Consider the NLP min 151x122 + 41x222 s.t. 3x1 + 2x2 = 8 x1, x2 0
Question:
Consider the NLP min 151x122 + 41x222 s.t. 3x1 + 2x2 = 8 x1, x2 Ú 0
(a) State the KKT optimality conditions for this model.
(b) Verify that at solution x = 10, 42 there exists an improving feasible direction
x = 12, -32.
(c) Confirm that KKT conditions have no solution for the nonoptimal x of part (b).
(d) Explain why every local optimum of the model must be a KKT point.
(e) Show that global optimal solution x* =
11, 52 2 is a KKT point.
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