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Nonlinear Programming (ORI 391Q) Computer Assignment 1 (Due 2/1/05)

The document outlines four computer assignments related to nonlinear programming and optimization. The first assignment involves generating function values over an interval and identifying the minimum. The second involves plotting a feasible region defined by constraints. The third involves plotting an objective function, constraints, and identifying local optima. The fourth uses a software tool to solve two nonlinear programs and observe the results using different starting points.

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salim
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77 views

Nonlinear Programming (ORI 391Q) Computer Assignment 1 (Due 2/1/05)

The document outlines four computer assignments related to nonlinear programming and optimization. The first assignment involves generating function values over an interval and identifying the minimum. The second involves plotting a feasible region defined by constraints. The third involves plotting an objective function, constraints, and identifying local optima. The fourth uses a software tool to solve two nonlinear programs and observe the results using different starting points.

Uploaded by

salim
Copyright
© © All Rights Reserved
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Nonlinear Programming (ORI 391Q)

Computer Assignment 1 (Due 2/1/05)

sin 3 x
1) For the problem: min f ( x) = : 0 x 12 , write a computer program that
x
generates values of f(x) over the closed interval [0, 12]. Plot the points and identify
the global minimum.

2) Write a program that generates points on the boundary of the feasible region defined
by the following constraints:
(0.5x 0.6)x 1
2x + 3x 27

0 x, x 6
Plot the feasible region.

3) For the following problem, plot the feasible region, isovalue contours of f(x), and
identify all local optima.

Minimize
subject to 3x1 + 0.8x2 1.7

x1 + x2 30

0 x1 7, x2 0

4) UseJensensMathProgrammingExceladdintosolvethenonlinearprogramsin
problemsparts(1)and(3).Inadditiontothedefaultvalues(x1=x2=0),trythree
differentstartingpointsforeachproblem.Whatareyourobservations?Didtheadd
infindtheglobalminima?

The Excel add-ins are also available on the PCs in the ME undergraduate computer
lab on the third floor of ETC. They can also be downloaded in compressed form
from the site: http://www.me.utexas.edu/~jensen/ORMM/

Read all the instructions for installing!


Computer Assignment 2 (Thursday, March 3)

Develop a series of computer routines that implement the following line search
algorithms:
1. Fibonacci search
2. Golden section
3. Method of false position
4. Newtons method

You will need to specify one or more stopping criteria in each case. These should be
noted in your write-up. Test your code on the following problems.

a. Minimize f(x) = ln(x) + x2 5x + 6 : 0 x 10

sin 3x
b. Minimize f(x) = : 0 x 2.2
x

Provide the output in tables that list for each iteration k, the two end points, ak and bk, the
point or points, k and k, at which the measurements are being make, and the
corresponding function values, f(k) and f(k). Discuss the results and whatever insights
that you have gained from the analysis. Indicate the stopping criteria used, the number of
iterations required, and how the algorithms performed individually and in comparison to
each other. See the syllabus for instructions on preparing computer assignments.

Computer Assignment 3 (Due)

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