[Math] Karush-Kuhn-Tucker (KKT) conditions

convex optimization

I am having difficulties understanding the graphical interpretation as well as why the two following KKT conditions is necessary for a point x* being a minimum.

image

It is my understanding that the (d) conditions is also known as complementary slackness variables, meaning that at most one of the conditions are slack (I.e. not an equality).

The (e) condition does not make any sense to me.

Can anyone help with the derivation of these two conditions, or provide a better understanding of the graphical interpretation?

Best Answer

I'd ususally put this in a comment, but I do not have enough reputation (my comment above is from the mathematica.stackexchange forums). There is actually not much good literature on optimization, that I can really recommend. Most of my knowledge comes from German literature, which I will not mention here. One book I can recommend though is the well known book "Convex Analysis and Optimization" from Bertsekas. It's not perfect and no quick introduction either, but it is well written and does a good job explaining things (which unfortunately is pretty rare in math literature). Another good book seems to be convex optimization from Boyd. If anybody knows other good literature on (convex) optimization, I'd like to hear about it.