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| − | + | = [[ECE PhD Qualifying Exams|ECE Ph.D. Qualifying Exam]]: Automatic Control (AC)- Question 3, August 2011 = | |
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<font color="#ff0000"><span style="font-size: 19px;"><math>\color{blue}\text{1. } \left( \text{20 pts} \right) \text{ Consider the optimization problem, }</math></span></font> | <font color="#ff0000"><span style="font-size: 19px;"><math>\color{blue}\text{1. } \left( \text{20 pts} \right) \text{ Consider the optimization problem, }</math></span></font> | ||
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'''<math>\color{blue}\left( \text{i} \right) \text{ Characterize feasible directions at the point } x^{*}=\left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right]</math>''' | '''<math>\color{blue}\left( \text{i} \right) \text{ Characterize feasible directions at the point } x^{*}=\left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right]</math>''' | ||
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===== <math>\color{blue}\text{Solution 1:}</math> ===== | ===== <math>\color{blue}\text{Solution 1:}</math> ===== | ||
| − | <math>\text{We need to find a direction }d\text{, such that } \exists\alpha_{0}>0,</math> | + | <math>\text{We need to find a direction }d\text{, such that } \exists\alpha_{0}>0,</math> <math>\left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] + \alpha d \text{ for all } \alpha\in\Omega \left[0,\alpha_{0}\right]</math><br> |
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| + | <math>\text{As } x_{1}\geq0, x_{2}\geq0, d= \left( \begin{array}{c} x \\ y \end{array} \right)\text{where } x\in\Re_{2}, \text{ and } y\geq0</math> | ||
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<math>\color{blue}\text{Solution 2:}</math> | <math>\color{blue}\text{Solution 2:}</math> | ||
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\left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \right], d_{1}\in\Re^{2}, d_{2}\neq0</math><br> | \left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \right], d_{1}\in\Re^{2}, d_{2}\neq0</math><br> | ||
| − | ===== <math>\color{blue}\left( \text{ii} \right) \text{Write down the second-order necessary condition for } x^{*} \text{. Does the point } x^{*} \text{ satisfy this condition?}</math><br> ===== | + | ===== <math>\color{blue}\left( \text{ii} \right) \text{Write down the second-order necessary condition for } x^{*} \text{. Does the point } x^{*} \text{ satisfy this condition?}</math><br> ===== |
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| + | [[Category:ECE]] [[Category:QE]] [[Category:Automatic_Control]] [[Category:Problem_solving]] | ||
Revision as of 21:47, 26 June 2012
ECE Ph.D. Qualifying Exam: Automatic Control (AC)- Question 3, August 2011
$ \color{blue}\text{1. } \left( \text{20 pts} \right) \text{ Consider the optimization problem, } $
$ \text{maximize} -x_{1}^{2}+x_{1}-x_{2}-x_{1}x_{2} $
$ \text{subject to } x_{1}\geq0, x_{2}\geq0 $
$ \color{blue}\left( \text{i} \right) \text{ Characterize feasible directions at the point } x^{*}=\left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] $
$ \color{blue}\text{Solution 1:} $
$ \text{We need to find a direction }d\text{, such that } \exists\alpha_{0}>0, $ $ \left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] + \alpha d \text{ for all } \alpha\in\Omega \left[0,\alpha_{0}\right] $
$ \text{As } x_{1}\geq0, x_{2}\geq0, d= \left( \begin{array}{c} x \\ y \end{array} \right)\text{where } x\in\Re_{2}, \text{ and } y\geq0 $
$ \color{blue}\text{Solution 2:} $
$ d\in\Re_{2}, d\neq0 \text{ is a feasible direction at } x^{*} \text{, if } \exists \alpha_{0} \text{ that } \left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] + \alpha\left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \right] \in\Omega \text{ for all } 0\leq\alpha\leq\alpha_{0} $
$ \because \begin{Bmatrix}x\in\Omega: x_{1}\geq0, x_{2}\geq0\end{Bmatrix} $
$ \therefore d= \left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \right], d_{1}\in\Re^{2}, d_{2}\neq0 $
