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Consider minimize (x1 - 2) + (x2 - 1) subject to x1? / 4 + x2 < 1 -x1 +2 x2 2 1 Plot

 

Consider minimize (x1 - 2) + (x2 - 1) subject to x1? / 4 + x2 < 1 -x1 +2 x2 2 1 Plot the constraint and cost function contours in x1 - x2 space. Solve the problem using quadratic exterior penalty function. Use (2.0, 2.0) as your starting point. Show the trajectory of unconstrained minima obtained for increasing values of r.

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