END 332E OPERATIONS RESEARCH II HOMEWORK II

Y. lker Topcu, Ph.D., zgr Kabak, Ph.D., Aya Altay, Didem nar, Seil Ercan Assigned date: 26 March 2012 Due Date: 09 April 2012

You can constitute a group of max. three students to submit HWs. No cheating will be
tolerated! Names and numbers of the group members should be indicated on the cover. You can ask your questions to Res. Assist. Aya Altay. The homework brought after 09 April 2012 at 17:00 will not be accepted. Your submission will have four parts, three will be uploaded as soft copies and the other is printout. Look at the following instruction for submission. The questions are not answered on 09 April 2012.

Instruction: 1. Submit your solutions as printouts to Res. Assist. Aya Altay (Room Number: A304). 2. Your printout contains: a. Answers to the questions 1, 2, 3, 5, 7 and Part c of the 4th question. b. The first and last iterations of the algorithms given in questions Part a of the 4th question, Part b of the 4th question and 6. 3. Three Excel files are prepared: One Excel file for Part a of the 4th question, one Excel file for Part b of the 4th question and one Excel file for the 6th question. 4. In the Excel files, each sheet represents one iteration. Name the Excel Sheets using the iteration number. For example, the name of the sheet that contains the 1st iteration can be named as Iteration1, the 2nd iteration can be named as Iteration2 and so on. 5. Three Excel files (with the extension either .xls or .xlsx) should be uploaded to ninova.itu.edu.tr. 6. The names of the Excel files should be changed as OR_the full name of the group member who upload the file_number of the question.xls. For example: OR_aycaaltay_4a.xls

1 (10 pts.)
Let f (.) be the function given below

where -1xi1 where i =1:2. Determine if the function is concave, convex or neither.

2 (15 pts.)
Prove that if f (x1, x2) is a concave function on R2, show that for any number a, the set of (x1,

x2) satisfying f (x1, x2) a is a convex set.

3 (15 pts.)
Consider the nonlinear programming model given below

st

Determine that if the model can be solved using Kuhn-Tucker Conditions. If so, solve the problem.

4 (25 pts.)
Consider the minimization functions

Prepare Excel spreadsheets to apply Newtons method for 5 iterations a. Using the initial point (3,1). b. Using the initial point (0.5,0.5) c. Compare the results of part (a) and part (b) and explain the possible reasons of the differences.

5 (15 pts.)
Consider the function

defined in the interval -1.28 x 1.28. Find the minimum value of f(x) in the given interval. (Find the exact value of the global minimum, do not use a search method)

6 (20 pts.)
Prepare Excel sheets to solve the following model using affine scaling

st

using the initial point (0.5, 0.5, 2.5, 6.5, 2.5) and =0.9. ( Assume that 10-10 is close enough to 0).

7 (10 pts.)
Consider circular sector specified with the red line in the figure below

It is given that the perimeter of that circular sector is fixed. What is the radius ( x) of a new circular sector with the greatest area and having the same parameter? (Notice that the radius (x) will be specified in terms of r and s)