Consider the following nonlinear programming problem: Minimize Z 2x1 2 x2 2 , subject to x1 x2

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Consider the following nonlinear programming problem:

Minimize Z 2x1 2 x2 2

, subject to x1 x2 10 and x1  0, x2  0.

(a) Of the special types of nonlinear programming problems described in Sec. 13.3, to which type or types can this particular problem be fitted? Justify your answer. (Hint: First convert this problem to an equivalent nonlinear programming problem that fits the form given in the second paragraph of the chapter, with m 2 and n 2.)

(b) Obtain the KKT conditions for this problem.

(c) Use the KKT conditions to derive an optimal solution.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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