Engineering Analysis/Minimization

Khun-Tucker Theorem


The Khun-Tucker Theorem is a method for minimizing a function f(x) under the constraint g(x). We can define the theorem as follows:


Where Λ is the lagrangian vector, and < , > denotes the scalar product operation. We will discuss scalar products more later. If we differentiate this equation with respect to x first, and then with respect to Λ, we get the following two equations:


We have the final result: