Karush-Kuhn-Tucker Theory

  • Kenneth Lange
Part of the Springer Texts in Statistics book series (STS)


In the current chapter, we study the problem of minimizing a real-valued function f(x) subject to the constraints
$$\begin{array}{*{20}{c}} {{{g}_{i}}\left( x \right) = 0,\quad 1 \leqslant i \leqslant p} \\ {{{h}_{j}}\left( x \right) \leqslant 0,\quad 1 \leqslant j \leqslant q.} \\ \end{array}$$


Inequality Constraint Positive Semidefinite Constraint Qualification Slope Function Constrain Minimization Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Kenneth Lange
    • 1
  1. 1.Department of Biomathematics and Human GeneticsUCLA School of MedicineLos AngelesUSA

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