Classical Optimization Theory
Chapter Guide. Classical optimization theory uses differential calculus to determine points of maxima and minima (extrema) for unconstrained and constrained functions. The methods may not be suitable for efficient numerical computations, but the under-lying theory provides the basis for most nonlinear programming algorithms. This chapter develops necessary and sufficient conditions for determining unconstrained extrema, the Jacobian and Lagrangean methods for problems with equality constraints, and the Karush-Kuhn- Tucker (KKT) conditions for problems with inequality constraints. The KKT conditions provide the most unifying theory for aU nonlinear programming problems.
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