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ECE QE AC-3 August 2011 Solusion
1. (20 pts) Consider the optimization problem,
maximize $ -x_{1}^{2}+x_{1}-x_{2}-x_{1}x_{2} $
subject to $ x_{1}\geq0, x_{2}\geq0 $
(i) Characterize feasible directions at the point $ x^{*}=\left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] $
<span class="texhtml"</span>$ d\in\Re_{2}, d\neq0 $ is a feasible direction at $ x^{*} $, if $ \exists\alpha_{0} $ that $ \left[ \begin{array}{c} \frac{1}{2} \\ 0 \end{array} \right] + \alpha\left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \in\Omega \right] $ for all $ 0\leq\alpha\leq\alpha_{0} $
$ \because x_{1}\geq0, x_{2}\geq0 $
$ \therefore d= \left[ \begin{array}{c} d_{1} \\ d_{2} \end{array} \right], d_{1}\in\Re_{2}, d_{2}\neq0 $
