Please Check the Solution is right or not 5.26 Consider the QCQP minimize x\' +x

Question

Please Check the Solution is right or not

5.26 Consider the QCQP minimize x' +x2 subject to (1-1)2 (a2)2 1 ((r2 +1)2 1 with variable ER2 (a) Sketch the feasible set and level sets of the objective. Find the optimal point a* and optimal value p (b) Give the KKT conditions. Do there exist Lagrange multipliers and that prove (c) Derive and solve the Lagrange dual problem. Does strong duality hold? (a) The figure shows the feasible set (the intersection of the two shaded disks) and some that is optimal? Solution contour lines of the objective function. There is only one feasible point, (1,0), so it is optimal for the primal problem. and we have p* 1 ) 0 f2(r) S 0 -2 (b) The KKT conditions are (2(r2 1)2 1, ( -121)2 s1, 2x1 +211 (zi-1) + 2A2(a-1) = 0 At x-(1,0), these conditions reduce to | > 0, 2 > 0, 2=0. which (clearly, in view of the third equation) have no solution (c) The Lagrange dual function is given by ,22 where

Explanation / Answer

According to the knowledge of my subject, this answer is correct and explained with proper steps.

Please rate the solution and provide your valuable feedback. Thanks.

Related Questions

Navigate

• Browse (All)
• Browse P
• Subjects

---