MODULE: -3 Z-TRANSFORM

1. Find Z-Transform of f(k) = ak ; k ≥ 0

Solution:
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
k
𝑍𝑇[a ; k ≥ 0]
−𝑘 k
= ∑𝑘=∞
𝑘=0 𝑧 a
𝑎 k
= ∑𝑘=∞
𝑘=0 (𝑧 )
𝑎 𝑎 2 𝑎 3
= 1 + (𝑧 ) + (𝑧 ) + (𝑧 ) + ⋯ + ⋯ ∞
1 𝑎
= 𝑎 ; |𝑧 | < 1
1−( )
𝑧
𝑧
= 𝑧−𝑎 ; |𝑎| < |𝑧|
𝑧
𝑍𝑇[ak ; k ≥ 0] = 𝑧−𝑎 ; |𝑧| > |𝑎|

2. Find Z-Transform of f(k) = 𝑏 k ;k < 0

Solution:
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
k
𝑍𝑇 [𝑏 ; k < 0]
k
= ∑𝑘=−∞ −𝑘
𝑘=−1 𝑧 b
𝑧 −k
= ∑𝑘=−∞
𝑘=−1 (𝑏)
𝑧 𝑧 2 𝑧 3
= (𝑏) + (𝑏) + (𝑏) + ⋯ + ⋯ ∞
𝑧 𝑧 2 𝑧 3
= (𝑏) [1 + (𝑏) + (𝑏) + ⋯ + ⋯ ∞]
𝑧 1 𝑧
=𝑏 𝑧 ; |𝑏 | < 1
1−( )
𝑏
𝑧
= − 𝑧−𝑏 ; |𝑧| < |𝑏|
k 𝑧
𝑍𝑇 [b ; k < 0] = − 𝑧−𝑏 ; |𝑧| < |𝑏|

3. Find Z-Transform of f(k) = a|k|

Solution:
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
|k|
𝑍𝑇[a ]
−𝑘 −k −𝑘 k
= ∑𝑘=−∞
𝑘=−1 𝑧 𝑎 + ∑𝑘=∞
𝑘=0 𝑧 a
−𝑘 + ∑𝑘=∞ ( ) 𝑎 k
= ∑𝑘=−∞
𝑘=−1 (𝑎𝑧) 𝑘=0 𝑧
𝑎 𝑎 2 𝑎 3
= {(𝑎𝑧) + (𝑎𝑧)2 + (𝑎𝑧)3 + ⋯ + ⋯ ∞} + {1 + (𝑧 ) + ( 𝑧 ) + ( 𝑧 ) + ⋯ + ⋯ ∞}
1 𝑎
= (𝑎𝑧)[1 + (𝑎𝑧)2 + (𝑎𝑧)3 + ⋯ + ⋯ ∞] + 𝑎 ; |𝑧 | < 1
1−( )
𝑧
1 𝑧
= 𝑎𝑧 1−(𝑎𝑧) ; |𝑎𝑧| < 1 + 𝑧−𝑎 ; |𝑎| < |𝑧|
𝑎𝑧 1 𝑧
= 1−(𝑎𝑧) ; |𝑧| < |𝑎| + 𝑧−𝑎 ; |𝑎| < |𝑧|
 𝑘𝜋
4. Find Z-Transform of 𝑓(𝑘) = cos [ 8 + 𝛼] , 𝑘 ≥ 0.

Solution:
𝑍𝑇[𝑓(𝑘)]
𝑘𝜋
= 𝑍𝑇 [cos [ 8 + 𝛼]]
𝑘𝜋 𝑘𝜋
= 𝑍𝑇 [cos [ 8 ] cos[𝛼] − sin [ 8 ] sin[𝛼]]
𝑘𝜋 𝑘𝜋
= cos[𝛼] 𝑍𝑇 [cos [ 8 ]] − sin[𝛼] 𝑍𝑇 [sin [ 8 ]]
We know that
𝑧 2 −𝑎𝑧 cos 𝛼 𝑎𝑧 sin 𝛼
𝑍𝑇{𝑎𝑘 cos 𝛼𝑘} = 𝑧 2−2𝑎𝑧 cos 𝛼+𝑎2 and 𝑍𝑇{𝑎𝑘 sin 𝛼𝑘} = 𝑧 2−2𝑎𝑧 cos 𝛼+𝑎2
𝜋
Put 𝑎 = 1 𝑎𝑛𝑑 𝛼 = in above formula
8
𝜋 𝜋
𝑧 2 −𝑧 cos( ) 𝑎𝑧 sin( )
8 8
= cos[𝛼] 𝜋 − sin[𝛼] 𝜋
𝑧 2 −2𝑧 cos( )+12 𝑧 2 −2𝑎𝑧 cos( )+12
8 8
𝜋 𝜋
𝑧 2 cos 𝛼−𝑧𝑐𝑜𝑠 𝛼 cos( )−𝑧 sin 𝛼 sin( )
8 8
= 𝜋
𝑧 2 −2𝑧 cos( )+1
8
𝜋 𝜋
𝑧 2 cos 𝛼−𝑧{𝑐𝑜𝑠 𝛼 cos( )+sin 𝛼 sin( )}
8 8
= 𝜋
𝑧 2 −2𝑧 cos( )+1
8
𝜋
𝑧 2 cos 𝛼−𝑧{𝑐𝑜𝑠 (𝛼− )}
8
= 𝜋 ; |𝑧| > |𝛼|
𝑧 2 −2𝑧 cos( )+1
8

5. Find Z-Transform of 𝑓(𝑘) = 𝑘 2 𝛼 𝑘−1 ; 𝑘 ≥ 0.

Solution:
Since 𝑍𝑇{𝛼 𝑘−1 }
𝛼𝑘
= 𝑍𝑇 { 𝛼 }
𝑍𝑇 𝑧
= {𝛼 𝑘 } {since 𝑍𝑇(𝑎𝑘 ; 𝑘 ≥ 0) = }
𝛼 𝑧−𝑎
1 𝑧
𝑍𝑇{𝛼 𝑘−1 } = 𝛼 {𝑧−𝛼}
𝑑 1 𝑧
∴ 𝑍𝑇{𝑘𝛼 𝑘−1 } = −𝑧 𝑑𝑧 𝛼 {𝑧−𝛼}
𝑧 (𝑧−𝛼) 1−𝑧 (1−0)
= −𝛼{ (𝑧−𝛼)2
}
𝑧 (𝑧−𝛼) 1−𝑧 (1−0)
= −𝛼{ (𝑧−𝛼)2
}
𝑧 𝑧−𝛼−𝑧
= − 𝛼 {(𝑧−𝛼)2 }
𝑧 −𝛼
= − 𝛼 {(𝑧−𝛼)2 }
𝑧
∴ 𝑍𝑇{𝑘𝛼 𝑘−1 } = (𝑧−𝛼)2
𝑑 𝑧
∴ 𝑍𝑇{𝑘 2 𝛼 𝑘−1 } = −𝑧 𝑑𝑧 (𝑧−𝛼)2
(𝑧−𝛼)2 1−𝑧×2(𝑧−𝛼)
= −𝑧 { (𝑧−𝛼)3
}
 −𝑧−𝛼
= −𝑧 {(𝑧−𝛼)3 }
𝑧 2 −𝑧𝛼
∴ 𝑍𝑇{𝑘 2 𝛼 𝑘−1 } = {(𝑧−𝛼)3 } ; |𝑧| > |𝛼|
1 1
6. Find 𝑍𝑇{𝑓(𝑘) ∗ 𝑔(𝑘)} 𝑖𝑓 𝑓(𝑘) = 5𝑘 & 𝑔(𝑘) = 𝑓𝑜𝑟 𝑘 ≥ 0
7𝑘

