Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1

100 Classical Optimization Techniques


Figure 2.9 Feasible region and contours of the objective function.

It is clear that∇g 1 (X∗) nda ∇g 2 (X∗) re not linearly independent. Hence the constrainta
qualification is not satisfied at the optimum point. Noting that

∇f (X∗)=

{

2 (x 1 − 1 )
2 x 2

}

( 0 , 0 )

=

{

− 2

0

}

the Kuhn–Tucker conditions can be written, using Eqs. (2.73) and (2.74), as

− 2 +λ 1 ( 0 )+λ 2 ( 0 )= 0 (E 4 )

0 +λ 1 (− 2 )+λ 2 ( 2 )= 0 (E 5 )
λ 1 > 0 (E 6 )
λ 2 > 0 (E 7 )

Since Eq.(E 4 ) s not satisfied and Eq.i (E 5 ) an be satisfied for negative values ofc
λ 1 =λ 2 also, the Kuhn–Tucker conditions are not satisfied at the optimum point.
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