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7 A GP Example
This example is called Dembo78, [
7]:
(DP) min {t1t2+t1−1t2−1|
(1/4)t11/2+t2≤ 1, t1>0, t2>0}.
The
GP dual to Dembo78 has
a unique optimal solution,
x = (0.5,0.5,0,0):
| (DD) |
max |
(1/x1)x1(1/x2)x2(0.25/x3)x3(1/x4)x4(x3+x4)(x3+x4) |
| |
subject to |
x1+x2 |
=1 |
| |
|
x1−x2+0.5x3 |
=0 |
| |
|
x1 − x2 +x4 |
=0 |
| |
|
x ≥ 0 |
|
The TOMLAB commands are:
Prob = gpAssign([2; 2], [1 1 1/4 1],...
[1 -1 0.5 0; 1 -1 0 1]');
Result = tomRun('gp', Prob, 1);
The problem is also defined in
gp_prob:
Prob = probInit('gp_prob', 1);
Result = tomRun('gp', Prob, 1);
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