Question: Optimization In Operations Research 3 - 1 4 Consider the mathematical program max 4 z _ 1 + 7 z _ 2 s . t
Optimization In Operations Research
Consider the mathematical program
max zz
stz z
z
z
a Show that directions z and z are improving directions for this model at every zhas been answered below
Gradient f
dot
dot
b Beginning at z execute Improving Search Algorithm A on the model. Limit your search to the two directions of part a and continue until neither is both improving and feasible.
c Show in a twodimensional plot the feasible space and objective function contours of the model. Then plot the path of your search in part b
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