Find KKT points
i have a function:
min -(x - 1) ^ 2 - (y - 2) ^ 2
s.t -x ^ 2 + 2x + 1 + 2y >= 0
-y + 1 >= 0
How should i proceed to find all KKT points of this optimization problem?
I have the lagragian functions and the hessian matrix, so i have the functions system, calculated over the KKT conditions :
-2x + 2 + 4z = 0
2y + 4 - 2z + w = 0
z (-x ^ 2 - 2x + 1 + 2y) = 0
w (-y + 1) = 0
z >= 0 , w >= 0
where:
z = lambda 1.
w = lambda 2.
Thank you in advance!
optimization linear-algebra linear-programming
asked Nov 21 '18 at 1:19
NikoNiko
12
add a comment |
i have a function:
min -(x - 1) ^ 2 - (y - 2) ^ 2
s.t -x ^ 2 + 2x + 1 + 2y >= 0
-y + 1 >= 0
How should i proceed to find all KKT points of this optimization problem?
I have the lagragian functions and the hessian matrix, so i have the functions system, calculated over the KKT conditions :
-2x + 2 + 4z = 0
2y + 4 - 2z + w = 0
z (-x ^ 2 - 2x + 1 + 2y) = 0
w (-y + 1) = 0
z >= 0 , w >= 0
where:
z = lambda 1.
w = lambda 2.
Thank you in advance!
optimization linear-algebra linear-programming
asked Nov 21 '18 at 1:19
NikoNiko
12
add a comment |
i have a function:
min -(x - 1) ^ 2 - (y - 2) ^ 2
s.t -x ^ 2 + 2x + 1 + 2y >= 0
-y + 1 >= 0
How should i proceed to find all KKT points of this optimization problem?
I have the lagragian functions and the hessian matrix, so i have the functions system, calculated over the KKT conditions :
-2x + 2 + 4z = 0
2y + 4 - 2z + w = 0
z (-x ^ 2 - 2x + 1 + 2y) = 0
w (-y + 1) = 0
z >= 0 , w >= 0
where:
z = lambda 1.
w = lambda 2.
Thank you in advance!
optimization linear-algebra linear-programming
asked Nov 21 '18 at 1:19
NikoNiko
12
i have a function:
min -(x - 1) ^ 2 - (y - 2) ^ 2
s.t -x ^ 2 + 2x + 1 + 2y >= 0
-y + 1 >= 0
How should i proceed to find all KKT points of this optimization problem?
I have the lagragian functions and the hessian matrix, so i have the functions system, calculated over the KKT conditions :
-2x + 2 + 4z = 0
2y + 4 - 2z + w = 0
z (-x ^ 2 - 2x + 1 + 2y) = 0
w (-y + 1) = 0
z >= 0 , w >= 0
where:
z = lambda 1.
w = lambda 2.
Thank you in advance!
optimization linear-algebra linear-programming
optimization linear-algebra linear-programming
asked Nov 21 '18 at 1:19
NikoNiko
12
asked Nov 21 '18 at 1:19
NikoNiko
12
asked Nov 21 '18 at 1:19
NikoNiko
12
asked Nov 21 '18 at 1:19
NikoNiko
12
asked Nov 21 '18 at 1:19
NikoNiko
12
12
add a comment |
add a comment |
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