Question: Consider the following linearly constrained convex programming problem: Maximize f(x) 3x1x2 40x1 30x2 4x1 2 x1 4 3x2 2 x2 4

Consider the following linearly constrained convex programming problem:

Maximize f(x) 3x1x2 40x1 30x2  4x1 2  x1 4

 3x2 2  x2 4

, subject to 4x1 3x2 12 x1 2x2 4 and x1  0, x2  0.

Starting from the initial trial solution (x1, x2) (0, 0), apply two iterations of the Frank-Wolfe algorithm.

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