Why is the objective function a linear combination of gradient of constraints at optimal point for non linear inequality optimizarion under KKT? Intuitive answers please as only in process of masters level math for economists course
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Related thread: https://math.stackexchange.com/questions/1760709/how-to-prove-lagrange-multiplier-theorem-in-a-rigorous-but-intuitive-way/1760741#1760741 – littleO Jul 10 '20 at 03:56
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I have to admit that I don´t understand the question. – callculus42 Jul 10 '20 at 04:25
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Basically I’m trying to understand the intuition of the constraint qualification calculation. I understand you need to check constraint gradient but don’t really understand how its rank relates to objective function – Latebloomer Jul 10 '20 at 12:12