Consider the nonlinear program min 81x1 - 222 + 21x2 - 122 s.t. 32x1 + 12x2 =
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Consider the nonlinear program min 81x1 - 222 + 21x2 - 122 s.t. 32x1 + 12x2 = 126
(a) Form the Lagrangian function for this model.
(b) Write stationary conditions for the Lagrangian.
(c) Solve your stationary conditions for x1 and x2, and explain why your answers are optimal in the original model.
(d) Explain why a constraint x1 … 2 would be active if added to the original model.
(e) Use the Lagrangian approach to compute an optimal solution to the model with the added constraint of part (d).
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Saud Ur Rehman
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