Solution:
𝑍𝑇{𝑓(𝑘) ∗ 𝑔(𝑘)} = 𝑍𝑇{𝑓(𝑘)} × 𝑍𝑇{𝑔(𝑘)}
1 1
= 𝑍𝑇 { 𝑘} × 𝑍𝑇 { 𝑘 }
5 7
1 1
= 𝑍𝑇 {5𝑘} × 𝑍𝑇 {7𝑘 }
1 𝑘 1 𝑘
= 𝑍𝑇 {(5) } × 𝑍𝑇 {(7) }
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
k
𝑍𝑇[a ; k ≥ 0]
−𝑘 k
= ∑𝑘=∞
𝑘=0 𝑧 a
𝑎 k
= ∑𝑘=∞
𝑘=0 (𝑧 )
𝑎 𝑎 2 𝑎 3
= 1 + (𝑧 ) + (𝑧 ) + (𝑧 ) + ⋯ + ⋯ ∞
1 𝑎
= 𝑎 ; |𝑧 | < 1
1−( )
𝑧
𝑧
= 𝑧−𝑎 ; |𝑎| < |𝑧|

𝑧
𝑍𝑇[ak ; k ≥ 0] = ; |𝑧| > |𝑎|
𝑧−𝑎
1 𝑘 𝑧 1
𝑍𝑇 {(5) } = 1 ; |𝑧| > |5|
𝑧−
5
1 𝑘 𝑧 1
𝑍𝑇 {(7) } = 1 ; |𝑧| > |7|
𝑧−
7

𝑧 1 𝑧 1
Therefore, 𝑍𝑇{𝑓(𝑘) ∗ 𝑔(𝑘)} = 1 ; |𝑧| > |5| × 1 ; |𝑧| > |7|
𝑧− 𝑧−
5 7
𝑧 𝑧 1
= × ; |𝑧| > | |
1 1 5
𝑧− 𝑧−7
5
𝑧2 1
= ; |𝑧| > | |
1 1 5
(𝑧 − ) (𝑧 − 7)
5
𝑧2 1
= ; |𝑧| > | |
12 1 5
(𝑧 2 − 𝑧+ )
35 35

7. Find z [f(k) ∗ 9(k)] if f(k) = 4k ∙ u(k) and g(k) = 5k . u(k)

Solution:
𝑍𝑇{𝑓(𝑘) ∗ 𝑔(𝑘)} = 𝑍𝑇{𝑓(𝑘)} × 𝑍𝑇{𝑔(𝑘)}
= 𝑍𝑇{4k ∙ u(k)} × 𝑍𝑇{5k ∙ u(k)}
= 𝑍𝑇{4k ∙ u(k)} × 𝑍𝑇{5k ∙ u(k)}
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
𝑍𝑇[ak ; k ≥ 0]
−𝑘 k
= ∑𝑘=∞
𝑘=0 𝑧 a
𝑎 k
= ∑𝑘=∞
𝑘=0 (𝑧 )
𝑎 𝑎 2 𝑎 3
= 1 + (𝑧 ) + (𝑧 ) + (𝑧 ) + ⋯ + ⋯ ∞
1 𝑎
= 𝑎 ; |𝑧 | < 1
1−( )
𝑧
𝑧
= 𝑧−𝑎 ; |𝑎| < |𝑧|

𝑧
𝑍𝑇[ak ; k ≥ 0] = 𝑧−𝑎 ; |𝑧| > |𝑎|
𝑧
𝑍𝑇{4k ∙ u(k)} = 𝑧−4 ; |𝑧| > |4|
𝑧
𝑍𝑇{5k ∙ u(k)} = 𝑧−5 ; |𝑧| > |5|

𝑧 𝑧
Therefore, 𝑍𝑇{𝑓(𝑘) ∗ 𝑔(𝑘)} = 𝑧−4 ; |𝑧| > |4| + 𝑧−5 ; |𝑧| > |5|
𝑧 𝑧
= × ; |𝑧| > |5|
𝑧−4 𝑧−5
𝑧2
= ; |𝑧| > |5|
(𝑧 − 4)(𝑧 − 5)
𝑧2
= 2 ; |𝑧| > |5|
(𝑧 − 9𝑧 + 20)

8. Find Z-Transform and region of convergence of

5𝑘 , 𝑘 < 0
𝑓(𝑘) = {
3𝑘 , 𝑘 ≥ 0
Solution:
Since 𝑍𝑇[𝑓(𝑘)] = ∑𝑘=∞
𝑘=−∞ 𝑧
−𝑘
𝑓(𝑘)
k
= ∑𝑘=−1 𝑧 5 + ∑𝑘=0 𝑧 −𝑘 3k
𝑘=−∞ −𝑘 𝑘=∞

𝑧 −𝑘 3 k
= ∑𝑘=−∞
𝑘=−1 (5) + ∑𝑘=∞
𝑘=0 (𝑧 )
𝑧 𝑧 2 𝑧 3 3 3 2 3 3
= {( ) + ( ) + ( ) + ⋯ + ⋯ ∞} + {1 + ( ) + ( ) + ( ) + ⋯ + ⋯ ∞}
5 5 5 𝑧 𝑧 𝑧
𝑧 𝑧 𝑧 2 𝑧 3 1 𝑎
= (5) [1 + (5) + (5) + (5) + ⋯ + ⋯ ∞] + 𝑎 ; |𝑧 | < 1
1−( )
𝑧
𝑧 1 𝑧 𝑧
=5 𝑧 ; |5| < 1 + 𝑧−3 ; |𝑎| < |𝑧|
1−( )
5
𝑧 𝑧
= − 𝑧−5 ; |𝑧| < |5| + 𝑧−3 ; |𝑧| > |3|
𝑧 𝑧
= − 𝑧−5 + 𝑧−3 ; |3| < |𝑧| < |5|
−(𝑧−3)+(𝑧−5)
= 𝑧{ (𝑧−5)(𝑧−3)
} ; |3| < |𝑧| < |5|
 −2𝑧
= {𝑧 2−8𝑧+15 } ; |3| < |𝑧| < |5|

MODULE: -5 LPP
9. Using Simplex Method

Maximize 𝑍 = 6𝑥1 + 5𝑥2

Subject to 𝑥1 + 𝑥2 < 5
3𝑥1 + 2𝑥2 < 12
Solution:
Write in Standard form
𝑍 − 6𝑥1 − 5𝑥2 + 0 𝑠1 + 0 𝑠2 = 0
Subject to
𝑥1 + 𝑥2 + 𝑠1 + 0 𝑠2 = 5
3𝑥1 + 2𝑥2 + 0 𝑠1 + 𝑠2 = 12

Iteration: -1
𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 RHS Ratio
𝒁𝒋 -6 -5 0 0 0

