OM/Claudio_Maggioni_5/Claudio_Maggioni_5.md

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title: Homework 5 -- Optimization Methods author: Claudio Maggioni header-includes:

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Exercise 2

Exercise 2.1

The resulting MATLAB plot of each constraint and of the feasible region is shown below:

Plot of feasible region and constraints

Exercise 2.3

We then compute the objective function value for each basic feasible point found, The smallest objective value will correspond with the constrained minimizer problem solution.


x_1 = \begin{bmatrix}0\\0\end{bmatrix} \;\;\; f(x_1) = 4 \cdot 0 + 3 \cdot 0 =
0$$$$
x_2 = \frac12 \cdot \begin{bmatrix}0\\3\end{bmatrix} \;\;\;
f(x_2) = 4 \cdot 0 + 3 \cdot \frac32 = \frac92$$$$
x_3 = \frac{1}{13} \cdot \begin{bmatrix}3\\24\end{bmatrix} \;\;\; f(x_3) = 4
\cdot \frac{3}{13} + 3 \cdot \frac{24}{13} = \frac{84}{13}$$$$
x_4 = \frac12 \cdot \begin{bmatrix}3\\2\end{bmatrix} \;\;\; f(x_4) = 4 \cdot
frac32 + 3 \cdot 1 = 9$$$$
x_5 = \begin{bmatrix}2\\0\end{bmatrix} \;\;\; 4 \cdot 2 + 1 \cdot 0 = 8$$

Therefore, $x^* = x_1$ is the global constrained minimizer with $\lambda^* = \lambda_1 = NaN$ as
the slack variable value.