Consider the quadratic programming example presented in Sec. 13.7. (a) Use the test given in Appendix 2
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Consider the quadratic programming example presented in Sec. 13.7.
(a) Use the test given in Appendix 2 to show that the objective function is strictly concave.
(b) Verify that the objective function is strictly concave by demonstrating that Q is a positive definite matrix; that is, xT Qx 0 for all x 0. (Hint: Reduce xT Qx to a sum of squares.)
(c) Show that x1 12, x2 9, and u1 3 satisfy the KKT conditions when they are written in the form given in Sec. 13.6.
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Introduction To Operations Research
ISBN: 9780072321692
7th Edition
Authors: Frederick S. Hillier, Gerald J. Lieberman
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