𝒔𝟏 1 1 1 0 5 5
𝒔𝟐 3* 2 0 1 12 4 min

𝑹𝟐
Iteration: -2. 𝑹𝟐 = and 𝑹𝟏 = 𝑹𝟏 − 𝑹𝟐 and 𝒛𝑗 = 𝑧𝑗 + 6𝑹𝟐
𝟑
𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 RHS Ratio

𝒁𝒋 0 -1 0 2 24

𝒔𝟏 0 1/3* 1 -1/3 1 3 min

𝒙𝟏 1 2/3 0 1/3 4 6

1 𝑅 2
Iteration: -3. 𝑅1 = 1/3 𝑜𝑟 3𝑅1 and 𝑅2 = 𝑅2 − 3 𝑅1 and 𝑧𝑗 = 𝑧𝑗 + 𝑅1
𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 RHS Ratio
𝒁𝒋 0 0 3 1 27
𝒙𝟐 0 1 3 -1 3
𝒙𝟏 1 0 -2 1 2

𝑥1 = 2 & 𝑥2 = 3
𝑍 = 6(2) + 5(3) = 27
10. Solve the following LPP by Simplex method.
 Maximize, Z =3𝑥1 + 2𝑥2 + 5𝑥3
Subject to, 𝑥1 + 2𝑥2 + 𝑥3 ≤ 430
3𝑥1 + 2𝑥3 ≤ 460
𝑥1 + 4𝑥2 ≤ 420
𝑥1 , 𝑥2 , 𝑥3 ≥ 0.

Solution: Express the problem in standard form

z − 3x1 − 2x2 − 5x3 + 0s1 + 0s2 + 0s3 = 0
Subject to
x1 + 2x2 + x3 + s1 + 0s2 + 0s3 = 430
3x1 + 0x2 + 2x3 + 0s1 + s2 + 0s3 = 460
x1 + 4x2 + 0x3 + 0s1 + 0s2 + s3 = 420

Express in tabular form

Iteration: -1.
x1 x2 x3 s1 s2 s3 R. H. S Ratio
zj -3 -2 -5 0 0 0 0
s1 1 2 1 1 1 1 430 430/1=430
s2 3 0 2* 0 1 0 460 460/2=230 min
s3 1 4 0 0 0 1 420 Not Applicable

Iteration: -2. Applying R 2 = R 2 /2 Then R1 = R1 − R 2 and z𝑗 = 𝑧𝑗 + 5R 2

x1 x2 x3 s1 s2 s3 R. H. S Ratio
zj 9/2 -2 0 0 5/2 0 1150
s1 -1/2 2* 0 1 -1/2 0 200 200/2=100 min
x3 3/2 0 1 0 ½ 0 230 Not Applicable
s3 1 4 0 0 0 1 420 420/4=105

Iteration: -3. Applying R1 = R1 /2 Then R 3 = R 3 − 4R1 Then z𝑗 = 𝑧𝑗 + 2R1

x1 x2 x3 s1 s2 s3 R. H. S Ratio
zj 4 0 0 5 3/2 0 1350
x2 -1/4 1 0 ½ -1/4 0 100
x3 3/2 0 1 0 ½ 0 230
s3 2 0 0 -2 1 1 20

x1 = 0 , x2 = 100, x3 = 230
zmax = 3x1 + 2x2 + 5x3 = 3(0) + 2(100) + 5(230) = 1350
 11. Use Duality to solve the following LPP:
Max z = 2x1 + x2
Subject to 2x1 − x2 ≤ 2
x1 + x2 ≤ 4
x1 ≤ 3
x1 , x2 ≥ 0
Solution: The dual of above problem is
Minimize w = 2y1 + 4y2 + 3y3
Subject to 2y1 + y2 + y3 ≥ 2
−y1 + y2 + 0y3 ≥ 1
y1 , y2 , y3 ≥ 0
Express in standard form
w − 2y1 − 4y2 − 3y3 − 0s1 − 0s2 = 0
2y1 + y2 + y3 + s1 + 0s2 = 2
−y1 + y2 + 0y3 + 0s1 + s2 = 1
Express in tabular form
Iteration: -1.
y1 y2 y3 s1 s2 R. H. S Ratio
wj -2 -4 -3 0 0 0
0 s1 2 1 1 1 0 2 2/1=2
0 s2 -1 1* 0 0 1 1 1/1=1 min

Iteration: -2. Applying R1 = R1 − R 2 and z𝑗 = 𝑧𝑗 + 4R 2

y1 y2 y3 s1 s2 R. H. S Ratio
wj -6 0 -3 0 4 4
s1 3* 0 1 1 -1 1 1/3=1/3
y2 -1 1 0 0 1 1 Not
Applicable

1
Iteration: -3. Applying R1 = 3 R1 then R 2 = R 2 + R1 and z𝑗 = 𝑧𝑗 + 6R1
y1 y2 y3 s1 s2 R.H.S Ratio
wj 0 0 -1 2 2 6
y1 1 0 1/3* 1/3 -1/3 1/3 1/3/1/3=1
y2 0 1 1/3 1/3 2/3 4/3 4/3
=4
1/3
1
Iteration: -4. Applying R1 = 3R1 R 2 = R 2 − 3 R1 z𝑗 = 𝑧𝑗 + R1
y1 y2 y3 s1 s2 R.H.S Ratio
wj 3 0 0 3 1 7
y3 3 0 1 1 -1 1
y2 -1 1 0 0 1 1
y1 = 0 , y2 = 1, y3 = 1
 w = 2y1 + 4y2 + 3y3 = 2(0) + 4(1) + 3(1) = 7
12. Obtain the dual of following LPP.

