Optimum Design Concepts

EXAMPLE 4.31 Solution of KKT Necessary Conditions

(157)134. Introduction Optimum Design
• SOLVE KKT CONDITION FOR THE PROBLEM:
• Minimize 𝑓 𝑥 = 𝑥1 2 +𝑥2 2 -3𝑥1 𝑥2 subject to
• 𝑔 = 𝑥1 2 +𝑥2 2 − 6 ≤ 0  Constrain
• 𝐿 = 𝑥1 2 + 𝑥2 2 − 3𝑥1 𝑥2 + 𝑢(𝑥1 2 +𝑥2 2 − 6 + s2)  Lagrangian
• Gradien Condition:
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0 (b)
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0  (c)
𝜕𝑥2
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, 𝑠 2 ≥ 0, 𝑢 ≥ 0  (d)
• 𝑢𝑠 = 0  (e)
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0
𝜕𝑥2
Case 1: u = 0.
• 2𝑥1 − 3𝑥2 = 0
• 2𝑥2 − 3𝑥1 = 0
• 𝑀𝑎𝑡𝑟𝑖𝑥 2 × 2
2 −3
• = 2 × 2 − −3 × −3 = −5 → the determinant of the matrix
−3 2
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0
𝜕𝑥2
Case 1: u = 0.
• 2𝑥1 − 3𝑥2 = 0
• −3𝑥1 + 2𝑥2 = 0

• 𝑥1 , 𝑥2 →

2𝑥1 −3𝑥2 =0 2 4𝑥1 − 6𝑥2 =0

−3𝑥1 +2𝑥2 =0 3 −6𝑥1 +6𝑥2 =0
• + ⇒ −2𝑥1 = 0 ⇒ 𝑥1 = 0/−2 = 0
−2𝑥1 +0=0
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.

• 𝑥1 = 0
• 𝑥2 →
2𝑥1 −3𝑥2 =0 3 6𝑥1 − 6𝑥2 =0
−3𝑥1 +2𝑥2 =0 2 −6𝑥1 +4𝑥2 =0
• + ⇒ −2𝑥2 = 0 ⇒ 𝑥2 = 0/−2 = 0
0+ −2𝑥2 =0
• 𝑥2 = 0
• 𝑠2 →
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, … 𝑥1 = 𝑥2 = 0
• 02 + 02 − 6 = −𝑠 2
• 𝑠2 = 6
CASE 2 S=0
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0 (b)
𝜕𝑥1
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, 𝑠 2 ≥ 0, 𝑢 ≥ 0  (d)
Solution of KKT Conditions Using Excel
Solution of KKT Conditions Using Excel
Solution of KKT Conditions Using Excel