OUTLINE of FINAL EXAM

This (fall/96) final will have 5 questions.
There will be:
1 on LP
1 on NLP
1 on Transshipment Problems
1 on General Networks
1 on integer programming and/or dynamic programming

For LP:
Please check the reading list. Ensure that you know sensitivity analysis and both the revised and dual simplex method.

For NLP:
Be prepared to use a log-barrier, and/or quadratic penalty function approach, to solve a simple NLP. (This involves the solution of a family of unconstrained optimization problems.)
In addition, you should be familiar with the concepts of: gradient; Hessian; convexity; convex (concave) program; quadratic functions; optimality conditions for unconstrained and constrained programs; local vs global optimality; SUMT.

For Networks:
Please check the reading list. In addition, see the notes on WWW that we have been going over in class. These notes include: min distance; minimum spanning tree; max flow; transportation problem; transshipment problem, etc...

For Integer Programming:
Please check the reading list and the notes on WWW. These notes include several techniques on modelling problems with integer variables (e.g. logical constraints). In addition, you need to be able to solve a simple problem using branch-bound and/or Gomory cutting planes.

For Dynamic Programming:
This involves modelling and solving using a recursion equation. In particular, we have looked at: networks with no cycles; and networks with no negative cycles. It is enough to look at the two examples done in class and to understand the simple recursions discussed in class.