Consider the mathematical program max 4z1 + 7z2 s.t. 2z1 + z2 9 0 z1
Question:
Consider the mathematical program max 4z1 + 7z2 s.t. 2z1 + z2 … 9 0 … z1 … 4 0 … z2 … 3
(a) Show that directions z112 = 12, 02 and
z122 = 1 -2, 42 are improving directions for this model at every z.
(b) Beginning at z102 = 10, 02, execute Improving Search Algorithm 3A 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 two-dimensional 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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