Topic 15 - Intro to KTT Conditions

Instead we will focus on the fritz john points where

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Unformatted text preview: zero. Instead, we will focus on the Fritz John points where there exists a set of Lagrangian multipliers with . Without loss of generality, we will require . KKT Conditions The following optimality conditions were developed independently by Karush in 1939 and by Kuhn and Tucker in 1951. (Note: We dropped the requirement that some is nonzero, since we have taken .) ∑ ̅ ̅ for ̅ ̅ Geometrical Insight: We are expressing ̅ as a non-negative linear combination of the gradients of the binding constraints. 174 g1(x) 0 g1 (x) x f (x) f ( x ) g 2 (x) g2(x) 0 Suppose that we constructed the first order (linear) approximation for this problem about ̅ That is, we replace each constraint by their linear (tangential) approximations and ignore the non-binding constr...
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