Question: In the attached inequality, constrained optimisation problem solvable through KKT conditions. I have already wrote the lagrangian and the KKT conditions at the top. It
In the attached inequality, constrained optimisation problem solvable through KKT conditions. I have already wrote the lagrangian and the KKT conditions at the top. It ShouLld say: Min L
x
y
lambda
xy
lambda
Where the L stands for lagrangian. Looking at the specific case where lambda
i
e
slack constraint
and lambda
binding constraint
you can see that I have managed to find half of the critical points, however, the mark scheme identifies additional critical points from this case
and
these can be seen fairly easily from inspection of the constraint. However, I am concerned that there should be a systematic way of finding them apart from just guessing values in the constraint and I think I would have missed them. The Mark scheme provides know other aditional information regarding how to solve this specific case. I do not need you to solve the other three cases of the constraints being binding and or slack
however if you h have time that is appreciated
Is my approach in the attached correct so far?
How would I have found the aditional critical points
and
systematically other than just looking at the binding constraint x
y
and guessing?
Is there a better or faster way of solving for the two critical points i did find systematically points?
student submitted image, transcription available
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