Minimize, Z =𝑥1 − 3𝑥2 − 2𝑥3

Subject to, 3𝑥1 − 𝑥2 + 2𝑥3 ≤ 7
2𝑥1 − 4𝑥2 ≥ 12
−4𝑥1 + 3𝑥2 + 8𝑥3 = 10
𝑥1 , 𝑥2 ≥ 0 , 𝑥3 is unrestricted.
Solution:
• Since 𝑥3 is unrestricted
Thus, we have to write 𝑥3 = 𝑥3 ′ − 𝑥3 ′′
Z =𝑥1 − 3𝑥2 − 2(𝑥3 ′ − 𝑥3 ′′)
Subject to, 3𝑥1 − 𝑥2 + 2(𝑥3 ′ − 𝑥3 ′′) ≤ 7
2𝑥1 − 4𝑥2 ≥ 12
−4𝑥1 + 3𝑥2 + 8(𝑥3 ′ − 𝑥3 ′′) = 10
• Since Last constraints is in form of equality so, we have to write in form of inequality.
−4𝑥1 + 3𝑥2 + 8(𝑥3′ − 𝑥3′′ ) = 10
⇒ −4𝑥1 + 3𝑥2 + 8(𝑥3′ − 𝑥3′′ ) ≥ 10
& −4𝑥1 + 3𝑥2 + 8(𝑥3′ − 𝑥3′′ ) ≤ 10
• Since the objective function is of minimization type, the constraints should be " ≥ " type
𝑧 = 𝑥1 − 3𝑥2 − 2(𝑥3 ′ − 𝑥3 ′′)
Subject to
−3𝑥1 + 𝑥2 − 2(𝑥3′ − 𝑥3′′ ) ≥ −7
2𝑥1 − 4𝑥2 + 0((𝑥3′ − 𝑥3′′ )) ≥ 12
−4𝑥1 + 3𝑥2 + 8(𝑥3 ′ − 𝑥3 ′′) ≥ 10
4𝑥1 − 3𝑥2 − 8(𝑥3′ − 𝑥3′′ ) ≥ −10
• Now write dual form of LPP using 𝑦1 , 𝑦2 , 𝑦3′ & 𝑦3′′
𝑤 = −7𝑦1 + 12𝑦2 − 10𝑦3′ + 10𝑦3′′
Subject to
−3𝑦1 + 2𝑦2 − 4𝑦3′ + 4𝑦3′′ ≤ 1
𝑦1 − 4𝑦2 + 3𝑦3′ − 3𝑦3′′ ≤ −3
−2𝑦1 + 0𝑦2 + 8𝑦3′ − 8𝑦3′′ ≤ −2
2𝑦1 + 0𝑦2 − 8𝑦3′ + 8𝑦3′′ ≤ 2
• Since 𝑦3 = 𝑦3 ′ − 𝑦3 ′′ is unrestricted
𝑤 = −7𝑦1 + 12𝑦2 − 10(𝑦3′ − 𝑦3′′ )
Subject to
−3𝑦1 + 2𝑦2 − 4(𝑦3′ − 𝑦3′′ ) ≤ 1
𝑦1 − 4𝑦2 + 3(𝑦3′ − 𝑦3′′ ) ≤ −3
−2𝑦1 + 0𝑦2 + 8(𝑦3′ − 𝑦3′′ ) ≤ −2
2𝑦1 + 0𝑦2 − 8(𝑦3′ − 𝑦3′′ ) ≤ 2
• Replace 𝑦3′ − 𝑦3′′ = 𝑦3
Therefore, Dual is
𝑤 = −7𝑦1 + 12𝑦2 − 10𝑦3
Subject to
−3𝑦1 + 2𝑦2 − 4𝑦3 ≤ 1
𝑦1 − 4𝑦2 + 3𝑦3 ≤ −3
−2𝑦1 + 0𝑦2 + 8𝑦3 ≤ −2
2𝑦1 + 0𝑦2 − 8𝑦3 ≤ 2
Therefore, finally dual is
𝑤 = −7𝑦1 + 12𝑦2 − 10𝑦3
Subject to
−3𝑦1 + 2𝑦2 − 4𝑦3 ≤ 1
𝑦1 − 4𝑦2 + 3𝑦3 ≤ −3
−2𝑦1 + 8𝑦3 = −2

13. Solve the following LPP by Penalty method.

Minimize, 𝑧 = 2𝑥1 + 3𝑥2
Subject to, 𝑥1 + 𝑥2 ≥ 5
𝑥1 + 2𝑥2 ≥ 6
𝑥1 , 𝑥2 ≥ 0.

Solution: Convert minimization problem into maximization problem

Maximize z = −2x1 − 3x2
Subject to x1 + x2 ≥ 5
x1 + 2x2 ≥ 6

Now introducing slack and artificial variables and the penalties in objective function
Standard form is
z ′ = −2x1 − 3x2 − 0s1 − 0s2 − Ma1 − Ma2 … … (1)
x1 + x2 − s1 + 0s2 + a1 + 0a2 = 5 … … (2)
x1 + 2x2 + 0s1 − s2 + 0a1 + a2 = 6 … … (3)

Now eliminate −Ma1 & − Ma2 , multiply to eqn (2) and (3) by M and adding into eqn (1).
z ′ = −2x1 − 3x2 − 0s1 − 0s2 − Ma1 − Ma2
+𝑀x1 + Mx2 − Ms1 + 0s2 + Ma1 + 0a2 − 5M
𝑀x1 + 2Mx2 + 0s1 − Ms2 + 0a1 + Ma2 − 6M
′
z = (−2 + 2𝑀)x1 + (−3 + 3𝑀)x2 − 𝑀s1 − 𝑀s2 − 11𝑀
z ′ + (2 − 2𝑀)x1 + (3 − 3𝑀)x2 + 𝑀s1 + 𝑀s2 + 11𝑀 = 0

Iteration: -1
x1 x2 s1 s2 a1 a2 R. H. S Ratio
Zj 2-2M 3-3M M M 0 0 -11M
a1 1 1 -1 0 1 0 5 5/1=5
a2 1 2* 0 -1 0 1 6 6/2=3 min
Iteration: -2. Applying R 2 = R 2 /2 Then R1 = R1 − R 2 & Zj = Zj − (3 − 3M)R 2
x1 x2 s1 s2 a1 a2 R. H. S Ratio
Zj 1−𝑀 0 M 3−𝑀 0 - -9-2M
2 2
½* 2
𝑎1 0 -1 0 1 - 2 = 4 min
1/2
𝑥2 ½ 1 0 -1/2 0 - 3 3
=6
1/3
1
Iteration: -3. Applying R1 = 2R1 Then R 2 = R 2 − 2 R1 & Zj = Zj − (−9 − 2M)R1
x1 x2 s1 s2 a1 a2 R. H. S Ratio
Zj 0 0 - - -11
𝑥1 1 0 -2 0 - - 4
𝑥2 0 1 1 -1 - - 1

∴ x1 = 4 & x2 = 1
∴ z ′ = −2x1 − 3x2 = −2(4) − 3(1) = −11
𝑍 = 11
14. Solve the following LPP by Penalty method.
Minimize, 𝑧 = 2𝑥1 + 3𝑥2
Subject to, 𝑥1 + 𝑥2 ≥ 5
𝑥1 + 2𝑥2 ≥ 6
𝑥1 , 𝑥2 ≥ 0.

Solution: Convert minimization problem into maximization problem

Maximize z = −2x1 − 3x2
Subject to x1 + x2 ≥ 5
x1 + 2x2 ≥ 6

Now introducing slack and artificial variables and the penalties in objective function
Standard form is
z ′ = −2x1 − 3x2 − 0s1 − 0s2 − Ma1 − Ma2 … … (1)
x1 + x2 − s1 + 0s2 + a1 + 0a2 = 5 … … (2)
x1 + 2x2 + 0s1 − s2 + 0a1 + a2 = 6 … … (3)

Now eliminate −Ma1 & − Ma2 , multiply to eqn (2) and (3) by M and adding into eqn (1).
z ′ = −2x1 − 3x2 − 0s1 − 0s2 − Ma1 − Ma2
+𝑀x1 + Mx2 − Ms1 + 0s2 + Ma1 + 0a2 − 5M
𝑀x1 + 2Mx2 + 0s1 − Ms2 + 0a1 + Ma2 − 6M
z ′ = (−2 + 2𝑀)x1 + (−3 + 3𝑀)x2 − 𝑀s1 − 𝑀s2 − 11𝑀
z ′ + (2 − 2𝑀)x1 + (3 − 3𝑀)x2 + 𝑀s1 + 𝑀s2 + 11𝑀 = 0

Iteration: -1
x1 x2 s1 s2 a1 a2 R. H. S Ratio
 Zj 2-2M 3-3M M M 0 0 -11M
a1 1 1 -1 0 1 0 5 5/1=5
a2 1 2* 0 -1 0 1 6 6/2=3 min

