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Dmitry Volodin edited For_the_sake_of_briefness__.tex
about 8 years ago
Commit id: aaf6e70c182d1d92dff55be8ac756318c89eb87f
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To completely define $E^0(\hat{g}, \hat{c}; \phi, \psi)$ we will write down the KKT conditions.
The first order optimality conditions are
\begin{multline} \begin{align}
\nabla_{g_u}L &= \hat{c}_u - \lambda_j - \omega^l_u + \omega^u_u = 0 \\
\nabla_{d_k}L &= -\bar{c} + \lambda_j - \nu^l_k + \nu^u_k = 0 \\
\nabla_{\theta_j} &= -\sum_{i}\mu_{ij}B_{ij} = 0 \\
\nabla_{p_{ij}} &= -\lambda_j + \mu_{ij} -\sigma_{ij}^l + \sigma_{ij}^u = 0 \\
\nabla_{b_{ij}} &= -\mu_{ij}M - \sigma^l_{ij} + \sigma_{ij}^u + 2M\rho_{ij}^u= 0 \\
\nabra_{r_{ij}} \nabla_{r_{ij}} &= -\mu_{ij} - \rho^l_{ij} + \rho^u_{ij} = 0
\end{multline} \end{align}
The complementarity conditions