KKT Conditions for Dynamic Optimization
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YouTubeAPMonitor.com
KKT Conditions for Dynamic Optimization
The Karush Kuhn Tucker (KKT) conditions are applied to solve a simple dynamic optimization problem that is discretized with orthogonal collocation on finite elements. Download problem statement and source code here: http://apmonitor.com/do/index.php/Main/FinalExam
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KKT Conditions Explained
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