Birla Institute of Technology and Science, Pilani 333031
II Semester 2022-23
MATH F471 (NON LINIEAR OPTIMIZATION)
COMPREHENSIVE EXAMINATION
PART A : CLOSE BOOK
MAX. MARKS: 18 MAX. TIME: 70 MINS DATE: MAY 20, 2023 (SATURDAY)
Note: Use text book notations only.
Q.A1 a) Show that a closed half space in ℝ𝑛 is a convex set.
b) Is point (1.5, 6) is a convex linear combination of points (0, 0), (2, 0) and (1, 1)? If yes,
then express it. [4 + 5]
Q.A2 Prove or disprove that the function f ( x1 , x 2 ) x14 x1 x 2 x 24 12 x12 6 x 22 x1 x 2 is
convex.
[4]
Q.A3 Consider the following problem
Maximize x12 2 x1 x2 x22
subject to x1 x 2 1
2 2
a) Write KKT optimality conditions.
b) Find the point(s) satisfying the KKT conditions, verify whether or not the KKT point(s)
are optimal point(s). [5]
*****END of PART A*****
Birla Institute of Technology and Science, Pilani 333031
II Semester 2022-23
MATH F471 (NON LINIEAR OPTIMIZATION)
COMPREHENSIVE EXAMINATION
PART B (Open Book)
MAX. MARKS: 27 MAX. TIME: 110 MINS DATE: MAY 20, 2023 (SATURDAY)
Q.B1 Solve the following fractional programming problem by using Charnes and Cooper method
(use M method to solve LPP)
−5𝑥1 − 2𝑥2 − 4
𝑚𝑖𝑛𝑖𝑚𝑖𝑧𝑒
4𝑥1 + 2𝑥2 + 5
subject to 3𝑥1 + 2𝑥2 ≤ 6
𝑥1 , 𝑥2 ≥ 0
[8]
Q.B2 Solve the following problem by using separable programming
(consider grid points as 0, 1, 2, 3)
𝑚𝑎𝑧 𝑓(𝑥1 , 𝑥2 ) = 3𝑥12 + 2𝑥22
subject to 𝑥12 + 𝑥22 ≤ 9
𝑥1 + 𝑥2 ≤ 3
𝑥1 , 𝑥2 ≥ 0 [8]
Q.B3 Find the 𝑥 and 𝑓(𝑥) after two iteration for minimize 𝑓(𝑥1 , 𝑥2 ) = 6𝑥1 − 3𝑥22 − 𝑥12 , using the
steepest decent starting with 𝑋0 = (1, 1). [7]
Q.B4 Consider the following problem:
𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑧 = 𝑥1 − 𝑥2 − 2𝑥3
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑥1 + 𝑥2 + 𝑥3 ≤ 5; 𝑥12 + 𝑥22 = 4; (𝑥1 , 𝑥2 , 𝑥3 ) ∈ ℝ3
Find the Lagrangian Dual Function explicitly. [4]
****END ****
