Question: Consider the following nonconvex programming problem: Maximize f(x) 3x1x2 2x1 2 x2 2 , subject to x1 2 2x2 2 4
Consider the following nonconvex programming problem:
Maximize f(x) 3x1x2 2x1 2 x2 2
, subject to x1 2 2x2 2 4 2x1 x2 3 x1x2 2 x1 2
x2 2 and x1 0, x2 0.
(a) If SUMT were to be applied to this problem, what would be the unconstrained function P(x; r) to be maximized at each iteration?
D,C
(b) Starting from the initial trial solution (x1, x2) (1, 1), use the automatic procedure in your IOR Tutorial to apply SUMT to this problem with r 1, 102
, 104
.
C
(c) Use Evolutionary Solver to solve this problem.
C
(d) Use the global optimizer feature of LINGO to solve this problem.
C
(e) Use MPL and its global optimizer LGO to solve this problem.
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