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优化理论Homework 1 Optimization theory代写
1: Determine if the following problems are bounded or unbounded and then determine if they are feasible or infeasible (5pts each):
$\begin{array}{rr}\max & 6 x_{1}+8 x_{2}+5 x_{3}+9 x_{4} \ \text { s.t. } & 2 x_{1}+x_{2}+x_{3}+3 x_{4} \leq 5 \ & x_{1}+3 x_{2}+x_{3}+2 x_{4} \leq 3 \ x_{1}, x_{2}, x_{3}, x_{4} \geq 0 \ \max & 6 x_{1}+8 x_{2}+5 x_{3}+9 x_{4} \ \text { s.t. } \quad 2 x_{1}+x_{2}+x_{3}+3 x_{4} \geq 5 \ & x_{1}+3 x_{2}+x_{3}+2 x_{4} \geq 3 \ x_{1}, x_{2}, x_{3}, x_{4} \geq 0 \ \max & 6 x_{1}+8 x_{2}+5 x_{3}+9 x_{4} \ \text { s.t. } & 2 x_{1}+x_{2}+x_{3}+3 x_{4} \leq-1 \ & x_{1}+3 x_{2}+x_{3}+2 x_{4} \leq 3 \ x_{1}, x_{2}, x_{3}, x_{4} \geq 0\end{array}$
Solve following by hand using the simplex method (20 pts each):
$$
\begin{aligned}
\max \quad 6 x_{1}+8 x_{2}+5 x_{3}+9 x_{4} \
\text { s.t. } \quad 2 x_{1}+x_{2}+x_{3}+3 x_{4} \leq 5 \
x_{1}+3 x_{2}+x_{3}+2 x_{4} \leq 3 \
x_{1}, x_{2}, x_{3}, x_{4} \geq 0
\end{aligned}
$$
$$
\begin{aligned}
\max \quad x_{1}+3 x_{2} & \
\text { s.t. }-x_{1}-x_{2} & \leq-3 \
&-x_{1}+x_{2} & \leq-1 \
& x_{1}+2 x_{2} & \leq 4 \
x_{1}, x_{2} & \geq 0
\end{aligned}
$$
Solve the Klee-Minty problem, as described in the notes/text, for $\mathrm{n}=3$ (15 pts).
Suppose that you have been put in charge of managing the clothing supply for a small, newly established space colony. The colony has $n$ colonist each of whom need at least two pairs of shoes, three jump suits and a hat. You can make each of these products from some combination of cotton, synthetic threads and glue, all of which you need to import. You can also import already made clothing for a fixed cost. For each item that you produce in the factory you also incur a cost of $d$ per item (a pair of shoes, jumpsuit and hat each count as an ‘item’) for the use of electricity in your factory. Write down (but do not solve) a linear program to minimize the cost of acquiring all of the clothing which your colony requires. You may assume that you are allowed to make and import fractional quantities of each of these goods. (20 pts)
Hint: Let $\mathrm{x}=\left{x_{i}\right}_{i=1}^{6}=$ amount imported of cotton, thread, glue, shoes, jumpsuits, hats, and $\mathrm{c}=\left{c_{i}\right}_{i=1}^{6}$ be the cost of importing each of these raw materials and completed items
Bonus:(Up to $5 \mathrm{pts})$ : What can you say about this problem as $n$ changes?
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Optimization Theory (2021 Fall)
Contents
[hide]
- 1 Course Information
- 2 Course Description
- 3 Prerequisites
- 4 Course Format
- 5 Course Objectives
- 6 Evaluation System
- 7 Required Materials
- 8 Supplementary Materials
- 9 Tentative Course Outline
Course Information
Course | Optimization Theory |
---|---|
Department | Electronics Engineering |
Course Number | G14741 |
Hours | 3 hours (T 11:00-13:45PM) |
Credits | 3.0 credits |
Instructor | Prof. Hyunggon Park |
Office | Engineering A Bldg. 514 |
Tel. | 3277-3896 |
[email protected] |
Course Description
This course covers linear programming and convex optimization techniques which can be core mathematical tools for engineering problems.
Prerequisites
- Calculus
- Linear algebra
Course Format
Lectures with homework assignments
Course Objectives
Concentrates on recognizing and solving linear and convex optimization problems that arise in engineering. Linear programming, duality, simplex method, convex sets, functions, and optimization problems. Optimality conditions, duality theory, theorems of alternative, and applications. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Evaluation System
- Homework (20%)
- Midterm Exam (30%)
- Final Exam (50%)
Required Materials
- S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press. (Not mandatory)
Supplementary Materials
- D. Bertsimas and J. N. Tsitsiklis, Introduction to linear optimization (Athena Scientific).
- D. Bertsekas, Nonlinear Programming, Athena Scientific.
Tentative Course Outline
A tentative list of the covered topics:
- Review of basic linear algebra
- Geometry of linear programming problems
- Linear programming problems
- Duality
- The simplex method
- Convex set, convex functions
- Convex optimization problems
- Numerical linear algebra
- Other related topics