Math Problem Statement

i have a problem Give h1, h2, w1, w2, w3 >= 0 h1w2 = 2 h2w1 = 4 h2w3 = 4 find minimum of (h1+h2)(w1+w2+w3) Is this convex optimization ?

Solution

To find the minimum of (h1+h2)(w1+w2+w3)(h_1 + h_2)(w_1 + w_2 + w_3) under the constraints:

h10,h20,w10,w20,w30h_1 \geq 0, \quad h_2 \geq 0, \quad w_1 \geq 0, \quad w_2 \geq 0, \quad w_3 \geq 0

h1w2=2,h2w1=4,h2w3=4,h_1 w_2 = 2, \quad h_2 w_1 = 4, \quad h_2 w_3 = 4,

we need to analyze the problem carefully to determine if it is a convex optimization problem and to find the minimum value.

Step-by-Step Solution

  1. Express h1h_1 and h2h_2 in terms of w2,w1,w_2, w_1, and w3w_3:

From the constraints: h1=2w2,h2=4w1,h2=4w3.h_1 = \frac{2}{w_2}, \quad h_2 = \frac{4}{w_1}, \quad h_2 = \frac{4}{w_3}.

Since h2h_2 is expressed twice, set the two expressions for h2h_2 equal to each other:

4w1=4w3.\frac{4}{w_1} = \frac{4}{w_3}.

Thus, w1=w3w_1 = w_3.

  1. Rewrite the objective function:

(h1+h2)(w1+w2+w3)=(2w2+4w1)(w1+w2+w1).(h_1 + h_2)(w_1 + w_2 + w_3) = \left( \frac{2}{w_2} + \frac{4}{w_1} \right)(w_1 + w_2 + w_1).

Since w1=w3w_1 = w_3, we can simplify:

=(2w2+4w1)(2w1+w2).= \left( \frac{2}{w_2} + \frac{4}{w_1} \right)(2w_1 + w_2).

  1. Substitute w1=w3w_1 = w_3 into the objective function:

=2(2w1+w2)w2+4(2w1+w2)w1.= \frac{2(2w_1 + w_2)}{w_2} + \frac{4(2w_1 + w_2)}{w_1}.

Simplify further:

=4w1+2w2w2+8w1+4w2w1.= \frac{4w_1 + 2w_2}{w_2} + \frac{8w_1 + 4w_2}{w_1}.

=4w1w2+2+8w1w1+4w2w1.= \frac{4w_1}{w_2} + 2 + \frac{8w_1}{w_1} + \frac{4w_2}{w_1}.

=4w1w2+2+8+4w2w1.= \frac{4w_1}{w_2} + 2 + 8 + \frac{4w_2}{w_1}.

=4w1w2+10+4w2w1.= \frac{4w_1}{w_2} + 10 + \frac{4w_2}{w_1}.

  1. Minimize the function:

Consider the terms 4w1w2\frac{4w_1}{w_2} and 4w2w1\frac{4w_2}{w_1}. By the AM-GM inequality:

4w1w2+4w2w124w1w24w2w1=2×4=8.\frac{4w_1}{w_2} + \frac{4w_2}{w_1} \geq 2 \sqrt{\frac{4w_1}{w_2} \cdot \frac{4w_2}{w_1}} = 2 \times 4 = 8.

Thus, the objective function is:

4w1w2+10+4w2w18+10=18.\frac{4w_1}{w_2} + 10 + \frac{4w_2}{w_1} \geq 8 + 10 = 18.

Conclusion:

The minimum value of (h1+h2)(w1+w2+w3)(h_1 + h_2)(w_1 + w_2 + w_3) is 18.

This minimum is achieved when 4w1w2=4w2w1w1=w2\frac{4w_1}{w_2} = \frac{4w_2}{w_1} \Rightarrow w_1 = w_2. Thus, w1=w2=w3w_1 = w_2 = w_3, and consequently w1=w3=2w_1 = w_3 = 2 and w2=1w_2 = 1.

Convexity:

To determine if this is a convex optimization problem, we observe that the objective function is not a quadratic function and involves products and reciprocals of the variables, which are not convex in general. However, after using the AM-GM inequality, the function suggests that it behaves well under optimization techniques, but strictly speaking, it is not convex in the traditional sense. Thus, it is not a standard convex optimization problem.

Follow-Up Questions:

  1. What are other methods to solve non-convex optimization problems?
  2. Can we use numerical optimization techniques for such problems?
  3. What is the significance of convexity in optimization problems?
  4. How does the AM-GM inequality help in optimization problems?
  5. What are some real-life applications of such optimization problems?

Tip:

Always try to simplify the constraints and objective function when solving optimization problems; this often reveals the underlying structure and makes it easier to find a solution.

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Math Problem Analysis

Mathematical Concepts

Convex Optimization
AM-GM Inequality
Constraint Optimization

Formulas

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Theorems

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Suitable Grade Level

Advanced Mathematics