EE477 – Optimization Techniques – Fall 2018

Homework #8
Due Date: 17 December 2018

Question #1: Solve the following nonlinear problem using

a) The Lagrange multipliers method
b) The Penalty method
min f ( x1 , x2 ) 2( x1 4) 2 3( x2 5) 2
subject to : 4 x1 3 x2 12
c) Check your answer using MATLAB.

Question #2: Solve the following nonlinear problem using

a) The Lagrange multipliers method
b) The Penalty method
min f ( x1 , x2 ) 4 x12 7 x2 2
subject to : 3 x1 5 x2 15

c) Check your answer using MATLAB.

Question #3: Solve the following nonlinear problem using

a) The Lagrange multipliers method
b) The Penalty method
min f ( x1 , x2 , x3 ) 3x12 4 x22 5 x32
subject to : 5 x1 3 x22 4 x3 30

c) Check your answer using MATLAB.

Question #4:
a) Solve the following nonlinear problem using the Lagrange multipliers method:

min f ( x1 , x2 , x3 ) 6 x12 4 x22 x32

subject to : 6 x1 7 x3 84
x2 4
Do not eliminate the second constraint right away.

b) Check your answer using MATLAB.

Question #5:
a) Solve the following nonlinear problem using the Lagrange multipliers method:
2160 8712 330 2916
min f 66.21x1 426.8 x2 61.20 x3 268.1x4
x1 x2 x3 x4
180 726 27.5 243
subject to : 221.5
x1 x2 x3 x4
x1 0, x2 0, x3 0, x4 0

b) Check your answer using MATLAB.

Question #6:
a) Find the stationary points for the following constrained problem using the method of Lagrange
multipliers.

optimize f ( x1 , x2 ) 5 x1 x2
subject to : 3 x12 2 x2 2 6 0

b) Classify the obtained stationary points.

c) Check your answer using MATLAB.

Question #7:
a) Solve the following problem by the method of Lagrange multipliers and determine the character
of the stationary points.

maximize: f ( x1 , x2 ) 3x12 2 x2 2
subject to: 2 x12 3 x2 2 5 x32 75
11x1 2 x2 2 3 x4 2 50

b) Check your answer using MATLAB.