Dynamic Programming and Constrained NLP Analysis
Budget: $30 – $250 USD
I need assistance with two problems related to dynamic programming and constrained NLP.
Problem 1:
- Formulate a dynamic programming recursion to solve the problem and identify the state representation.
- Use the formulated recursion to solve the problem with Excel and interpret the results.
Problem 2:
- Formulate this problem as a constrained NLP using the specified names for decision variables from the provided figure.
- Write down the KKT conditions for the model.
- Analyze the KKT conditions to find a KKT point.
- Assess if the solution from the previous step is a global optimum.
Ideal candidate should have:
- Proficiency in dynamic programming and NLP.
- Experience in Excel for problem-solving.
- Strong analytical skills for interpreting results and analyzing KKT conditions.
Problem 1:
- Formulate a dynamic programming recursion to solve the problem and identify the state representation.
- Use the formulated recursion to solve the problem with Excel and interpret the results.
Problem 2:
- Formulate this problem as a constrained NLP using the specified names for decision variables from the provided figure.
- Write down the KKT conditions for the model.
- Analyze the KKT conditions to find a KKT point.
- Assess if the solution from the previous step is a global optimum.
Ideal candidate should have:
- Proficiency in dynamic programming and NLP.
- Experience in Excel for problem-solving.
- Strong analytical skills for interpreting results and analyzing KKT conditions.