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.

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