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
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
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 comple
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
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 discuss
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 Thu
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
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 C
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
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
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 nonneg
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-Mat
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
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 optimizat