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Consider the problem minimize -x1 - 22 subject to x1 - X2 = 2 x1 + x2 Consider the problem 2 mmmmze Xl X 2
Consider the problem minimize -x1 - 22 subject to x1 - X2 = 2 x1 + x2
Consider the problem 2 mmmmze Xl X 2 subject to 2 The Lagrangian is L (c, A, IL) Cl + (Xl The KKT system can be written as AXI + BX2 + CA + = I EXI + + GA + HW = O LL(XI ++2 -I) = 0 where 2) 02
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