[Math] Simple example application of Karush-Kuhn-Tucker conditions to minimization problem

computer-algebra-systemsconvergence-divergencenonlinear optimizationoptimizationreference-request

I am wondering if there is a simple example application of the Karush-Kuhn-Tucker conditions to show that a minimum exists for a multivariate minimization/optimization problem. Could anyone suggest a good reference textbook or monograph with an example?

Moreover, I am wondering if there is a computer algebra system (CAS) program or function that can be used to experiment with multivariate equations. The input to the program would be a multivariate equation, whereas the output would be some sort of analytic check for convergence (i.e. that a minimum exists). Perhaps such a program would quickly help to check equations for convergence.

Best Answer

I guess the answer is late, but maybe it can help others with the same problem.

When I needed to understand the KKT conditions, this explanation helped me a lot, with a very simple and complete step by step example. If it is still complicated, I recommend reading this chapter from Mathematial Optimization and Economic Analysis (Luptácik, M.; Springer) on the subject carefully. When you master the basics concepts, you can already go to practically any book or handbook on nonlinear optimization.