4 Karush–Kuhn–Tucker conditions and duality

Chapters in this book

1. Frontmatter i
2. Preface v
3. Contents vii
4. Notations ix
5. 1 Introduction 1
6. Part I: Theoretical foundations
7. 2 Optimality conditions 27
8. 3 The convex optimization problem 41
9. 4 Karush–Kuhn–Tucker conditions and duality 69
10. Part II: Solution methods
11. 5 Iterative procedures and evaluation criteria 111
12. 6 Unidimensional minimization 115
13. 7 Unrestricted minimization 131
14. 8 Linearly constrained problems 168
15. 9 Quadratic problems 193
16. 10 The general problem 205
17. 11 Nondifferentiable and global optimization 226
18. Appendix: Solutions of exercises 258
19. References 343
20. Index 347