MIE376 Lec 5 - NLPQPv2.page42

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

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Unformatted text preview: Follower problem KKT Lagrangian L(y, λ1, λ2, µ1) = y + λ1 (12 - 2x - y) - λ2 (-4+3x- 2y) + µ1 y 1 - λ1- 2λ2 + µ1 = 0 Complementary Slackness λ1s1=0 and s1 = 12 - 2x – y λ2s2=0 and s2 = -4 + 3x - 2y µ1y = 0 Feasibility conditions y, s1, s2 ≥0 Positivity λ1, λ2, µ1 ≥ 0 MIE376 - Mathematical Programming 42 ...
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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- Toronto.

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