Iteration: -2. Applying R 2 = R 2 /2 Then R1 = R1 − R 2 & Zj = Zj − (3 − 3M)R 2

x1 x2 s1 s2 a1 a2 R. H. S Ratio
Zj 1−𝑀 0 M 3−𝑀 0 - -9-2M
2 2
½* 2
𝑎1 0 -1 0 1 - 2 = 4 min
1/2
𝑥2 ½ 1 0 -1/2 0 - 33
=6
1/3
1
Iteration: -3. Applying R1 = 2R1 Then R 2 = R 2 − 2 R1 & Zj = Zj − (−9 − 2M)R1
x1 x2 s1 s2 a1 a2 R. H. S Ratio
Zj 0 0 - - -11
𝑥1 1 0 -2 0 - - 4
𝑥2 0 1 1 -1 - - 1

∴ x1 = 4 & x2 = 1
∴ z ′ = −2x1 − 3x2 = −2(4) − 3(1) = −11
𝑍 = 11

15. Solve the following LPP using the Dual Simplex method
Maximize z = −3x1 − 2x2
Subject to x1 + x2 ≥ 1
x1 + x2 ≤ 7
x1 + 2x2 ≥ 10
x2 ≤ 3
x1 , x2 ≥ 0

Solution: Express in minimization type convert≥ into ≤

Minimise z = 3x1 + 2x2
Subject to −x1 − x2 ≤ −1
x1 + x2 ≤ 7
−x1 − 2x2 ≤ −10
 x2 ≤ 3

Express in standard form

z − 3x1 − 2x2 + 0s1 + 0s2 + 0s3 + 0s4 = 0
−x1 − x2 + s1 + 0s2 + 0s3 + 0s4 = −1
x1 + x2 + 0s1 + s2 + 0s3 + 0s4 = 7
−x1 − 2x2 + 0s1 + 0s2 + s3 + 0s4 = 10
0x1 + x2 + 0s1 + 0s2 + 0s3 + s4 = 3

Iteration: -1
x1 x2 s1 s2 s3 s4 R. H. S
zj -3 -2 0 0 0 0 0
s1 -1 -1 1 0 0 0 -1
s2 1 1 0 1 0 0 7
s3 -1 -2* 0 0 1 0 -10 most negative
s4 0 1 0 0 0 1 3
3 −2
Ratio − −1 = 3 =1
−2

1
Iteration: -2. Applying R 3 = (− 2) R 3 Then R1 = R1 + R 3 , R 2 = R 2 − R 3 R 4 = R 4 − R 3 ,
zj = zj + 2R1
x1 x2 s1 s2 s3 s4 R. H. S
zj -2 0 0 0 -1 0 10
x1 -1/2 0 1 0 -1/2 0 4
s2 ½ 0 0 1 ½ 0 2
𝑥2 ½ 1 0 0 -1/2 0 5
*
s4 -1/2 0 0 0 ½ 1 -2 most
negative
Ratio 2 - - -
− =4
1
−2

R3 R3 R3
Iteration: -3. Applying R 4 = (−2)R 4 Then R1 = R1 + , R2 = R2 − , R3 = R3 −
2 2 2
zj = zj + 2R 4
x1 x2 s1 s2 s3 s4 R. H. S
 zj 0 0 0 0 -3 -4 18
x1 0 0 1 0 -1 -1 6
s2 0 0 0 1 1 1 0
𝑥2 0 1 0 1 -1 1 3
𝑥1 1 0 0 0 -1 -2 4
Ratio - - - -

x1 = 4, x2 = 3
zmax = −3x1 − 2x2
= −3(4) − 2(3)
zmax = −18

16. Solve the following LPP by Dual Simplex Method.

Minimize, Z =6𝑥1 + 𝑥2
Subject to, 2𝑥1 + 𝑥2 ≥ 3
𝑥1 − 𝑥2 ≥ 0
𝑥1 , 𝑥2 ≥ 0.
Solution: Express in minimization type convert ≥ into ≤
𝑧 = 6𝑥1 + 𝑥2
Subject to, −2𝑥1 − 𝑥2 ≤ −3
−𝑥1 + 𝑥2 ≤ 0
Write in Standard Form
𝑧 − 6𝑥1 − 𝑥2 + 0𝑠1 + 0𝑠2 = 0
Subject to,
−2𝑥1 − 𝑥2 + 𝑠1 + 0𝑠2 ≤ −3
−𝑥1 + 𝑥2 + 0𝑠1 + 𝑠2 ≤ 0
Iteration: -1.

x1 x2 s1 s2 R. H. S
zj -6 -1 0 0 0
s1 -2 -1* 1 0 -3 most negative
s2 -1 1 0 1 0
Ratio 6 1
− =3 − =1
−2 −1
Iteration: -2. Applying R1 = (−1)R1 Then R 2 = R 2 − R1 zj = zj + R1
x1 x2 s1 s2 R. H. S
zj -4 0 -1 0 3
 𝑥2 2 1 -1 0 3
s2 -3* 0 1 1 -3 most negative
Ratio 4 -
− = 1.33
−3

Iteration: -3. Applying R 2 = (−1/3)R 2 Then R1 = R1 − 2R 2 zj = zj + 4R 2

x1 x2 s1 s2 R. H. S
zj 0 0 -7/3 -4/3 7
𝑥2 0 1 -2/3 2/3 1
𝑥1 1 0 -1/3 -1/3 1
Ratio - - - -

𝑥1 = 1 𝑎𝑛𝑑 𝑥2 = 1
𝑧 = 6𝑥1 + 𝑥2 = 6 + 1 = 7

MODULE: -6 NLPP
17. Solve the following NLPP.

Optimize 𝑧 = 12𝑥1 + 8𝑥2 + 6𝑥3 − 𝑥1 2 − 𝑥2 2 − 𝑥3 2 − 23

Subject to, 𝑥1 + 𝑥2 + 𝑥3 = 10; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0.
Solution:
Let 𝑧 = 12𝑥1 + 8𝑥2 + 6𝑥3 − 𝑥1 2 − 𝑥2 2 − 𝑥3 2 − 23 and ℎ = 𝑥1 + 𝑥2 + 𝑥3 − 10
Let Lagrange's method of multipliers is
𝐿 = 𝑧 − 𝜆ℎ = 12𝑥1 + 8𝑥2 + 6𝑥3 − 𝑥1 2 − 𝑥2 2 − 𝑥3 2 − 23 − 𝜆(𝑥1 + 𝑥2 + 𝑥3 − 10)
Step-1: To find partial differentiation with respect 𝑥1 , 𝑥2 , 𝑥3 , 𝜆 and equate to zero.
𝜕𝐿
= 12 − 2𝑥1 − 𝜆 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= 8 − 2𝑥2 − 𝜆 = 0 … … (2)
𝜕𝑥2
𝜕𝐿
= 6 − 2𝑥3 − 𝜆 = 0 … … (3)
𝜕𝑥3
𝜕𝐿
= −(𝑥1 + 𝑥2 + 𝑥3 − 10) = 0 … … (4)
𝜕𝜆

