MIE376 Lec 5 - NLPQPv2.page26

MIE376 Lec 5 - NLPQPv2.page26 - KKT Conditions μ1 =...

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Unformatted text preview: KKT Conditions μ1 = −0.14λ1 + λ2 + 0.4 x1 + 0.1x2 + 0.04 x3 μ 2 = −0.11λ1 + λ2 + 0.16 x2 + 0.1x1 + 0.06 x3 μ3 = −0.1λ1 + λ2 + 0.36 x3 + 0.04 x1 + 0.06 x2 L s1 = −120 + 0.14 x1 + 0.11x2 + 0.1x3 s2 = 1000 − x1 − x2 − x3 F s1 , s2 , x1 , x2 , x3 ≥ 0 λ1 , λ2 , μ1 , μ 2 , μ3 ≥ 0 P We need to find a solution for the x, s, λ, μ and that satisfies all of these conditions HOW? μ1 x1 = 0 λ1 s1 = 0 μ 2 x2 = 0 λ2 s 2 = 0 μ3 x3 = 0 C MIE376 - Mathematical Programming 26 ...
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