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M
MoeSzyslak12-Amethyst
12-Amethyst
May 2, 2013
Question

Karush–Kuhn–Tucker Conditions

  • May 2, 2013
  • 2 replies
  • 2428 views

All --

Does anybody have a generic worksheet that implements the KKT conditions? With the help of some collabs, we got a solution to an optimization problem here, but it is rather inelegant and doesn't always work. I was considering Lagrange multipliers, but I don't think that they will work for inequality conditions. Someone pointed me in the direction of KKT and it looks like it should work. So....before I reinvent the wheel, has somebody else already coded this up?

Thanks in advance.

2 replies

V
24-Ruby IV
ValeryOchkov24-Ruby IV
24-Ruby IV
May 2, 2013

Is it this problem:

http://twt.mpei.ac.ru/MAS/Worksheets/Minimum.mcd

(Mathcad Server)

M
MoeSzyslak12-AmethystAuthor
12-Amethyst
May 2, 2013

No, but thanks, Valery. There is much information online w.r.t. KKT, but I haven't seen any Mathcad.

V
24-Ruby III
VladimirN24-Ruby III
24-Ruby III
May 3, 2013

Hi Moe,

Maybe this article ("DIMENSIONAL MATHEMATICAL MODEL TO OPTIMIZE THE PROCESSING MECHANISM OF TRANSLATIONAL ROTATING MOTION") will help: http://annals.fih.upt.ro/pdf/AE-AM-40th-2010-S03.pdf

M
MoeSzyslak12-AmethystAuthor
12-Amethyst
May 3, 2013

Vladimir -- very interesting article. It looks as though the authors used Mathcad to implement the KKT conditions. I'll have to play around with this some.

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