Formulating and Solving Linear
Programs using the Computer
Class 4
September 12, 2013
Thursday
Last Time
Standard Form of a linear program
What equivalence is
Redundant Constraints
Special Cases of Li
The Problem
Corless Chemical Company produces 3 pesticide compounds. They can produce up to 1000
gallons of each pesticide compound per month. They blend these compounds to produce two
commercial chem
Homework Set 2
Please complete the following set of questions by Thursday September 26th at the beginning of class.
If you are unable to make it to class, please email me your solutions by 2:00pm on T
Homework Set 4
Chapter 11 Problem 1
Chapter 11 Problem 7
Chapter 11 Problem 10
*This problem has an answer in the back of the book. So I would like you to assume the following:
Customers arrive at Tro
DATA
Risk Free r
Volatility signma
Dividend Yield
Strike Price So
K
T
N
0.02
0.35
0.03
50
60
1
2
STEP 1
u
1.274415
d
0.776866
p*
0.438442
STEP 2
Shuu
Shu
So
50
81.2067
Shud
63.72076
Shd
49.50249
Shdd
r
stdev
div yield
S0
K
T
N
h
0.02
0.35
0.03
50
60
1
2
0.5
u
d
p
1.274415
0.776866
0.438442
T0
T1
63.72076
50
38.8433
Call
Put
u
0.658934
u
0.658934
d
0
d
0
0
0.36452
0
-0.605925
Bu
-32.78237
Bu
0
Bd
BUFN761 Derivative Securities Problem set 1.
Prof. Julien Cujean
BMGT444 Spring 2017
Due Date: February 20
For this problem set, suppose that:
i) You are long the non-dividend-paying S&P 500, currentl
BMGT444 Futures and Options Contracts Problem
set 3.
Prof. Julien Cujean
Spring 2017
Due Date: TBA
For this problem set, suppose that:
i) there is:
a non-dividend-paying stock with current value S0 ,
BMGT444 Futures and Options Contracts Problem
set 2.
Prof. Julien Cujean
Spring 2017
Due Date: March 6
For Exercises 1, 2 and 3, suppose that:
i) You can trade 3 stocksA, B, and Ceach of which has cur
Sarah (Dawoon) Seo
BMGT332 - 101
I pledge on my honor that I have not given or received any unauthorized assistance on this assignment/examinaFon.
Price
Amount
Tahoe
Pacific
Savannah Aspen
$ 450.00 $
Microsoft Excel 16.0 Sensitivity Report
Worksheet: [Book1]Sheet1
Report Created: 2/23/2017 11:28:04 AM
Engine: Gurobi Solver
Objective Cell (Max)
Cell
Name
$F$3 Unit Profit
Final Value
2766.6666667
De
Sarah (Dawoon) Seo
February 26, 2017
BMGT332 0101
HW 4
I pledge on my honor that I have not given or received any unauthorized assistance on this
assignment/examination.
Sarah Dawoon Seo
4. Optimal so
Electro-Poly
Electro-Poly Corporation
Corporation
Number to
Make
Buy
Cost to
Make
Buy
# Available
# Needed
Hours Required
Wiring
Harnessing
- Slip Ring -Model 1 Model 2 Model 3
0
0
0
0
0
0
$50
$61
$83
Sarah (Dawoon) Seo
January 30, 2017
BMGT448L
My favorite stock is Southwest Airlines Co. (LUV). As of today, the price is at $52.35,
which was decreased by 0.35. Although its been decreasing slightly
Country
Price
Amount
Contemporary
350
450 Total Revenue
405.7971014493 173.9130434783 220289.855072464
Machine
Router
Sander
Polisher
Country
Contemporary
Min % Required
Min Amount
20%
30%
115.9420289
Tour
Tour De
De Europe
Europe
C i t y
Index #
From
To
0
0
0
0
0
0
0
0
0
0
Total
Actual
Cost
INDEX
0
1
2
3
4
5
6
7
8
9
1
0
9999
40
30
50
9999
9999
9999
9999
9999
9999
2
1
40
9999
30
9999
60
9999
9999
9
Sarah (Dawoon) Seo
April 23, 2017
BMGT332 0101
Chapter 8 Homework
1. Problem 7 on page 413
a. Z (MAX) = 0.35 A 2+ 8.3 A+ 5400.60 B2+ 9.45 B+11080.47 X 2 +11 C+850
Constraints:
3A + 2B + 4C < 10,000
2A
Roshan Nayak
Section 0101
BMGT332
11/10/2017
"I pledge on my honor that I have not given or received any unauthorized assistance on this assignment
Homework 8
7.
MAX: -0.35A^2 + 8.3A - 0.6B^2 + 9.45B
Kayla Soos
BMGT 332
Ch. 5 Homework
I pledge on my honor that I have not given or received any unauthorized assistance on this
examination.
Ch. 5 #19
MAX: X71
+ X71 - X12 - X13 - X14 = 0
+ X12 - X23 X2