Using the KKT Conditions in the Non Convex Case (Quasi Convex)

947 Views Asked by At

It is know that if the problem is convex then we can use the KKT conditions to find the solution. However, is it still possible to use the KKT conditions in the same way if the objective function is quasi-convex instead of being convex. (I mean with turning the original problem into feasibility problems.) Thanks in advance.

1

There are 1 best solutions below

0
On

As you can read in Karush Kuhn Tucker Conditions at Wikipedia the KKT Conditions are necessary for any local optimal point without the function being convex or not.