Nonlinear Programming (ORI 391Q)
Computer Assignment 1 (Due 2/1/05)
1) For the problem:
sin 3
min ( ) : 0 12
x
f x x
x
, write a computer program that
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) Use Jensen’s Math Programming Excel add-in to solve the nonlinear programs in
problems parts (1) and (3). In addition to the default values (x1 = x2 = 0), try three
different starting points for each problem. What are your observations? Did the add-
in find the global minima?
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!
