Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions: An Illustration

Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions: An Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following complete system of Karush-Kuhn-Tucker conditions from https://sites.math.washington.edu (Computation of KKT Points):

    X(1) ^ 2 <= X(2),
    X(1) + X(2) <= 2,
         0<=X(3), 
         0<=X(4),  

X(3) * (X(1) ^ 2 – X(2)) =0,
X(4) * (X(1) + X(2) – 2)) =0,
4 = 2 * X(1) + 2 * X(3) * X(1) + X(4),
4=2* X(2) – X(3) + X(4).

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30
121 FOR J44 = 1 TO 5
    122 A(J44) = (RND * 15)

123 NEXT J44
128 FOR I = 1 TO 100000



    129 FOR KKQQ = 1 TO 5
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 3)

        140 B = 1 + FIX(RND * 5)

        144 IF RND < .5 THEN 160 ELSE GOTO 167


        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 3) ELSE X(B) = A(B) + FIX(RND * 3)

    168 NEXT IPP

    184 X(2) = (4 + X(3) - X(4)) / 2


    228 IF X(1) ^ 2 > X(2) THEN 1670

    230 IF X(1) + X(2) > 2 THEN 1670


    233 FOR J44 = 3 TO 4


        236 IF X(J44) < 0## THEN 1670

    239 NEXT J44

    361 PD1 = -ABS(X(3) * (X(1) ^ 2 - X(2))) - ABS(X(4) * (X(1) + X(2) - 2)) - ABS(-4 + 2 * X(1) + 2 * X(3) * X(1) + X(4))

    466 P = PD1

    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 5
        1455 A(KLX) = X(KLX)
    1456 NEXT KLX
1670 NEXT I
1888 IF M < -.000001 THEN 1999

1904 PRINT A(1), A(2), A(3), A(4), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its complete output of one run through -31787 is shown below:

.999998133868092 1.000001866131908 2.488178972677103D-06
1.999998755915157 -1.393002390042968D-11 -31810

.9999922720536665 1.000007727946334 1.030398153039551D-05
1.999994848088863 -2.388852334998986D-10 -31787

One distinct solution is shown above.
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31787 was 28 seconds, counting from “Starting program…”.

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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