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KKT formulation
How to reformulate the following problem
$$min \frac{1}{2} (x_1-a_1)^2+ \frac{1}{2} (x_2-a_2)^2$$
$$s.t. \mathbf{1}^Tx=1$$
$$ ||x||_2\leq2$$
as the following system of KKT conditions:
$$(1 + ...
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Explain $x^*$ of subgradient in KKT -conditions: primal optima or dual optima?
I asked this question here but I noticed that this notation $x^*$ may actually mean two things: primal optimality and dual optimality. Please, explain this notation particularly here: I understand ...
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vote
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What does the statement “Optimality condition for convex problem” mean? KKT or other condition?
I am stuck to the problem 4 here, course Mat-2.3139, the due day was yesterday. The hint is "Optimality-condition for a convex-problem". I have asked this now from 3 assistants and everyone with ...
