Main.KuhnTucker History

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March 22, 2013, at 12:13 PM by 128.187.97.24 -
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Attach:group50.png This assignment can be completed in groups of two. Additional guidelines on individual, collaborative, and group assignments are provided under the [[Main/CourseStandards | Expectations link]].
March 22, 2013, at 09:33 AM by 128.187.97.24 -
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March 22, 2013, at 09:27 AM by 128.187.97.24 -
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March 20, 2013, at 11:50 AM by 128.187.97.24 -
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March 20, 2013, at 11:39 AM by 128.187.97.24 -
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March 20, 2013, at 10:00 AM by 128.187.97.24 -
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!!!! 5 Minute Tutorial on the KKT Conditions
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!!!! Part 1: 5 Minute Tutorial on the KKT Conditions
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!!!! 5 Minute Tutorial with KKT Conditions and Inequality Constraints
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!!!! Part 2: 5 Minute Tutorial with KKT Conditions and Inequality Constraints
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!!!! Part 3: 5 Minute KKT Exercise with both Inequality and Equality Constraints

This 5 minute exercise is similar to the previous ones but solves a problem with both equality and inequality constraints.

Download the following worksheet on KKT conditions with inequality and equality constraints. The video below reviews the solution to this worksheet.

* [[Attach:kkt_example3.pdf|KKT Conditions Worksheet 3]]
* [[Attach:kkt_example3_solution.pdf|KKT Conditions Worksheet 3 Solution]]

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!!!! Part 4: 5 Minute Application Exercise for the Optimal Volume of a Tank

This 5 minute exercise covers an application to a tank volume optimization. In this case, we specify the final Lagrange multiplier of $8/ft'^3^'.

Download the following worksheet on this application of the KKT conditions. The video below reviews the solution to this worksheet.

* [[Attach:kkt_example4.pdf|KKT Conditions Worksheet 4]]
* [[Attach:kkt_example4_solution.pdf|KKT Conditions Worksheet 4 Solution]]
March 20, 2013, at 05:13 AM by 69.169.188.188 -
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* [[Attach:kuhn_tucker_hw.pdf|Kuhn-Tucker and Lagrange Multiplier Homework]]
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* [[Attach:kuhn_tucker_hw.pdf|Karush-Kuhn-Tucker and Lagrange Multiplier Homework]]
March 18, 2013, at 03:49 AM by 69.169.188.188 -
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!!!! Tutorial on the KKT Conditions
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!!!! 5 Minute Tutorial on the KKT Conditions
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* 2 Linear equality constraints
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* 2 Linear equality constraints
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* [[Attach:kkt_example1.pdf|Worksheet 1 on the KKT Conditions]]
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* [[Attach:kkt_example1.pdf|KKT Conditions Worksheet 1]]
* [[Attach:kkt_example1_solution.pdf|
KKT Conditions Worksheet 1 Solution]]
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!!!! 5 Minute Tutorial with KKT Conditions and Inequality Constraints

This next 5 minute introductory is similar to the previous one but solves a problem with inequality constraints instead of equality constraints. The problem is a simple quadratic programming (QP) problem with:

* 1 Quadratic objective function
* 2 Linear inequality constraints
* 3 Variables (x'_1_', x'_2_', x'_3_')

Download the following worksheet on KKT conditions with inequality constraints. The video below reviews the solution to this worksheet.

* [[Attach:kkt_example2.pdf|KKT Conditions Worksheet 2]]
* [[Attach:kkt_example2_solution.pdf|KKT Conditions Worksheet 2 Solution]]

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March 17, 2013, at 07:13 AM by 69.169.188.188 -
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!!!! Karush-Kuhn-Tucker (KKT) Conditions
March 17, 2013, at 07:13 AM by 69.169.188.188 -
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(:title Karush-Kuhn-Tucker (KKT) Conditions and Lagrange Multipliers:)
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(:title Karush-Kuhn-Tucker (KKT) Conditions:)
March 17, 2013, at 07:10 AM by 69.169.188.188 -
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(:title Kuhn-Tucker Conditions and Lagrange Multipliers:)
(:keywords Kuhn-Tucker Conditions, Lagrange Multiplier, Optimization, Constrained:)
(:description Homework on Kuhn-Tucker conditions and Lagrange multipliers including a number of problems.:)

!!!! Kuhn-Tucker Conditions
to:
(:title Karush-Kuhn-Tucker (KKT) Conditions and Lagrange Multipliers:)
(:keywords Karush-Kuhn-Tucker Conditions, Lagrange Multiplier, Optimization, Constrained:)
(:description Homework on Karush-Kuhn-Tucker (KKT) conditions and Lagrange multipliers including a number of problems.:)

!!!! Karush-Kuhn-Tucker (KKT) Conditions
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!!!! Tutorial on the KKT Conditions

This 5 minute introductory video reviews the 4 KKT conditions and applies them to solve a simple quadratic programming (QP) problem with:

* 1 Quadratic objective function
* 3 Variables (x'_1_', x'_2_', x'_3_')
* 2 Linear equality constraints

Download the following worksheet on KKT conditions. The video below reviews the solution to this worksheet.

* [[Attach:kkt_example1.pdf|Worksheet 1 on the KKT Conditions]]

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March 15, 2013, at 07:06 AM by 152.179.16.250 -
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(:title Kuhn-Tucker Conditions and Lagrange Multipliers:)
(:keywords Kuhn-Tucker Conditions, Lagrange Multiplier, Optimization, Constrained:)
(:description Homework on Kuhn-Tucker conditions and Lagrange multipliers including a number of problems.:)

!!!! Kuhn-Tucker Conditions

The necessary conditions for a constrained local optimum are called the Kuhn-Tucker Conditions, and these conditions play a very important role in constrained optimization theory and algorithm development.

* [[Attach:kuhn_tucker_hw.pdf|Kuhn-Tucker and Lagrange Multiplier Homework]]

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