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TUTORIAL WORKBOOK

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23MT2004 - MATHEMATICAL PROGRAMMING
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 TUTORIAL WORKBOOK

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STUDENT NAME
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REG.NO
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YEAR
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SEMESTER
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SECTION
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FACULTY
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Mathematical Programming

ORGANISATION OF STUDENT TUTORIAL WORKBOOK

The Tutorial framework includes a creative element but shifts the time-intensive aspects outside
of the One-Hour closed Tutorial period. Within this structure, each Tutorial includes three parts:
Pre-Tutorial, In-Tutorial, Post-Tutorial.

a Pre-Tutorial: Pre-tutorials help students in obtaining a mathematical model for a real-

life problems and familiarize themselves with the content and structure of the upcoming
tutorial.

b In-Tutorial: The In-Tutorial section takes place during the actual Tutorial period. The
First hour of the Tutorial period can be used to resolve any problems the students might
have experienced. The intent is to give constructive feedback so that students leave the Tu-
torial hour with working and solving problems - a significant accomplishment on their part.

c Post-Tutorial: The last phase of each Tutorial is a homework assignment that is done fol-
lowing the Tutorial period. In the Post-Tutorial, students analyze the efficiency or utility of

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a given system call. Each Post-Tutorial exercise should take roughly 120 minutes to com-
plete.

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 2024-25 ODD SEMESTER TUTORIAL CONTINUOUS EVALUATION

SL.NO DATE TUTORIAL TITLE PRE- IN- POST- VIVA- TOTAL FACULTY
TUTORIAL TUTORIAL TUTORIAL VOCE (5M) (50M) SIGNA-
(10M) (20M) (15M) TURE

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1 Formulation of LPP and Graphical Method

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2 Simplex Method and Principle of Duality

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3 Transportation Problem

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4 Gomory’s Cut-plane Method

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5 Branch and Bound Method

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6 Dynamic Programming

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7 Quadratic Optimization using Wolfe’s method

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8 Quadratic Optimization using Beale’s Method

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9 Geometric Programming Problem

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10 Ant Colony Optimization (ACO)

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11 Particle Swarm Optimization (PSO)

12 Genetic Algorithm
Contents

1 Formulation of LPP 7
1.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

o n
1.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

ti
1.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

da
2 Solving LPP 23

un
2.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

Fo
2.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

l
3 Transportation problem
na 43
io
3.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
t
3.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
ca

3.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
du

4 Gomory’s Method 53
E

4.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
ah

4.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
4.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
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hm

5 Branch and Bound Method 61

5.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
ks

5.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
5.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
La

6 Dynamic Programming 71
u

6.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
er

6.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
on

6.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
K

7 Quadratic Optimization - I 79
7.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
7.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
7.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82

8 Quadratic Optimization-II 83
8.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
8.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
8.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86

5
Mathematical Programming CONTENTS

9 Geometric Programming 89
9.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
9.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
9.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92

10 Ant Colony Optimization 95

10.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
10.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
10.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

11 Particle Swarm Optimization 101

11.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
11.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
11.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

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12 Genetic Algorithm 109

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12.1 PRE-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

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12.2 IN-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
12.3 POST-TUTORIAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

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Tutorial 1

Formulation of Linear Programming

Problem (LPP) and Graphical
method

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Date of the Session: . . . . . . . . . . . . . . . . . .

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Learning outcomes:
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• Understanding the process of formulating a given problem in linear form.
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• This requires defining the decision variables of the problem, establishing inter-relationship
u

between them and formulating the objective function and constraints.

Ed

• Understanding the process of solving a given LPP using graphs will be discussed.
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1.1 PRE-TUTORIAL
h m

1. What is Linear Programming Problem (LPP)?

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2. Define the following terminology in LPP:

(a) Objective function

(b) Constraints

7
Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

(c) Decision variables

(d) Non-Negativity Conditions

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3. Enumerate the steps involved in Formulation of LPP.

