Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Solutions to: Problem Set 2
Due: 3 October, 2013
A. Ill begin by dening the following decision variables:
h: height of the box
w: widt
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problem Set 3
Due: 17 October, 2013
Consider the problem:
min f (x) = x2 + x1 x2 + 2x2 2x1 + ex1 +x2 .
1
2
x1 ,x2
A. (5 points) Is the
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Spring, 2014
Ramteen Sioshansi
Solutions to: Problem Set 1
Due: 30 January, 2014
A. Ill begin by dening the following decision variables:
ad : x-coordinate of distri
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Solutions to: Problem Set 1
Due: 12 September, 2013
A. Ill begin by dening the following decision variables:
aj : x-coordinate of dist
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problem Set 2
Due: 3 October, 2013
Cyberdyne Systems needs to produce boxes in which to ship replacement parts for the T-800. The top
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Leave in Silence (Solutions to Enjoy the Silence)
Tuesday 29 October, 2013; 12:452:05pm
Problem 1: A Question of Rye
A. I would dene r to be the radius of the cylinder and h to be
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Spring, 2014
Ramteen Sioshansi
Solutions to: Problem Set 3
Due: 6 March, 2014
A. If we compute the gradient of f (x) at this point, we have:
2x1 + x2 2 + ex1 +x2
f (
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Spring, 2014
Ramteen Sioshansi
Solutions to: Problem Set 2
Due: 20 February, 2014
A. Ill begin by dening the following decision variables:
h: height of the box
w: wi
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Enjoy The Silence (A Midterm Examination)
Tuesday 29 October, 2013; 12:452:05pm
Here is your midterm examination. As was mentioned before, this exam is open-note and -book, and yo
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set 6
Autumn, 2013
Due: 28 November, 2013
(40 points) Select one real-world system that can be optimized or improved using one or more of
the modeling techniques covered in this class (i.e., nonlinear o
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
xxx (Solutions to Problemos Magnicos!)
Tuesday 10 December, 2013; 2:003:45pm
Problem 1: Alaska Edition
A.
i. I would dene each month as a stage of the problem.
ii. I would let sm
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Spring, 2014
Ramteen Sioshansi
Solutions to: Problem Set 5
Due: 3 April, 2014
Problem 1:
A. Each day is a stage of the problem, thus there would be T states, t = 1,
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Solutions to: Problem Set 3
Due: 17 October, 2013
A. If we compute the gradient of f (x) at this point, we have:
2x1 + x2 2 + ex1 +x2
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problem Set 5
Due: 14 November, 2013
Wernham Hogg is a paper producer that needs to determine how much paper to produce during each of
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problem Set 7
Due: 3 December, 2013
(35 points) Wernham Hogg is a paper producer that needs to determine how much paper to produce dur
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problem Set 1
Due: 12 September, 2013
Out-N-In Burger has R retail locations in the Pacic-Midwest region. Retail location i is at coor
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set Suggestions
Autumn, 2013
The following are some suggestions on how to perform well (or better) on problem sets in ISE 3210 and
in other courses. These are largely based on my observation of issues t
Department of Integrated Systems Engineering
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2014
Ramteen Sioshansi
Problem Set 1
Due: 23 September, 2014
Out-N-In Burger has R retail locations in the Pacic-Midwest region. Retail location r is at coor
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set Suggestions
Autumn, 2013
The following are some suggestions on how to perform well (or better) on problem sets in
ISE 3210 and in other courses. These are largely based on my observation of issues t
ISE 3210: Nonlinear and Dynamic Optimization
Autumn, 2013
Ramteen Sioshansi
Problemos Magnicos! (A Final Examination)
Tuesday 10 December, 2013; 2:003:45pm
Here is your nal examination. As was mentioned before, this exam is open-note and -book, and you ca
ISE 3210: Nonlinear and Dynamic Optimization
Syllabus
Autumn, 2013
Class Meetings:
TTh 12.45-2.05pm in 2004 Evans Laboratory
Instructor:
Ramteen Sioshansi
Office: 240 Baker Systems
Office Hours: W 11.00am-1.00pm or by appointment
e-mail: [email protected]
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set 4
Autumn, 2013
Due: 7 November, 2013
(40 points) Code a MATLAB function that uses Newton's method to find a local minimum of an
arbitrary function, starting from a user-selected point. Your function
Priceco has N retail locations in a region
Retail location i is at coordinates (xi , yi )
Priceco must decide where to place a single distribution center, which
will provide goods to each retail location
Each week Vi trucks will leave the distribution cen
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set 6 Autumn, 2014 Due: 2 December, 2014
(40 points) Select one real-world system that can be optimized or improved using one or more of the
modeling techniques covered in this class (i.e., nonlinear or
ISE 3210: Nonlinear and Dynamic Optimization
Problem Set 4 Autumn, 2014 Due: 13 November, 2014
(40 points) Code a MATLAB function that uses either steepest descent or Newton's method to find a local
minimum of an arbitrary function, starting from a user-s