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̅ ̅ with ( ̅ is the set of binding ̅) , As we discussed, there are a number of Fritz John points that do not correspond to local
minima. In particular, one of the drawbacks of the Fritz John conditions is that the
gradients of the binding constraints can cancel each other out. This allows the Lagrange
multiplier for objective gradient to be zero, and effectively makes the objective function
irrelevant to the dual feasibility conditions.
We would like to ignore the Fritz John points for which is necessarily equal to...
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This document was uploaded on 11/28/2013.
- Fall '13