Consider the following linearly constrained convex programming problem:
Maximize f(x) = 3x1 x2 + 40x1 + 30x2 – 4x21 – x41 – 3x22 – x42,
Subject to
4x1 + 3x2 ≤ 12
x1 + 2x2 ≤ 4
and
x1 ≥ 0, x2 ≥ 0.