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

4. Which type of L.P.P. can be solved using graphical method?

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

1.2 IN-TUTORIAL
1. A hotel has requested a manufacturer to produce pants and jackets for their boys. For
materials, the manufacturer has 750m2 of cotton textile and 1000m2 of silk. Every pair of
pants (1 unit) needs 2m2 of silk and 1m2 of cotton. Every jacket needs 1.5m2 of cotton and
1m2 of silk. The price of the pants is fixed at $50 and the jacket, $40. What is the number of
pants and jackets that the manufacturer must give to the hotel so that these items obtain a
maximum sale? Formulate the problem using mathematical modeling of LPP and define the
objective function?
Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

2. A transport company has two types of trucks, Type A and Type B. Type A has refrigerated
capacity of 20m3 and a non-refrigerated capacity of 40m3 while Type B has refrigerated ca-
pacity of 30m3 and non-refrigerated capacity of 30m3 . A grocer needs to hire trucks for the
transport of 3000m3 of refrigerated stock and 4000m3 of non-refrigerated stock. The cost per
kilometer of a Type A is $30 and $40 for Type B. How many trucks of each type should the
grocer rent to achieve the minimum total cost? Formulate the problem using mathematical
modeling of LPP and define the objective function?
Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

3. A hotel has requested a manufacturer to produce pillows and blankets for their room service.
For materials, the manufacturer has 750m2 of cotton textile and 1000m2 of silk. Every pillow
needs 2m2 of cotton and 1m2 of silk. Every blanket needs 2m2 of cotton and 5m2 of silk.
The price of the pillow is fixed at $5 and the blanket is fixed at $10.What is the number of
pillows and blankets that the manufacturer must give to the hotel so that these items obtain
a maximum sale? Formulate and Solve using Python.
Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

4. An Industry makes two items of P and Q by using two devices X and Y. Processing time
requires 50 hrs for item P on device X and 30 hrs requires on device Y. Processing time
requires 24 hrs for item Q on device X and 33 hrs requires on device Y. At starting of the
current week, 30 pieces of A and 90 pieces of B are available. Processing time that is available
on device X is predict to be 40 hrs and on device Y is predict to be 35 hrs. Demand for P
in the current week is predict to be 75 pieces and for Q is predict to be 95 pieces. Industry
policy is to maximize the combined sum of the pieces of P and the pieces of Q in stock at the
end of the week. Formulate the problem of deciding how much of each item to make in the
current week as a linear program. Obtain the solution using graphical method.
Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

5. Consider the following linear programming problem

Maximize: P = 7x + 12y
2x + 3y ≤ 6
3x + 7y ≤ 12

Obtain the solution using graphical method.

Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

1.3 POST-TUTORIAL
1. What are the Advantages of Linear Programming Problem?
Solution:

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2. Applications of Linear Programming.

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Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

3. A company owns two flour mills viz. A and B, which have different production capacities
for high, medium and low-quality flour. The company has entered a contract to supply
flour to a firm every month with at least 8, 12 and 24 quintals of high, medium and low
quality respectively. It costs the company Rs.2000 and Rs.1500 per day to run mill A and B
respectively. On a day, Mill A produces 6, 2 and 4 quintals of high, medium and low-quality
flour, Mill B produces 2, 4 and 12 quintals of high, medium and low-quality flour respectively.
How many days per month should each mill be operated in order to meet the contract order
most economically? Formulate the LPP.
Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

4. An advertising company plans its advertising strategy in three different media- television,
radio and magazines. Following data have been obtained from market survey: The com-

Television Radio Magazine I Magazine

II
Cost of an advertising
Rs. 30,000 Rs. 20,000 Rs. 15,000 Rs. 10,000
unit
No. of potential cus-
tomers reached per 2,00,000 6,00,000 1,50,000 1,00,000
unit
No. of female cus-
tomers reached per 1,50,000 4,00,000 70,000 50,000
unit

pany wants to spend no more than Rs. 4,50,000 on advertising. Following are the set of
requirements that must be met:

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(a) At least 1 million exposures take place among female customers.

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(b) Advertising on magazines be limited to Rs. 1,50,000.

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(c) The number of advertising units on television and radio should each be between 5 and

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10.

Formulate the LPP.

