# Tag Info

## New answers tagged karush-kuhn-tucker

0 votes

### Mathematical explanation of the intuition behind the Lagrange multiplier

From the f.o.c. for utility maximization under a budget constraint, we have $$\frac{\partial U}{\partial x} = \lambda p_x,\;\;\;\frac{\partial U}{\partial y} = \lambda p_y$$ that holds at the optimal ...
• 9,960
2 votes
Accepted

### Stationarity in KKT condition

In general, you don't know before you find them, which, if any, of the minimizers $\ \hat{x}\$ will satisfy the condition $\ G(\hat{x})<0\$, and if $\ \hat{x}\$ is a local minimizer for which \$\ ...

Top 50 recent answers are included