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Sia

wangyf0709's Question
Math
Posted 11 days ago

6. [40 MARKS] Consider the problem
max(x+12)212y2 s.t. exy0 and y23
\max -\left(x+\frac{1}{2}\right)^{2}-\frac{1}{2} y^{2} \text { s.t. } e^{-x}-y \leq 0 \text { and } y \leq \frac{2}{3}

1. Write down the Lagrangian and the necessary KKT conditions.
2. Find the solution to the problem.
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Answer from Sia
Posted 11 days ago
Solution by Steps
step 1
The Lagrangian for the given optimization problem is defined as: L(x,y,λ1,λ2)=(x+12)212y2+λ1(exy)+λ2(y23)L(x, y, \lambda_1, \lambda_2) = -(x + \frac{1}{2})^2 - \frac{1}{2}y^2 + \lambda_1(e^{-x} - y) + \lambda_2(y - \frac{2}{3})
step 2
The necessary KKT conditions are: 1. Stationarity: L=0\nabla L = 0 2. Primal feasibility: exy0e^{-x} - y \leq 0 and y23y \leq \frac{2}{3} 3. Dual feasibility: λ10\lambda_1 \geq 0, λ20\lambda_2 \geq 0 4. Complementary slackness: λ1(exy)=0\lambda_1(e^{-x} - y) = 0 and λ2(y23)=0\lambda_2(y - \frac{2}{3}) = 0
step 3
Solving the KKT conditions leads to the approximate maximum value of the function being 1.04209-1.04209 at the point (x,y)(0.405465,0.666667)(x, y) \approx (0.405465, 0.666667)
Answer
The maximum value of the function is approximately -1.04209 at the point (0.405465, 0.666667).
Key Concept
Lagrangian and KKT conditions are essential tools in constrained optimization problems.
Explanation
The Lagrangian incorporates the objective function and constraints, while the KKT conditions provide necessary criteria for optimality in the presence of constraints.

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