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! ² We knew what to do with g j (x) b j constraints! ² Reformat x i 0 as g j (x) b j Æ -x i 0 ± Introduce a Lagrange multiplier μ i ² for each constraint -x i 0 ² 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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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto.

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