{ "cells": [ { "cell_type": "markdown", "source": [ "# Mathematical Nirvana\n", "## Problem Definition\n", "Nathaniel Richards is a young, brilliant scientist that has developed the following Non-Linear Programming (NLP) problem to find the optimal balance between studying and meditating to maximize the overall satisfaction and achieve a state of enlightenment (Mathematical Nirvana).\n", "\n", "**Decision Variables:**\n", "Let:\n", "\n", "$x_1$ Time spent studying (in hours)\n", "\n", "$x_2$ = Time spent meditating (in hours)\n", "\n", "$x = [x_1, x_2]$ The set of decision variables\n", "\n", "$x_1, x_2 \\geq 0$\n", "\n", "**Objective Function:**\n", "Maximize the overall satisfaction obtained from studying and meditating:\n", "\n", "$\\max z = f(x) = 2*x_1+0.5*\\ln(1+x_1) + 0.7*x_2 + 0.3*\\sqrt(x_2)$\n", "\n", "**Constraints:**\n", "Subject to:\n", "Maximum amount of time available:\n", "\n", "$x_1 + x_2 \\leq 10$\n", "\n", "Minimum amount of time studying to ensure academic performance:\n", "\n", "$x_1 \\geq 2$\n", "\n", "Unfortunately Nathaniel mysteriously disappeared before he could completely analyse the problem, so you need to complete his work according to the following instructions:\n", "\n", "1. Obtain the Kuhn-Tucker conditions\n", "2. Obtain the Hessian and determine if this solution ($x_1 = 3.9, x_2 = 6.1) is a global or local maximum\n", "3. Use the Kuhn-Tucker conditions to calculate the Lagrangian multipliers for this solution, can you explain what they mean? Discuss if this can be an optimal solution to the problem" ], "metadata": { "collapsed": false } } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 2 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython2", "version": "2.7.6" } }, "nbformat": 4, "nbformat_minor": 0 }