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3. Consider the optimization problem z* = min f(x) = x₁ + x² + x² x1 + x₂ 21 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = x(v) is primal feasible. How big is the dual gap? Show h(v) in a figure.

3. Consider the optimization problem z* = min f(x) = x₁ + x² + x² x1 + x₂ 21 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = x(v) is primal feasible. How big is the dual gap? Show h(v) in a figure.

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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3. Consider the optimization problem z* = min f(x) = x1 + x² + x² x₁ + x2 >1 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = r(v*) is primal feasible. How big is the dual gap? Show h(v) in a figure.
Transcribed Image Text:3. Consider the optimization problem z* = min f(x) = x1 + x² + x² x₁ + x2 >1 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = r(v*) is primal feasible. How big is the dual gap? Show h(v) in a figure.
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