rightmost point where the slope is less than $\lambda$. So this means that $c(\lambda)$ will be the rightmost $x$ at which the slope of $f(x)$ is still greater or equal to $\lambda$.
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