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Computational Methods in Optimization

David Gleich

Purdue University

Spring 2017

Course number CS-52000

Tuesday and Thursday, 1:30-2:45pm

Location Lawson B134


Homework 6

Please answer the following questions in complete sentences in submit the solution on Blackboard by the due date there.

Problem 0: List your collaborators.

Please identify anyone, whether or not they are in the class, with whom you discussed your homework. This problem is worth 1 point, but on a multiplicative scale.

Problem 1

Using the codes from class (or your own implementations in another language) illustrate the behavior of the simplex method on the LP from problem 13.9 in Nocedal and Wright: starting at after converting the problem to standard form.

Use your judgement in reporting the behavior of the method.

Problem 2

Using the codes from class (or your own implementations in another language) illustrate the behavior of the simplex method on the LP. starting at after converting the problem to standard form.

Use your judgement in reporting the behavior of the method.

Problem 3

Using the codes from class (or your own implementations in another language) illustrate the behavior of the simplex method on the LP. starting at after converting the problem to standard form.

Use your judgement in reporting the behavior of the method.

Problem 4

Show that if we have: and , then is always a vertex after converting to standard form.