Consider an optimization problem (P) (81) where f(): R² → R and G():=82(): R² R³. 83(-) (a) Solve (P) with f (b) Solve (P) with f (3) min f(x) subject to G(x) < 0 = 2x-3y, 81 (₁) -- = -x + 3y - 4, 82 (₁). (*) = x² + 2y² and the same G(-) as in (a). = 3x - y + 5, and g3 (*) = =-y-2.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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#1) Consider an optimization problem

**(P)**  
\[ \min f(x) \quad \text{subject to} \quad G(x) \leq 0 \]

where \( f(\cdot) : \mathbb{R}^2 \to \mathbb{R} \) and \( G(\cdot) := \begin{pmatrix} g_1(\cdot) \\ g_2(\cdot) \\ g_3(\cdot) \end{pmatrix} : \mathbb{R}^2 \to \mathbb{R}^3 \).

(a) Solve (P) with \( f\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = 2x - 3y \),  
\[ g_1\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = -x + 3y - 4, \]  
\[ g_2\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = 3x - y + 5, \]  
\[ g_3\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = -y - 2. \]

(b) Solve (P) with \( f\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = x^2 + 2y^2 \) and the same \( G(\cdot) \) as in (a).
Transcribed Image Text:#1) Consider an optimization problem **(P)** \[ \min f(x) \quad \text{subject to} \quad G(x) \leq 0 \] where \( f(\cdot) : \mathbb{R}^2 \to \mathbb{R} \) and \( G(\cdot) := \begin{pmatrix} g_1(\cdot) \\ g_2(\cdot) \\ g_3(\cdot) \end{pmatrix} : \mathbb{R}^2 \to \mathbb{R}^3 \). (a) Solve (P) with \( f\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = 2x - 3y \), \[ g_1\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = -x + 3y - 4, \] \[ g_2\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = 3x - y + 5, \] \[ g_3\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = -y - 2. \] (b) Solve (P) with \( f\left(\begin{pmatrix} x \\ y \end{pmatrix}\right) = x^2 + 2y^2 \) and the same \( G(\cdot) \) as in (a).
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