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

A 22-minute video by Visually Explained about algorithms and data structures, on the Mathematics shelf. It came up in r/math, in a thread called “What are some of your favorite math explainer videos that aren’t from mathologer, numberphile, or 3b1b?”.

Visually Explained, Video, 22 min, 2021, on the Mathematics shelf

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.