bv_cvxbook_extra_exercises

Also give the average price per unit for each

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Unformatted text preview: s looks like a problem about ‘how to use CVX software’, or ‘tricks for using CVX’. But it really checks whether you understand the various composition rules, convex analysis, and constraint reformulation rules. (a) norm([x + 2*y, x - y]) == 0 (b) square(square(x + y)) <= x - y (c) 1/x + 1/y <= 1; x >= 0; y >= 0 (d) norm([max(x,1), max(y,2)]) <= 3*x + y (e) x*y >= 1; x >= 0; y >= 0 (f) (x + y)^2/sqrt(y) <= x - y + 5 (g) x^3 + y^3 <= 1; x >= 0; y >= 0 (h) x + z <= 1 + sqrt(x*y - z^2); x >= 0; y >= 0 3.4 Optimal activity levels. Solve the optimal activity level problem described in exercise 4.17 in Convex Optimization, for the instance with problem data A= 1 0 0 2 1 2 0 3 1 0 0 3 1 2 3 1 1 1 5 2 , cmax = 100 100 100 100 100 , p= 3 2 7 6 , pdisc = 2 1 4 2 , q= 4 10 5 10 . You can do this by forming the LP you found in your solution of exercise 4.17, or more directly, using CVX. Give the optimal activity levels, the revenue generated by each...
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This note was uploaded on 09/10/2013 for the course C 231 taught by Professor F.borrelli during the Fall '13 term at University of California, Berkeley.

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