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Apologies if this question is not appropriate for MathOverflow. I have asked at Math.StackExchange without success. Consider the function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ defined as $$ f(x)=\...

Complementary slackness condition in the KKT theorem states that: $\lambda_i^*\geq0; \lambda_i^*h_i(x^*)=0 $ The usual reasoning goes like this: either constraint is clack $h_i(x^*)>0$ and then ...

I know if a function $f: \mathbb{R}^n \to \mathbb{R}$ is $L$-smooth, i.e. its gradient $\nabla f$ is $L$-Lipschitz continuous, then it satisfies the following inequality for any $x, x_0 \in \mathbb{R}^...

I have a target function, I've computed its Hessian to check convexity, it has a positive-definite sub-matrix and small negative-definite sub-matrix and a kernel. Sometimes it is even better -- the ...