The Karush-Kuhn-Tucker (KKT) Conditions and the Interior Point Method for Convex Optimization

Ғылым және технология

A gentle and visual introduction to the topic of Convex Optimization (part 3/3). In this video, we continue the discussion on the principle of duality, which ultimately leads us to the "interior point method" in optimization. Along the way, we derive the celebrated Karush-Kuhn-Tucker (KKT) conditions.
This is the third video of the series.
Part 1: What is (Mathematical) Optimization? ( • What Is Mathematical O... )
Part 2: Convexity and the Principle of (Lagrangian) Duality ( • Convexity and The Prin... )
Part 3: Algorithms for Convex Optimization (Interior Point Methods). ( • The Karush-Kuhn-Tucker... )
--------------------------------
References:
- Boyd and Vandenberghe's wonderful book on convex optimization: stanford.edu/~boyd/cvxbook/
--------------------------------
Typos and precisions:
- At 12:50 by "grad_f and grad_g are inversely proportional", I mean grad_f and grad_g are proportional to each other with a negative coefficients.
- At 13:47, the correct feasibility equation for x is g(x) \le 0, and not g(x) \ge 0 as stated in the video. This typo goes away starting from 15:11
--------------------------------
Timestamps:
0:00 Previously
0:25 Working Example
8:03 Duality for Convex Optimization Problems
10:38 KKT Conditions
15:00 Interior Point Method
21:00 Conclusion
--------------------------
Credit:
🐍 Manim and Python : github.com/3b1b/manim
🐵 Blender3D: www.blender.org/
🗒️ Emacs: www.gnu.org/software/emacs/
This video would not have been possible without the help of Gökçe Dayanıklı.
--------------------------
🎵 Music
- Vincent Rubinetti (vincerubinetti.bandcamp.com/)
- Carefree by Kevin MacLeod ( • Thinking Music )

Пікірлер: 287

  • @VisuallyExplained
    @VisuallyExplained2 жыл бұрын

    Thank you to every one who watched the video and spotted a typo or correction. I will group them in this comment so new viewers can have easy access to them. - At 12:50 by "grad_f and grad_g are inversely proportional", I mean grad_f and grad_g are proportional to each other with a negative coefficients. - At 13:47 , the correct feasibility equation for x is g(x) \le 0, and not g(x) \ge 0 as stated in the video. This typo goes away starting from 15:11

  • @artashesasoyan6272

    @artashesasoyan6272

    2 жыл бұрын

    I worked out the gradient by hand (17:00) and found out that our solutions don't match, you have an extra ' - ' (minus sign) in the argument of log. The equation should be : grad[ f(x) - t log( +g(x)) ] and not grad[ f(x) - t log( -g(x)) ]. The gradient of log(g(x)) is grad(g(x))/g(x), no minus sign.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    @@artashesasoyan6272 Thanks for working this out. Your reasoning would be correct if g were positive, but in this case g

  • @user-hs1hi9ko1e

    @user-hs1hi9ko1e

    8 ай бұрын

    At 05:44, P(y) = max u*y subject to u≥0 results in "max{0,...,∞}=∞, if y>0" and "max{-∞,...,0}=0, if y≤0".

  • @HelloWorlds__JTS

    @HelloWorlds__JTS

    Ай бұрын

    It's confusing after 6:46 when you say "u goes first", but that's actually when X "goes" first, etc. You do the same thing again at 9:48, where it is particularly misleading. Love your content! I hope you are somehow finding time to make more. The world could really use more videos giving concise explanations related to convex optimization. I'm particularly interested in manifold learning.

  • @user-vf7be9nx3i
    @user-vf7be9nx3i2 жыл бұрын

    20mins content better than my professor for half a semester. Thank you

  • @ulissemini5492
    @ulissemini54922 жыл бұрын

    you should submit this to 3b1b's summer of math exposition contest

  • @user-xw7ug1gq2m
    @user-xw7ug1gq2m9 ай бұрын

    The author must be a genius for making such a great video! Only a man with deep understanding of optimization can explain it virtually

  • @pejT47
    @pejT472 жыл бұрын

    The best video on Lagrangian method that I've ever seen! Great work, thank you!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Wow, thanks!

  • @gtorres94
    @gtorres9411 ай бұрын

    I can't thank you enough for this video and all the content you produce. This has to become the standard for teaching mathematics in schools. It makes everything so much clear, learning becomes so much more efficient. People in education should look at this and reward people like you who innovate and outpeform any classic math teacher. Thank you once again.

