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Unit - 5 PDF

The document defines key concepts in non-linear programming problems including: 1) A general non-linear programming problem involves minimizing or maximizing a non-linear objective function subject to non-linear constraints. 2) Convex and concave functions are defined based on their second-order derivatives. 3) Local optima are optimal solutions within a region, while global optima are optimal overall. 4) Quadratic programming problems involve quadratic objective functions and linear constraints. Methods to solve them include Wolfe's method and the two-phase method.

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734 views

Unit - 5 PDF

The document defines key concepts in non-linear programming problems including: 1) A general non-linear programming problem involves minimizing or maximizing a non-linear objective function subject to non-linear constraints. 2) Convex and concave functions are defined based on their second-order derivatives. 3) Local optima are optimal solutions within a region, while global optima are optimal overall. 4) Quadratic programming problems involve quadratic objective functions and linear constraints. Methods to solve them include Wolfe's method and the two-phase method.

Uploaded by

Nivitha
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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UNIT-V - NON-LINEAR PROGRAMMING PROBLEM

PART-A

1.
2.
3.
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9.
10.

Define general non linear programming problem


Define convex and concave functions
Define local and global optimum
Verify whether the following function is concave or convex f(x1,x2) = 2x13-6x22
Define Kuhn-Tucker conditions
Define Quadratic programming
What are the methods used to solve quadratic programming problem ?
Write the principal of Wolfes method
What is meant by basic and non basic variables in Beales method ?
Define Hessian matrix
PART-B

11.

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21.

Obtain the necessary and sufficient conditions for the optimum solution of the following
NLPP Minimize Z = f(x1, x2) =
Obtain the set of necessary conditions for the non-linear programming problem
Maximize Z = x12 + 3 x22 + 5 x32 subject to the constraints x1 + x2 + x3 = 0 ,
5 x1 + 2 x2 + x3 = 5 , x1,x2,x3 0
Use the method of Lagrangian
multipliers to solve the following non-linear
programming problem Minimize Z = 2 x 12 + x22 + 3 x32 + 10x1 + 8 x2 + 6 x3 100 subject
to the constraints x1 + x2 + x3 = 20, x1 , x2, x3 0
Solve the non-linear programming problem Minimize Z = 2 x 12 + 2x22 + 2x32 - 24x1 - 8 x2
-12 x3 + 100 subject to the constraints x1 + x2 + x3 = 11, x1 , x2, x3 0
Solve the non-linear programming problem Optimize Z = 4 x 12 + 2x22 + x32 - 4x1x2
Subject to the constraints x1 + x2 + x3 = 15 ,2 x1 - x2 + 2x3 = 20
Using the method of Lagrangian multipliers, solve the non-linear programming problem
Maximize Z = 6x1 + 8 x2 - x 12 - x22 Subject to the constraints 4x1 +3 x2 + x3 = 16,
Solve the non-linear programming problem Minimize Z = 2 x 12 + 2x22 + 2x32 - 24x1 - 8 x2
-12 x3 + 100 subject to the constraints x1 + x2 + x3 = 11, x1 , x2, x3 0
Solve the non-linear programming problem Minimize Z = 2 x 12 + 2x22 + 2x32 - 24x1 - 8 x2
-12 x3 + 100 subject to the constraints x1 + x2 + x3 = 11, x1 , x2, x3 0
Use the method of Lagrangian
multipliers to solve the following non-linear
programming problem Minimize Z = x 12 + x22 + x32 subject to the constraints x 1 + x2 +
3x3 = 2, 5 x1 + 2 x2 + x3 = 5 , x1,x2,x3 0
Solve the non-linear programming problem using the method of Lagrangian multipliers
Minimize Z = 6 x 12 + 5x22 Subject to the constraints x1 +5x2 = 3 x1,x2,0
Solve the non-linear programming problem Minimize Z = -x 12 - x22 - x32 +4x1 + 6 x2
subject to the constraints x1 + x2 2, 2 x1 + 3 x2 12 , x1 , x2,0

22.

