Consider the following unconstrained optimization problem: Maximize f(x) 2x1x2 x2 x1 2 2x2 2 .

Question:

Consider the following unconstrained optimization problem:

Maximize f(x) 2x1x2 x2  x1 2  2x2 2

.

D,I

(a) Starting from the initial trial solution (x1, x2) (1, 1), interactively apply the gradient search procedure with

 0.25 to obtain an approximate solution.

(b) Solve the system of linear equations obtained by setting

f(x) 0 to obtain the exact solution.

(c) Referring to Fig 13.14 as a sample for a similar problem, draw the path of trial solutions you obtained in part (a). Then show the apparent continuation of this path with your best guess for the next three trial solutions [based on the pattern in part

(a) and in Fig. 13.14]. Also show the exact solution from part

(b) toward which this sequence of trial solutions is converging.
C

(d) Apply the automatic routine for the gradient search procedure (with  0.01) in your OR Courseware to this problem.

Step by Step Answer:

Related Book For  book-img-for-question

Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

Question Posted: