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Karush-Kuhn-Tucker conditions
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For differentiable inequality constraints
g
i
(
x
)
≤
0
, a regular local minimum has multipliers
λ
i
≥
0
satisfying
∇
f
+
∑
i
λ
i
∇
g
i
=
0
,
λ
i
g
i
=
0.
(3)
For a convex problem under a suitable constraint qualification, these conditions are sufficient for global optimality.
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Active-set transition in capped resource allocation
Karush-Kuhn-Tucker conditions
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Ancestors
(4)
Mathematical optimization
Area of mathematics
Mathematics
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(3)
Lagrange sufficiency theorem
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