Question: Consider the following linearly constrained convex programming problem: Maximize f(x) 32x1 50x2 10x2 2 x2 3 x1 4 x2
Consider the following linearly constrained convex programming problem:
Maximize f(x) 32x1 50x2 10x2 2 x2 3 x1 4 x2 4
, subject to 3x1 x2 11 2x1 5x2 16 and x1 0, x2 0.
Ignore the constraints and solve the resulting two one-variable unconstrained optimization problems. Use calculus to solve the problem involving x1 and use the bisection method with 0.001 and initial bounds 0 and 4 to solve the problem involving x2. Show that the resulting solution for (x1, x2) satisfies all of the constraints, so it is actually optimal for the original problem.
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