Question

Consider the following convex programming problem:
Maximize Z = 32x1 – x41 + 4x2 – x22,
Subject to
x21 + x22 ≤ 9 and
x1 ≥ 0, x2 ≥ 0.
(a) Apply the separable programming technique discussed at the end of Sec. 13.8, with x1 = 0, 1, 2, 3 and x2 = 0, 1, 2, 3 as the breakpoint of the piecewise linear functions, to formulate an approximate linear programming model for this problem.


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  • CreatedSeptember 22, 2015
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