Topic 15 - Intro to KTT Conditions

With is the set of binding as we discussed

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Unformatted text preview: ̅ ∑ ̅ ̅ 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.

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