EE477 – Optimization Techniques – Fall 2018

Homework #9
This Homework will not be graded
[The material in this homework is included in the Final Exam]
Question #1:
a) Solve the following problem by the method of Lagrange multipliers, and determine the character
of the stationary point.

Optimize y 2 x12 2 x1 x2 x2 2 20 x1 14 x2
subject to: x1 3 x2 5
2 x1 x2 4

b) Check your answer using MATLAB.

Hint: Transform the two constraints into equality constraints by introducing positive slack variables
(x32 and x42) and d then solve the new problem.

Question #2:
a) Solve the following nonlinear programming problem using the KKT conditions:
min f ( x1 , x2 ) x12 x2
s.t. x1 x2 6
x1 1
x12 x22 26
b) Check your answer using MATLAB.

Question #3:
a) Solve the following nonlinear programming problem using the KKT conditions:
max f ( x1 , x 2 , x3 ) x1 (30 x1 ) x 2 (50 2 x2 ) 3x1 5 x 2 10 x3
s.t. x1 x2 x3
x3 17.25
b) Check your answer using MATLAB.
Question #4:
a) Solve the following nonlinear programming problem using the KKT conditions:
min f ( x1 , x2 ) ( x1 1) 2 ( x2 2) 2
s.t. x1 x2 1
x1 x2 2
x1 , x2 0
b) Check your answer using MATLAB.
Question #5:
a) Solve the following nonlinear programming problem using the KKT conditions:

min y 2 x12 2 x1 x2 x2 2 20 x1 14 x2
s.t. x12 x2 2 25
x12 x2 2 7

b) Check your answer using MATLAB.

Question #6:
a) Solve the following nonlinear programming problem using the Lagrange multipliers method:

2 2
min y x1 2 x2 1
s.t. 0.25 x1 x2 2 1 0
x1 2 x2 1 0
x1 0, x2 0

b) Check your answer using MATLAB.

Question #7:
Solve the following nonlinear programming problem using
a) the KKT conditions
b) the Lagrange multipliers method:

min y 2 x12 x1 x2 3 x2 2
s.t. 3x1 4 x2 12
x12 x2 2 1

c) Check your answer using MATLAB.

Question #8:
a) Solve the following Quadratic programming problem using the KKT conditions:
min f ( x1 , x2 ) x1 x2 0.5 x12 x22 x1 x2
s.t. x1 x2 3
2 x1 3 x2 6
x1 , x2 0
b) Check your answer using MATLAB.
Question #9:
Solve the following Quadratic programming problem using:
a) The KKT conditions,
b) Lemke’s method
max f ( x1 , x2 ) 2 x1 4 x2 x12 x22 5
s.t. x1 2 x2 2
x1 x2 4
x1 , x2 0

Question #10:
Solve the following Quadratic programming problem using:
a) The KKT conditions,
b) Lemke’s method

max f ( x1 , x2 ) 4 x1 6 x2 2 x12 x22

s.t. x1 3 x2 3
x1 , x2 0

Question #11:
Solve the following Quadratic programming problem using:
a) The KKT conditions,
b) Lemke’s method

min f ( x1 , x2 ) 2 x12 x22 2 x1 x2 20 x1 14 x2

s.t. x1 3 x2 5
2 x1 x2 4
x1 , x2 0

c) Check your answer using MATLAB.