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For questions on first-order necessary conditions for optimality in non-linear programs due to Karush, Kuhn, and Tucker.

1
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0answers
I have a LP problem and derived the corresponding KKT conditions for the same. I simulated the LP and obtained the primal and dual values and manually checked if the KKT conditions hold. Is there any …
asked Jul 15 '20 by S_Scouse
2
votes
0answers
I have a variable $e(h)$, and below is the part of the Lagrangian equation where I am taking the derivative with respect to $e(h)$. $$\frac{\partial }{\partial e(h)} \hspace{.2cm}\mu_1(h)(e(h)-\bar{E …
asked May 24 '20 by S_Scouse
5
votes
1answer
I have three equations that are essentially the same equation defined for three time instants. The equations are basically calculating the state of energy of an energy storage facility. \begin{align} …
asked Apr 6 '20 by S_Scouse
7
votes
0answers
I have the following optimization problem: \begin{alignat}2\min &\quad A(t)\cdot x(t)-B(t)\cdot y(t)+C(t)\cdot z(t)-D(t)\cdot k(t)\\\text{s.t.}&\quad z(t)+z_1(t)-y(t)-y_1(t)+x(t) = k(t);& \lambda(t) …
asked Nov 25 '19 by S_Scouse