Optimization, Linear Programming, Convex Optimization, Duality, Towards Data Science.
vertex. In this case, [0, 0], [4, 0], [4/3, 8/3], and [0, 2] are the 4 candidates. We can then use KKT conditions to verify which one is the optimal solution. For [0, 0], the binding constraints are x₁≥0 and x₂≥0, so w₁=w₂=0 by complementary slackness. However, the dual feasibility condition λA+v=c