Scribd Logo
Upload

Welcome to Scribd!

  • Assignment 6

    Uploaded by

    Depepanshu Mahajan
    6 views1 page
    The document contains 3 optimization problems: 1. Minimize f(x) = x1^2 - 2x1x2 + x2^2 + x3^2 subject to x1 + 2x2 + x3 = 3 with non-negative variables and starting point (1, 1/2, 1). The answer is (1,1,0). 2. Minimize f(x) = x1^3 - 6x1^2 + 11x1 + x3 subject to constraints x1^2 + x2^2 - x3^2 ≤ 0, x1^2 + x2^2 + x3^2 ≥ 4, and x

    Original Description:

    Original Title

    Assignment_6

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains 3 optimization problems: 1. Minimize f(x) = x1^2 - 2x1x2 + x2^2 + x3^2 subject to x1 + 2x2 + x3 = 3 with non-negative variables and starting point (1, 1/2, 1). The answer is (1,1,0). 2. Minimize f(x) = x1^3 - 6x1^2 + 11x1 + x3 subject to constraints x1^2 + x2^2 - x3^2 ≤ 0, x1^2 + x2^2 + x3^2 ≥ 4, and x

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views1 page

    Assignment 6

    Uploaded by

    Depepanshu Mahajan
    The document contains 3 optimization problems: 1. Minimize f(x) = x1^2 - 2x1x2 + x2^2 + x3^2 subject to x1 + 2x2 + x3 = 3 with non-negative variables and starting point (1, 1/2, 1). The answer is (1,1,0). 2. Minimize f(x) = x1^3 - 6x1^2 + 11x1 + x3 subject to constraints x1^2 + x2^2 - x3^2 ≤ 0, x1^2 + x2^2 + x3^2 ≥ 4, and x

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Energy Systems Modelling and Analysis (EN 401/618)

    Assignment 6

    1. Solve the following optimisation problem using the generalised reduced gradient method.

    Minimise 𝑓𝑓(𝒙𝒙) = 𝑥𝑥12 − 2𝑥𝑥1 𝑥𝑥2 + 𝑥𝑥22 + 𝑥𝑥32


    Subject to 𝑥𝑥1 + 2𝑥𝑥2 + 𝑥𝑥3 = 3
    1
    All variables are non-negative, and the starting point is 𝒙𝒙0 = (1, , 1).
    2

    [Ans. (1,1, 0)]

    2. Solve the following optimisation problem using sequential linear programming and generalised
    reduced gradient methods.

    Minimise 𝑓𝑓(𝒙𝒙) = 𝑥𝑥13 − 6𝑥𝑥12 + 11𝑥𝑥1 + 𝑥𝑥3


    Subject to

    𝑥𝑥12 + 𝑥𝑥22 − 𝑥𝑥32 ≤ 0

    𝑥𝑥12 + 𝑥𝑥22 + 𝑥𝑥32 ≥ 4


    𝑥𝑥3 ≤ 5
    𝑥𝑥1 , 𝑥𝑥2 , 𝑥𝑥3 ≥ 0

    The starting point is 𝒙𝒙0 = (0.1,0.1, 3).

    [Ans. (0, √2, √2)]

    3. Find the minimum and maximum of 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑧𝑧) = 4𝑦𝑦 − 2𝑧𝑧 subject to the constraints

    2𝑥𝑥 − 𝑦𝑦 − 𝑧𝑧 = 2 and 𝑥𝑥 2 + 𝑦𝑦 2 = 1 using the Lagrange multiplier method.


    [Ans. Maximum: 11.2111 and Minimum: –3.2111]
    .o0o.

    You might also like