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b) Draw the feasible region and the contours of the objective function. Identify the
globally optimal solution graphically.
d) With d k and xk as given above, show that mk = 1 in the limited Armijo rule (Armijo
with feasibility checks) using parameters s = 1, = 0.1, = 0.5. That is, show that
e) Show that x* = (½, ½) satisfies the first-order necessary condition for constrained
optimization over a convex set.
2. Consider the following problem with nonlinear objective function and linear constraints:
min f ( x)
s.t. Ax b
x0
In feasible direction methods (such as the conditional gradient method and the reduced
gradient method), we need an initial feasible solution. Formulate a linear program for
finding a feasible solution of the given problem.
Solutions to Practice Problem Set 7
OA4201 Nonlinear Programming
1. Consider the problem
b) Draw the feasible region and the contours of the objective function. Identify the
globally optimal solution graphically.
f ( x ) x12 x22
2x
f ( x ) 1
2 x2
The objective function in the direction finding problem is f ( x k ) '( x x k ) . Hence the
direction finding problem takes the form:
min 4 x1 8
s.t. x1 x2 1
x1 2
x2 2
d) With d k and xk as given above, show that mk = 1 in the limited Armijo rule (Armijo
with feasibility checks) using parameters s = 1, = 0.1, = 0.5. That is, show that
e) Show that x* = (½, ½) satisfies the first-order necessary condition for constrained
optimization over a convex set.
f ( x ) x12 x22
2x
f ( x ) 1
2 x2
Hence,
x 1/ 2
f ( x*) '( x x*) (1,1) 1 x1 x2 1 0
x2 1/ 2
for all feasible solutions.
2. Consider the following problem with nonlinear objective function and linear constraints:
min f ( x)
s.t. Ax b
x0
In feasible direction methods (such as the conditional gradient method and the reduced
gradient method), we need an initial feasible solution. Formulate a linear program for
finding a feasible solution of the given problem.
min c ' x
s.t. Ax b
x0
as you learned in LP will provide a feasible point for any cost vector c.