Question: Problem 1 . Consider a linear programming problem: minimize _ ( x _ ( 1 ) , x _ ( 2 ) ) ( -
Problem Consider a linear programming problem:
minimizexxxx
subject to:
xx
xx
xx
Solve this problem graphically similarly to the way it was done in the notebook. To do this, draw a
feasible set, the objective function, and determine the optimal value and optimal solution.
Write a Lagrangian function for this problem remember that you need a Lagrangian multiplier for
each constraint, including xx Write a system of KKT conditions for the problem and
solve this system hint: graphical solution from the part and complementary slackness conditions
will help you determine which Lagrangian multipliers are equal to zero
Write a logarithmic barrier problem for the linear programming problem above and show that this is a
convex optimization problem in its feasible region. One of the ways to do it is to look at a logarithmic
barrier for each of the constraints and show that the corresponding Hessian is symmetric positive
semidefinite in the interior of the feasible region. Then the sum of convex functions is convex.
I understand that the question does have instructions, but I am not sure on how to apply those instructions.
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