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Solution:
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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

5. A cabinet maker makes benches and desks. Each bench can be sold for a profit of $30 and
each desk for a profit of $10. The cabinetmaker can afford to spend up to 40 hrs per week
working and takes 6 hrs to make a bench and 3 hrs to make a desk. Customer demand
requires that he makes at least 3 times as many desks as benches. Benches take up 4 times as
much storage space as desks and there is room for at most four benches each week. Formulate
this problem as a linear programming problem and solve it graphically.

Solution:

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Mathematical Programming TUTORIAL 1. FORMULATION OF LPP

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Tutorial 2

Simplex method and Principle of

Duality

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Date of the Session: . . . . . . . . . . . . . . . . . .

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Learning outcomes:

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• Understanding the key terms: feasible solution, feasible region and optimal solution.
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• Understanding the limitations of graphical method and introduce the Simplex algorithm.
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• Understand that an LPP consists of more number of constraints as compared to number of

Ed

decision variables.
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• Understanding the computational procedure can be considerably reduced by converting the

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LPP into a form called as DUAL and then solving it.

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2.1 PRE-TUTORIAL
u
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1. Which type of L.P.P. can be solved using Simplex method?

on
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Mathematical Programming TUTORIAL 2. SOLVING LPP

2. What do you mean by feasible region, feasible solution and optimal solution?

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3. State the general rules for formulating a dual LPP from its primal?
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Mathematical Programming TUTORIAL 2. SOLVING LPP

2.2 IN-TUTORIAL
1. Consider the following linear programming problem

Maximize: P = 7x + 12y
2x + 3y ≤ 6
3x + 7y ≤ 12

Set up the Initial Simplex Tableau and obtain the solution.

Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

2. Find the dual problem for the given LPP model.

Minimize : C = 5x1 + 2x2

Subject to : x1 + 3x2 ≥ 15,
2x1 + x2 ≥ 20,
x1 , x2 ≥ 0

Solution:

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3. State the dual for the following LPP and hence solve LPP.
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Minimize : C = 21x1 + 50x2

u

Subject to : 2x1 + 5x2 ≥ 12,

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3x1 + 7x2 ≥ 17,

on

x1 , x2 ≥ 0
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Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

4. A XYZ company is hired by a retailer to transport goods from its store rooms in A and B
to its outlet stores in C and D. The XYZ company is contracted to deliver 30 vehicles each
month to deliver goods. The company determines that it will need to send at least 12 of the
vehicles to the ’C’ location and at least 13 vehicles to the ’D’ location. At least 15 vehicles
can come from the A storeroom and at least 20 vehicles can come from the ’B’. The truck
company wants to minimize the number of miles placed on its trucks. How many trucks
should the send out from each location and to which outlets should they send them?

A B
C 24 ml 31 ml
D 20 ml 38 ml

Formulate its dual and solve the LPP.

Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

2.3 POST-TUTORIAL
1. Solve LPP using the simplex method.

Maximize: Z = 3x1 + 5x2

Subject to:
3x1 + 2x2 ≤ 18
x1 ≤ 4
2x2 ≤ 12
x1 , x2 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

2. Find its dual and obtain the optimal solution for minimization problem.

Minimize : C = 16x1 + 8x2 + 4x3

Subject to : 3x1 + 2x2 + 2x3 ≥ 16,
4x1 + 3x2 + x3 ≥ 14,
5x1 + 3x2 + x3 ≥ 12,
x1 , x2 , x3 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

3. A producer of Healthy food makes two important and secret ingredients that goes into their
human food, named as a Healthy Man and Common Man. Each kg of Healthy Man contains
300 g of vitamins, 400 g of protein, and 100 g of carbs. Each kg of common man contains 100
g of vitamins, 300 g of protein, and 200 g of carbs. Guidelines for minimum nutritional that
require a mixture made from these ingredients contain at least 900 g of vitamins, 2400 g of
protein, and 800 g of carbs. Healthy Man costs $2 per kg to produce and Common Man costs
$1.25 per kg to produce. Find the number of kgs of each ingredient that should be produced
in order to minimize cost. Obtain its Dual and solve.

