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IE411 Homework 7
Due: May 3
(1) Starting from (
x,w,y,z
) = (
e,e,e,e
), and using
δ
= 1
/
10, and
r
= 9
/
10, compute (
x,w,y,z
) by hand after
one step of the path following method for the following problem.
max
2
x
1
+
x
2
s.t.
2
x
1
+
x
2
≤
3
2
x
1
+
3
x
2
≤
3
4
x
1
+
x
2
≤
5
x
1
+
5
x
2
≤
1
x
1
,
x
2
≥
0
.
Also develop a computer code of the path following method to solve the problem. (The programming part
can be done in groups with three people in each group)
(2) Consider the problem
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This note was uploaded on 09/08/2010 for the course IESE IE411 taught by Professor Xinchen during the Fall '09 term at University of Illinois, Urbana Champaign.
 Fall '09
 XinChen

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