Lecture 11-3: The KKT Conditions

Lecture 11-3: The KKT Conditions#

Download the original slides: CMSE382-Lec11_3.pdf

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This Lecture#

Topics:

  • Review of KKT conditions

Announcements:

  • HW 5 posted, due Friday, Apr 10 at 11:59pm

Big picture view (v2)#

Sufficiency and Necessity#

Sufficient

  • All KKT points are optima.

  • Optima might not be KKT points.

Necessary

  • All optima are KKT points.

  • KKT points might not be optima.

Notes

  • If you only have sufficiency you know that any KKT point is an optimum. But you might miss some optima that are not KKT points.

  • If you only have necessity you know that any optimum is a KKT point. But you might have some KKT points that are not optima.

  • Best option is to have both, then you know that the KKT points are exactly the optima.

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