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MIE376 Lec 5 - NLPQPv2.page42

MIE376 Lec 5 - NLPQPv2.page42 - Follower problem KKT...

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Follower problem KKT Lagrangian L(y, λ 1 , λ 2 , μ 1 ) = y + λ 1 (12 - 2x - y) - λ 2 (-4+3x- 2y) + μ 1 y Î 1 - λ 1 - 2 λ 2 + μ 1 = 0 Complementary Slackness λ 1 s 1 =0 and s 1 = 12 - 2x – y λ 2 s 2 =0 and s
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