Class 18, C&O 367
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Optimality Conditions for Convex Programming (Sects 5.1, 5.2, 5.3)
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Sufficiency always holds, i.e. KKT at x* implies x*
optimal.
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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.
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Examples of finding optimal solutions using the KKT conditions.