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Thoughts on how to solve this optimization problem using KKT?


KKT conditions of this convex optimization problemSolve the Lagrangian dual problemSolving constrained linear programming problemOptimization Problem Involving $ L_2 $, $ L_1 $ Norm and ConstraintsHow to solve this KKT problem?Normalized objective function in optimization problemKKT conditions for a convex optimization (optimal crowdsourcing with budget constraint)Converting from Quadratic to Second Order Cone optimization problemHow to solve this polynomial optimization problem using KKT conditions?How to divide the original optimization problem into several suproblems?













0












$begingroup$


I came across this optimization problem but I did not learn optimization theory previously. Could anyone provide some thoughts on how to solve them?



$
beginalign
textminimize & quad e^-fract_1^22 + e^-fract_2^22 + e^-fract_3^22 - e^-frac(t_1+t_2)^22 - e^-frac(t_2+t_3)^22 + e^-frac(t_1+t_2 + t_3)^22\
textsubject to & quad t_1 + t_2 + t_3 leq K, \
& quad t_1, t_2, t_3 geq 0
endalign
$










share|cite|improve this question











$endgroup$











  • $begingroup$
    Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
    $endgroup$
    – saulspatz
    Mar 29 at 15:55











  • $begingroup$
    No, actually not.
    $endgroup$
    – Alex Gao
    Mar 29 at 16:15










  • $begingroup$
    It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
    $endgroup$
    – saulspatz
    Mar 29 at 16:19










  • $begingroup$
    @AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
    $endgroup$
    – callculus
    Mar 29 at 19:31
















0












$begingroup$


I came across this optimization problem but I did not learn optimization theory previously. Could anyone provide some thoughts on how to solve them?



$
beginalign
textminimize & quad e^-fract_1^22 + e^-fract_2^22 + e^-fract_3^22 - e^-frac(t_1+t_2)^22 - e^-frac(t_2+t_3)^22 + e^-frac(t_1+t_2 + t_3)^22\
textsubject to & quad t_1 + t_2 + t_3 leq K, \
& quad t_1, t_2, t_3 geq 0
endalign
$










share|cite|improve this question











$endgroup$











  • $begingroup$
    Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
    $endgroup$
    – saulspatz
    Mar 29 at 15:55











  • $begingroup$
    No, actually not.
    $endgroup$
    – Alex Gao
    Mar 29 at 16:15










  • $begingroup$
    It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
    $endgroup$
    – saulspatz
    Mar 29 at 16:19










  • $begingroup$
    @AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
    $endgroup$
    – callculus
    Mar 29 at 19:31














0












0








0





$begingroup$


I came across this optimization problem but I did not learn optimization theory previously. Could anyone provide some thoughts on how to solve them?



$
beginalign
textminimize & quad e^-fract_1^22 + e^-fract_2^22 + e^-fract_3^22 - e^-frac(t_1+t_2)^22 - e^-frac(t_2+t_3)^22 + e^-frac(t_1+t_2 + t_3)^22\
textsubject to & quad t_1 + t_2 + t_3 leq K, \
& quad t_1, t_2, t_3 geq 0
endalign
$










share|cite|improve this question











$endgroup$




I came across this optimization problem but I did not learn optimization theory previously. Could anyone provide some thoughts on how to solve them?



$
beginalign
textminimize & quad e^-fract_1^22 + e^-fract_2^22 + e^-fract_3^22 - e^-frac(t_1+t_2)^22 - e^-frac(t_2+t_3)^22 + e^-frac(t_1+t_2 + t_3)^22\
textsubject to & quad t_1 + t_2 + t_3 leq K, \
& quad t_1, t_2, t_3 geq 0
endalign
$







optimization






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Mar 29 at 15:53







Alex Gao

















asked Mar 29 at 15:26









Alex GaoAlex Gao

1125




1125











  • $begingroup$
    Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
    $endgroup$
    – saulspatz
    Mar 29 at 15:55











  • $begingroup$
    No, actually not.
    $endgroup$
    – Alex Gao
    Mar 29 at 16:15










  • $begingroup$
    It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
    $endgroup$
    – saulspatz
    Mar 29 at 16:19










  • $begingroup$
    @AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
    $endgroup$
    – callculus
    Mar 29 at 19:31

















  • $begingroup$
    Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
    $endgroup$
    – saulspatz
    Mar 29 at 15:55











  • $begingroup$
    No, actually not.
    $endgroup$
    – Alex Gao
    Mar 29 at 16:15










  • $begingroup$
    It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
    $endgroup$
    – saulspatz
    Mar 29 at 16:19










  • $begingroup$
    @AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
    $endgroup$
    – callculus
    Mar 29 at 19:31
















$begingroup$
Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
$endgroup$
– saulspatz
Mar 29 at 15:55





$begingroup$
Is there supposed to also be a $-expleft(-(t_3+t_1)^2over2right)$ term?
$endgroup$
– saulspatz
Mar 29 at 15:55













$begingroup$
No, actually not.
$endgroup$
– Alex Gao
Mar 29 at 16:15




$begingroup$
No, actually not.
$endgroup$
– Alex Gao
Mar 29 at 16:15












$begingroup$
It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
$endgroup$
– saulspatz
Mar 29 at 16:19




$begingroup$
It's a smooth function on a compact set. The minimum occurs at a critical point in the interior, or at some point on the boundary. Have you trie to find the critical points?
$endgroup$
– saulspatz
Mar 29 at 16:19












$begingroup$
@AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
$endgroup$
– callculus
Mar 29 at 19:31





$begingroup$
@AlexGao Here is an image of the KKT-conditions. It can be seen that you have to be able to calculate the partial derivatives w.r.t. $t_1,t_2$ and $t_3$.
$endgroup$
– callculus
Mar 29 at 19:31











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