Question: [ 5 . 4 6 ] Consider the following problem: Maximize 2 x 1 + 3 x 2 subject t o x 1 + x
Consider the following problem:
Maximize
subject
a Solve the problem geometrically. Starting at the origin, at each iteration
identify the variable that enters and the variable that leaves the basis.
b Write the KKT conditions and show that they hold at optimality.
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