  • @ElectronsSoul
    @ElectronsSoul2 жыл бұрын

    Excellent job! This is a new subject for me and it felt really intuitive and interesting all the way through. I hope your channel get the exposure and success that this material deserves.

  • @aashishchauhan1989
    @aashishchauhan19892 жыл бұрын

    It is mind blowing to see all these ideas visually. Keep it coming, thank you

  • @apaarsadhwani
    @apaarsadhwani2 жыл бұрын

    Fantastic video! Please keep more coming, these are super-useful! I have actually worked through Boyd's book and the reason I still prefer this is, it's so much quick to refresh your memory with a short video like this. I worked through Boyd's book many years ago and barely remember much now (except that it was fun!).. I suddenly need to recall duality/IP as a quick reference, it's not practical to read that book (or even Boyd's slides). This video is just perfect for that. Another use case I see is, before you deep dive into a convex optimization book, watching this video will give you a great idea and intuition for what's coming next!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks, I am glad you find them useful!

  • @lucadelaat8837
    @lucadelaat8837 Жыл бұрын

    What a fantastic series! Thank you so much! Keep up the beautiful work! This is the future of math education at work.

  • @nish6106
    @nish61062 жыл бұрын

    This video is just absoloutely amazing, for anyone just learning optimization. especially the KKT conditions its after 3 months that I have finally understood the actual intuition behind them

  • @jaimejaime9800
    @jaimejaime9800 Жыл бұрын

    Amazing job! I think that in a lot of subjets, there are many encysted text-book explanations , with a bottom-top approach that overwhelms and trap newcomers and practicioners, making this knowledge a specialized tool. Channels like yours unblock that bottleneck, democratizing very useful insights and tools and speeding up progress, thanks!

  • @darrenho3655
    @darrenho36552 жыл бұрын

    Amazing visuals with great explanations. I'm so grateful for channels with high quality content like this.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Much appreciated! I am glad you liked the channel.

  • @cowkeydev
    @cowkeydev2 жыл бұрын

    Amazing video, could not understand this for the life of me but this helped tremendously. Videos like this must take a long time to make, but I feel that they will be used for generations. Thank you :)

  • @govindchari4586
    @govindchari45862 жыл бұрын

    I have spent a great deal of time trying to understand this topic, and this video series is the single best resource I have ever come across.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks. I am really glad it was helpful

  • @engiboye9893
    @engiboye98932 жыл бұрын

    I can't wait till this channel explodes and becomes very popular and I can say that I was here in the beginning. Thank you for the amazing content, keep it up!

  • @yahugh59
    @yahugh599 ай бұрын

    Your insights and visualizations are immensely helpful!

  • @HadiAhmed7546
    @HadiAhmed7546 Жыл бұрын

    one of the best series of vids posted on the internet

  • @The1ceCube
    @The1ceCube8 ай бұрын

    Thank you so much for putting in all these hours to make a video like that. But it really helped me to understand the topic a lot better!

  • @meeseeks1489
    @meeseeks14899 ай бұрын

    This magic! How can you represent such difficult concepts so beautifully! This is best youtube video ever

  • @1bvideo1
    @1bvideo1 Жыл бұрын

    Your explanation is genius! Thank you for taking the time to create such a beautiful explanation. You make learning fun.

  • @shafiqreshid4288
    @shafiqreshid42882 жыл бұрын

    Thankyou for this :) I don't think there is a better resource in internet for this topic:) Please keep the videos coming, I already binge watched all of your existing videos, Your way of storytelling is just amazing!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thank you! Will do!

  • @RajivSambasivan
    @RajivSambasivan2 жыл бұрын

    Fantastic video!. You have really motivated the ideas so well and you have beautifully developed the intuition through the narrative. Kudos!

  • @anandsudhi7071
    @anandsudhi70712 жыл бұрын

    I must say, the insight that the visual approach provided just made it so intuitive. This is quite useful. Keep up the great work.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Awesome, thank you!

  • @lavanyapadala3119
    @lavanyapadala31192 жыл бұрын

    the way you are presenting equations using animations its amazing sir. even a person with tiny knowledge in math can easily understand it.

