Lecture

KKT Conditions: Convex Optimization

In course

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Description

This lecture covers the Karush-Kuhn-Tucker (KKT) conditions in convex optimization, including dual cones, properties of the dual cone, problems with generalized inequalities, SDP duality, complementary slackness, and the relevance of the KKT conditions. It also explores separable problems, closed functions, strict separating hyperplane theorem, representation of convex closed sets, convex hulls, and convex hull of a function.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_t55qudq1

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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