Dynamic Programming
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Please see the attached file for the fully formatted problem.
Use Dynamic Programming to solve:
1. Min f(x-bar) = 3x21 + x22 + 2x23
s.t. Sx1 + 2x2 +x3 >= 18
DP Formulation:....
Min
s.t.
Stage 1:
Stage 2:
Stage 3:
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Solution Summary
A dynamic programming problem is solved. The solution is comprehensive and well presented.
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I have provided a detailed solution for your problem. I have also checked your partial solution. I found at two places your first order differentiation to find the minimum value was wrong. I have indicated it with red arrows. I have used different notations at some places.
Please find attached 1) Solution for the given problem
2) Your question file with some corrections.
Solution:
Since the decision variables are x1, x2 and x3, the given problem is a three-stage problem defined as follows:
s3=3x1+2x2+x3 ≥ 18
s2=3x1+2x2=s3-x3
s1=3x1=s2-2x2
Therefore the functional (recurrence) relation is
f1(s1) = min (3x12) = (s2-2x2)2
0≤x1≤s1
f2(s2) = min (3x12+x22) = min ...
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