Consider the following geometric programming problem: Minimize f(x) = 2x12x21 + x22, Subject to 4x1x2 + x21x22
Question:
Minimize f(x) = 2x1–2x2–1 + x2–2,
Subject to 4x1x2 + x21x22 ≤ 12
And x1 ≥ 0, x2 ≥ 0.
(a) Transform this problem to an equivalent convex programming problem.
(b) Use the test given in Appendix 2 to verify that the model formulated in part (a) is indeed a convex programming problem.
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Related Book For
Introduction to Operations Research
ISBN: 978-1259162985
10th edition
Authors: Frederick S. Hillier, Gerald J. Lieberman
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