Question

a) Solve the following problem using graphical method (using the following graph): Minimize f(x,y) - 2x-y subject to the cons

we wish to solve the above problem using Exterior Penalty Function approach. Define b) Suppose augmented cost function and ex

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Answer #1

Plot Points (2) Graphical Method - Solving C Electrical Engineering question S Calculus I- Lagrange Multipli Objective Vocabu

It can be seen that the function

f(x,y) = 2x - y = K = constant is shown by parallel lines.

Putting the points we get

f(-4 , 2) = -10

f(-3.732 , -2.464) = -5

f(-2 , -4) = 0

Hence function returns minimum value = -10 when (x , y) = (-4 , 2)

EXTERIOR PENALTY FUNCTION is defined as follows

minimize fg(x, y, rg , rh) = f(x , y) + rg max(0 , h1 - c1) + rh max(0 , h2 - c2)

where h1 - c1 =0 and h2 - c2 =0 are the constrained equations

minimize fg(x, y, rg , rh) = 2 * x - y + rg max(0 , x2 - y2 - 20) + rh max(0 , y - x2)

minimize fg(x, y, rg , rh) = 2 * x - y + rg ( x2 - y2 - 20) 2 + rh ( y - x2)2 is the augmented cost function.

Now the partial derivative of the function fg taken individually with respect to x , y , rg and rh to get the final minimum value of the function f.

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