Introduction to mathematical programming
4th Edition
ISBN: 9780534359645
Author: Jeffrey B. Goldberg
Publisher: Cengage Learning
expand_more
expand_more
format_list_bulleted
Expert Solution & Answer
Chapter 3.8, Problem 9P
Explanation of Solution
Formulation of a Linear
From the given information, let consider “x1” bet the amount of money invested in bond 1, “x2” bet the amount of money invested in bond 2, “x3” bet the amount of money invested in bond 3, “x4” bet the amount of money invested in bond 4.
The objective is to maximize the expected return on its investments.
Therefore, the objective function is,
Maximize
Constraint 1:
At least, 8% must be the worst-case return of the bond portfolio.
Constraint 2:
At most, the average duration of the bond portfolio must be 6
Expert Solution & Answer
Trending nowThis is a popular solution!
Students have asked these similar questions
2) If Mand N be two water hyper Plane ofx
Show that MUN and MN is hy Per Plane
ofx with prove and Examplame.
or
3) IS AUB is convex set and affine set
or blensed set or symmetre setorsubsie....
Show that A and B is convex or affine
or Hensedsed or symmetivce or subspace.
4) 18 MUN is independence show that
Prove or ExPlane Mand Nave independend.
or not.
5) Jet X be Vector Pace over I show that is xty
tnx st Xty 3 fix→ F s-t
f(x)
(9)
Jet Mand N be two blanced set of Xbe
Vector space show tha MUNIS ansed set
Can you show me a step by step explanation please.
2. A tank with a capacity of 650 gal. originally contains 200 gal of water with 100 lb. of salt in
solution. Water containing 1 lb. of salt per gallon is entering at a rate of 4 gal/min, and the
mixture is allowed to flow out of the tank at a rate of 3 gal/min.
a. Find the amount of salt in the tank at any time prior to the instant when the tank
begins to overflow (650 gallons).
b. Find the concentration (in pounds per gallon) of salt in the tank when the tank hits
400 gallons.
D.E. for mixture problems:
dv
dt=11-12
dA
A(t)
dt
Chapter 3 Solutions
Introduction to mathematical programming
Ch. 3.1 - Prob. 1PCh. 3.1 - Prob. 2PCh. 3.1 - Prob. 3PCh. 3.1 - Prob. 4PCh. 3.1 - Prob. 5PCh. 3.2 - Prob. 1PCh. 3.2 - Prob. 2PCh. 3.2 - Prob. 3PCh. 3.2 - Prob. 4PCh. 3.2 - Prob. 5P
Ch. 3.2 - Prob. 6PCh. 3.3 - Prob. 1PCh. 3.3 - Prob. 2PCh. 3.3 - Prob. 3PCh. 3.3 - Prob. 4PCh. 3.3 - Prob. 5PCh. 3.3 - Prob. 6PCh. 3.3 - Prob. 7PCh. 3.3 - Prob. 8PCh. 3.3 - Prob. 9PCh. 3.3 - Prob. 10PCh. 3.4 - Prob. 1PCh. 3.4 - Prob. 2PCh. 3.4 - Prob. 3PCh. 3.4 - Prob. 4PCh. 3.5 - Prob. 1PCh. 3.5 - Prob. 2PCh. 3.5 - Prob. 3PCh. 3.5 - Prob. 4PCh. 3.5 - Prob. 5PCh. 3.5 - Prob. 6PCh. 3.5 - Prob. 7PCh. 3.6 - Prob. 1PCh. 3.6 - Prob. 2PCh. 3.6 - Prob. 3PCh. 3.6 - Prob. 4PCh. 3.6 - Prob. 5PCh. 3.7 - Prob. 1PCh. 3.8 - Prob. 1PCh. 3.8 - Prob. 2PCh. 3.8 - Prob. 3PCh. 3.8 - Prob. 4PCh. 3.8 - Prob. 5PCh. 3.8 - Prob. 6PCh. 3.8 - Prob. 7PCh. 3.8 - Prob. 8PCh. 3.8 - Prob. 9PCh. 3.8 - Prob. 10PCh. 3.8 - Prob. 11PCh. 3.8 - Prob. 12PCh. 3.8 - Prob. 13PCh. 3.8 - Prob. 14PCh. 3.9 - Prob. 1PCh. 3.9 - Prob. 2PCh. 3.9 - Prob. 3PCh. 3.9 - Prob. 4PCh. 3.9 - Prob. 5PCh. 3.9 - Prob. 6PCh. 3.9 - Prob. 7PCh. 3.9 - Prob. 8PCh. 3.9 - Prob. 9PCh. 3.9 - Prob. 10PCh. 3.9 - Prob. 11PCh. 3.9 - Prob. 12PCh. 3.9 - Prob. 13PCh. 3.9 - Prob. 14PCh. 3.10 - Prob. 1PCh. 3.10 - Prob. 2PCh. 3.10 - Prob. 3PCh. 3.10 - Prob. 4PCh. 3.10 - Prob. 5PCh. 3.10 - Prob. 6PCh. 3.10 - Prob. 7PCh. 3.10 - Prob. 8PCh. 3.10 - Prob. 9PCh. 3.11 - Prob. 1PCh. 3.11 - Show that Fincos objective function may also be...Ch. 3.11 - Prob. 3PCh. 3.11 - Prob. 4PCh. 3.11 - Prob. 7PCh. 3.11 - Prob. 