3. Consider the optimization problem z* = min f(x) = x₁ + x² + x² x1 + x₂ 21 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = x(v) is primal feasible. How big is the dual gap? Show h(v) in a figure.

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3. Consider the optimization problem
z* = min f(x) = x1 + x² + x²
x₁ + x2 >1
Formulate the Lagrange function and compute the dual function h(v) numeri-
cally to locate its maximum v* with good accuracy so that x = r(v*) is primal
feasible. How big is the dual gap? Show h(v) in a figure.
Transcribed Image Text:3. Consider the optimization problem z* = min f(x) = x1 + x² + x² x₁ + x2 >1 Formulate the Lagrange function and compute the dual function h(v) numeri- cally to locate its maximum v* with good accuracy so that x = r(v*) is primal feasible. How big is the dual gap? Show h(v) in a figure.
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