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> For constrained optimisation ideally you should be using Lagrange multipliers. Lagrange multipliers is for ̶u̶n̶c̶o̶n̶s̶t̶r̶a̶i̶n̶e̶d̶ optimization... you'r
by mehrdadn 8y ago
> For constrained optimisation ideally you should be using Lagrange multipliers.
Lagrange multipliers is for ̶u̶n̶c̶o̶n̶s̶t̶r̶a̶i̶n̶e̶d̶ optimization... you're probably thinking of KKT.
EDIT: D'oh... typed too quickly, thanks for the correction. I meant to write they can't handle inequalities, which for some reason is what I always assume when I hear constrained optimization...
- gugagore 8y agoLagrange multiplers are used in equality-constrained optimization. The KKT conditions generalize to inequalities.
- Ragib_Zaman 8y agoLagrange multipliers can be applied to solve optimization problems with equality constraints. KKT generalizes Lagrange multipliers to allow inequality constraints as well.