Consider the following convex programming problem: Maximize f(x) = 2x1 (x2 3)2, Subject to x1

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Consider the following convex programming problem:
Maximize f(x) = –2x1 – (x2 – 3)2,
Subject to
x1 ≥ 3 and x2 ≥ 3.
(a) If SUMT were applied to this problem, what would be the unconstrained function P(x; r) to be maximized at each iteration?
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Introduction to Operations Research

ISBN: 978-1259162985

10th edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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