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QUESTION
Show that x 1 , x 2 , x 3 = (1,2,0) is a KKT point of the following problem. Maximize (x 1 ) 2 + (x 2 ) 2 + (x 3 ) 2 Subject to 2x 1 + x 2 lt;= 5 x...
Show that x1, x2, x3 = (1,2,0) is a KKT point of the following problem.
Maximize (x1)2 + (x2)2 + (x3)2
Subject to
2x1 + x2 <= 5
x1 + x3 <= 2
x1 >= 1
x2 >= 2
x3 >= 0
(NOTE: DON'T forget to verify primal feasibility.)