23.

24.
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28.

29.

30.

Derive the optimum solution from the Kuhn-Tucker conditions for the problem.
Minimize Z = 2x1 + 3 x2 - x 12 -2 x22 Subject to the constraints x1 +3 x2 6,
5x1 + 2 x2 10 , x1 , x2,0
Use the Kuhn-Tucker conditions to solve the following NLPP
Maximize Z =2 x 12 +12x1x2 -7 x22 Subject to the constraint 2x1 +5 x2 98,
Minimize Z = x 12 + x22 Subject to the constraints x1 +x2 4 2x1 +x2 5 , x1,x2,0
Use Wolfes method to solve the following Quadratic programming problem
Maximize Z = 2x1 + x2 - x 12 Subject to the constraints 2x1 +3 x2 6,
2x1 + x2 4 , x1 , x2,0
Solve the following quadratic programming problem Minimize f(x1,x2) = x 12 - x1x2 +2 x22
x1 - x2 Subject to the constraint 2x1 + x2 1, x1 , x2,0
Solve the following quadratic programming problem by Beales method
Maximize f(x) = 4 x1+ 6 x2 - x 12 -3 x22 - Subject to the constraint x1 + 2x2 4, x1 , x2,0
Solve the following quadratic programming problem by Beales method
Minimize Z =- 4 x1-2x1 x2 +x 12 +2 x22 Subject to the constraint 2x1 + x2 6, x1-4 x2 0
, x1 , x2,0
Solve the following quadratic programming problem by Beales method
Maximize f(x) = 2 x1+ 3 x2 -2 x22 - Subject to the constraint x1 + 4x2 4,
x1 + x2 2 x1 , x2,0
Solve the following quadratic programming problem by Beales method
Maximize f(x) = 10 x1+ 25 x2 - 10x 12 - x22 -4x1 x2 - Subject to the constraint x 1 + 2x2
10, x1 + x2 9 x1 , x2,0

Part A
1. Define general NLPP.
Let z be a real value functions of n variables designed by,

(i)z=f(x1, x2 xn)
(ii)Let b1, b2 bn be a set of constraints

s.t. g1(x1, x2. . . xn) (<=, =,or ,>=) b1


s.t. g2(x1, x2. . . xn) (<=, =,or ,>=) b2
.
.
gm(x1, x2. . . xn) (<=, =,or ,>=) bm
As in linear programming, f(x1, x2 xn) is the NLPs objective function, and
g1(x1, x2. . . xn) (<=, =,or ,>=) b1, . . . , gm(x1, x2. . . xn) (<=, =,or ,>=) bm
are the NLPs constraints. An NLP with no constraints is an unconstrained NLP.
(iii)Let Xj>=0, j=1, 2n
If either f or some g^is are non-linear. Then the problem of determining the type which
makes z=0 is a maximum or minimum satisfies eqn (ii) & (iii). This is called general NLPP.
2. Define convex and concave functions.
Let f (x1, x2, . . . , xn) be a function that is defined for all points (x1, x2, . .
. , xn) in a convex set S.

From (3) and (4), we see that f (x1, x2. . . xn) is a convex function if and
only if
f (x1,x2, . . . , xn) is a concave function, and
conversely.
3. Define local and global optimum.
A local optimum of a combinatorial optimization problem is a solution that
is optimal (either maximal or minimal) within a neighboring set of
solutions. This is in contrast to a global optimum, which is the optimal
solution among all possible solutions.
4. Define quadratic programming problem.

5. What are the methods used to solve quadratic programming problem?


The methods to solve quadratic programming problem is by Wolfes method and Two phase
method.
6. Write the principal of Wolfes method
Wolfes method is an extended simplex procedure, which can be applied to QPP in which all
problem variables are non-negative.
7. What is meant by basic and non basic variables in Beales method?
In Beals Method slack variables are the basic variables and are denoted by Xb and the non
basic variables are denoted by Xnb respectively.
8. Define Hessian matrix

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