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Problem Set 2

The document presents a problem sheet with various non-linear programming tasks, including minimization and maximization problems subject to specific constraints. It involves solving equations using methods such as Lagrange multipliers and the KKT theorem. The problems require finding optimal solutions for multi-variable functions under given conditions.

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d04.taniya
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19 views1 page

Problem Set 2

The document presents a problem sheet with various non-linear programming tasks, including minimization and maximization problems subject to specific constraints. It involves solving equations using methods such as Lagrange multipliers and the KKT theorem. The problems require finding optimal solutions for multi-variable functions under given conditions.

Uploaded by

d04.taniya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Problem Sheet 2

1. Solve the non-linear programming problem


Min z = 2x12 - 24x1 + 2x22 - 8x2 + 2x32 - 12x3 + 200
subject to the constraints:
x1 + x2 + x3 = 11.
2. Examine z = 6x1x2 for maxima and minima under the requirement 2x1 + x2 = 10.
3. What happens when the problem becomes that of maximizing z = 6x1x2 – 10x3 under
the constraint equation 3x1 + x2 + 3x3 = 10.
4. Find the optimum solution of the following constrained multi-variable problem:
Maximize z = 9 - x1 - 6x2 - 4x3 + 2x12 + 2x22 + x33 + 2x1x2 + 2x1x3
subject to x1 + x2 + 2x3 = 3.
5. Using the method of Lagrange multipliers, solve the following:
Maximize xyz
𝑐
subject to xy + yz + xz = 2

6. Let g : ℝ𝑛 → ℝ and 𝑥0 ∈ ℝ𝑛 be given, where g(𝑥0 ) > 0. Consider the problem


1
minimize ‖𝑥 − 𝑥0 ‖2
2
subject to g(𝑥) ≤ 0.
Suppose 𝑥 is a solution to the problem, and g ∈ 𝐶 1 . Use the KKT theorem to decide
*

which of the following equations/inequalities hold:


i) g(𝑥*) < 0
ii) g(𝑥*) = 0
iii) (𝑥* − 𝑥0 )T 𝛻g(𝑥*) < 0.
iv) (𝑥* − 𝑥0 )T 𝛻g(𝑥*) = 0.
v) (𝑥* − 𝑥0 )T 𝛻g(𝑥*) > 0.

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