Consider the NLP problem below, (i) (ii) Minimize f(x) = 10x₁² +2.5x₂² - 5x₁x2 -1.5x₁ + 10 Subject to 91(x) = 3x₁²2x₂² - 2x₁ ≥ 5 9₁(x) = 2(x₁ - 2)² - 2x2 ≤ 4 1 ≤ x₁, x₂ ≤ 8 Plot the functions contours along with constraints. Determine the Jacobian Matrix and Hessian Matrix. Check whether the points of (2, 1) and (1,4)" is Kuhn Tucker points.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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Consider the NLP problem below,
(i)
(ii)
(iv)
EXERCISE: KKT CONDITIONS AND PENALTY FUNCTION METHOD
(v)
2
Minimize f(x) = 10x₁² +2.5x₂² - 5x₁x2 -1.5x₁ + 10
Subject to
9₁(x) = 3x₁²2x₂² - 2x₁5
9₁(x) = 2(x₁ - 2)² - 2x₂ 4
1 ≤ x1, x₂ ≤8
Plot the functions contours along with constraints.
Determine the Jacobian Matrix and Hessian Matrix.
Check whether the points of (2, 1) and (1,4)T is Kuhn Tucker points.
Write the pseudo-objective function for the optimization problem above. Use the bracket
penalty term.
Solve the question (iv) above using the Matlab's built-in function, i.e., fminsearch. Starting
at x(0) = (2,4) and show the computation in detail.
Transcribed Image Text:Consider the NLP problem below, (i) (ii) (iv) EXERCISE: KKT CONDITIONS AND PENALTY FUNCTION METHOD (v) 2 Minimize f(x) = 10x₁² +2.5x₂² - 5x₁x2 -1.5x₁ + 10 Subject to 9₁(x) = 3x₁²2x₂² - 2x₁5 9₁(x) = 2(x₁ - 2)² - 2x₂ 4 1 ≤ x1, x₂ ≤8 Plot the functions contours along with constraints. Determine the Jacobian Matrix and Hessian Matrix. Check whether the points of (2, 1) and (1,4)T is Kuhn Tucker points. Write the pseudo-objective function for the optimization problem above. Use the bracket penalty term. Solve the question (iv) above using the Matlab's built-in function, i.e., fminsearch. Starting at x(0) = (2,4) and show the computation in detail.
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