Consider the following optimisation problem minimize fo (2) (1 2) 4(2 6) subject to f1 (2) 1221 6(2 1)2 16 1 2 NO 220 1 Visualise the problem (plot the functions on the 1 2 plane) Use the m file Assgnmt 3 HELP available on Canvas as a template 0 5 point 2 Find the optimal solution visually Which constraints are binding What can you say about the Lagrange multipliers associated with the constraints that are not binding 0 5 point 3 Solve the optimisation problem using the KKT conditions Use the solution from the previous step as a guidance when eliminating candidate complementary slackness solutions 1 point 4 Solve the optimisation problem using Matlab's solver fmincon Use the m file Assgnmt 3 HELP available on Canvas as a template 1 point 5 Solve the optimisation problem using the barrier method Use Matlab's function fmincon for the cen tering step (inner iterations) See Slide 14 (Equation 6 describes the centering step) and Slide 22 (Al gorithm I describes the barrier method) for guidance Note that you only solve the centering step using Emincon 1 point 6 Solve the optimisation problem using the barrier method using the Newton's step for the inner iterations Use Slide 20 describing the Newton step for guidance 1 point Hint Use Matlab's Symbolic Math Toolbox to derive the expressions for the gradient and the Hes sian of the barrier penalty term (V6(x) and V26(a) on Slide 20) Use the following parameter values t 0 1 and 2 Use r 0 2, 0 2 as the starting point

Question: Consider the following optimisation problem: minimize fo (2) (1-2)+4(2-6) subject to f1 (2) = 1221 + 6(2+1)2 <16 *1=2 NO 220 1. Visualise the

Consider the following optimisation problem: minimize * subject to fo (a)= (-2) +4(2-6) f1(z) = 12x1 + 6(x2 +

Consider the following optimisation problem: minimize fo (2) (1-2)+4(2-6) subject to f1 (2) = 1221 + 6(2+1)2

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1 Visualize the Problem To plot the functions on the 2D plane you can define a range of xvalues calculate the corresponding yvalues using the given functions and plot the graphs You can use MATLABs pl... View full answer

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