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

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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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• Spring '11
• IlkerTopcu
• Interior point method, Y. İlker Topcu, Prepare Excel spreadsheets, END332E Operations Research, Murat Engin Ünal

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