Question: Consider the following problem: Max f(x) = f 1 (x 1, x 2 ) + c 2 x 2 s.t. 3x 1 +a 12 x
Consider the following problem:
Max f(x) = f1(x1,x2) + c2x2
s.t. 3x1+a12x2 60
2x1+a22x2 60
x2 0, x1 0
If f1(x1,x2) = 5 x1 and the KKT conditions for this quadratic programming are:
2x1 - 31 - 22 = 2
c2 + a121 + a222 = 0
1S1 = 0
2S2 = 0
3x1+a12x2 S12 60 = 0
2x1+a22x2 S22 60 = 0
where x1 , x2, S1, S2 0
show that the problem is a convex programming, and solve the quadratic programming by using the modified simplex method.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
