Читать книгу Multi-parametric Optimization and Control - Efstratios N. Pistikopoulos - Страница 28

Let and be differentiable at a feasible solution , and let have continuous partial derivatives at . In addition, let be the number of active inequality constraints at . Then if one of the aforementioned constraint qualifications hold, there exist Lagrange multipliers such that

(1.11)

These conditions are the Karush–Kuhn–Tucker (KKT) Necessary Conditions and they are the basis for the solution of nonlinear optimization problems.