Step: -2 Solve above equations and find values of 𝑥1 , 𝑥2 , 𝑥3 , 𝜆

12−𝜆
From (1) ⇒ 𝑥1 = 2
8−𝜆
From (2) ⇒ 𝑥2 =
2
 6−𝜆
From (3) ⇒ 𝑥3 = 2
12−𝜆 8−𝜆 6−𝜆
Put values of x1 , x2 , x3 𝑖𝑛 (4) ⇒ 2 + 2 + 2 = 10
⇒ 12 − 𝜆 + 8 − 𝜆 + 6 − 𝜆 = 20
⇒ 26 − 3𝜆 = 20
⇒ 26 − 20 = 3𝜆
⇒𝜆=2
12 − 𝜆 12 − 2
∴ 𝑥1 = = =5
2 2
8−𝜆 8−2
𝑥2 = = =3
2 2
6−𝜆 6−2
𝑥3 = = =2
2 2
Step: -3. Check Whether 𝑧 is maximum or minimum with help of Hessian Matrix.
𝜕ℎ 𝜕ℎ 𝜕ℎ
𝜕ℎ 𝜕ℎ 0
0 … 𝜕𝑥1 𝜕𝑥2 𝜕𝑥3
𝜕𝑥1 𝜕𝑥2
𝜕ℎ 0 1 1 1
𝜕ℎ 𝐿11 𝐿12 𝐿13
𝐿11 𝐿12 … = = [1 −2 0 0 ]
𝜕𝑥1
𝐻𝑛 = 𝜕𝑥1
𝜕ℎ
𝜕ℎ 𝐿21 𝐿22 𝐿23 1 0 −2 0
𝐿21 𝐿22 … 𝜕𝑥2 1 0 0 −2
𝜕𝑥2
𝜕ℎ
[: : :] 𝐿31 𝐿32 𝐿33 ]
[𝜕𝑥3
𝜕2𝐿
Where 𝐿𝑖𝑗 = 𝜕𝑥 𝜕𝑥
𝑖 𝑗
𝐻𝑛−1 =Eleminate last row and last column for 𝐻𝑛 .
0 1 1
𝐻𝑛−1 = [1 −2 0 ]
1 0 −2
Step: -4. Find ∆𝑛−1 = |𝐻𝑛−1 | and ∆𝑛 = |𝐻𝑛 |

0 1 1
∆𝑛−1 = |𝐻𝑛−1 | = |1 −2 0 | = 4
1 0 −2
0 1 1 1
and ∆𝑛 = |𝐻𝑛 | = |1 −2 0 0 |
1 0 −2 0
1 0 0 −2
Applying 𝑐4 = 𝑐4 + 2𝑐1
0 1 1 1 1 1 1
1 −2 0 2 1+4
∆𝑛 = |𝐻𝑛 | = | | = 1(−1) |−2 0 2| = −12
1 0 −2 2
0 −2 2
1 0 0 0
Decision: Since Sign of ∆𝑛−1 and ∆𝑛 are opposite then 𝑧 is maximum
∴ 𝑍𝑚𝑎𝑥 = 12(5) + 8(3) + 6(2) − (5)2 − (3)2 − (2)2 − 23 = 35

18. Using Lagrange's method of multipliers solve the NLPP, Optimize

z = 4x1 + 8x2 − x12 − x22 subjected to x1 + x2 = 4, x1 , x2 ≥ 0 .

Solution:
Let 𝑧 = 4x1 + 8x2 − x12 − x22 and ℎ = 𝑥1 + 𝑥2 − 4
Let Lagrange's method of multipliers is
𝐿 = 𝑧 − 𝜆ℎ = 4x1 + 8x2 − x12 − x22 − 𝜆(𝑥1 + 𝑥2 − 4)
Step-1: To find partial differentiation with respect 𝑥1 , 𝑥2 , 𝑥3 , 𝜆 and equate to zero.
𝜕𝐿
= 4 − 2𝑥1 − 𝜆 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= 8 − 2𝑥2 − 𝜆 = 0 … … (2)
𝜕𝑥2
𝜕𝐿
= −(𝑥1 + 𝑥2 − 4) = 0 … … (3)
𝜕𝜆

Step: -2 Solve above equations and find values of 𝑥1 , 𝑥2 , 𝑥3 , 𝜆

4−𝜆
From (1) ⇒ 𝑥1 = 2
8−𝜆
From (2) ⇒ 𝑥2 = 2
4−𝜆 8−𝜆
Put values of x1 , x2 , x3 𝑖𝑛 (3) ⇒ + 2 =4
2
⇒ 4−𝜆+8−𝜆 =8
⇒ 12 − 2𝜆 = 8
⇒ 12 − 8 = 2𝜆
⇒𝜆=2
4−𝜆 4−2
∴ 𝑥1 = = =1
2 2
8−𝜆 8−2
𝑥2 = = =3
2 2
Step: -3. Check Whether 𝑧 is maximum or minimum with help of Hessian Matrix.
𝜕ℎ 𝜕ℎ
0 𝜕𝑥 … 0 𝜕𝑥
𝜕ℎ 𝜕ℎ
1 𝜕𝑥2
1 𝜕𝑥 2
𝜕ℎ 0 1 1
𝐻𝑛 = 𝜕𝑥1 𝐿 11 𝐿12 … 𝜕ℎ
= 𝜕𝑥 𝐿11 𝐿12 = [1 −2 0 ]
1
𝜕ℎ 1 0 −2
𝐿 21 𝐿 22 … 𝜕ℎ
𝐿21 𝐿22 ]
𝜕𝑥2 [
[: 𝜕𝑥
: :] 2

𝜕2𝐿
Where 𝐿𝑖𝑗 = 𝜕𝑥 𝜕𝑥
𝑖 𝑗
𝐻𝑛−1 =Eleminate last row and last column for 𝐻𝑛 .
0 1
𝐻𝑛−1 = [ ]
1 −2
Step: -4. Find ∆𝑛−1 = |𝐻𝑛−1 | and ∆𝑛 = |𝐻𝑛 |

0 1
∆𝑛−1 = |𝐻𝑛−1 | = | | = −1
1 −2
0 1 1
and ∆𝑛 = |𝐻𝑛 | = |1 −2 0 | = 4
1 0 −2
Decision: Since Sign of ∆𝑛−1 and ∆𝑛 are opposite then 𝑧 is maximum
∴ 𝑍𝑚𝑎𝑥 = 4(1) + 8(3) − (1)2 − (3)2 = 18
 19. Using method of Lagrange’s multipliers, solve the following NLPP

Maximize 𝑧 = 6x1 + 8x2 − x12 − x22

Subject to 4x1 + 3x2 = 16

3x1 + 5x2 = 15

x1 , x2 ≥ 0
Solution:
Let 𝑧 = 6x1 + 8x2 − x21 − x22 and

ℎ1 = 4x1 + 3x2 − 16 = 0

ℎ2 = 3x1 + 5x2 − 15 = 0

Let Lagrange's method of multipliers is

𝐿 = 𝑧 − 𝜆1 ℎ1 − 𝜆2 ℎ2 = 6x1 + 8x2 − x12 − x22 − 𝜆1 (4x1 + 3x2 − 16) − 𝜆2 (3x1 + 5x2 − 15)
Step-1: To find partial differentiation with respect 𝑥1 , 𝑥2 , 𝜆1 & 𝜆2 and equate to zero.
𝜕𝐿
= 6 − 2𝑥1 − 4𝜆1 − 3𝜆2 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= 8 − 2𝑥2 − 3𝜆1 − 5𝜆2 = 0 … … (2)
𝜕𝑥2
𝜕𝐿
= −(4x1 + 3x2 − 16) = 0 … … (3)
𝜕𝜆1
𝜕𝐿
= −(3x1 + 5x2 − 15) = 0 … … (4)
𝜕𝜆2

