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A quadratic programming problem seeks to maximize a quadratic objective function (with terms like 3x12or5x1x2) subject to a set of linear constraints. Give an example of a quadratic program in two variables x1, x2 such that the feasible region is nonempty and bounded, and yet none of the vertices of this region optimize the (quadratic) objective.

Short Answer

Expert verified

The required better fit example is shown below:

max x1x2 subject to

x1+x2≤1x1,x2≥0.

Step by step solution

01

Consider an example

Consider the maximum condition x1x2.

Subject to, x1+x2≤1x1,x2≥0.

02

Solve the quadratic programming

It is known that, maxx1x2 subject to

x1+x2≤1x1,x2≥0.

The constraints can be written as,

g1=-x1-x2+1≥0g2=x1≥0g3=x2≥0

It can be easily observed that the maximum is obtained at the point (x1,x2)=12,12, which implies that,

x1x2=12.12=14

Where the vertices of the feasible region are (0,0),(1,0),(0,1).

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