Question

Consider the following nonconvex programming problem:
Minimize f (x) = sin 3x1 + cos 3x2 + sin(x1 + x2),
subject to
x12 – 10x2 ≥ – 1
10x1 + x22 ≤ 100 and
x1 ≥ 0, x2 ≥ 0.
(a) If SUMT were applied to this problem, what would be the unconstrained function P(x; r) to be minimized at each iteration?
(b) Describe how SUMT should be applied to attempt to obtain a global minimum. (Do not actually solve.)
(c) Use the global optimizer feature of LINGO to solve this problem.
(d) Use MPL and its global optimizer LGO to solve this problem.


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  • CreatedSeptember 22, 2015
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