  • @MintaoYE
    @MintaoYE Жыл бұрын

    The best explanation of the duality problem and KKT condition that I have seen! Thank you

  • @hyperduality2838

    @hyperduality2838

    Жыл бұрын

    From a convergent, convex (lens) or syntropic perspective everything looks divergent, concave or entropic -- the 2nd law of thermodynamics. According to the 2nd law of thermodynamics all observers have a syntropic perspective. My syntropy is your entropy and your syntropy is my entropy -- duality! Syntropy (prediction) is dual to increasing entropy -- the 4th law of thermodynamics. Homology (convergence, syntropy) is dual to co-homology (divergence, entropy). Teleological physics (syntropy) is dual to non teleological physics (entropy). Duality creates reality. "Always two there are" -- Yoda. Points are dual to lines -- the principle of duality in geometry.

  • @qc4040
    @qc40402 жыл бұрын

    Making a complex math concept simple ... well done!

  • @chonkywholesome4205
    @chonkywholesome42058 ай бұрын

    thanks for the visualization, you made it so simpler for us to understand the problem and also understand what prof said in lecture

  • @alirezaasghari4547
    @alirezaasghari4547 Жыл бұрын

    In fact, the virtual videos are incredible when it comes to learning new stuff, specially in math problems.

  • @jayantnema9610
    @jayantnema9610 Жыл бұрын

    this is the greatest thing I have ever seen! sooo good!!!!

  • @ayushjangid
    @ayushjangid2 жыл бұрын

    That's the best video i have watched till now. Thanks a lot

  • @philippemaincon9702
    @philippemaincon9702 Жыл бұрын

    Great presentation. You make it so simple...!

  • @leticiapiuccomarques7747
    @leticiapiuccomarques77472 жыл бұрын

    Very clear and concise explanation. Thank you so much.

  • @balbiyadsaad1607
    @balbiyadsaad16074 ай бұрын

    Second time I watch this video, fantastic content! Analogies are a piece of art.

  • @process6996
    @process69962 жыл бұрын

    Amazing intuition behind KKT!

  • @blackguardian89
    @blackguardian89 Жыл бұрын

    Amazing video! Thank you! I hope there will be a lot more optimization videos from you in the future!

  • @fikriansyahadzaka6647
    @fikriansyahadzaka66472 жыл бұрын

    Wow! great explanation. This is one topic that I find it intimidating when reading the book, but you explain it beautifully. Keep up the good work man!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    It's always nice to hear that this was useful, thanks!!

  • @behnamplays
    @behnamplays2 жыл бұрын

    I don’t comment much on yt, but these series are awesome! Thanks and keep us the good work!

  • @greatuser2560
    @greatuser25602 жыл бұрын

    thank you , this serie of videos helped me a lot to understand and deepen my knowledge of these concepts. keep up the great work

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    You're very welcome!

  • @kiaranr
    @kiaranr2 жыл бұрын

    These are like how I imagined math lectures would look in the future. Great work, instant sub.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Welcome aboard!

  • @ankitbioinfo
    @ankitbioinfo4 ай бұрын

    Beautifullly explained.

  • @sudelal2144
    @sudelal21445 ай бұрын

    thank you for the amazing background music! It helps me sleep immediately.

  • @marsag3118
    @marsag31182 жыл бұрын

    Very nice series(and channel in general). I am a big fan of the work of Prof. Boyd, and this series makes the concept very intuitive and nicer to think about. Great work!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thank you, I appreciate that!

  • @arccos0160
    @arccos01602 жыл бұрын

    elegant explanation! It should be recommended to whoever wants to learn optimization theory.

  • @brahimerraji9332
    @brahimerraji93322 жыл бұрын

    Awesome and illustrative, thank you.

  • @farhanhyder6378
    @farhanhyder6378 Жыл бұрын

    Great video, one of the best and most intuitive ones I have seen. I think you could have included a short discussion on what does it mean for the multiplier (u or v) to be binding.

  • @nathant9510
    @nathant95102 жыл бұрын

    Amazing video! Video's like this make me excited to learn, keep it up!

  • @hanabenrabah93
    @hanabenrabah93 Жыл бұрын

    Thank you for this quality content ! Best explanation on this topic

  • @rs-ov6ie
    @rs-ov6ie3 ай бұрын

    You are just amazing..Thank you so much

  • @phogbinh
    @phogbinh2 жыл бұрын

    Subscribed. Your content is invaluable to CS grad students.

  • @nguyen7272
    @nguyen7272 Жыл бұрын

    really amazing videos, visually and intuitively explanation are really important to me, thank you for doing these great videos

  • @sebydocky5080
    @sebydocky50804 ай бұрын

    Exceptional video.... It's so clear Bravo.

