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.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Introduction To Operations Research Questions!