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MIE376 Lec 5 - NLPQPv2.page19

MIE376 Lec 5 - NLPQPv2.page19 - ² Or ∑ ∑ = = − −...

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MIE376 - Mathematical Programming 19 Also need to consider x i 0 constraints! Trick! We knew what to do with g j (x) b j constraints! Reformat x i 0 as g j (x) b j Æ -x i 0 Introduce a Lagrange multiplier μ i for each constraint -x i 0 Expand the Lagrangian accordingly
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Unformatted text preview: ² Or ( ) ∑ ∑ = = − − + − + = n i i i m j j j j x x g b x f x L 1 1 ) ( )] ( [ ) ( ) , , ( μ λ μλ ∑ ∑ = = + − + = n i i i m j j j j x x g b x f x L 1 1 )] ( [ ) ( ) , , (...
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