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Topic: KKT conditions
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Michael

Posts: 14
Registered: 2/19/08
KKT conditions
Posted: May 19, 2008 12:34 PM
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Hi all,

Does anyone know if fmincon calculates the KKT condition
differently from the published formula? The reason I ask is
that I calculated the KKT for a problem I am working on to
be 8.57e-5, but the first-order optimality display at the
end of the run shows 8.57e-3--same numbers, two order of
magnitude difference.

Could it be my calculation is wrong, or does Matlab use an
approximation for the KKT that might yield a different answer?

Thanks,
Mike



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