Suppose that for some feasible point there is a Lagrange multiplier vector such that the KKT (Karush–Kuhn–Tucker) Conditions are satisfied. Suppose also that
Then is a strict local solution.
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Jan 06, 2025, 1 min read
Suppose that for some feasible point x∗∈Rn there is a Lagrange multiplier vector λ∗ such that the KKT (Karush–Kuhn–Tucker) Conditions are satisfied. Suppose also that
wT∇xx2L(x∗,λ∗)w>0,∀w∈C(x∗,λ∗),w=0Then x∗ is a strict local solution.