Question: Can you help me with this homework question: This problem attempts to formulate an optimization problem that is seemingly nonlinear as a linear program; remember
Can you help me with this homework question:
This problem attempts to formulate an optimization problem that is seemingly nonlinear as a linear program; remember to review the formulation tricks for linear programs introduced in class. Consider the following nonlinear optimization problem: min max {|3x1 + x2|, | x1 + 2x2|} s.t. (2x1 + 2x2)/x1 10, 3x1 + 2x2 = 14, x2 3, x1 1
Identify whether this optimization problem can be reformulated as a single Linear Program (LP). If so, please write the corresponding equivalent LP formulation. Otherwise, please point out the troublesome constraint(s) and/or parts of the objective function.
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