Question: Consider the following optimization problem: min : 8 x 1 + 1 2 x 2 + 1 6 x 3 2 0 x 4 2

Consider the following optimization problem:
min :
8x1+12x2+16x320x424x528x6(1)
s.t. :
x1+3x2+3x3=5(2)
x4+ x5+ x6<=10(3)
0<= xi <=9i =1,...,6(4)
where the variables of the multivariable optimization problem are integers. Use Extension-2 type
approach, (i.e., Treat the multiple variables together as one structure or as one vector). Answer
the following:(e) Execute 4 iterations of the simulated annealing with following parameters: Initial temperature
be 1000, and starting solution be [3,0,1,1,1,1]T
. Neighborhood type = Extended neighborhood, Move type = Random walk, Pool size =1, Max # tries =4. Cooling mechanism =
After 2 iterations (irrespective of success or failure in the iteration), reduce the temperature
to 500, and continue with the remaining iterations. Handle Constraint(2) & (3) by creating a
penalized objective function. Assume all the penalty coefficients are equal to 1000.

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