2015 10 10
2015 10 10
2015 10 10
My expectations
Additional References
1. Applied Mathematical Programming
by Bradley, Hax, and Magnanti,
Addison-Wesley, 1977,
http://web.mit.edu/15.053/www/
2. Proceedings of the Advanced Workshop and
Tutorial on Operations Research (AWTOR) 2012,
Organized by and at IIM Indore,
Sponsored by ORSI Ahmedabad Chapter,
Edited by Nagarajan K, and N Ravichandran,
Allied Publishers, 2014.
Example 1
(Source: TT Narendran, IIT Madras, Mathematical Programming Models,
Proceedings of AWTOR 2012)
Example 2
(Source: Bradley, Hax, Magnanti)
Bond
name
Bond type
Quality
Years to
maturity
Yield to
maturity
After-tax
yield
Municipal
4.3
4.3
Agency
15
5.4
2.7
Government
5.0
2.5
Government
4.4
2.2
Municipal
4.5
4.5
Mathematical Models:
Deterministic
Linear
Non-linear
Stochastic
Is f = xy + yz a linear function?
f(x,z) = xy + yz?
f(y) = xy + yz is also linear.
Objective function
Constraints
Questions?
Thank You