3. Consider the problem min x x,yER s.t. (x – 1)? + (y – 1)? < 1 (x – 1)? + (y + 1)² <1 Draw the choice set to argue the solution to this problem is (1,0). Argue that the KKT condition does not hold at the optimum (1,0). Then, find the reason that the KKT condition does not hold at the optimum by discussing the constraint qualification condition.

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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3. Consider the problem
min x
x,yER
s.t. (x – 1)? + (y – 1)? < 1
(x – 1)? + (y + 1)² <1
Draw the choice set to argue the solution to this problem is (1,0). Argue that the KKT
condition does not hold at the optimum (1,0). Then, find the reason that the KKT condition
does not hold at the optimum by discussing the constraint qualification condition.
Transcribed Image Text:3. Consider the problem min x x,yER s.t. (x – 1)? + (y – 1)? < 1 (x – 1)? + (y + 1)² <1 Draw the choice set to argue the solution to this problem is (1,0). Argue that the KKT condition does not hold at the optimum (1,0). Then, find the reason that the KKT condition does not hold at the optimum by discussing the constraint qualification condition.
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