Assignment-3

# Assignment-3 - variables Use GAMS/CONOPT or GAMS/CPLEX when...

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ASSIGNMENT 3 CHE 5480 DUE: March 4: Send through e-mail. Include the GAMS and Excel files and a narrative explaining what was done and how. #Problem 1 Consider the following problem: Max 4x+y Subject To: x y 4 0.64X y 0 x 4 0 y 8 - Draw the feasible region. - Identify the optimum by inspection. -Pick a starting point and illustrate the steps of the following methods -penalty -barrier -Augmented lagrangian -SLP (use the following starting points: (1,7), (0,0) and (6,5) - Use GAMS/CONOPT, or GAMS /CPLEX when appropriate to solve each step. ============================================================= #Problem 2 Consider the following problem: Min (x 3) 2 +(y 2.5) 2 Subject To: x y 4 0.64X y 0 x 4 0 y 8 - Draw the feasible region. - Identify the optimum by inspection. -Check the KKT conditions. -Do sufficient conditions hold? -Pick a starting point and illustrate the steps of the following methods -SLP

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-SQP -GRG (Make sure that you identify basic, non-basic and superbasic
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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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Assignment-3 - variables Use GAMS/CONOPT or GAMS/CPLEX when...

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