KKTgeometry-(从几何图形的角度来阐释KTT条件的意义).pptVIP

ThePrinciplesandGeometriesofKKTandOptimization1

GeometriesofKKT:UnconstrainedProblem:Minimizef(x),wherexisavectorthatcouldhaveanyvalues,positiveornegativeFirstOrderNecessaryCondition(minormax):?f(x)=0(?f/?xi=0foralli)isthefirstordernecessaryconditionforoptimization SecondOrderNecessaryCondition:?2f(x)ispositivesemidefinite(PSD)[x??2f(x)?x≥0forallx]SecondOrderSufficientCondition (GivenFONCsatisfied)?2f(x)ispositivedefinite(PD)[x??2f(x)?x0forallx]?f/?xi=0xif?2f/?xi202

GeometriesofKKT:EqualityConst