8PCh. 3.11 - Prob. 9PCh. 3.12 - Prob. 2PCh. 3.12 - Prob. 3PCh. 3.12 - Prob. 4PCh. 3 - Prob. 1RPCh. 3 - Prob. 2RPCh. 3 - Prob. 3RPCh. 3 - Prob. 4RPCh. 3 - Prob. 5RPCh. 3 - Prob. 6RPCh. 3 - Prob. 7RPCh. 3 - Prob. 8RPCh. 3 - Prob. 9RPCh. 3 - Prob. 10RPCh. 3 - Prob. 11RPCh. 3 - Prob. 12RPCh. 3 - Prob. 13RPCh. 3 - Prob. 14RPCh. 3 - Prob. 15RPCh. 3 - Prob. 16RPCh. 3 - Prob. 17RPCh. 3 - Prob. 18RPCh. 3 - Prob. 19RPCh. 3 - Prob. 20RPCh. 3 - Prob. 21RPCh. 3 - Prob. 22RPCh. 3 - Prob. 23RPCh. 3 - Prob. 24RPCh. 3 - Prob. 25RPCh. 3 - Prob. 26RPCh. 3 - Prob. 27RPCh. 3 - Prob. 28RPCh. 3 - Prob. 29RPCh. 3 - Prob. 30RPCh. 3 - Prob. 31RPCh. 3 - Prob. 32RPCh. 3 - Prob. 33RPCh. 3 - Prob. 34RPCh. 3 - Prob. 35RPCh. 3 - Prob. 36RPCh. 3 - Prob. 37RPCh. 3 - Prob. 38RPCh. 3 - Prob. 39RPCh. 3 - Prob. 40RPCh. 3 - Prob. 41RPCh. 3 - Prob. 42RPCh. 3 - Prob. 43RPCh. 3 - Prob. 44RPCh. 3 - Prob. 45RPCh. 3 - Prob. 46RPCh. 3 - Prob. 47RPCh. 3 - Prob. 48RPCh. 3 - Prob. 49RPCh. 3 - Prob. 50RPCh. 3 - Prob. 51RPCh. 3 - Prob. 52RPCh. 3 - Prob. 53RPCh. 3 - Prob. 54RPCh. 3 - Prob. 56RPCh. 3 - Prob. 57RPCh. 3 - Prob. 58RPCh. 3 - Prob. 59RPCh. 3 - Prob. 60RPCh. 3 - Prob. 61RPCh. 3 - Prob. 62RPCh. 3 - Prob. 63RP
Knowledge Booster
Similar questions
- - Suppose that you have the differential equation: dy = (y - 2) (y+3) dx a. What are the equilibrium solutions for the differential equation? b. Where is the differential equation increasing or decreasing? Show how you know. Showing them on the drawing is not enough. c. Where are the changes in concavity for the differential equation? Show how you know. Showing them on the drawing is not enough. d. Consider the slope field for the differential equation. Draw solution curves given the following initial conditions: i. y(0) = -5 ii. y(0) = -1 iii. y(0) = 2arrow_forward5. Suppose that a mass of 5 stretches a spring 10. The mass is acted on by an external force of F(t)=10 sin () and moves in a medium that gives a damping coefficient of ½. If the mass is set in motion with an initial velocity of 3 and is stretched initially to a length of 5. (I purposefully removed the units- don't worry about them. Assume no conversions are needed.) a) Find the equation for the displacement of the spring mass at time t. b) Write the equation for the displacement of the spring mass in phase-mode form. c) Characterize the damping of the spring mass system as overdamped, underdamped or critically damped. Explain how you know. D.E. for Spring Mass Systems k m* g = kLo y" +—y' + — —±y = —±F(t), y(0) = yo, y'(0) = vo m 2 A₁ = √c₁² + C₂² Q = tan-1arrow_forward4. Given the following information determine the appropriate trial solution to find yp. Do not solve the differential equation. Do not find the constants. a) (D-4)2(D+ 2)y = 4e-2x b) (D+ 1)(D² + 10D +34)y = 2e-5x cos 3xarrow_forward
- 9.7 Given the equations 0.5x₁-x2=-9.5 1.02x₁ - 2x2 = -18.8 (a) Solve graphically. (b) Compute the determinant. (c) On the basis of (a) and (b), what would you expect regarding the system's condition? (d) Solve by the elimination of unknowns. (e) Solve again, but with a modified slightly to 0.52. Interpret your results.arrow_forward3. Determine the appropriate annihilator for the given F(x). a) F(x) = 5 cos 2x b) F(x)=9x2e3xarrow_forward12.42 The steady-state distribution of temperature on a heated plate can be modeled by the Laplace equation, 0= FT T + 200°C 25°C 25°C T22 0°C T₁ T21 200°C FIGURE P12.42 75°C 75°C 00°C If the plate is represented by a series of nodes (Fig. P12.42), cen- tered finite-divided differences can be substituted for the second derivatives, which results in a system of linear algebraic equations. Use the Gauss-Seidel method to solve for the temperatures of the nodes in Fig. P12.42.arrow_forward
