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lecture23

# lecture23 - Review MINLP Review MINLP Review IE426...

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Review MINLP? IE426: Optimization Models and Applications: Lecture 23 Jeff Linderoth Department of Industrial and Systems Engineering Lehigh University December 5, 2006 Jeff Linderoth IE426:Lecture 23 Review MINLP? Review? Final: 12/7, 2:45–5:45 Packard Lab Review Session: 12/3, 9:30–11AM, Mohler Lab, Room 355. Practice Final Posted. You do not need to know about KKT conditions, or determining whether a potential solution is optimal. Jeff Linderoth IE426:Lecture 23 Review MINLP? Solving Newsvendor Problems By Hand Please look at the Homework #4 solutions about solving Newsvendor problems by hand. If you don’t understand this, please let me know now! Jeff Linderoth IE426:Lecture 23 Review MINLP? Class Review Categories of Optimization Problems Which are “easy” and which are “hard”. To answer this question, you need to know about convexity How to tell if a function is convex/concave... “Line over/under” test. Examine the Hessian (matrix of 2nd partial derivatives). I would only ask you for x 2 How to tell if a set is convex “Line inside” test Jeff Linderoth IE426:Lecture 23

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Review MINLP? Optimization Flash Cards maximize 3 x 1 + 2 x 2 + 7 x 3 - 2 x 4 + 5 x 5 subject to 2 x 1 - x 2 = 3 x 2 - x 4 = 7 x 3 = 6 - x 3 + x 4 - x 5 = 9 x 1 , x 2 , x 3 , x 4 , x 5 0 Jeff Linderoth IE426:Lecture 23 Review MINLP? Optimization Flash Cards maximize 3 x 2 1 + 2 x 2 2 + 7 x 3 - 2 x 4 + 5 x 5 subject to 2 x 1 - x 2 = 3 x 2 - x 4 = 7 x 3 = 6 - x 3 + 7 x 4 - 2 . 3 x 5 = 9 x 1 , x 2 , x 3 , x 4 , x 5 0 Jeff Linderoth IE426:Lecture 23 Review MINLP?
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