What is the requirement for turning it into proper sqp model

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Reference no: EM131483666

Question: Show that the following structure, which looks like a symmetric programming model, is not, in fact, a viable structure:

max Z = c'x - x' Dx - y' Ey

subject to Ax - Ey ≤ b

with x ≥ 0, y ≥ 0. In other words, show that the foregoing specification is not a symmetric quadratic programming model. Hint: Define the corresponding Lagrangean function using the vector y as a vector of Lagrange multipliers; derive and comment on the implied KKT conditions. Explain the reason why the foregoing structure is not what it looks like. What is the requirement for turning it into a proper SQP model?

Reference no: EM131483666

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