Topic 15 - Intro to KTT Conditions

X g 2 x g1x 0 178 a local min consider the

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Unformatted text preview: dle point). Question: If we know that following problem. ̅ x g 2 (x) g1(x) 0 178 ̅ a local min? Consider the Relationship Between KKT Conditions and Direction Sets So how does this all fit together? Recall the following definitions for the sets of feasible and improving directions. ̅ ̅ ̅ ̅ for some ̅ ̅ with for some ̅ ̅ ̅ and As we have seen previously, ̅ is a local minimum By contrast, ̅ a KKT point , since Therefore, we have ̅ is a local minimum ̅ is a KKT point 179 } } Sufficient Condition: If ̅ is a KKT point...
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