KKT conditions

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The Karush-Kuhn-Tucker (KKT) conditions are a set of optimality conditions for optimization problems in terms of the optimization variables and Lagrange multipliers.


This concept has the prerequisites:

Core resources (read/watch one of the following)


Convex Optimization
A graduate-level textbook on convex optimization.
Location: Section 5.5, "Optimality conditions," of Chapter 5, "Duality," pages 241-249
Authors: Stephen Boyd,Lieven Vandenberghe

See also

  • Applications in machine learning and statistics: