Topic 15 - Intro to KTT Conditions

If the interior is non empty then the kkt conditions

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Unformatted text preview: ms is that the feasible region has no interior. If the interior is non-empty, then the KKT conditions are necessary for a convex programming problem. Question: Are the KKT conditions sufficient for local optimality? That is, does ̅ a KKT point ̅ a local min? Recall the KKT conditions. ∑ ̅ ̅ Consider any point ̅ with for ̅ ̅ ̅ need not be a local minimum (could , does ̅ a KKT point f (x) g1 (x) g 2 ( x) 0 ̅ . Then ̅ is a KKT point by selecting However, we know that a point with be maximum or a sad...
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This document was uploaded on 11/28/2013.

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