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Unformatted text preview: on maxi (Ax − b)i . Plot the
objective value and the maximum violation versus t. Be sure to indicate on the plot the values of
t for which x is feasible, and those for which it is not.
Find a value of t for which x is feasible, and gives minimum objective value, and note the associated
upper bound U . Give the gap U − L between the upper bound on p⋆ and the lower bound on p⋆ . If
you deﬁne vectors obj and maxviol, you can ﬁnd the upper bound as U=min(obj(find(maxviol<=0))).
3.19 Optimal operation of a hybrid vehicle. Solve the instance of the hybrid vehicle operation problem described in exercise 4.65 in Convex Optimization, with problem data given in the ﬁle hybrid_veh_data.m,
and fuel use function F (p) = p + γp2 (for p ≥ 0).
Hint. You will actually formulate and solve a relaxation of the original problem. You may ﬁnd that
some of the equality constraints you relaxed to inequality constraints do not hold for the solution
found. This is not an error: it just means that there is no incentive...
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- Fall '13
- The Aeneid