The Subtle Art Of Kuhn Tucker Conditions
Morgan, Peter B. That is, they are always binding. For complicated problems, it may be difficult, if not essentially impossible, to derive an optimal solution directly from the KKT conditions. 24033 180,134″ style=”fill:none;stroke:#0000ff;stroke-width:2″>
x1
x2
Level curve of u
Red constraint binds;
green constraint slack
x1
x2
Level curve of u
look at more info Both constraints bind
x1
x2
Level curve of u
Green constraint binds;
red constraint slack
We consider a problem of the form
All the problems we have studied so far may be put into this form. It is used most often to compare two numbers on the number line by their size.
g(x) c
g(x) c
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g(x) = c
x*
In each figure the solution of the problem is the point x*. .