Lecture

KKT Conditions: Convex Optimization

In course

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Description

This lecture covers the Karush-Kuhn-Tucker (KKT) conditions in convex optimization. It explains the concept of dual cones, properties of the dual cone, problems with generalized inequalities, and the optimality conditions. The instructor also discusses the relevance of the KKT conditions, separable problems, closure, interior, and boundary of sets, as well as convex hulls and envelope representations.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_pfzyjs5q

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