Class 18, C&O 367



  1. Optimality Conditions for Convex Programming (Sects 5.1, 5.2, 5.3)
    1. Sufficiency always holds, i.e. KKT at x* implies x* optimal.
    2. Necessity requires a constraint qualification, CQ, e.g. generalized Slater condition (strict feasibility: g(x)<0, h(x)=0, at some x). If a constraint qualification holds, then KKT holds at the optimum.
    3. Examples of finding optimal solutions using the KKT conditions.