Solving a constrained optimization problem using Lagrange Multiplier

lagrange multiplieroptimizationquadratic programming

I am trying to solve a relatively simple single variable constrained quadratic programming but having hard time. The problem is as follows:
$$
\min_x ax^2-b(1+x)
$$

subject to
$$
0\leq x \leq1
$$

$$
b(1+x)-ax^2>c
$$

$a,b,c>0$. I tried to use Lagrange Multipliers ($\lambda_1, \lambda_2$ for two constraints) but couldn't make sense of the first order condition.
Any guidance would be highly appreciated.

Best Answer

The Lagrangian can be written as

$$ L(x,y,\lambda_1,\lambda_2,\lambda_2,s_1,s_2) = y + \lambda_1(x(1-x)-s_1^2)+\lambda_2(-y-c-s_2^2)+\lambda_3(a x^2-b(1+x)-y) $$

Here $s_1,s_2$ are slack variables used to transform two inequalities into equations. The stationary conditions furnishes us

$$ \nabla L = 0 = \left\{ \begin{array}{l} \lambda_3 (2 a x-b)+\lambda_1 (1-2 x) \\ -\lambda_2-\lambda_3+1 \\ (1-x) x-s_1^2 \\ c + y +s_2^2\\ a x^2-b (x+1)-y \\ \lambda_1 s_1 \\ \lambda_2 s_2 \\ \end{array} \right. $$

Now solving those equations we will know the stationary points and also the solution.