Name:_____________________________

Istanbul Technical University

UUM526E Optimization Techniques in Eng. 7/04/2021

Homework 1
(Due to April 14th, @Ninova 23:59)
(Prepared by Prof.Dr. Melike Nikbay)

Write your own computer code (preferably using Matlab or Python as a

programming language) to compute the solution of a linear optimization problem
with the Simplex method. (Be aware that in this homework, you are not allowed to
use the minimization functions ready in matlab optimization toolbox in your code!)

You can choose to write either of the following codes:

Q Single phase simplex method (you can get 80 points at most)

Q Two-phase simplex method (you can get 100 points).

Please indicate which method you choose. Verify your code using the problems in
the textbook (Arora) for 3 problems and show numerical examples and your
verifications in your report. Also, check for cases with multiple solutions and
unbounded solutions.

Then solve the following problem:

Minimize f (x1 , x2 , x3 ) = a * x1 − b * x2 + c * x3

d * x1 −1.5* e * x2 − 3* f * x3 ≥ 2
3x1 + g * x2 + 8* x3 ≥ 5
Subject to 2 * h * x1 − i * x2 + 7 * x3 ≥ −4.5
−b * x2 + 5* a * x3 ≥ 1.5
x1, x2 ≥ 0

x3 is unrestricted in sign.

Where you will use your university student id number to determine a,b,c,d,e,f,g,h,i.
Your number is [abcdefghi].

Submit a technical paper including the theory, algorithm, flowchart, user manual and
solved examples of your code. Write your paper using Latex AIAA class.

Submit your code which should be working bug-free. Your code should be your
original work.

Good Luck!