Solution:

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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Mathematical Programming TUTORIAL 2. SOLVING LPP

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42
Tutorial 3

Transportation problem

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
Learning outcomes:

da
• Understanding the problem of transporting/shipping the commodities from the industry to

n
the destinations with the least possible cost while satisfying the supply and demand limits.

ou
lF
3.1 PRE-TUTORIAL na
1. List out different types of transportation methods.
tio
u ca
Ed
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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

2. List out the steps involved in solving the Transportation problem using North-West corner
rule?

n
tio
n da
ou
lF
na
3. List out the steps involved in solving the Transportation problem using Row Minimum
tio

method.
u ca
Ed
ah
ai
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La
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on
K

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

3.2 IN-TUTORIAL
1. Luminous lamps have three factories - F1, F2, and F3 with production capacity 30, 50,
and 20 units per week respectively. These units are to be shipped to four warehouses W1,
W2, W3, and W4 with requirement of 20, 40, 30, and 10 units per week respectively. The
transportation costs (in Rs.) per unit between factories and warehouses are given below.
Solve Transportation problem using NW corner rule.

Warehouse
Factory Supply
W1 W2 W3 W4
F1 1 2 1 4 30
F2 3 3 2 1 50
F3 4 2 5 9 20
Demand 20 40 30 10

n
Solution:

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

2. The Ushodaya departmental store has three plants located throughout a state with produc-
tion capacity 80, 60 and 70 kilo grams of rice. Each day the firm must furnish its four retail
shops R1, R2, R3, R4 with at least 40, 60, 50, and 60 gallons respectively. The transportation
costs (in Rs.) are given below. Solve Transportation problem using Row Minimum method.

Retailshop
Store Supply
1 2 3 4
1 3 5 7 6 80
2 2 5 8 2 60
3 3 6 9 2 70
Demand 40 60 50 60

Solution:

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

3.3 POST-TUTORIAL
:

1. KL Universitybranches located at Vijayawada, Hyderabad, and Chennai. KL University

provides course material in printed form at these locations with capacities 15, 30 and 20
units at Vijayawada, Hyderabad, and Chennai respectively. The university distributes the
course material to students located at three locations Bangalore, Hyderabad and Coimbatore.
The demand of the students is 5, 20 and 40 units for Bangalore, Hyderabad and Coimbatore
respectively.The cost of transportation per unit varies between different supply points and
destination points. The transportation costs are given in the table. The management of
KL University would like to determine minimum transportation cost.Solve Transportation
problem using Column Minimum method in Linear Programming using python.

U/S BGR HYD CON Supply

BZA 15 60 35 15

n
tio
HYD 45 30 60 30
CHE 30 90 20 20

da
Demand 5 20 40

n
ou
lF
Solution:
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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

2. The distribution manager of a company needs to minimize global transport costs between a
set of three factories (supply points) S1, S2, and S3, and a set of four distributors (demand
points) D1, D2, D3, and D4. The following table shows the transportation cost from each
supply point to every demand point, the supply of the product at the supply points, and the
demand of the product at the demand points. Solve Transportation problem using Column
Minimum method in Linear Programming

F/D D1 D2 D3 D4 Supply
S1 19 30 50 10 7
S2 70 30 40 60 9
S3 40 8 70 20 18
Demand 5 8 7 14 34

Solution:

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

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Mathematical Programming TUTORIAL 3. TRANSPORTATION PROBLEM

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Tutorial 4

Gomory’s Cut-Plane Method

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
Learning outcomes:

da
• If the optimal solution is integers, then problem is solved. Otherwise, add Gomory’s constraint

n
(cut) is added to optimal solution Now new problem is solved using dual simplex method The

ou
method terminates as soon as optimal solution become integers.

lF
na
4.1 PRE-TUTORIAL
tio

1. Enumerate the steps involved in Gomory’s cutting plane method.

u ca
Ed
ah
ai
h m
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La
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K

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

4.2 IN-TUTORIAL
1. Find solution using integer simplex method (Gomory’s cutting plane method)

MaximizeZ = x1 + x2
subject to
3x1 + 2x2 ≤ 5
x2 ≤ 2
and x1 , x2 are non-negative integers

