bv_cvxbook_extra_exercises

# 01 which treats weight components smaller than 001 as

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Unformatted text preview: in opt_funding_data.m. Give optimal values of x and B0 . Give the optimal total initial investment, and compare it to the initial investment required if no bonds were purchased (which would mean that all the expenses were funded from the cash account). Plot the cash balance (versus period) with optimal bond investment, and with no bond investment. 13.11 Planning production with uncertain demand. You must order (nonnegative) amounts rI , . . . , rm of raw materials, which are needed to manufacture (nonnegative) quantities q1 , . . . , qn of n diﬀerent products. To manufacture one unit of product j requires at least Aij units of raw material i, so we must have r Aq . (We will assume that Aij are nonnegative.) The per-unit cost of the raw materials is given by c ∈ Rm , so the total raw material cost is cT r. + The (nonnegative) demand for product j is denoted dj ; the number of units of product j sold is sj = min{qj , dj }. (When qj &gt; dj , qj − dj is the amount of product j produced, bu...
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