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A simple and elementary proof of the Karush-Kuhn-Tucker theorem for inequality-constrained optimization.
Olga Brezhneva
Alexey Tret'yakov
Stephen E. Wright
Published in:
Optim. Lett. (2009)
Keyphrases
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constrained optimization
stationary points
karush kuhn tucker
constrained optimization problems
objective function
penalty function
equality constraints
inequality constraints
high level
dynamic programming
fixed point
recurrent neural networks
optimality conditions
constraint qualification