Mathematics

Jarvis

1 May, 21:25

Consider the optimization problem of minimizing a function f (x) over a standard from polyhedron. When f (x) is linear, one method of solution is to employ the Primal Path Following Algorithm (discussed in class and in Section 9.4 of the textbook). Now, suppose f (x) is not linear, but is twice continuously differentiable. Can the same algorithm still be used to solve this new problem? Carefully discuss some possible outcome