KKT point 2026-10-24
A KKT point is a feasible point admitting Lagrange multipliers that satisfy the Karush-Kuhn-Tucker conditions. Some authors use the name for the full primal and multiplier pair; specify the multipliers when this distinction matters. For a convex optimization problem with a differentiable convex function as its objective function, convex inequality functions and affine equality constraints, the KKT conditions certify a global minimizer. Their necessity requires an appropriate constraint qualification.
Past exam of the continuous optimisation course of the University of Oxford 2025 3 b Solution 2026-10-25
With inequalities written as , use the optimization Lagrangian . The Karush-Kuhn-Tucker conditions at areFor any feasible point , the first-order inequalities for a convex function and a concave function giveThe last equality uses complementary slackness. Thus is a global minimizer. Slater's condition is useful for necessity and existence of Lagrange multipliers, but is not required for this sufficiency argument once a KKT point is supplied.
Past exam of the continuous optimisation course of the University of Oxford 2025 3 d ii Solution 2026-10-25
A precise conditional convergence statement is: with the smoothness and convexity assumptions of the question, a strict feasible point, , and barrier stationarity residualsevery convergent sequence of strictly feasible points has a global minimizer as its limit. The Lagrange multiplier estimates are bounded and have a subsequence converging to multipliers satisfying the KKT conditions. The theorem does not assert convergence of the primal sequence without further assumptions.
First, continuity gives . For an inactive optimization constraint, , soFor the active constraints, the hint permits assuming . Combining this with the inactive limits gives , and passage to the limit in the residual equation proves stationarity. Since , complementary slackness also holds. All KKT conditions follow, and part (b) proves global optimality.
The hint's multiplier assumption can in fact be weakened to selecting a subsequence. To see why the estimates are bounded, choose a strict feasible point and put . Concavity givesThe right side is bounded because and . This is the bounded barrier multipliers under Slater's condition argument. A convergent multiplier subsequence then gives the same KKT point, which suffices to prove that the assumed primal limit is globally optimal.