  • @aswathik4709
    @aswathik4709 Жыл бұрын

    you put soo much effort. subscribed right away!!

  • @halihammer
    @halihammer3 ай бұрын

    Very helpful stuff! Thank you very much for your effort.

  • @bouchraer-rabbany4370
    @bouchraer-rabbany437011 ай бұрын

    It was genuinely helpful. Thank you for the insightful teaching

  • @johngray6436
    @johngray6436Ай бұрын

    I've finally known where the hell Lagrangian comes from Such a great video

  • @Midhunsreekumar1984
    @Midhunsreekumar1984 Жыл бұрын

    Such a beautiful video. Thanks a ton for this

  • @tomxiao
    @tomxiao Жыл бұрын

    Awesome video, thanks for make this available.

  • @user-ns9ze8xf5z
    @user-ns9ze8xf5z Жыл бұрын

    Why I can only give one like to this video?! This video is awesome!!! Thanks for making it!

  • @uede
    @uede2 жыл бұрын

    Wonderfully explained, I am in awe

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Happy to hear that!

  • @pabloo.o1912
    @pabloo.o19126 ай бұрын

    Thank you very much for this video!! I'm just getting started with semidefinite programming

  • @nivethanyogarajah1493
    @nivethanyogarajah14932 жыл бұрын

    Holy?! The NIP derivation makes so much sense!!

  • @ismailabbassi3452
    @ismailabbassi34528 ай бұрын

    Very well explained! Tbarkllah elik

  • @armanbarghi6052
    @armanbarghi60522 жыл бұрын

    Awesome explanation! keep these videos up...

  • @abyzio5249
    @abyzio5249 Жыл бұрын

    Amazing exposiotion! Thanks a lot and it really helps me!

  • @voxelsofsorrow
    @voxelsofsorrow2 жыл бұрын

    absolutely outstanding! thank you so much. as a discrete algorithm designer unexpectedly thrown into the trenches of solving a difficult bi-level mixed-integer linear optimization problem, this was very intuitive and much less scary than the Wikipedia article.

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Yay, glad this was helpful!

  • @Numerically_Stable
    @Numerically_Stable Жыл бұрын

    brilliantly explained, thanks a ton

  • @shyambhagwat
    @shyambhagwat2 жыл бұрын

    Hello Bachir! , This is so amazing ! I can just say - god bless you !!! Best Duality explanation so far !!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks a lot!!!

  • @hyperduality2838

    @hyperduality2838

    Жыл бұрын

    From a convergent, convex (lens) or syntropic perspective everything looks divergent, concave or entropic -- the 2nd law of thermodynamics. According to the 2nd law of thermodynamics all observers have a syntropic perspective. My syntropy is your entropy and your syntropy is my entropy -- duality! Syntropy (prediction) is dual to increasing entropy -- the 4th law of thermodynamics. Homology (convergence, syntropy) is dual to co-homology (divergence, entropy). Teleological physics (syntropy) is dual to non teleological physics (entropy). Duality creates reality. "Always two there are" -- Yoda. Points are dual to lines -- the principle of duality in geometry.

  • @AJ-et3vf
    @AJ-et3vf Жыл бұрын

    Great video. Thank you

  • @qr-ec8vd
    @qr-ec8vd Жыл бұрын

    amazing video!!! Thank you!

  • @olivier306
    @olivier306 Жыл бұрын

    BEAUTIFUL!!!

  • @xiaokewang2549
    @xiaokewang25492 жыл бұрын

    Very helpful video!!! Thank you very much

  • @AdhyyanSekhsaria
    @AdhyyanSekhsaria2 жыл бұрын

    Brilliant effort!

  • @chadwicklin2091
    @chadwicklin2091Ай бұрын

    Just sth aside but I really like the background music. Gives me a sense of calm and peace for learning.

  • @dineshtripathi9880
    @dineshtripathi98802 жыл бұрын

    Great Video and explanation.

  • @sanmore101
    @sanmore1012 жыл бұрын

    thanks mate. was having some doubts after going through Boyd's book... now many things are clear

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    You are most welcome

  • @unverozkol
    @unverozkol7 ай бұрын

    Very well explained

  • @DereksWorldOfGamesandPodcasts
    @DereksWorldOfGamesandPodcasts2 жыл бұрын

    This video is amazing, thanks!

  • @josecarlosferreira4942
    @josecarlosferreira49422 жыл бұрын

    Pure Gold!

