Math Problem Statement
Find X = (x1, x2, x3) minimize the function, f(x1, x2, x3) = (x1)² + 2(x2)² + 3(x3)² subject to the constraints (X1)-(X2)-2(X3) ≤ 12 (X1)+2(x2)-3(x3) ≤ 8
using Karush Kuhn-Tucker conditions.
Solution
To solve the optimization problem using the Karush-Kuhn-Tucker (KKT) conditions, we need to minimize the objective function subject to the constraints:
Step 1: Formulate the Lagrangian
The Lagrangian function is given by:
Substituting the functions , , and , we have:
Step 2: Compute the Partial Derivatives
To find the KKT conditions, we first need to compute the partial derivatives of the Lagrangian with respect to , , and :
Step 3: KKT Conditions
The KKT conditions are as follows:
-
Stationarity: The partial derivatives with respect to , , and should be zero:
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Primal feasibility: The constraints must be satisfied:
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Dual feasibility: The Lagrange multipliers and .
-
Complementary slackness:
Step 4: Solve the System of Equations
Now, we solve the system of equations derived from the KKT conditions.
- From (equation 1)
- From (equation 2)
- From (equation 3)
Additionally, we consider the complementary slackness conditions:
We must analyze different cases:
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Case 1: and . This would not satisfy all equations simultaneously.
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Case 2: and .
- This would imply .
- Substitute in the equations and solve.
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Case 3: and .
- This would imply .
- Substitute in the equations and solve.
-
Case 4: and .
- Both constraints are active.
Let's analyze and solve these cases.
Solution Steps:
- Substitute the conditions into the original system of KKT equations.
- Solve the resulting linear system for , , .
- Check primal and dual feasibility to determine the correct solution.
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Math Problem Analysis
Mathematical Concepts
Optimization
Quadratic Functions
Karush-Kuhn-Tucker (KKT) Conditions
Formulas
f(x1, x2, x3) = x1^2 + 2x2^2 + 3x3^2
Lagrangian: L(x1, x2, x3, λ1, λ2) = f(x1, x2, x3) + λ1(g1(x1, x2, x3)) + λ2(g2(x1, x2, x3))
Theorems
Karush-Kuhn-Tucker (KKT) conditions
Suitable Grade Level
University Level
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