min 1+12 s.t. x+x-2=0. Using the steepest decent method to minimize the objective function with a quadratic penalty. Using a penalty parameter = 10 and a starting point (0) (1,0). Write down (1), (2), Note on Q3: g(x) = (x + x - 2)² s the quadratic penalty for the equality constraint 2+x-2-0. Use the steppest decent method to minimize the obiective function

Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter11: Nonlinear Programming
Section11.3: Convex And Concave Functions
Problem 10P
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min
s.t.
1+2
+-2=0.
Using the steepest decent method to minimize the objective function with a quadratic
penalty. Using a penalty parameter = 10 and a starting point (0) = (1,0). Write
down (1), (2).
Note on Q3:
g(x) = (x+x - 2)²
is the quadratic penalty for the equality constraint a +-2=0. Use the steppest decent
method to minimize the objective function
f(x) = x1 + x2 + 10(x + x - 2)²
Transcribed Image Text:min s.t. 1+2 +-2=0. Using the steepest decent method to minimize the objective function with a quadratic penalty. Using a penalty parameter = 10 and a starting point (0) = (1,0). Write down (1), (2). Note on Q3: g(x) = (x+x - 2)² is the quadratic penalty for the equality constraint a +-2=0. Use the steppest decent method to minimize the objective function f(x) = x1 + x2 + 10(x + x - 2)²
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