MFE 5100 : Optimization 2015 – 16 First Term Handout 5 : Optimality Conditions

  • Anthony Man–Cho
  • Published 2015
Such conditions are useful as they reduce the problem of finding optimal solutions to (P ) and (D) to that of finding a solution to a system of equations. Now, a natural question arises whether we can find similar conditions for general nonlinear optimization problems. To motivate our discussion, let us first consider a univariate, twice continuously… CONTINUE READING