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Re: [Help-glpk] GLPK wikibook : newish solution information page
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] GLPK wikibook : newish solution information page |
Date: |
Thu, 05 May 2011 22:58:17 +0400 |
> Both these conditions are equivalent to the KKT, and in the linear
> programming case are fairly trivial to prove. But the textbooks don't
> usually call them KKT
Probably it depends on particular textbooks. The term "Kuhn–Tucker
optimality conditions" is commonly used in most literature on
mathematical programming; see:
http://en.wikipedia.org/wiki/Karush%E2%80%93Kuhn%E2%80%
93Tucker_conditions
AFAIK, the term "Karush–Kuhn–Tucker conditions" is used only in case of
linear programs.
> so I believe the wiki page entry should refer it
> as "Tests for Optimality" and then discuss the more precise
> calculations.
>