Question: Consider the following linearly constrained optimization problem: Maximize f(x) ln(x1 1) x2 2 , subject to x1 2x2 3 and x1 0, x2
Consider the following linearly constrained optimization problem:
Maximize f(x) ln(x1 1) x2 2
, subject to x1 2x2 3 and x1 0, x2 0, where ln denotes the natural logarithm,
(a) Verify that this problem is a convex programming problem.
(b) Use the KKT conditions to derive an optimal solution.
(c) Use intuitive reasoning to demonstrate that the solution obtained in part
(b) is indeed optimal.
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