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Homework 8
15.053 Introduction to Optimization
Due at the beginning of class Thursday, May 2, 2002.
1. BH&M, Exercise 1b, p. 608
2. BH&M, Exercise 4, p.609610
3. Consider the following optimization problem:
Min
12
xx
e
+
s.t.
0
≤
x
1
≤
4
0
≤
x
2
≤
4
a) Express the problem as a separable problem
b) Linearize the separated problem using the
λ
method and three breakpoints for all
function approximations. Are the adjacency conditions needed?
4. a) Carry out the Fibonacci search method to find a local maximum for the function:
min(2x
2
+ x, 300  x
2
), as x varies from –17 to 17.
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 Spring '05
 Prof.JamesOrlin

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