Question: Consider the following nonconvex programming problem. Minimize f(x) sin 3x1 cos 3x2 sin(x1 x2), subject to x1 2 10x2 1 10x1 x2 2

Consider the following nonconvex programming problem.

Minimize f(x) sin 3x1 cos 3x2 sin(x1 x2), subject to x1 2  10x2  1 10x1 x2 2 100 and x1  0, x2  0

(a) If SUMT were applied to this problem, what would be the unconstrained function P(x; r) to be minimized at each iteration?

(b) Describe how SUMT should be applied to attempt to obtain a global minimum. (Do not actually solve.)

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