Step: -2 Solve above equations and find values of 𝑥1 , 𝑥2 , 𝜆1 & 𝜆2

From (3) ⇒ 4x1 + 3x2 = 16
From (4) ⇒ 3x1 + 5x2 = 15
35 12
x1 = 11 & x2 = 11
35
From (1) ⇒ 4𝜆1 + 3𝜆2 = 6 − 2 (11)
12
From (2) ⇒ 3𝜆1 + 5𝜆2 = 8 − 2 (11)
212 268
𝜆1 = − 121 & 𝜆2 = 121

Step: -3. Check Whether 𝑧 is maximum or minimum with help of Hessian Matrix.
 𝜕ℎ1 𝜕ℎ1
0 0 …
𝜕𝑥1 𝜕𝑥2
𝜕ℎ2 𝜕ℎ2
0 0 …
𝜕𝑥1 𝜕𝑥2
𝐻𝑛 = 𝜕ℎ1 𝜕ℎ2
𝜕𝑥1 𝜕𝑥1 𝐿11 𝐿12 …
𝜕ℎ1 𝜕ℎ2 𝐿21 𝐿22 …
𝜕𝑥2 𝜕𝑥2 : : …
[ : : ]
𝜕ℎ1 𝜕ℎ1
0 0 𝜕𝑥1 𝜕𝑥2
𝜕ℎ2 𝜕ℎ2
0 0 𝜕𝑥1 𝜕𝑥2
= 𝜕ℎ1 𝜕ℎ2
𝜕𝑥1 𝜕𝑥1 𝐿11 𝐿12
𝜕ℎ1 𝜕ℎ2 𝐿21 𝐿22
[𝜕𝑥2 𝜕𝑥2 ]
0 0 4 3
= [0 0 3 5 ]
4 3 −2 0
3 5 0 −2

Step: -4. Find ∆𝑛 = |𝐻𝑛 |

0 0 4 3
∆𝑛 = |𝐻𝑛 | = | 0 0 3 5 |
4 3 −2 0
3 5 0 −2
Applying 𝑐3 = 3𝑐3 − 4𝑐3
0 0 0 3 0 0 −11
∆𝑛 = |𝐻𝑛 | = |0 0 −11 5 | = 3(−1)1+4 |4 3 −6 | = 363
4 3 −6 0
3 5 8
3 5 8 −2

Decision: Since Sign ∆𝑛 is positive then 𝑧 is minimum

35 12 35 2 12 2 1997
∴ 𝑍𝑚𝑖𝑛 = 6 (11) + 8 (11) − (11) − (11) = 121

20. Solve the following NLPP.

Optimize 𝑧 = 4𝑥1 + 9𝑥2 − 𝑥1 2 − 𝑥2 2

Subject to, 4𝑥1 + 3𝑥2 = 15
3𝑥1 + 5𝑥2 = 14
𝑥1 , 𝑥2 ≥ 0.
Solution:
Let 𝑧 = 4x1 + 9x2 − x21 − x22 and

ℎ1 = 4x1 + 3x2 − 15 = 0

ℎ2 = 3x1 + 5x2 − 14 = 0
Let Lagrange's method of multipliers is
𝐿 = 𝑧 − 𝜆1 ℎ1 − 𝜆2 ℎ2 = 4x1 + 9x2 − x12 − x22 − 𝜆1 (4x1 + 3x2 − 15) − 𝜆2 (3x1 + 5x2 − 14)
Step-1: To find partial differentiation with respect 𝑥1 , 𝑥2 , 𝜆1 & 𝜆2 and equate to zero.
𝜕𝐿
= 4 − 2𝑥1 − 4𝜆1 − 3𝜆2 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= 9 − 2𝑥2 − 3𝜆1 − 5𝜆2 = 0 … … (2)
𝜕𝑥2
𝜕𝐿
= −(4x1 + 3x2 − 15) = 0 … … (3)
𝜕𝜆1
𝜕𝐿
= −(3x1 + 5x2 − 14) = 0 … … (4)
𝜕𝜆2

Step: -2 Solve above equations and find values of 𝑥1 , 𝑥2 , 𝜆1 & 𝜆2

From (3) ⇒ 4x1 + 3x2 = 15
From (4) ⇒ 3x1 + 5x2 = 14
x1 = 3 & x2 = 1
From (1) ⇒ 4𝜆1 + 3𝜆2 = 4 − 2(3)
From (2) ⇒ 3𝜆1 + 5𝜆2 = 9 − 2(1)
31 34
𝜆1 = − 11 & 𝜆2 = 11

Step: -3. Check Whether 𝑧 is maximum or minimum with help of Hessian Matrix.
𝜕ℎ1 𝜕ℎ1
0 0 …
𝜕𝑥1 𝜕𝑥2
𝜕ℎ2 𝜕ℎ2
0 0 …
𝜕𝑥1 𝜕𝑥2
𝐻𝑛 = 𝜕ℎ1 𝜕ℎ2
𝜕𝑥1 𝜕𝑥1 𝐿11 𝐿12 …
𝜕ℎ1 𝜕ℎ2 𝐿21 𝐿22 …
𝜕𝑥2 𝜕𝑥2 : : …
[ : : ]
𝜕ℎ1 𝜕ℎ1
0 0 𝜕𝑥1 𝜕𝑥2
𝜕ℎ2 𝜕ℎ2
0 0 𝜕𝑥1 𝜕𝑥2
= 𝜕ℎ1 𝜕ℎ2
𝜕𝑥1 𝜕𝑥1 𝐿11 𝐿12
𝜕ℎ1 𝜕ℎ2 𝐿21 𝐿22
[𝜕𝑥2 𝜕𝑥2 ]
0 0 4 3
= [0 0 3 5 ]
4 3 −2 0
3 5 0 −2

Step: -4. Find ∆𝑛 = |𝐻𝑛 |

 0 0 4 3
∆𝑛 = |𝐻𝑛 | = |0 0 3 5 |
4 3 −2 0
3 5 0 −2
Applying 𝑐3 = 3𝑐3 − 4𝑐3
0 0 0 3 0 0 −11
∆𝑛 = |𝐻𝑛 | = |0 0 −11 5 | = 3(−1)1+4 |4 3 −6 | = 363
4 3 −6 0
3 5 8
3 5 8 −2

Decision: Since Sign ∆𝑛 is positive then 𝑧 is minimum

∴ 𝑍𝑚𝑖𝑛 = 4(3) + 9(1) − (3)2 − (1)2 = 11

21. Use the Kuhn-Tucker conditions to solve the following N.L.P.P.

Maximize z = 2x12 − 7x22 + 12x1 x2

Subject to 2x1 + 5x2 ≤ 98
x1 , x2 ≥ 0 .
Solution:
Let z = 2x12 − 7x22 + 12x1 x2
Subject to h = 2x1 + 5x2 − 98

Write expression of 𝐿 = 𝑧 − 𝜆ℎ = 2x12 − 7x22 + 12x1 x2 − 𝜆( 2x1 + 5x2 − 98)

Kuhn Tucker conditions for maxima are:

𝜕𝐿
= 4𝑥1 + 12x2 − 2𝜆 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= −14𝑥2 + 12x1 − 5𝜆 = 0 … … (2)
𝜕𝑥2