- 9.22 Develop, debug, and test a program in either a high-level language or a macro language of your choice to solve a system of equations with Gauss-Jordan elimination without partial pivoting. Base the program on the pseudocode from Fig. 9.10. Test the program using the same system as in Prob. 9.18. Compute the total number of flops in your algorithm to verify Eq. 9.37. FIGURE 9.10 Pseudocode to implement the Gauss-Jordan algorithm with- out partial pivoting. SUB GaussJordan(aug, m, n, x) DOFOR k = 1, m d = aug(k, k) DOFOR j = 1, n aug(k, j) = aug(k, j)/d END DO DOFOR 1 = 1, m IF 1 % K THEN d = aug(i, k) DOFOR j = k, n aug(1, j) END DO aug(1, j) - d*aug(k, j) END IF END DO END DO DOFOR k = 1, m x(k) = aug(k, n) END DO END GaussJordanarrow_forward11.9 Recall from Prob. 10.8, that the following system of equations is designed to determine concentrations (the e's in g/m³) in a series of coupled reactors as a function of amount of mass input to each reactor (the right-hand sides are in g/day): 15c3cc33300 -3c18c26c3 = 1200 -4c₁₂+12c3 = 2400 Solve this problem with the Gauss-Seidel method to & = 5%.arrow_forward9.8 Given the equations 10x+2x2-x3 = 27 -3x-6x2+2x3 = -61.5 x1 + x2 + 5x3 = -21.5 (a) Solve by naive Gauss elimination. Show all steps of the compu- tation. (b) Substitute your results into the original equations to check your answers.arrow_forward
- Tangent planes Find an equation of the plane tangent to the following surfaces at the given points (two planes and two equations).arrow_forwardVectors u and v are shown on the graph.Part A: Write u and v in component form. Show your work. Part B: Find u + v. Show your work.Part C: Find 5u − 2v. Show your work.arrow_forwardVectors u = 6(cos 60°i + sin60°j), v = 4(cos 315°i + sin315°j), and w = −12(cos 330°i + sin330°j) are given. Use exact values when evaluating sine and cosine.Part A: Convert the vectors to component form and find −7(u • v). Show every step of your work.Part B: Convert the vectors to component form and use the dot product to determine if u and w are parallel, orthogonal, or neither. Justify your answer.arrow_forward
arrow_back_ios
SEE MORE QUESTIONS
arrow_forward_ios
Recommended textbooks for you
Discrete Mathematics and Its Applications ( 8th I...MathISBN:9781259676512Author:Kenneth H RosenPublisher:McGraw-Hill Education
Mathematics for Elementary Teachers with Activiti...MathISBN:9780134392790Author:Beckmann, SybillaPublisher:PEARSON
Thinking Mathematically (7th Edition)MathISBN:9780134683713Author:Robert F. BlitzerPublisher:PEARSON
Discrete Mathematics With ApplicationsMathISBN:9781337694193Author:EPP, Susanna S.Publisher:Cengage Learning,
Pathways To Math Literacy (looseleaf)MathISBN:9781259985607Author:David Sobecki Professor, Brian A. MercerPublisher:McGraw-Hill Education
Discrete Mathematics and Its Applications ( 8th I...
Math
ISBN:9781259676512
Author:Kenneth H Rosen
Publisher:McGraw-Hill Education
Mathematics for Elementary Teachers with Activiti...
Math
ISBN:9780134392790
Author:Beckmann, Sybilla
Publisher:PEARSON
Thinking Mathematically (7th Edition)
Math
ISBN:9780134683713
Author:Robert F. Blitzer
Publisher:PEARSON
Discrete Mathematics With Applications
Math
ISBN:9781337694193
Author:EPP, Susanna S.
Publisher:Cengage Learning,
Pathways To Math Literacy (looseleaf)
Math
ISBN:9781259985607
Author:David Sobecki Professor, Brian A. Mercer
Publisher:McGraw-Hill Education