Skip to content

Latest commit

 

History

History
32 lines (28 loc) · 1.02 KB

File metadata and controls

32 lines (28 loc) · 1.02 KB

Optimization Test 2 Preparation

TOC

Demo

  1. (5 points) Use Newton-Raphson to determine the extreme points of the following function. $$ f(x1, x2)=... $$ Hint: use (−, −) and (−, −) as starting points and write − iterations.
  2. Consider the problem $$ \text{Maximize } f(x,y,z)= ...\ \text{subject to } \begin{cases} g_1(x, y, z) = ... = 0\ g_2(x, y, z) = ... = 0 \end{cases} $$
    • a. (4 points) Use Jacobian method to solve the problem using x and y as dependent variables and apply the sufficient condition to determine the type of the resulting stationary point.
    • b. (1 point) Determine the sensitivity coefficients given the solution in previous part.
    • c. (5 points) Verify your answers for previous parts using Lagrangian method.
  3. (5 points) (Extra points) Use the sufficiency condition to identify the extreme points. $$ f(x,y)=... $$