Question: Consider the following nonlinear programming problem: Maximize f ( x 1 , x 2 ) = x 2 1 4 x 1 + x 2
Consider the following nonlinear programming problem:
Maximize fx x x
x x
x
subject to x x
x x
x x
i Formulate the problem using Lagrange multipliers.
ii What can you say about the Secondorder optimality conditions?
iii Solve the problem using an appropriate method.
iv Compare the Lagrangian duality formulation with the Wolfetype duality
v Does the Weak Duality Apply?
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