  • @xiaowang4578
    @xiaowang4578 Жыл бұрын

    Love the video! Student should really start from your video than the standard textbooks!!!!!!

  • @user-xw2ul2lv8g
    @user-xw2ul2lv8g Жыл бұрын

    My professor did teach quite well but I'm missing some intuitive visualizations. All makes sense now thanks to your video!

  • @markschrder167
    @markschrder1677 ай бұрын

    I absolutely love this!!! It's so good! please keep on making videos like this! Is there any way you could be persuaded to make 4 to 5 small assignments to each video? Maybe just for patrons or something like that?

  • @vishnupradeep6113
    @vishnupradeep61132 жыл бұрын

    Thank you so much for this amazing video 💯

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    My pleasure!

  • @user-in4nk9jj1p
    @user-in4nk9jj1p2 жыл бұрын

    excellent video! Thanks you so much!

  • @daonguyen5443
    @daonguyen54435 ай бұрын

    thank you so much for the great video. You saved me from hours of reading on text book but not understand anything

  • @jimlbeaver
    @jimlbeaver2 жыл бұрын

    Excellent! Really helpful

  • @fred4486
    @fred44862 жыл бұрын

    Thank you for this great explanation

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Glad it was helpful!!

  • @kangeunjeon1408
    @kangeunjeon14086 ай бұрын

    Omg absolutely amazing

  • @yvonnez2517
    @yvonnez2517 Жыл бұрын

    Thank you so much, it helps me a lot.

  • @wuyanfeng42
    @wuyanfeng422 жыл бұрын

    This is amazing!!! thanks!!!

  • @atharvamete7917
    @atharvamete79172 жыл бұрын

    Great video! Thank you so much!!!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Glad you enjoyed it!

  • @jacobhansen2246
    @jacobhansen22462 жыл бұрын

    Wonderful Video! It helped so much

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Yaay!

  • @nicolasegala8322
    @nicolasegala8322 Жыл бұрын

    Great video

  • @yurigansmith
    @yurigansmith Жыл бұрын

    That was a very nice presentation and a lot of fun to watch! ps: Maybe you could also make a video on the duality gap and Slater's condition?

  • @user-yg7sd1ro7w
    @user-yg7sd1ro7w6 ай бұрын

    🎯 Key Takeaways for quick navigation: 00:00 🧠 *Convex optimization problems involve minimizing convex objective functions subject to constraints. Duality provides a useful perspective in solving such problems efficiently.* 01:27 🚢 *In a practical example of ship navigation, convex optimization is applied to minimize the objective function while considering constraints, turning it into a convex optimization problem.* 03:20 🔄 *Introducing a penalty function helps eliminate constraints, but choosing an appropriate penalty function is crucial. The "zero-infinity" penalty function is one such example.* 05:54 🔄 *Penalty functions can be approximated with linear penalties. The max of these linear penalties transforms the problem into a min-max problem, introducing the concept of dual problems.* 08:59 🔄 *Deriving the dual problem involves introducing Lagrangian multipliers, leading to a lower bound on the optimal value of the primal problem, establishing strong duality under certain assumptions.* 10:36 🎓 *The Karush-Kuhn-Tucker (KKT) conditions are essential in convex optimization, providing necessary conditions for optimality, with feasible solutions satisfying a set of equations and inequalities.* 14:29 ⚙️ *The KKT conditions reduce solving an optimization problem to solving equations and inequalities, facilitating the development of general-purpose optimization solvers.* 16:22 🔄 *The interior point method perturbs the KKT conditions to make them easier to solve, using a parameter "t" that is gradually reduced. It leverages two key insights to navigate the perturbed conditions efficiently.* 20:54 🔄 *The interior point method follows the "central path," gradually moving towards smaller "t" values until it reaches the solution. The central path stays within the interior of the feasible region, justifying the method's name.* Made with HARPA AI

  • @dididd
    @dididd Жыл бұрын

    20min better than a whole 1hour lecture from my professor

  • @leoware9319
    @leoware93192 жыл бұрын

    this video is amazing

  • @wexwexexort
    @wexwexexort9 ай бұрын

    Awesome!

  • @MrAbyyy
    @MrAbyyy2 жыл бұрын

    Thnak you so much for this video, it's so nice:)

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    You're welcome 😊

  • @jessebelleman8070
    @jessebelleman8070 Жыл бұрын

    Thanks a lot man!

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