OPRS 235a, fall of 2010
Open-book open-web take-home midterm exam
This test is to be turned in at the start of class on Tuesday, October 19th.
You are to copy and sign the statement that appears below in quotes and turn it in with
your answers to the ques
Fix Up
Question: The data in the optimization problem that appears below are positive numbers
a 1 through a m and positive numbers b1 through b m . What is its optimal solution?
Why?
2
Minimize m 1 a j ( x j ) , subject to
j=
:
m 1 b j x j = 100 .
j=
Ans
Complementary pivoting
Carl Lemke created a sensation in the with a computational scheme that can be
thought of as re-wiring the ideas in George Dantzigs simplex method.
Lemkes scheme is called complementary pivoting. It solves linear programs,
quadratic
OPRS 235a, fall of 2010
Week #1
Class #1. Thursday, Sept. 2. Chapter 1 will be discussed in this class. There is no
assignment for this class (of course), but please download the first few chapters of the
text from our course node and read Chapter 1 as so
OPRS 235a, fall of 2010
Week #2
Class #2. Tuesday, Sept. 7. Chapter 3 and fragments of Chapter 2 will be discussed in
this class.
Class #3. Thursday, Sept. 9. Sections 1-4 of Chapter 4 will be discussed in this class.
Assignment #1. This assignment is due
OPRS 235a, fall of 2010
Week #3
Class #4. Tuesday, Sept. 14. Chapter 4 will be discussed in this class.
Class #5. Thursday, Sept. 16. Begin reading Chapter 6 (not Chapter 5).
Assignment #2, due on Thursday, Sept. 17. At the end of Chapter 4, do the follow
OPRS 235a, fall of 2010
Week #4
Class #6. Tuesday, Sept. 21. Complete reading Chapter 6 if you have not already done
so. Begin reading Chapter 5.
Class #7. Thursday, Sept. 23. Complete reading Chapter 5.
Assignment #3, due on Thursday, Sept. 23. At the en
OPRS 235a, fall of 2010
Week #5
Class #8. Tuesday, Sept. 28. Begin reading Chapter 10.
Class #9. Thursday, Sept. 30. Finish reading Chapter 10.
Assignment #4, due on Thursday, Sept 30. At the end of Chapter 5, do the following
problem:
#18
Also, at the en
OPRS 235a, fall of 2010
Week #6
Class #10. Tuesday, Oct. 5. Read Chapter 11. .
Class #11. Thursday, Oct. 7. Begin reading Chapter 12. .
Assignment #5, due on Thursday, Oct. 7. At the end of Chapter 11, do the following
three problems:
$5,
#8,
#10 .
OPRS 235a, fall of 2010
Week #8
Class #14. Tuesday, Oct. 19. We will finish discussing Chapter 13 in this class.
Class #15. Thursday, Oct. 21. We will begin our discussion of Game Theory in this
class. Please read Chapter 14.
Assignment #7, due on Thursda
Answers to assignment due on October 14th.
2. Program 1D: z * = min y b, subject to
yA c.
To place this thing in the format of Program 12.1, we need to express it as a
maximization problem with nonnegative variables and equality constraints.
Lets replace
OPRS 235a, fall of 2010
Week #9
Class #16. Tuesday, Oct. 26. We will continue our discussion of Chapter 14 in this
class.
Class #17. Thursday, Oct. 28. We will take a side glance at Chapter 15 (Bi-Matrix
Games) in this class.
Assignment #7, due on Thursda
OPRS 235a, fall of 2010
Week #11
Class #20. Tuesday, Nov. 9. We will discuss Chapter 17 in this class.
Class #21. Thursday, Nov. 11. We will discuss Chapter 18 in this class. . .
Assignment #9, due on Thursday, November 11. Do these three problems:
Chapte
Solutions to the assignment due on December 2
6. Use Solver to maximize f(x, y, z) = x y z , subject to
:
4 x y + 3 x z + 2 y z 72 ,
x 0,
y 0,
z 0.
Then write the KKT conditions for the same optimization problem, and solve them
analytically. Do you get th