Understanding KKT Conditions for Minimization Problems with Constraints

Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
2 replies · 3K views
hoffmann
Messages
65
Reaction score
0
what does it mean to write out the kkt conditions and find x* for the following problem:

minimize [tex]f(x) = \sum x_i[/tex] subject to [tex]\prod x_i = 1[/tex] and [tex]x_i \geq 0[/tex] for 1<= i <= n. the bounds on the sum and product are from i = 1 to n.
 
Physics news on Phys.org
basically the kkt conditions need to be satisfied if the solution is optimal. you have the two constraints as your functions (say g and h) -- both these and the objective function need to be stationary, dual and primal feasible, and satisfy complementary slackness.

anyway, so i think there are two cases for the product to be equal to one: one is when all the x_i are equal to 1 and the other is when the product of the x_i's somehow approaches 1. in the first case, the sum would just give n since all the x_i's equal 1, and the second case...well I'm not so sure.

am i thinking about this problem in the right way?