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Karush-Kuhn-Tucker conditions.

Colección

In this lesson is dedicated to the Karush-Kuhn-Tucker conditions. The reader probably will be familiar with the necessary conditions for unconstraint optimization problems and perhaps with the case of equality constraints. In this lesson we deal with the general case, that includes also inequality constraints. I invite the reader to follow this lesson because the general case is very powerful and arises very frequently in practice, much more than other cases. We use several examples, which are solved graphically and using the KKT conditions, to illustrate the methods.

Autores Enrique Castillo
Fecha 20/09/2019 Idioma Ingles

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Contenido

Karush Kuhn Tucker conditions

In this lesson is dedicated to the Karush-Kuhn-Tucker conditions. The reader probably will be familiar with the necessary conditions for unconstraint optimization or equality constrained problems but not with inequalities. Here we also include inequality constraints. We invite the reader to follow this lesson because the general case is very powerful and arises very frequently in practice, much more than other cases.

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