I'm facing this problem: min x ∈ R + 3 max { ∑ i = 1 3 x i 2 − 2 x 1 x 3 ( ∑ i = 1 3 x i ) 2 , ∑ i = 1 3 x i 2 + 2 ( x 1 x 3 − x 1 x 2 + x 2 x 3 ) ( ∑ i = 1 3 x i ) 2 } I don't know how to deal with inner max and choose one of two!I'm trying to use m a x ( A , B ) ≥ 1 2 ( A + B )! Do you have any idea?

Question

I&#039;m facing this problem:            min              x        ∈                              R                    +          3                      max          {                                                  ∑                              i                =                1                            3                                      x              i              2                        −            2                          x              1                                      x              3                                                          (                              ∑                                  i                  =                  1                                3                                            x                i                            )                        2                              ,                                                  ∑                              i                =                1                            3                                      x              i              2                        +            2            (                          x              1                                      x              3                        −                          x              1                                      x              2                        +                          x              2                                      x              3                        )                                              (                              ∑                                  i                  =                  1                                3                                            x                i                            )                        2                              }      I don&#039;t know how to deal with inner max and choose one of two!I&#039;m trying to use   m  a  x  (  A  ,  B  )  ≥      1    2    (  A  +  B  )! Do you have any idea?

Tristin Case · Accepted Answer

A standard trick when dealing with max-min or min-max problem is to introduce a new decision variable, call it   z, which models the inner optimization. Hence, your objective function becomes      min          z      ∈              R            ,              x            ∈                        R                +        3              zwith the following constraints                    z                            ≥                                                            ∑                                  i                  =                  1                                3                                            x                i                2                            −              2                              x                1                                            x                3                                                                    (                                  ∑                                      i                    =                    1                                    3                                                  x                  i                                )                            2                                                          z                            ≥                                                            ∑                                  i                  =                  1                                3                                            x                i                2                            +              2              (                              x                1                                            x                3                            −                              x                1                                            x                2                            +                              x                2                                            x                3                            )                                                      (                                  ∑                                      i                    =                    1                                    3                                                  x                  i                                )                            2                                                                    ∑                      i            =            1                    3                          x          i                                    =        1            The first two inequalities model the max expression, i.e. they state that whatever   z comes out to be, it has to be larger than either of the two terms. The last one captures the homogeneity, as it has been pointed out in the comments. From here, you can apply the KKT conditions.

I'm facing this problem: <mstyle mathsize="1.2em"> <munder> <mo movablelimits="tr

Answered question

Answer & Explanation

New Questions in High school geometry