Karush–Kuhn–Tucker Conditions

[MoeSzyslak]

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.

[ValeryOchkov]

Is it this problem:

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

(Mathcad Server)

[MoeSzyslak]

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

[VladimirN]

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

[MoeSzyslak]

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.