public class KKTNecessarySufficientCheck
extends java.lang.Object
KKTNecessarySufficientCheck carries out the Zero and the First Order Necessary and the Second Order
Sufficiency Checks for a Constrained KKT Optimization Problem. The References are:
- Boyd, S., and L. van den Berghe (2009): Convex Optimization, Cambridge University Press, Cambridge UK.
- Eustaquio, R., E. Karas, and A. Ribeiro (2008): Constraint Qualification for Nonlinear Programming,
Technical Report, Federal University of Parana.
- Karush, A. (1939): Minima of Functions of Several Variables with Inequalities as Side Constraints,
M. Sc., University of Chicago, Chicago IL.
- Kuhn, H. W., and A. W. Tucker (1951): Nonlinear Programming, Proceedings of the Second Berkeley
Symposium, University of California, Berkeley CA 481-492.
- Ruszczynski, A. (2006): Nonlinear Optimization, Princeton University Press, Princeton NJ.
- Author:
- Lakshmi Krishnamurthy