2008 Operation Research 2
Assignment 3
Due day:
2008/03/10
Problems:
1.) Problems 11.8.5(25%)
2.) Problems 11.9.3(25%)
3.) Problems 11.9.6(50%)
注意: 請用A4紙張作答，並在作業的最上方標明「學號」及「姓名」。
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Self-Study
11.9.8
11.9.10
*Hillier 13.6-6
Consider the following linearly constrained optimization problems:
Maximize f(x)=ln(x1+1)-x2^2
s.t
x1+2x2<=3
x1>=0,x2>=0
where in denotes the natural logarithm,
(a) Verify that this problem is a convex programming problem.
(b) Use the KKT conditions to derive an optimal solution.
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