Consider the following linearly constrained programming problem: Minimize f(x) x1 3 4x2 2 16x3, subject to x1

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Consider the following linearly constrained programming problem:

Minimize f(x) x1 3 4x2 2 16x3, subject to x1 x2 x3 5 and x1  1, x2  1, x3  1.

(a) Convert this problem to an equivalent nonlinear programming problem that fits the form given at the beginning of the chapter (second paragraph), with m 2 and n 3.

(b) Use the form obtained in part

(a) to construct the KKT conditions for this problem.

(c) Use the KKT conditions to check whether (x1, x2, x3) (2, 1, 2)

is optimal.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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