0% found this document useful (0 votes)
127 views7 pages

Optimization Problem Solution with Cvxpy

This document is a presentation outline by P. Srijith Reddy that summarizes solving an optimization problem using CVXPY. It states the problem as maximizing a function subject to inequality constraints. It then shows the solution process of expressing the problem in standard form and solving it to find the optimal value and point. Finally, it provides a link to code that plots the problem graphically.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
127 views7 pages

Optimization Problem Solution with Cvxpy

This document is a presentation outline by P. Srijith Reddy that summarizes solving an optimization problem using CVXPY. It states the problem as maximizing a function subject to inequality constraints. It then shows the solution process of expressing the problem in standard form and solving it to find the optimal value and point. Finally, it provides a link to code that plots the problem graphically.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Presentation 3,

5.3

P.Srijith Reddy,
EE19BTECH11041,
Dept. of Electrical
Engg.,
Presentation 3, IIT Hyderabad.

5.3 Outline

Problem

Solution

P.Srijith Reddy, Plot

EE19BTECH11041,
Dept. of Electrical Engg.,
IIT Hyderabad.

September 3, 2019

1/7
Presentation 3,
5.3

P.Srijith Reddy,
EE19BTECH11041,
Dept. of Electrical
Engg.,
IIT Hyderabad.

Problem Outline

Problem

Solution

Plot
Solution

Plot

2/7
Presentation 3,
Problem Statement 5.3

P.Srijith Reddy,
EE19BTECH11041,
Dept. of Electrical
Engg.,
Obtain a solution to the following IIT Hyderabad.

Outline
max 6x1 + 5x2 (2.1) Problem
x
Solution
with constraints Plot
x1 + x2 ≤ 5 (2.2)
3x1 + 2x2 ≤ 12 (2.3)
where x1 , x2 ≥ 0 (2.4)
using cvxpy.

3/7
Presentation 3,
Solution 5.3

P.Srijith Reddy,
EE19BTECH11041,
Dept. of Electrical
Engg.,
The given problem is expressed as follows IIT Hyderabad.

Outline
max cx such that (3.1) Problem
x
Solution
Ax ≤ b (3.2) Plot

and
x1 , x2 ≥ 0 (3.3)
where
     
1 1 5 x
,x = 1 .

c = 6 5 ,A = ,b = (3.4)
3 2 12 x2

4/7
Presentation 3,
5.3

P.Srijith Reddy,
From eq(3.2) EE19BTECH11041,
Dept. of Electrical
x ≤ A−1 b (3.5) Engg.,
IIT Hyderabad.
 −1  
1 1 5
⇒x≤ (3.6) Outline
3 2 12 Problem
  Solution
2 −1
Plot
−3 1
 
5
⇒x≤ (3.7)
(1 × 2 − 3 × 1) 12
  
−2 1 5
⇒x≤ (3.8)
3 −1 12
 
−2 × 5 + 1 × 12
⇒x≤ (3.9)
3 × 5 + (−1 × 12)

5/7
Presentation 3,
  5.3
2
⇒x≤ (3.10) P.Srijith Reddy,
3 EE19BTECH11041,
Dept. of Electrical
Engg.,
Multiplying c on both sides of inequality IIT Hyderabad.

 
2 Outline
cx ≤ c (3.11)
3 Problem

Solution

Therefore   Plot
 2
cx ≤ 6 5 (3.12)
3
⇒ cx ≤ 27 (3.13)
The maximum value of cx is 27 and is attained when
 
2
x= (3.14)
3

i.e x1 = 2, x2 = 3
which also satisfies eq(3.3).
6/7
Presentation 3,
Plot 5.3

P.Srijith Reddy,
The code in EE19BTECH11041,
Dept. of Electrical
https://github.com/SRIJITH01/Srijith/blob/master/presentation3.py Engg.,
IIT Hyderabad.

plots Fig. 1. Outline

Problem

Solution

Plot

Figure: Graphical representation .

7/7

You might also like