hw5 - min c x + c 1 x 1 + c 2 x 2 + + c T x T s.t. D x + A...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
HOMEWORK 5 Due April 16 For students registered for 3 credits: (1)-(2) below. For students registered for 4 credits: (1)-(3) below. (1) Solve the following problem by the decomposition technique using two con- vexity constraints: max 3 x 1 + x 2 + 3 x 3 - x 4 s.t. 2 x 1 + x 2 + x 3 + x 4 12 - x 1 + x 2 2 3 x 1 - 4 x 3 5 x 3 + x 4 4 - x 3 + x 4 4 x 1 , x 2 , x 3 , x 4 0 . (2) Apply Bender’s partitioning procedure to the following problem for two iterations. min - x 1 - x 2 - 3 x 3 - x 4 s.t. x 1 + 2 x 2 + 2 x 3 + x 4 12 - 3 x 1 + 2 x 2 6 2 x 1 + x 2 6 3 x 3 + x 4 8 x 1 , x 2 , x 3 , x 4 0 . (3) Consider the following problem:
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: min c x + c 1 x 1 + c 2 x 2 + + c T x T s.t. D x + A 1 x 1 + + A T x T = b D 1 x + B 1 x 1 = b 1 D 2 x + + B 2 x 2 = b 2 . . . . . . . . . D T x + B T x T = b T x , x 1 , x 2 , , x T . Describe in detail how the decomposition technique can be used to solve problems of the foregoing structure. 1...
View Full Document

Ask a homework question - tutors are online