I have a (maybe trivial?) question on constrained optimization. Assume that I have the following maximization problem:
subject to
I setup the Lagrangian and I get the following first order conditions with the lagrange multiplier .
By the Kuhn Tucker conditions, we know that if , then the constraint is binding. However, from the first order conditions, we can see that the multiplier is negative! How can this be? Am I doing things wrong here?
Please help!
Thank you
Well, does that mean I do not need to do a feasibility check of the unconstrained maxima?
Because to me, it feels like we can also say that the unconstrained maxima of the objective is outside of the feasible region, right?
Also, if I changed the constraint to
the first order conditions will still look the same, but clearly, the optimum has violated the constraint.
Please give me some pointers