HW3 - 1. Using Interior Point Method (Affine scaling...

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END332E OPERATIONS RESEARCH II Homework 2 – Nonlinear Programming, Interior Point Algorithm Y. İ lker Topcu Assigned date: April 6, 2009 Murat Engin Ünal, Kutay Tinç, P ı nar Dursun Due Date: April 13, 2009 ± You can constitute a group of max. five students to submit HWs. No cheating will be tolerated! Names and numbers of the group members should be indicated on the cover. ± The printouts of the Excel page should be given. The result should be summarized and explained. ± The soft copies of the Excel files should be given on a CD.
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Unformatted text preview: 1. Using Interior Point Method (Affine scaling approach), solve the Giapetto problem with Excel: max z = 3 x 1 + 2 x 2 s.t. 2 x 1 + x 2 ≤ 100 x 1 + x 2 ≤ 80 x 1 ≤ 40 x 1 , x 2 ≥ 0 2. Prepare Excel spreadsheets to apply the Newton’s method to solve the following NLPs: a) min x 2 + 2 x , x ∈ R b) max – ( x 1 –2) 2 – x 1 – x 2 2 , x ∈ R c) min 3 2 3 3 2 2 2 2 1 2 1 ) 1 ( x x x x x x x x + + − + − + , x ∈ R....
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This note was uploaded on 07/30/2011 for the course END 331 taught by Professor Ilkertopcu during the Spring '11 term at Istanbul Technical University.

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