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Concept
KKT Conditions
The Karush-Kuhn-Tucker (KKT) conditions are
necessary conditions for a solution
in
nonlinear programming
to be optimal, given that certain
regularity conditions
are satisfied. They generalize the
method of Lagrange multipliers
to handle
inequality constraints
, providing a
set of equations and inequalities
that must be satisfied at the
optimal point
.
Relevant Degrees
Mathematical Analysis 50%
Operational Research 30%
Computational Mathematics 20%
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