𝜆ℎ = 0 ⇒ 𝜆(2x1 + 5x2 − 98) = 0 … … (3)

Case: -1. Let 𝝀 = 𝟎
Equation (3) is vanished and equation (1) and (2) becomes
4𝑥1 + 12x2 = 0 … … (1)
−14𝑥2 + 12x1 = 0 … … (2)
After solving we get
x1 = 0 𝑎𝑛𝑑 x2 = 0
Now check feasibility of solution
i) x1 , x2 ≥ 0 .

ii) 2x1 + 5x2 ≤ 98 ⇒ 2(0) + 5(0) ≤ 98 ⇒ 0 ≤ 98

Since Above both the conditions are satisfied

Therefore, Solution is feasible.
Therefore, 𝑍𝑚𝑎𝑥 = 2(0)2 − 7(0)2 + 12(0)(0) = 0
Case: -2. Let 𝝀 ≠ 𝟎
Equation (1) (2) and (3) becomes
4𝑥1 + 12x2 − 2𝜆 = 0 … … (1)
12x1 − 14𝑥2 − 5𝜆 = 0 … … (2)
2x1 + 5x2 − 98 = 0 … … (3)
After solving above equations, we get
𝑥1 = 44
𝑥2 = 2
𝜆 = 100
Now check feasibility of solution
i) x1 , x2 ≥ 0 .

ii) 2x1 + 5x2 ≤ 98 ⇒ 2(44) + 5(2) ≤ 98 ⇒ 98 ≤ 98

Since Above both the conditions are satisfied

Therefore, Solution is feasible.
Therefore, 𝑍𝑚𝑎𝑥 = 2(44)2 − 7(2)2 + 12(44)(2) = 4900
22. Solve the following NLPP using Kuhn-Tucker method.
Maximize 𝑧 = 10𝑥1 + 4𝑥2 − 2𝑥1 2 − 𝑥2 2
Subject to, 2𝑥1 + 𝑥2 ≤ 5
𝑥1 , 𝑥2 ≥ 0.
Solution:
Let z = 10𝑥1 + 4𝑥2 − 2𝑥1 2 − 𝑥2 2
Subject to h = 2𝑥1 + 𝑥2 − 5 ≤ 0

Write expression of 𝐿 = 𝑧 − 𝜆ℎ = 10𝑥1 + 4𝑥2 − 2𝑥1 2 − 𝑥2 2 − 𝜆( 2𝑥1 + 𝑥2 − 5)

Kuhn Tucker conditions for maxima are:

𝜕𝐿
= 10 − 4x1 − 2𝜆 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= 4 − 2x2 − 𝜆 = 0 … … (2)
𝜕𝑥2

𝜆ℎ = 0 ⇒ 𝜆(2𝑥1 + 𝑥2 − 5) = 0 … … (3)
Case: -1. Let 𝝀 = 𝟎
Equation (3) is vanished and equation (1) and (2) becomes
10 − 4x1 = 0 … … (1)
4 − 2x2 = 0 … … (2)
After solving we get
x1 = 2.5 𝑎𝑛𝑑 x2 = 2
Now check feasibility of solution
i) x1 , x2 ≥ 0 .

ii) 2𝑥1 + 𝑥2 ≤ 5 ⇒ 2(2.5) + (2) ≤ 5 ⇒ 7 ≤ 5

Since condition (ii) are not satisfied

Therefore, Solution is infeasible.
Case: -2. Let 𝝀 ≠ 𝟎
Equation (1) (2) and (3) becomes
10 − 4x1 − 2𝜆 = 0 … … (1)
4 − 2x2 − 𝜆 = 0 … … (2)
2𝑥1 + 𝑥2 − 5 = 0 … … (3)
After solving above equations, we get
11
𝑥1 = 6
4
𝑥2 = 3
4
𝜆=3
Now check feasibility of solution
i) x1 , x2 ≥ 0 .
11 4
ii) 2𝑥1 + 𝑥2 ≤ 5 ⇒ 2 ( 6 ) + (3) ≤ 5 ⇒ 5 ≤ 5

Since Above both the conditions are satisfied

Therefore, Solution is feasible.
11 4 11 2 4 2 91
Therefore, 𝑍𝑚𝑎𝑥 = 10 ( 6 ) + 4 (3) − 2 ( 6 ) − (3) = 6

23. Solve the following NLPP using Kuhn-Tucker method.

Maximize 𝑧 = 2𝑥1 2 − 7𝑥2 2 − 16𝑥1 + 2𝑥2 + 12𝑥1 𝑥2 + 7
Subject to, 2𝑥1 + 5𝑥2 ≤ 105.
𝑥1 , 𝑥2 ≥ 0.
Solution:
Let z = 2𝑥1 2 − 7𝑥2 2 − 16𝑥1 + 2𝑥2 + 12𝑥1 𝑥2 + 7
Subject to h = 2𝑥1 + 5𝑥2 − 105 ≤ 0

Write expression of
𝐿 = 𝑧 − 𝜆ℎ = 2𝑥1 2 − 7𝑥2 2 − 16𝑥1 + 2𝑥2 + 12𝑥1 𝑥2 + 7 − 𝜆( 2𝑥1 + 5𝑥2 − 105)
Kuhn Tucker conditions for maxima are:
𝜕𝐿
= 4x1 − 16 + 12𝑥2 − 2𝜆 = 0 … … (1)
𝜕𝑥1
𝜕𝐿
= −14x2 + 2 + 12𝑥1 − 5𝜆 = 0 … … (2)
𝜕𝑥2

𝜆ℎ = 0 ⇒ 𝜆(2𝑥1 + 5𝑥2 − 105) = 0 … … (3)

Case: -1. Let 𝝀 = 𝟎
Equation (3) is vanished and equation (1) and (2) becomes
4x1 − 16 + 12𝑥2 = 0 … … (1)
−14x2 + 2 + 12𝑥1 = 0 … … (2)
After solving we get
x1 = 1 𝑎𝑛𝑑 x2 = 1
Now check feasibility of solution
iii) x1 , x2 ≥ 0 .

iv) 2𝑥1 + 5𝑥2 ≤ 105 ⇒ 2(1) + 5(1) ≤ 105 ⇒ 7 ≤ 105

Since Above both the conditions are satisfied

Therefore, Solution is feasible.
𝑧𝑚𝑎𝑥 = 2(1)2 − 7(1)2 − 16(1) + 2(1) + 12(1)(1) + 7 = 0
Case: -2. Let 𝝀 ≠ 𝟎
Equation (1) (2) and (3) becomes
4x1 − 16 + 12𝑥2 − 2𝜆 = 0 … … (1)
−14x2 + 2 + 12𝑥1 − 5𝜆 = 0 … … (2)
2𝑥1 + 5𝑥2 − 105 = 0 … … (3)
After solving above equations, we get
𝑥1 = 45
𝑥2 = 3
𝜆 = 100
Now check feasibility of solution
i) x1 , x2 ≥ 0 .

ii) 2𝑥1 + 5𝑥2 ≤ 105 ⇒ 2(45) + 5(3) ≤ 105 ⇒ 105 ≤ 105

Since Above both the conditions are satisfied

Therefore, Solution is feasible.
Therefore, 𝑧𝑚𝑎𝑥 = 2(45)2 − 7(3)2 − 16(45) + 2(3) + 12(45)(3) + 7 = 4900