Karush-Kuhn-Tucker Optimality Conditions

10 Dezembro 2018, 09:30 Pedro Castro

Constrained optimisation. Feasibility region. Convex optimization problem. Comparison between linear, convex and non-convex optimization problems. Lagrangean function as a way to transform the problem into one without restrictions. Multipliers of equality and inequality constraints. Kinematic interpretation of Karush-Kuhn Tucker optimality conditions.

Exercises (pen and paper).