L1.6 –⁠ Inequality-constrained optimization: KKT conditions as first-order conditions of optimality
Channel: aa4cc
Date: 2022-02-23

Introduction to inequality-constrained optimization within a course on "Optimal and robust control" (B3M35ORR, BE3M35ORR) given at Czech Technical University in Prague (course Moodle page linked from https://moodle.fel.cvut.cz/course/B3M35ORR). We introduce and discuss the Karush-Kuhn-Tucker (KKT) conditions as the necessary (and possibly also sufficient) conditions of optimality.