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If the Lagrangian dual function is always concave, why aren't we "just" solving dual problems optimally?
Let $\mathcal{P}$ be the following primal optimization problem
\begin{align}
\mathcal{P}: \text{minimize}_x \quad & f_0(x)\\
\text{subject to} \quad & f_i(x) \leq 0, \quad i = 1, ..., m \\
...