IE 203 • Midterm • Operations Research II

What is NLP?

One Variable Unconstrained Optimization

Convexity

Bisection method

Example 1

Example 2

Newton's method

Example 3

Example 4

Multivariable Unconstrained Optimization

Convexity

Gradient Search Algorithm

Example 1

KKT Conditions

Example 1

Reminder: Two-Phase Method

Modified Simplex Method

Example 2

A New Approach to Optimization Problems

Inventory Problems

Example 1

Example 2

Resource Allocation Problems

Example 3

Example 4

Example 5

Solving NLPs with Dynamic Programming (Integer Variables)

Solving NLPs with Dynamic Programming (Continuous Variables)

What is the difference?

Example 1

Example 2

Example 3

NLP Formulation 1

NLP Formulation 2

NLO in One Variable 1

Non-Linear Unconstrained Optimization 1

Non-Linear Unconstrained Optimization 2

Non-Linear Unconstrained Optimization 3

Non-Linear Unconstrained Optimization 4

Non-Linear Unconstrained Optimization 5

Non-Linear Unconstrained Optimization 6

Non-Linear Unconstrained Optimization 7

Constrained NLO 1

Constrained NLO 2

Constrained NLO 3

Constrained NLO 4

Constrained NLO 5

DP - Inventory Problems 1

DP - Inventory Problems 2

DP - Inventory Problems 3

DP - Inventory Problems 4

DP - Resource Allocation Problems 1

DP - Resource Allocation Problems 2

DP - Resource Allocation Problems 3

DP - Resource Allocation Problems 4

DP - Resource Allocation Problems 5

NLP with Dynamic Programming 1

NLP with Dynamic Programming 2

Probabilistic Dynamic Programming 1

Probabilistic Dynamic Programming 2

Probabilistic Dynamic Programming 3

Probabilistic Dynamic Programming 4

Probabilistic Dynamic Programming 5

Probabilistic Dynamic Programming 6