Scribd
Upload
18 views3 pages

Assignment Opto VI

This document contains an assignment on optimization techniques. It includes 6 problems involving linear programs, unconstrained optimization, and geometric programming. Students are asked to write and apply Karush-Kuhn-Tucker (KKT) optimality conditions, find optimal solutions, and prove results related to geometric programming.

Uploaded by

mike9935
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
18 views3 pages

Assignment Opto VI

This document contains an assignment on optimization techniques. It includes 6 problems involving linear programs, unconstrained optimization, and geometric programming. Students are asked to write and apply Karush-Kuhn-Tucker (KKT) optimality conditions, find optimal solutions, and prove results related to geometric programming.

Uploaded by

mike9935
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

ASSIGNMENT VI

OPTIMIZATION
Grp 2

Prof. John Alexander Arredondo


john.arredondo@urosario.edu.co

4 de noviembre de 2023

1. Consider the following linear program:

Maximize x1 + 3x2
subject to 2x1 + 3x2 ≤ 6
− x1 + 4x2 ≤ 4
x1 , x2 ≥ 0.

a. Write the KKT optimality conditions.


b. For each extreme point, verify whether or not the KKT conditions hold true,
both algebraically and geometrically. From this, find an optimal solution.
2. Consider the following unconstrained problem:

Minimize 2x21 − x1 x2 + x22 − 3x1 + e2x1 +x2 .

a. Write the first-order necessary optimality conditions. Is this condition also


sufficient for optimality? Why?
b. Is x = (0, 0)t an optimal solution? If not, identify a direction d along which
the function would decrease.
c. Minimize the function starting from (0, 0) along the direction d obtained in
Part b.
d. Dropping the last term in the objective function, use a classical direct optimi-
zation technique to solve this problem.

1
3. Consider the following problem:
x1 + 3x2 + 3
Minimize
2x1 + x2 + 6
subject to 2x1 + x2 ≤ 12
−x1 + 2x2 ≤ 4
x1 , x2 ≥ 0.

a. Show that the KKT conditions are sufficient for this problem.
b. Show that any point on the line segment joining the points (0, 0) and (6, 0) is
an optimal solution.
4. Consider the following problem, where aj , b, and cj are positive constants:
n
X cj
Minimize
x
j=1 j
n
X
subject to aj x j = b
j=1

xj ≥ 0 for j = 1, . . . , n.

Write the KKT conditions and solve for the point x satisfying these conditions.
5. In geometric programming, the following result is used. If x1 , . . . , xn ≥ 0,

n n
!1/n
1X Y
xj ≥ xj .
n j=1 j=1

Prove the result using the KKT conditions.


[Hint: Consider one of the following problems and justify your use of it:
n
X
- Minimize xj
j=1
n
Y
subject to xj = 1, xj ≥ 0 for j = 1, . . . , n.
j=1
Yn
- Maximize xj
j=1
n
X
subject to xj = 1, xj ≥ 0 for j = 1, . . . , n.]
j=1

2
6. Consider the following problem:

Maximize 3x1 − x2 + x32


subject to x1 + x2 + x3 ≤ 0
− x1 + 2x2 + x23 = 0.

a. Write the KKT optimality conditions.


b. Test for the second-order optimality conditions.
c. Argue why this problem is unbounded.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy