Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/b/6/i/solution

For , the inequality-constrained Karush-Kuhn-Tucker conditions are
Under an appropriate constraint qualification, the second-order necessary condition is on the critical cone
Equivalently active constraints with positive multiplier require , while active zero-multiplier constraints retain . Inactive constraints impose no first-order tangent restriction. This distinction is why the relevant cone need not be the nullspace of every active row.

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