Understanding the KKT Conditions
The KKT conditions (Karush–Kuhn–Tucker Conditions) are one of the most important results in optimization, and readers familiar with optimization will certainly not find them unfamiliar. This article will focus on introducing the motivation behind some key concepts introduced in the proof of the KKT conditions (such as the introduction of the active set and the constraint qualification), and will review the complete proof of the KKT conditions.