Solution:

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

4.3 POST-TUTORIAL
1. Consider the following linear integer programming problem

MaximizeZ = 14x1 + 16x2

Subject to the constraints
4x1 + 3x2 ≤ 12
6x1 + 8x2 ≤ 24
and x1 , x2 ≥ 0 and are integers.
Solve the problem by Gomory’s cutting plane method

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

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Mathematical Programming TUTORIAL 4. GOMORY’S METHOD

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Tutorial 5

Branch and Bound Method

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
Learning outcomes:

da
• Understanding to do the process of solving branch and bound method.

n
ou
• Understanding to do the process of Gomory’s cutting plane method.

lF
na
5.1 PRE-TUTORIAL
tio
ca

1. What is branch and bound Technique?

u
Ed
ah
ai
h m
ks
La
u
er
on
K

2. Which strategy can be used to solve branch and bound problem?

61
Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

5.2 IN-TUTORIAL
1. Discrete Optimization using Cutting Plane method Solve the integer programming problem

Maximize: Z = 3x1 + x2 + 3x3

Subject to:
− x1 + 2x2 + x3 ≤ 4
3
2x2 − x3 ≤ 1
2
x1 − 3x2 + 2x3 ≤ 3

Where x1 , x2 , x3 ≥ 0 and integer. Get the optimal solution as an integer value using Gomory’s
cutting plane method.
Solution:

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

2. Use Branch and Bound method to

Maximize: Z = 3x1 + 5x2

Subject to:
2x1 + 4x2 ≤ 25
x1 ≤ 8
2x2 ≤ 10

Where x1 , x2 are non-negative integers.

Solution:

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

5.3 POST-TUTORIAL
1. Explain Gomory’s method for solving an Integer Programming Problem and hence solve the
following,

Maximize: Z = 2x1 + 6x2

Subject to:
3x1 + x2 ≤ 5
4x1 + x2 ≤ 9

Where x1 , x2 ≥ 0 and are integers.

Solution:

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Mathematical Programming TUTORIAL 5. BRANCH AND BOUND METHOD

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Tutorial 6

Dynamic Programming

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
da
6.1 PRE-TUTORIAL

n
ou
lF
1. What is Dynamic Programming?
na
tio
u ca
Ed
ah
ai
h m
ks
La

2. State the different types of Dynamic Programming?

u
er
on
K

71
Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

6.2 IN-TUTORIAL
1. Maximize the profit for the 0/1 knapsack problem using dynamic programming when W=10:

Profit Weight
10 5
40 4
30 6
50 3

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

6.3 POST-TUTORIAL
1. Explain the concept of travelling salesman problem with real-time example
Solution:

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

2. Given a set of cities and the distance between every pair of cities, the problem is to find the
shortest possible route that visits every city exactly once and returns to the starting point.

n
tio
Solution:

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

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Mathematical Programming TUTORIAL 6. DYNAMIC PROGRAMMING

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Tutorial 7

Quadratic Optimization using Wolfe’s

Method

n
tio
Date of the Session: . . . . . . . . . . . . . . . . . .

da
Learning outcomes:

n
ou
• Understanding conic duality and finding the duality of given problem.

• Understanding Lagrange function.

lF
na
• Understanding the process of Wolfe’s methods.
tio
ca

7.1 PRE-TUTORIAL
u
Ed

1. Outline the steps involved in Wolfe’s method.

ah
ai
h m
ks
La
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K

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Mathematical Programming TUTORIAL 7. QUADRATIC OPTIMIZATION - I

7.2 IN-TUTORIAL
1. Use Wolfe’s method for solving quadratic programming problem.

Maximize: Z = 4x1 + 6x2 − 2x21 − 2x1 x2 − 2x22

Subject to:
x1 + 2x2 ≤ 2
x1 , x2 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 7. QUADRATIC OPTIMIZATION - I

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Mathematical Programming TUTORIAL 7. QUADRATIC OPTIMIZATION - I

7.3 POST-TUTORIAL
1. Illustrate the complexity of the steps involved in Wolfe’s method.

Solution:

