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ME609 (Optimization Methods in Engineering) Assignment 1 (Submission Not Required, But Complete It Before 10 August 2014)

This document contains 12 questions regarding optimization methods in engineering. The questions cover topics such as checking if matrices are positive definite, negative definite, or indefinite. They also involve finding stationary points of functions, calculating Hessian matrices, solving constrained optimization problems using methods like Lagrange multipliers, and formulating optimization problems.

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Ashok Yogi
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64 views2 pages

ME609 (Optimization Methods in Engineering) Assignment 1 (Submission Not Required, But Complete It Before 10 August 2014)

This document contains 12 questions regarding optimization methods in engineering. The questions cover topics such as checking if matrices are positive definite, negative definite, or indefinite. They also involve finding stationary points of functions, calculating Hessian matrices, solving constrained optimization problems using methods like Lagrange multipliers, and formulating optimization problems.

Uploaded by

Ashok Yogi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ME609 (Optimization Methods in Engineering)


Assignment 1 (Submission not required, but complete it before 10
th
August 2014)
Q.1: For each of the following matrices, check if it is positive definite, negative definite or indefinite:
(A)
4 2 1
3 1 4
1 1 3





(B)
4 2 1
3 4 1
1 1 9





(C)
7 8 6 6
1 6 1 2
1 2 5 2
3 4 3 4










(D) 5 1
1 5
x y z
y
z




, where x, y and z are real numbers.
Q.2: Find out the stationary point of the following function:
( )
3 2
9 27 f x x x x = + .
Is the stationary point a relative minimum, relative maximum or a point of inflexion?
Q.3: Find out the Hessian matrix for the following function at the point where its gradient is zero:
( )
2 2 2
4 9 2 8 4 f x, y, z x xy y xy yz z = + + + .
Is the Hessian matrix positive definite, positive semi-definite, negative definite, negative semi-definite or
indefinite? What is the nature of stationary point of the function?
Q.4: Find out the stationary points of the function:
( )
3 3 2 2
1 2 1 2 1 2
2 4 100 f x , x x x x x . = + + + +
For each stationary point, find out if it is a relative minimum, saddle point or relative maximum.
Q.5: Find out the stationary point of the following objective function:
( ) ( )
2 2 2 2
1 2 3 4
1
2
f x x x x x = + + + ,
subject to
( )
1 1 2 3 4
2 3 5 10 0 h x x x x x , = + + + =
( )
2 1 2 3 4
2 5 6 15 0 h x x x x x . = + + + =

It will be good if you solve this problem by three methods viz. direct substitution, constrained variation
and Lagrange multiplier.
2

Q. 6: Solve the following problem by any three methods:


( )
1 1 2
Minimize f x, y, z
yz xy xz
= + +
,
subject to xyz=32.
Q.7: The marks of some students in Physics and English are as follows:

Name Marks in Physics Marks in English
Idul 78 84
Divya 74 90
J ai 77 83
Pawan 92 40
Pandey 94 42

Some organization needs to employ the best student of Physics and English. It is not known how much
weightage is to be given for each subject. List the students who form the part of a Pareto-optimal set.
Q.8: For the constraint x+y+z=10, I need to give constrained variation numerically. Suppose I have
already decided to take x=0.01 and y=0.04, what will be z?
Q.9: Consider the problem:
Find x and y to minimize f(x,y)=(x1.5)
2
+(y1.5)
2
,
subject to x+yb=0, where b is an unknown.
Find out the value of b such that at an optimum point df/db=1.
Q.10: Find out the Hessian matrix associated with
( )
2 2 2
2 F x, y, z x y xy z . = +

Find out the nature of Hessian matrix: positive/negative definite/semi-definite or indefinite.
Q.11.: The cost of power generation by generator 1 is given by
2
1
1 5 C x x , = +

where x is the units generated by generator 1. The cost of power generation by generator 2 is given by
2
2
1 4 3 C y y , = + +

where y is the units generated by generator 2. We need at least 1000 units. Formulate this problem as an
optimization problem, showing objective function, constraints and decision variables.
Q.12: Consider the following problem:
Maximize 5 2
subject to
2 9
2 2
3 2 3
0
z x y,
x y ,
x y ,
x y ,
x, y .
=
+

+



Arihant solved this problem by Simplex method and obtained z=18. Now, his teacher replaced the
first constraint by 2x+y10 and asked Arihant to solve it again. This time Arihant got z=16.8. J ustify that
Arihant is wrong.

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