Topic 15 - Intro to KTT Conditions

That is does a local min a kkt point g1 x g 2 x 0 x f

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Unformatted text preview: KT conditions necessary for local minima? That is, does ̅ a local min ̅ a KKT point? g1 (x) g 2 ( x) 0 x f (x) g 2 (x) g1(x) 0 Question: If the problem is a convex programming problem, does ̅ a local min point? Consider the following problem. ̅ a KKT min s.t. ̅ ̅ ̅ Does ̅ ∑ ̅ ̅? Conclusion about ̅: 177 Question: If the problem is a convex programming problem with more than one feasible point, does ̅ a local min ̅ a KKT point? Consider the following problem. g1(x) 0 g 2 (x) f (x) x g1 (x) g2 (x) 0 Note: The common feature of these proble...
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This document was uploaded on 11/28/2013.

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