optimization - When is LICQ useful in KKT conditions?
2018年12月11日 · It's possible for a convex optimization problem to have an optimal solution but no KKT points. Constraint qualifications such as Slater's condition, LICQ, MFCQ, etc. are …
Why is LICQ automatically satisfied in Linear Optimization …
2020年6月7日 · The Linear Independence Constraint Qualification is NOT always satisfied in linear optimization problems, in particular when the gradients (rows of coefficients) of the …
optimization - Constraint qualification for linear constraints ...
2020年12月14日 · There are other constraint qualifications besides LICQ that you might use that could be much easier to establish. For example, you could use linear programming to …
optimization - Why does linear independence constraint …
2022年8月25日 · The linearly independent constraint qualification (LICQ) is said to hold at a point when the gradients of all the binding constraint functions at the point are linearly independent. …
When do constraint qualifications imply strong duality?
2017年5月10日 · LICQ and a some nitty-gritty questions I've been looking into linearly independent constraint qualification (LICQ) to to offer some additional regularity. For convex …
Prove the point is local minimizer given that KKT and LICQ are …
2022年6月24日 · Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for …
Linear independence of equality constraint gradients in constraint ...
Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their …
What if LICQ does not hold? - Mathematics Stack Exchange
2018年9月7日 · LICQ is not a necessary condition for optimality. It is a prerequisite that the KKT conditions are necessary for optimality. You might check other constraint qualifications …
optimization - Do we really need the constraint qualification ...
2015年7月2日 · Do we really need the LICQ for a first-order necessary optimality condition? What's wrong with the following conclusion from the set of implications that I collected (all …
How to solve a Karush-Kuhn-Tucker example
2021年8月27日 · However the linear independence constraint qualification (LICQ) fails everywhere, so in principle the KKT approach cannot be used directly. I have seen multiple …