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日期:2025-01-22 03:56

MATH2003J, OPTIMIZATION IN ECONOMICS,

BDIC 2023/2024, SPRING

Problem Sheet 10

Question 1:

Let f ∶ R2 → R be defined by f(x, y) = −20x − 10y2 and the constraints

x2 + y2 ≤ 100 and x ≥ 0.

(I) Sketch the feasible set and show that it is closed and bounded. Conclude that f achieves both its maxima and minima under the above constraints.

(II) Using the Kuhn-Tucker method, find the extrema of f subject to the above constraints.

Question 2:

Let f ∶ R2 → R be defined by f(x, y) = 2x + y2 − 3 and consider the constraints

x2 + y2 ≤ 10 and x ≥ 0.

(a). Sketch the feasible set in the plane and explain why f attains extrema (maximum and minimum) subject to the above constraints.

(b). Use the Kuhn-Tucker method to find the maximum and the minimum of f subject to the above constraints.

Question 3:

Let f ∶ R2 → R be defined by f(x, y) = 2 + x + y 2 , and the constraints

x2 − 2x + y 2 ≥ 0, x2 − 4x + y 2 ≤ 0, x + y ≤ 3

(a). Sketch the feasible set in the plane and explain why f attains extrema (maximum and minimum) subject to the above constraints.

(b). Use the Kuhn-Tucker method to find the maximum and the minimum of f subject to the above constraints.






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