A3.10
Part II, 2001
(i) Let be the problem
Explain carefully what it means for the problem to be Strong Lagrangian.
Outline the main steps in a proof that a quadratic programming problem
where is a symmetric positive semi-definite matrix, is Strong Lagrangian.
[You should carefully state the results you need, but should not prove them.]
(ii) Consider the quadratic programming problem:
State necessary and sufficient conditions for to be optimal, and use the activeset algorithm (explaining your steps briefly) to solve the problem starting with initial condition . Demonstrate that the solution you have found is optimal by showing that it satisfies the necessary and sufficient conditions stated previously.