Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Nonlinear programming
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== Analytic methods === Under [[differentiability]] and [[constraint qualification]]s, the [[Karush–Kuhn–Tucker conditions|Karush–Kuhn–Tucker (KKT) conditions]] provide necessary conditions for a solution to be optimal. If some of the functions are non-differentiable, [[subderivative|subdifferential]] versions of [[Karush–Kuhn–Tucker conditions|Karush–Kuhn–Tucker (KKT) conditions]] are available.<ref> {{cite book |last=Ruszczyński |first=Andrzej |title=Nonlinear Optimization |publisher=[[Princeton University Press]] |year=2006 |isbn=978-0691119151 |location=Princeton, NJ |pages=xii+454 |mr=2199043 |author-link=Andrzej Piotr Ruszczyński}}</ref> Under convexity, the KKT conditions are sufficient for a [[global optimum]]. Without convexity, these conditions are sufficient only for a [[local optimum]]. In some cases, the number of local optima is small, and one can find all of them analytically and find the one for which the objective value is smallest.<ref name=":0">{{Cite web |last=Nemirovsky and Ben-Tal |date=2023 |title=Optimization III: Convex Optimization |url=http://www2.isye.gatech.edu/~nemirovs/OPTIIILN2023Spring.pdf}}</ref>
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)