Courses   <-  Sean Forman   <-  You Are Here Operations Research

April 14, 2005

Second Mid-term Exam Review. The mid-term exam is Tuesday, April 19.

You will be allowed a 3 x 5 notecard on which to place formulas, etc. If there are any out of left field formulas, I will include them, but I don't anticipate giving you any formulas.

Here is a summary of topics covered in the second part of the course. There may be other topics not listed here. You are responsible for all material covered in class and on homework.

I will shoot for the exam to be just over an hour long. I don't know if you will need the entire time to perform the problems.

1. Sensitivity Analysis, duality, shadow (dual) prices. What the dual theorem says and means (not to prove it). Complementary Slackness. Dual Simplex method. Interpretation of the Dual.

2. Integer Programming. Formulation various cases. 0 or 1 IP. Branch and Bound algorithm and understanding when you can cut off the tree and when you have to continue. Knapsack problems and how to solve them by inspection.

3. Non-linear programming. Convex and concave functions, the Hessian, Solving in one variable. Golden Section Search, Unconstrained optimization, Newton and Quasi-Newton methods (not to do them, but what that means). Method of Steepest ascent. Lagrange Multipliers, Karush, Kuhn, Tucker Conditions. Method of Feasible directions.

4. You might have to read lindo and lingo input and output, but you won't have to write any of it. This will be a small portion of the exam and would be very similar to the homework or to the quiz #3.

The exam is not yet completed, but I anticipate much of the test looking similar to the homework and/or quiz problems. I will have your homework graded by Monday morning, and keys prepared prior to that.