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MTCS Opt KKT

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5 views

MTCS Opt KKT

Uploaded by

sonali.saluja
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Tutorial Sheet 5

Non- Linear Programming and KKT conditions

1. Use KKT theorem to find the value of β for which (x1 = 1, x2 = 2) is


optimal to the problem

Max Z = 2x1 + βx2


subject to
x21 + x22 ≤ 5
x1 − x2 ≤ 2 .

Verify your result graphically.


2. Consider LPP

Max Z = 4x1 + 3x2


subject to
x1 + x2 ≤ 8
2x1 + x2 ≤ 10
x1 , x2 ≥ 0.

Use the KKT theorem to show that (x1 = 2, x2 = 2) can not be an optimal
solution of the given LPP.
3. Consider the optimization problem

Max Z = x2
subject to
|x1 | + |x2 | ≤ 2
x21 − x2 ≥ 0 .

(a) Solve the above problem graphically?


(b) Do KKT conditions hold at (0,0)?
(c) Can we conclude that (0,0) is optimal?
(d) Is the given problem a convex programming problem?

1
4. Consider the NLP

Max Z = ln(1 + x1 ) + x2
subject to
2x1 + x2 ≤ 3
x1 , x2 ≥ 0.

(a) Write the KKT conditions.


(b) Given that the optimal solution of the above NLP lies on the line
x2 = 3, use the KKT conditions to find its optimal solution.
5. Consider the NLP

Min Z = x1 + x2
subject to
−x1 x2 + 1 ≤ 0
x1 , x2 ≥ 0.

(a) Write the KKT conditions of the above NLP.


(b) Check if the KKT conditions hold at (x∗1 = 1, x∗2 = 1).
(c) Is (x1 = 1, x2 = 1) optimal for the above NLP? Verify your answer
graphically and give reasons for your answer in the light of the KKT
theorem.

6. Consider the following NLP

Min Z = (x1 − 4)2 + (x2 − 6)2


subject to
x2 ≥ x21
x1 ≤ 4.

(a) Solve the above NLP graphically.


(b) Write the KKT conditions.
(c) Do the KKT conditions hold at the point (2,4)?.
(d) Can we use the KKT conditions to declare that (2,4) is optimal?
Give reasons for your answer.

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