hw7 - IE411 Homework 7 Due: May 3 (1) Starting from (x, w,...

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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.

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