Static Optimization problem assumptions












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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?










share|cite|improve this question









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    0












    $begingroup$


    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?










    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      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?










      share|cite|improve this question









      $endgroup$




      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






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      asked Dec 16 '18 at 17:05









      Justyen77Justyen77

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          1 Answer
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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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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











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          0












          $begingroup$

          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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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
















          0












          $begingroup$

          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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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














          0












          0








          0





          $begingroup$

          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.






          share|cite|improve this answer











          $endgroup$



          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.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          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


















          • $begingroup$
            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


















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