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Active-set transition in capped resource allocation

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Karush-Kuhn-Tucker conditions
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
In a convex resource-allocation problem, tightening an upper bound can change its multiplier from zero to positive. The optimum then moves from a point where only the total-resource constraint is active to the intersection where both constraints are active.

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  1. Karush-Kuhn-Tucker conditions
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / ib / Paper 2 / 7H / b / Solution

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