How can I solve convex optimization problem by applying KKT conditions

It is a maximization problem by Applying KKT conditions and Lagrange’s multipliers.

Answer 1

[Matt J]

I think you've answered your own question. To solve the optimization problem, the way to do it is to apply the KKT conditions and solve the Lagrange multiplier equations.

[Ravi Jangir]

thanku for your reply sir

but I am unable to do the same in matlab....can you please explain me using some example? it will be very thankfull of you. thanku sir.

[Matt J]

Well, the KKT conditions lead to nonlinear equations in various variables (some Lagrange multipliers, some the original unknowns) which must be solved, in some cases with bounds lambda>=0 on the Lagrange multipliers corresponding to inequality constraints.

The command lsqnonlin() can solve such problems.