MIE376 Lec 5 - NLPQPv2.page43

MIE376 Lec 5 - NLPQPv2.page43 - BLLP Max –x + 4y, subject...

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Unformatted text preview: BLLP Max –x + 4y, subject to x+y≥3 - 2x + y ≤ 0 1 - λ1- 2λ2 + µ1 = 0 s1 = 12 - 2x – y s2 = -4 + 3x – 2y λ1s1 = 0, λ2s2 = 0, µ1y = 0 x, y, s1, s2, λ1, λ2 , µ1 ≥0 Note: we dropped y* as y must meet KKT. Use Wolfe’s method MIE376 - Mathematical Programming 43 ...
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