17 Consider the problem max z f (x) s.t. a x b a Suppose...
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17 Consider the problem max z f (x)
s.t. a x b a Suppose f (x) is a convex function that has derivatives for all values of x. Show that x a or x b must be optimal for the NLP. (Draw a picture.)
b Suppose f(x) is a convex function for which f (x) may not exist. Show that x a or x b must be optimal for the NLP. (Use the definition of a convex function.)
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Related Book For
Operations Research Applications And Algorithms
ISBN: 9780534380588
4th Edition
Authors: Wayne L. Winston
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