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Tutorial 8

Quadratic Optimization using Beale’s

Method

n
tio
Date of the Session: . . . . . . . . . . . . . . . . . .

da
Learning outcomes:

n
ou
lF
• Understanding Kuhn tucker conditions na
• Understanding the process of Beale’s method
tio
ca

8.1 PRE-TUTORIAL
u
Ed

1. Outline the steps involved in Beale’s method.

ah
ai
h m
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La
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K

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Mathematical Programming TUTORIAL 8. QUADRATIC OPTIMIZATION-II

8.2 IN-TUTORIAL
1. Use Beale’s method for solving quadratic programming problem.

Maximize: Z = 4x1 + 6x2 − 2x21 − 2x1 x2 − 2x22

Subject to:
x1 + 2x2 ≤ 2
x1 , x2 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 8. QUADRATIC OPTIMIZATION-II

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Mathematical Programming TUTORIAL 8. QUADRATIC OPTIMIZATION-II

8.3 POST-TUTORIAL
1. Compute the first iteration and identify the entering and leaving variables:

Minmize: Z = −4x1 − 6x2 + x21 + 2x42

Subject to:
− x1 − 2x2 ≥ −4
x1 , x2 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 8. QUADRATIC OPTIMIZATION-II

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Mathematical Programming TUTORIAL 8. QUADRATIC OPTIMIZATION-II

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Tutorial 9

Geometric Programming

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
Learning outcomes:

da
n
ou
1. Introduce Posynomials, and arithmetic mean - geometric mean inequality.

lF
na
tio
2. Teach optimization of posynomial objective functions using Geometric Programming.
u ca
Ed

3. Introduce the concept of degree of difficulty.

ah

4. Sketch the method of solving problem with one degree of difficulty.

ai
h m
ks
La

9.1 PRE-TUTORIAL
u
er

1. How to compute the degree of difficulty of Geometric programming problem?

on
K

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Mathematical Programming TUTORIAL 9. GEOMETRIC PROGRAMMING

2. List the areas of application of Geometric programming.

n
9.2 IN-TUTORIAL

tio
da
1. Determine the optimum pipe diameter which results in minimum first plus operating cost for

n
100 m of pipe. The objective function is to determine the optimum pipe diameter for highest

ou
discharge.

lF
32 ∗ 1012
y = 160D +
D5
na
tio
u ca
Ed
ah
ai
h m
ks
La

Solution:
u
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Mathematical Programming TUTORIAL 9. GEOMETRIC PROGRAMMING

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Mathematical Programming TUTORIAL 9. GEOMETRIC PROGRAMMING

9.3 POST-TUTORIAL
1. Using the concept of Geometric Programming

Minimizef (x) = 5x1 + 20x2 + 10x−1 −1

1 x2 ,
where x1 , x2 ≥ 0

Solution:

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Mathematical Programming TUTORIAL 9. GEOMETRIC PROGRAMMING

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Mathematical Programming TUTORIAL 9. GEOMETRIC PROGRAMMING

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Tutorial 10

Ant Colony Optimization (ACO)

Date of the Session: . . . . . . . . . . . . . . . . . .

n
tio
Learning outcomes:

da
• Understanding different approaches for solving problems of Ant Colony Optimization (ACO)

n
ou
• Applying various approach to solve Ant Colony Optimization (ACO).

lF
na
10.1 PRE-TUTORIAL
tio
ca

1. What is swarm intelligence?

u
Ed
ah
ai
h m
ks
La

2. What is meant by Ant Colony Optimization?

u
er
on
K

3. State the Merits and demerits of Ant Colony Optimization.

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Mathematical Programming TUTORIAL 10. ANT COLONY OPTIMIZATION

10.2 IN-TUTORIAL
1. An ANT is at a distance of 5m from the TREE 15m from CAR and 4m from a DOLL, the
distance between TREE and the CAR is 4m, CAR and DOLL is 1m, DOLL and TREE is
8m. Solve using Ant Colony Optimization to find the shortest route to travel through tree,
car and doll.

