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Unformatted text preview: variables)  Use GAMS/CONOPT, or GAMS /CPLEX when appropriate to solve each step. ============================================================= #Problem 3 Problem 8.26 (Himmelblau book ; chapter 8) #Problem 4 Problem 8.31 (Himmelblau book ; chapter 8) #Problem 5 Problem 9.9 (Himmelblau book ; chapter 9) Illustrate all the steps of the branch and bound procedure. Use GAMS for the lp. Confirm your results running the MILP (using the mip option). #Problem 6 Consider the following problem: Min 2x+y Subject To: 1.25 ‐ x 2 ‐ y ≤ x+y ≤ 1.6 ≤ x y=0,1 (binary) Draw the feasible region.  Identify the optimum by inspection. Pick a starting point and illustrate the steps of the outer approximation algorithm.  Show if there are multiple optima.  Use GAMS/CONOPT, or GAMS /CPLEX when appropriate to solve each step. Repeat for an objective function Min 2x 2 +y...
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 Spring '11
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 Operations Research, Following, feasible region, Approximation algorithm

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