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Optimality conditions for constrained optimisation

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Optimality conditions for constrained optimisation. Recall: Optimisation conditions for unconstrained problem with one variable function. One variable function:. Recall: Optimisation conditions for unconstrained problem with several variables function. Several variables function:.

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Optimality conditions for constrained optimisation

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  1. Optimality conditions for constrained optimisation

  2. Recall: Optimisation conditions for unconstrained problem with one variable function • One variable function:

  3. Recall: Optimisation conditions for unconstrained problem with several variables function Several variables function:

  4. Lagrangean multipliers

  5. Lagrangean multipliers

  6. Optimisation conditions for constrained problem

  7. First order Karush-Kuhn-Tucker (KKT)optimality conditions

  8. Sufficiency of the K-K-T conditions

  9. Sufficiency of the K-K-T conditions

  10. Sufficiency of the K-K-T conditions

  11. Necessity of the K-K-T conditions

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