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m step I wlth the addlflonal con$ramt tnat tne varue or oojecrrve z ls at y.

Varying v (over values of v preferred to v2) will give you other points on
curve.

In step 1 we obtained one endpoint of the trade-off curve. If we step best value of objective 2 that can be attained, we obtain the other endpoint
off cuwe.

oi

REI,ITlll PROBLI[l/l$
Group A
Five ofa store's major customeN are located as in Figure 55. Determine \ltlere fte store should be located to minimize the sum of the squarcs of the distances that each customer would have to travel to the storc. Can you generalize this result to the case of, customers located at po {s.x1,x2,...,x,?

I 2

Show that/("r)

: e-' is a convex firnction on -R1.

Solve the following NLP:

s.t. *> l,y>


10

mirz =

! +!

+ xy
1

A company uses a ruw material to produce two t,?es of products. When processed, each unit of raw material yields 2 t'mits of Foduct I and I unit of product 2. units of product I are produce4 then each unit can be sold for $49 xr, ifxz units of product 2 are produced, then each unit can be sold for $30 2r2. It costs $5 to purchase and process each unit of raw material. Use the Kuhn-Tircker conditions to determine how the company can maximize profits. 'Wolfe's method to determine how Use LINGO or the company can maximize profts. What is the most that the company would be willing to pay for an extra unit of mw material?

If a company charges a price p for a pro{uct an6 $a on advenising, it can sell 10.000 5Vc l0( of the product. If the product costs $ I 0 per unit to n then how can the compaly maximize profits?

Ifrl

11
car,

sells for $150. Iflabor can be purchased at $50 per machine hous can be puchased at $100 per hour, how the company can maximize profits.

With Z labor hours and M machiqe hours. a prodtre Lttl iu?/1 computer disk &ives. Each disl
hq1

a b c

Group B
Irt time ,, a tree can grow to a size F(t), where ]" 0 and F'(D < 0. Assume that for large r,F,(r) is near 0. the tree is cut at time ,, then a revenue F(r) is receivr Assume that revenues are discdunted continuously at a /, so $ I rcceived at time , is equivalent to $e-' received

,2

Use Golden Section Search to locate, optimal solution to nax 3x - *

4 5

Show that/(.t)

lrl is

a convex function on R1.

time 0. The goal is to cut the tree at the time r*

it

thai

withi[ 0.5, the

maximizes discountd revenue. Show that the tree should be cut at the time l* satisrying the equation

f '(d)
F(C)
this equation has a unique solutioo. Also show that the answer is a maximum" not a minimum. [Hir,r. Why is it sumcient to choose ,* to maximize h(e-'rF(r)?l
the answer explain Suppose we arc hiring a weather forccaster to predict the probability that next summer will be rainy or surmy. The following suggests a metltod that can be used to ensue that the forecaster is accurate. Suppose that the achral probability ofrain next summer is 4. For simplicity, we assume that the the forccaster summer can only be rainy or sunny.

RI
The

s.t. 0<x<5 (\

Perform two iterations of the method of steepest ascent in an attempt to maximize + xL)e (\+',\ xl f(xu xr) = point (0,1). Begin at the

*trv

tiffifl

> /)

n
Bazz

c'
Ie

7 The cost of producing .x units of a product during a moqth is x2 dollarc. Find the minimum cost method of
producitrg 60 units dudng the next thrce months. Can you generalize this result to the case where the cost ofproducing r units during a month is an increasing convex function?

'13

Berts

Lueq

M*t

in

Solve the following NLP:


max

arnounces a probability p that the summcr v.ill be raioy'

If

G;

s.t.
FIGURE 55 3456

xyw 2x + 3y

+ 4w:36

p)2 if rhe surnmer the sumrner is sumy' Show ihat the iorecaster will maximize expected profits by announcing that the probability of a rainy summer is q
rheo she receives a

is rainy and a payment of

palmint of 1 -

I - p'

if

I-

if D > a -- e, tltel, ab ) 0". Use this result e' > rr'. (,Fl,r,r.- Show that m*$1 ov"r., > a occurs for r = a.]

14

Show that

to show that

tBased

744

cirrrri I 2

ll0nlinear Pr00rdlnlni[[

nu^mber

;4ft[#,'**rl$Ji,.r,

iff]"j":ft:tl

ofunits of raw material that are purcbased


max w =xgt1(x)

il::ffi t,l;"3'ff '#;",',li'J:,[ffi t:,,"l;frff


s.t.
xt s krz
xz

and

i;

x2p2(t2)

cz

kzz

#H#-et+;difff#ffidtr#
17
Consider the problem max z = .f(x)
.1.. uves

H.,##Hiillr^*#:*l;:$1;x$s;
l^*_9:i:i&,
a modified version of the probtem. The

s.t. a=x=h
-::eeo.s:,fg) is a convex tuncrion that has de tor all values of.y. Show that = u" oprma ro, Ge l,rri

i#J*Ti[;;.".' ,.^,

va_

Yrf*;.71*, O u.onvex fiuction trJ ffi il &"y#xH,=,:f


3^.

:i*[f

for whi ch f

,*."## mav fiI


1".

,k)

*e*,'+f*f.*,n-##,[-*
:^-yl]" T
Zo. __" rnrerpretarion
userut to the company.s accountant.

oftr,

and

L,

rhar mighr be

ffi*ffiffi,'*ffi
$f,tj.rfi Hl###x:I'',jflIiffi :'# ,,iiffi *;T,#iliffi 'dTr;H*,,f;iff:.:",,",J fi can
be sold

w, a uunqle wlth --, fle-al-&lnalels_lritb sides oi tenglb _ yr(".- oX, - bXs _.^c)i wlgre s of r,aitr,.a. b, and ( is p".#"i". l"r;j,;;:,1,;,^?lq uoc.), where i, ? i,1fl,i#,1"H,""jj i.l,*:,fl :'l::y"

aw

fenced area.

& ;i[ii [:a:crular-shaeedu,*.o"",",ii"'i'"f


ol

;"Hlili::?:

i:," 1l"fi'Pe,'J,Il,

illffitt
22

oo* to

l+" l** li_,| [V' Vo' VE ') ,,*"ize


I

;i&ffi T."XitrJ F ff;:ff r,


the energy used in compressing

"tpr1r;

a.ri_"!"?il;;:,r;Hii:

Prove Lemma

(use Lagrarge multipliers).

tFtRiltcts
;Jll1l#i.U*Hf;llasize
the theoreticar aspects or

McCormick. C., Nonlinear programming:

Theory, Algo_

ffi,fir1;:#::),;tr:;;,:y.y#;:iii:ff#;
*iH'.1il:ff::%ir*n n"*3;?n #fl"? !i;;g.P roerunn i s \ead: n

r"''&

cambridge, Mass.

"iff

:i,.,*y\#ji:ri,xffi ,Y*";t?J')
:,lJ;i:?i#i%
progromming.
Ensrewood

crifs.

Tbe fo-llowing.book emphasizes rarious

O, Nonlinear

piiainizg

New york Mc_

mrng algorithrns:

nor inear program_

"'"*ir"i'#J!?i^l,T;7r."0'oo'*.*zs.NewDerhi:

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