Past exam of the continuous optimisation course of the University of Oxford / 2011 / 1 / iii

Write $x_1=t$, $x_2=t^2$. The two inactive constraints are strict exactly for $-2<t<2$. Complementary slackness gives ${\lambda }_1={\lambda }_2=0$. The KKT conditions reduce toIf $t=0$ these give ${\lambda }_3=0$. Otherwise ${\lambda }_3=2t$ and $t=-3/2$, which gives a negative multiplier and is inadmissible. Thereforeis the only KKT point with this active set. Its active gradient $(0,1)$ is nonzero, so the linear independence constraint qualification, and hence the Mangasarian–Fromovitz constraint qualification, holds.

It is not a local maximizer: $(0,\epsilon )$ is feasible for small $\epsilon >0$ and has objective ${\epsilon }^2>0=F(0,0)$. The feasible boundary path $(t,t^2)$ for small negative $t$ has objective $2t^3+t^4<0$, so it is not a local minimizer either.