l13 optimization using excel
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DESCRIPTIONL13 Optimization using Excel. See revised schedule read 8(1-4) + Excel “help” for Mar 12 Test Answers Review: Convex Prog. Prob. Worksheet modifications Excel optimization Summary. Trendline in Excel. Excel help “trendline” for Wed. Theorem 4.9. Given:. S is convex if: - PowerPoint PPT Presentation
L13 Optimization using ExcelSee revised scheduleread 8(1-4) + Excel help for Mar 12Test AnswersReview: Convex Prog. Prob.Worksheet modificationsExcel optimizationSummary*
Trendline in Excel*Excel help
Theorem 4.9*Given:S is convex if:1. hi are linear2. gj are convex i.e. Hg PD or PSDWhen f(x) and S are convex= convex programming problem
Sufficient Theorem 4.10, pg 165*The first-order KKT conditions are Necessary and Sufficient for a GLOBAL minimum.if:
1. f(x) is convexHf(x) Positive definite2. x is defined as a convex feasible set SEquality constraints must be linearInequality constraints must be convex
HINT: linear functions are convex!
Worksheet Modifications Naming cellsInserting shapesInserting MS Equation objectRecording macrosAttaching a macro to a shapeCreating a SOLVER hot buttonVisual basic, tools/references/solver*
*Figure 6.1 Excel worksheet for finding roots of 2x/3 sin x : (a) worksheet; (b) worksheet with formulas showing.Excel Applications
Solver parameters*Figure 6.2 A Solver Parameters dialog box to define the problem.
*Figure 6.3 A Solver Results dialog box and the final worksheet.
*Figure 6.4 A Solver Answer Report for roots of 2x/3 sin x = 0.
*Figure 6.5 Worksheet and Solver Parameters dialog box for KKT conditions for Example 4.31.
*Figure 6.6 Solver Results for KKT conditions for Example 4.31.
KKT system of NL EQNsProb 4.59 and 4.122 *
*Figure 6.7 Excel worksheet and Solver Parameters dialog box for unconstrained problem.
Constrained OptimizationProb. 4.69 and 4.122*
*Figure 6.8 Excel worksheet for the linear programming problem.
*Figure 6.9 Solver Parameters dialog box for the linear programming problem.
*Figure 6.10 Solver Results dialog box for the linear programming problem.
*Figure 6.11 Answer Report from Solver for linear programming problem.
*Figure 6.12 Sensitivity Report from Solver for the linear programming problem.
*Figure 6.13 Excel worksheet for the spring design problem.
SummaryKKT pt from a Convex Prog. Prob. Is a global min!Use modifications for ease of usePay attention to layoutDesign variablesParametersAnalysis/Performance VariablesObjective functionConstraintsMay need multiple starting points