Solution:

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Mathematical Programming TUTORIAL 10. ANT COLONY OPTIMIZATION

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Mathematical Programming TUTORIAL 10. ANT COLONY OPTIMIZATION

10.3 POST-TUTORIAL
1. Minimize function using Ant colony optimization.

Minimize f = x21 + x1 x2 + x22

with initial values x1 = {1, 2, 3, 4, 5}, x2 = {3, 4, 5}

Solution:

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Mathematical Programming TUTORIAL 10. ANT COLONY OPTIMIZATION

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Mathematical Programming TUTORIAL 10. ANT COLONY OPTIMIZATION

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Tutorial 11

Particle Swarm Optimization (PSO)

n
tio
Date of the Session: . . . . . . . . . . . . . . . . . .

da
Learning outcomes:

n
ou
lF
na
• Understanding the concept of Particle Swarm Optimization (PSO).
tio
ca
u
Ed

• Apply Particle Swarm Optimization in real-time situations.

ah
ai
h m
ks
La

11.1 PRE-TUTORIAL
u
er

1. What is a particle swarm and their behavior under the PSO algorithm?
on
K

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

2. What are the variations and limitations of PSO algorithm?

3. Write down the steps involved in solving the problem using particle swarm optimization?

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

11.2 IN-TUTORIAL
1. Find out the maximum of

F(X) = −x2 + 5x + 20 with − 10 ≤ x ≤ 10

Using the PSO algorithm. Use 9 particles with the initial positions x1 = −9.6, x2 = −6,
x3 = −2.6, x4 = −1.1, x5 = 0.6, x6 = 2.3, x7 = 2.8, x8 = 8.3, x9 = 10. Show the detailed
computations for iterations 1,2 and 3.
Solution:

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

2. Illustrate the steps involved in Particle Swarm Optimization

Solution:

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

11.3 POST-TUTORIAL
1. Use Particle Swarm Optimization technique (PSO), and solve the following problem .

Maximize: f (x) = x21 − x1 x2 + x22 + 2x1 + 4x2 + 3 with − 5 ≤ x1 , x2 ≤ 5

x1 x2
1 -3 2
2 1 4
3 -2 -4
4 3 -2

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Solution:

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Mathematical Programming TUTORIAL 11. PARTICLE SWARM OPTIMIZATION

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Tutorial 12

Genetic Algorithm (GA)

Date of the Session: . . . . . . . . . . . . . . . . . .

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Learning outcomes:

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• Understanding the concept on simulated annealing.

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• Solving problems on simulated annealing.

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1. Name and describe the main features of Genetic Algorithms (GA) and the also arrange the
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features of Genetic Algorithms in the flowchart given below.

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

2. Suppose a genetic algorithm uses chromosomes of the form x = abcdef gh with a fixed length
of eight genes. Each gene can be any digit between 0 and 9. Let the fitness of individual x
be calculated as:
f (x) = (a + b) − (c + d) + (e + f ) − (g + h) and let the initial population consist of four
individuals with the following chromosomes:

x1 = 6 5 4 1 3 5 3 2
x2 = 8 7 1 2 6 6 0 1
x3 = 2 3 9 2 1 2 8 5
x4 = 4 1 8 5 2 0 9 4

Maximize the above function.

Solution:

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

12.2 IN-TUTORIAL
1. Maximize the value of the function

f (x) = −x2 + 2x

over the range of real numbers 0 to 2, with initial population 111010, 01010, 10101, 00101
with random numbers 0.3, 0.2, 1.3, 0.9. Crossover point can be taken randomly.

Solution:

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

12.3 POST-TUTORIAL
1. Let us assume there are 10 objects (1 to 10 ) and 6 labels ( A to F) with the initial state as
follows: initial state =1:’A’, 2: ‘B’, 3:’A’, 4:’B’, 5:’C’, 6:’B’, 7:’A’, 8:’None’, 9:’None’, 10:’None’
Here objects 1 to 7 are labeled while 8 to 9 are not. Solve the problem by using simulated
annealing algorithm.

Solution:

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Mathematical Programming TUTORIAL 12. GENETIC ALGORITHM

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