The lambda terms remind me of Lagrange multipliers. Do the Karush-Kuhn-Tucker conditions relate to that technique at all?
KKT conditions generalize Lagrange multipliers to allow inequality constraints.
What is the idea behind complementary slackness?
The lambda terms remind me of Lagrange multipliers. Do the Karush-Kuhn-Tucker conditions relate to that technique at all?
KKT conditions generalize Lagrange multipliers to allow inequality constraints.
What is the idea behind complementary slackness?