Consider the following convex programming problem:
Maximize f(x) = 10x1 + x2 + x3 + 8x2,
subject to
x1 + x2 < 2
and
x1 ≥ 0, x2 ≥ 0.
Write down the KKT conditions.
Use the KKT conditions to demonstrate that (x1, x2) = (1, 1) is not an optimal solution.
Please show your steps.
Use the KKT conditions or a computer program to find the optimal solution: