Optimization, Linear Programming, Convex Optimization, Duality, Towards Data Science.
Consider the following problem (III): KKT conditions: x is optimal to the foregoing problem if and only if conditions (4)-(6) hold true. After seeing the KKT conditions (1)-(3) for problem (II), (4)-(6) become intuitive. Given that constraints Ax ≥ b in problem (I) now become all binding cases