Static Optimization problem assumptions
$begingroup$
Consider the following Constrained Optimization Problem:
$$max: -2(x+y)^2 +5x-y$$ Subject to:
$$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
with$$ beta = 0$$
I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?
convex-optimization nonlinear-optimization economics
$endgroup$
add a comment |
$begingroup$
Consider the following Constrained Optimization Problem:
$$max: -2(x+y)^2 +5x-y$$ Subject to:
$$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
with$$ beta = 0$$
I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?
convex-optimization nonlinear-optimization economics
$endgroup$
add a comment |
$begingroup$
Consider the following Constrained Optimization Problem:
$$max: -2(x+y)^2 +5x-y$$ Subject to:
$$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
with$$ beta = 0$$
I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?
convex-optimization nonlinear-optimization economics
$endgroup$
Consider the following Constrained Optimization Problem:
$$max: -2(x+y)^2 +5x-y$$ Subject to:
$$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
with$$ beta = 0$$
I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?
convex-optimization nonlinear-optimization economics
convex-optimization nonlinear-optimization economics
asked Dec 16 '18 at 17:05
Justyen77Justyen77
83
83
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1 Answer
1
active
oldest
votes
$begingroup$
Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$
$$
L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
$$
The stationary conditions are
$$
L_x = 5+lambda_1-lambda_2-4(x+y)=0\
L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
L_{lambda_3} = y-epsilon_3^2 = 0\
L_{epsilon_1} = lambda_1epsilon_1 = 0\
L_{epsilon_2} = lambda_2epsilon_2 = 0\
L_{epsilon_3} = lambda_3epsilon_3 = 0
$$
Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table
$$
begin{array}{ccccccccc}
x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
-3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
-3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
end{array}
$$
NOTES
1-Some values are duplicate due to the adoption of $epsilon_i$ squared.
2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.
3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.
$endgroup$
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
add a comment |
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1 Answer
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1 Answer
1
active
oldest
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active
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active
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$begingroup$
Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$
$$
L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
$$
The stationary conditions are
$$
L_x = 5+lambda_1-lambda_2-4(x+y)=0\
L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
L_{lambda_3} = y-epsilon_3^2 = 0\
L_{epsilon_1} = lambda_1epsilon_1 = 0\
L_{epsilon_2} = lambda_2epsilon_2 = 0\
L_{epsilon_3} = lambda_3epsilon_3 = 0
$$
Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table
$$
begin{array}{ccccccccc}
x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
-3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
-3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
end{array}
$$
NOTES
1-Some values are duplicate due to the adoption of $epsilon_i$ squared.
2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.
3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.
$endgroup$
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
add a comment |
$begingroup$
Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$
$$
L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
$$
The stationary conditions are
$$
L_x = 5+lambda_1-lambda_2-4(x+y)=0\
L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
L_{lambda_3} = y-epsilon_3^2 = 0\
L_{epsilon_1} = lambda_1epsilon_1 = 0\
L_{epsilon_2} = lambda_2epsilon_2 = 0\
L_{epsilon_3} = lambda_3epsilon_3 = 0
$$
Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table
$$
begin{array}{ccccccccc}
x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
-3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
-3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
end{array}
$$
NOTES
1-Some values are duplicate due to the adoption of $epsilon_i$ squared.
2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.
3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.
$endgroup$
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
add a comment |
$begingroup$
Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$
$$
L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
$$
The stationary conditions are
$$
L_x = 5+lambda_1-lambda_2-4(x+y)=0\
L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
L_{lambda_3} = y-epsilon_3^2 = 0\
L_{epsilon_1} = lambda_1epsilon_1 = 0\
L_{epsilon_2} = lambda_2epsilon_2 = 0\
L_{epsilon_3} = lambda_3epsilon_3 = 0
$$
Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table
$$
begin{array}{ccccccccc}
x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
-3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
-3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
end{array}
$$
NOTES
1-Some values are duplicate due to the adoption of $epsilon_i$ squared.
2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.
3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.
$endgroup$
Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$
$$
L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
$$
The stationary conditions are
$$
L_x = 5+lambda_1-lambda_2-4(x+y)=0\
L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
L_{lambda_3} = y-epsilon_3^2 = 0\
L_{epsilon_1} = lambda_1epsilon_1 = 0\
L_{epsilon_2} = lambda_2epsilon_2 = 0\
L_{epsilon_3} = lambda_3epsilon_3 = 0
$$
Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table
$$
begin{array}{ccccccccc}
x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
(beta +1)+4) \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
-3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
-3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
-frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
end{array}
$$
NOTES
1-Some values are duplicate due to the adoption of $epsilon_i$ squared.
2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.
3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.
edited Dec 16 '18 at 19:25
answered Dec 16 '18 at 19:18
CesareoCesareo
9,3363517
9,3363517
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
add a comment |
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
$endgroup$
– Justyen77
Dec 16 '18 at 19:43
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
$begingroup$
Acutally, I think my original solution was correct, sorry.
$endgroup$
– Justyen77
Dec 16 '18 at 19:49
add a comment |
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