MathGroup Archive 2009

[Date Index] [Thread Index] [Author Index]

Search the Archive

FindMinimum KKT results

  • To: mathgroup at
  • Subject: [mg97864] FindMinimum KKT results
  • From: "Stuart Nettleton" <Stuart.Nettleton at>
  • Date: Tue, 24 Mar 2009 05:30:52 -0500 (EST)
  • Organization: University of Technology, Sydney

Would someone be able to suggest if Kuhn Karush Tucker (KKT) results are  
available from FindMinimum? KKT residuals are indeed calculated as I  
sometimes see when my optimisations fail to converge. Just as a guide to  
the size of my task, FindMinimum sometimes takes around 100 hours of hard  
work to find the minimum I need (and I am in awe of what it does).  
Lagrange multipliers for linear constraints can be output from Linear  
Programming with the DualLinearProgramming function. So what I am looking  
for is a sort of undocumented "DualFindMinimum" to show the KKT nonlinear  
constraint equivalents of Lagrange multipliers. It is possible to  
calculate the KKT from fundamentals but this takes a long time for very  
large problems and there is no guarantee that the KKT multipliers I locate  
with FindInstance are actually the ones finally settled on by FindMinimum.
Look forward to any thoughts on the topic!

UTS CRICOS Provider Code:  00099F
DISCLAIMER: This email message and any accompanying attachments may contain
confidential information.  If you are not the intended recipient, do not
read, use, disseminate, distribute or copy this message or attachments.  If
you have received this message in error, please notify the sender
immediately and delete this message. Any views expressed in this message
are those of the individual sender, except where the sender expressly, and
with authority, states them to be the views the University of Technology,
Sydney. Before opening any attachments, please check them for viruses and

  • Prev by Date: Re: Got a tip ?
  • Next by Date: Re: Commutators with boson operators
  • Previous by thread: Re: Histograms and Iterators - Beginner Question
  • Next by thread: Unexpected behavior of Floor and IntegerPart