Consider the following linearly constrained optimization problem: Maximize f(x) ln(x1 1) x2 2 , subject to

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Consider the following linearly constrained optimization problem:

Maximize f(x) ln(x1 1)  x2 2

, subject to x1 2x2 3 and x1  0, x2  0, where ln denotes the natural logarithm,

(a) Verify that this problem is a convex programming problem.

(b) Use the KKT conditions to derive an optimal solution.

(c) Use intuitive reasoning to demonstrate that the solution obtained in part

(b) is indeed optimal.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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