6.251J | Fall 2009 | Graduate

Introduction to Mathematical Programming

Assignments

The table below contains problem set assignments and due dates. Problems are from the course textbook, [BT] = Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific, 1997. ISBN: 9781886529199.

ASSN # PROBLEMS DUE DATES
1

[BT]: 1.2, 1.5, 1.11

Computation question: Consider the production planning problem on pgs 7-10 in [BT]. Using AMPL, solve the linear program as presented for this problem on pg 9. Hand in a printout of your .mod and .dat files as well as the solution output.

Lec #2
2

[BT]: 2.6, 2.7, 2.9, 2.13, 2.20, 2.22

Computational question: Implement the Linear program for the capacity expansion problem (as introduced in Lecture 1 (Section 14). Data (TXT)

Lec #6
3 [BT]: 3.6, 3.9, 3.15, 3.20, 3.31, 3.33 Lec #9
4 [BT]: 4.21, 4.31, 4.33, 4.42, 5.5, 5.6 Lec #11
5 [BT]: 6.3, 6.5, 7.1, 7.10 Lec #17
6 [BT]: 7.6, 7.12, 8.8, 8.9, 8.10 Lec #20
7 [BT]: 9.4, 9.5, 9.7, 10.2, 10.10, 10.15 Lec #22 (Optional)