BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - KK BIRLA

GOA CAMPUS
FIRST SEMESTER 2014-2015

Optimization
Tutorial11

1. Consider the following problems:

(a) Maximize z = 8x1 + 4x2 x12 x22 subject to x1 + x2 2 and x1 , x2 0,

(b) Maximize z = 6x1 + 3x2 2x12 4x1 x2 3x22 subject to x1 + x2 1, 2x1 + 3x2 4 and x1 , x2 0,

(c) Maximize z = 8x1 x12 + 2x2 + x3 subject to x1 + 3x2 + 2x3 12 and x1 , x2 , x3 0,

(d) Maximize z = 4x1 + 6x2 2x12 2x1 x2 2x22 subject to x1 + 2x2 2 and x1 , x2 0,

Show that z is strictly concave and then solve these problems by Wolfes Method (Quadratic Pro-

gramming Algorithm).

2. Show that f is strictly convex and then use Wolfes method to find the optimal solution of the

following problems:

(a) Minimize f (x1 , x2 ) = x12 + 23 x22 x1 x2 subject to x1 + x2 6, x1 0, x2 0.

(b) Minimize f (x1 , x2 ) = (x1 2)2 + (x2 2)2 subject to x1 + 2x2 3, 8x1 + 5x2 10, x1

0, x2 0,

3. Solve the following problems using Fibonacci and Golden section search method:

(a) Minimize f (x) = x2 2x in [1, 2.6] within the interval of uncertainty 0.25L0 ,

(b) Minimize f (x) = x3 3x + 5 in [0, 1.2] within the interval of uncertainty 0.35L0 ,


x/2,

x2
(c) Maximize f (x) = in [0, 3] by taking N = 6.

x + 3, x > 2




x ,


2 0x1
(d) Maximize f (x) =

within the interval of uncertainty 0.25L0 ,
x + 3, 1 x 2

4. Find the minimum of the function f (x) = x(x 2.5), using (i) Fibonacci and (ii) Golden search

method in the interval (0, 1) to within 5% of the initial interval of uncertainty.

5. Find the minimum of the following function, using (i) Fibonacci and (ii) Golden search method in

the interval (0, 1) to within 5% of the initial interval of uncertainty.

!
1 0.5
f (x) = 0.8 0.7x tan 1
+ , x [0, 2]
x 1 + x2

6. Use Newton Method and Method of Steepest Descent/Ascent to find the optimal solution of the

following problems:
2
(i) max f (x1 , x2 ) = (x1 5) (x2 )2 10. Take (x1(0) , x2(0) ) = (6.5, 5.9).

(ii) min f (x1 , x2 ) = x12 x1 x2 + 3x22 . Take (x1(0) , x2(0) ) = (1, 1).

(iii) min f (x1 , x2 ) = sin x1 x2 cos(x1 x2 ). Take (x1(0) , x2(0) ) = (6.5, 5.9).

(iv) min f (x1 , x2 ) = 3x12 4x1 x2 + 2x22 + 4x1 + 6. Take (x1(0) , x2(0) ) = (0, 0).

(v) min f (x1 , x2 ) = (x2 x1 )2 + (1 x1 )2 . Take (x1(0) , x2(0) ) = (2, 2).

7. Use penalty function approach to find the optimal solution of the following problems:

(i) min f (x1 , x2 ) = 13 (x1 + 3)3 + x22 subject to x1 2, x2 0.

(ii) min f (x1 , x2 ) = x12 + 2x22 subject to 2x1 + 5x2 = 10.

(iii) min f (x1 , x2 ) = x12 + 4x22 subject to x1 + 2x2 10, x1 4x2 .

(iv) min f (x1 , x2 ) = x12 + x22 subject to x1 + x2 5, x2 x1 .

THE END