NON LINEAR PROGRAMMING LAB

ASSIGNMENT 2

Obtain the Hessian Matrix and nd maxima or minima for the following functions using the
property of Hessian matrix.

QUESTION 1

syms x;
syms y;
F = 2*x^2 - 4*x*y +y^4 +2
Fx = diff(F,x)
Fy = diff(F,y)
[extrema1,extrema2] = solve(Fx==0,Fy==0,[x,y])
Fxx = diff(F,x,2)
Fxy = diff(F,x,y)
Fyy = diff(F,y,2)
n=size(extrema1,1)
for i=1:n
Axx=subs(Fxx,[x,y],[extrema1(i),extrema2(i)]);

Axy=subs(Fxy,[x,y],[extrema1(i),extrema2(i)]);

Ayy=subs(Fyy,[x,y],[extrema1(i),extrema2(i)]);

H=zeros(2,2);
H(1,1)=Axx;
H(1,2)=Axy;
H(2,1)=Axy;
H(2,2)=Ayy;
e=eig(H)
if(all(e>0))
fprintf('(%f,%f) is local minima\n',extrema1(i),extrema2(i));
elseif(all(e<0))
fprintf('(%f,%f) is local maxima\n',extrema1(i),extrema2(i));
else
fprintf('(%f,%f) is saddle point\n',extrema1(i),extrema2(i));
end
end

QUESTION 2

syms x;
syms y;
F = 2*x^3 + 6*x*y^2 - 3*y^3 - 150*x
Fx = diff(F,x)
Fy = diff(F,y)
[extrema1,extrema2] = solve(Fx==0,Fy==0,[x,y])
Fxx = diff(F,x,2)
Fxy = diff(F,x,y)
Fyy = diff(F,y,2)
n=size(extrema1,1)
for i=1:n
Axx=subs(Fxx,[x,y],[extrema1(i),extrema2(i)]);

Axy=subs(Fxy,[x,y],[extrema1(i),extrema2(i)]);

Ayy=subs(Fyy,[x,y],[extrema1(i),extrema2(i)]);
fi
 H=zeros(2,2);
H(1,1)=Axx;

H(1,2)=Axy;
H(2,1)=Axy;
H(2,2)=Ayy;
e=eig(H)
if(all(e>0))
fprintf('(%f,%f) is local minima\n',extrema1(i),extrema2(i));
elseif(all(e<0))
fprintf('(%f,%f) is local maxima\n',extrema1(i),extrema2(i));
else
fprintf('(%f,%f) is saddle point\n',extrema1(i),extrema2(i));
end
end

QUESTION 3

syms x;
syms y;
F = 2*x^2 + 2*x*y + 2*y^2 - 6*x
Fx = diff(F,x)
Fy = diff(F,y)
[extrema1,extrema2] = solve(Fx==0,Fy==0,[x,y])
Fxx = diff(F,x,2)
Fxy = diff(F,x,y)
Fyy = diff(F,y,2)
n=size(extrema1,1)
for i=1:n
Axx=subs(Fxx,[x,y],[extrema1(i),extrema2(i)]);

Axy=subs(Fxy,[x,y],[extrema1(i),extrema2(i)]);

Ayy=subs(Fyy,[x,y],[extrema1(i),extrema2(i)]);

H=zeros(2,2);
H(1,1)=Axx;

H(1,2)=Axy;
H(2,1)=Axy;
H(2,2)=Ayy;
e=eig(H)
if(all(e>0))
fprintf('(%f,%f) is local minima\n',extrema1(i),extrema2(i));
elseif(all(e<0))
fprintf('(%f,%f) is local maxima\n',extrema1(i),extrema2(i));
else
fprintf('(%f,%f) is saddle point\n',extrema1(i),extrema2(i));
end
end

QUESTION 4

syms x1;
syms x2;
syms l1;
syms l2;
syms s1;
syms s2;

f = -4*x1+x1^2-2*x1*x2+2*x2^2;
g1 = 2*x1+x2+s1^2-6;
g2 = x1-4*x2+s2^2;
L= f+l1*(g1)+l2*(g2);
Lx1 = diff(L,x1);
Lx2 = diff(L,x2);
Ls1 = diff(L,s1);
Ls2 = diff(L,s2);
Ll1 = diff(L,l1);
Ll2 = diff(L,l2);
[x1_sol,x2_sol,s1_sol,s2_sol,l1_sol,l2_sol] =
solve(Lx1==0,Lx2==0,Ls1==0,Ls2==0,g1==0,g2==0,x1,x2,s1,s2,l1,l2);
n=size(x1_sol,1)
for i=1:n
if(2*x1_sol(i)+x2_sol(i)<=6 && x1_sol(i)- 4*x2_sol(i)<=0)
fprintf('(%f,%f) is a local minima with value : %f
\n',x1_sol(i),x2_sol(i),subs(f,[x1,x2],[x1_sol(i),x2_sol(i)]));
end
end

ASSIGNMENT 3

QUESTION 1

syms x1,;
syms x2;
f = x1*x2;
x0 = [1,3];
d = [1,1];
grad = gradient(f,[x1,x2]);
g_value = subs(grad, [x1,x2],x0);
d_prod = dot(g_value,d);
if(d_prod<0)
fprintf('d is a descent direction');
else
fprintf('d is not a descent direction');
end

QUESTION 2

syms x1;
syms x2;
f = -x1-x2 ;
g1 = x1^2 + 4*x2^2-1;
g2 = -x1 ; g3 = -x2 ;
xo = [1/sqrt(5),1/sqrt(5)];
d = input('enter the direction');
active_cons=[0 0 0];
if subs(g1,[x1,x2],xo)==0
active_cons(1)=1;
end
if subs(g2,[x1,x2],xo)==0
active_cons(2)=1;
end
if subs(g3,[x1,x2],xo)==0
active_cons(3)=1;
end
grad_f = gradient(f,[x1,x2]);
grad_g1 = gradient(g1,[x1,x2]);
grad_g2 = gradient(g2,[x1,x2]);
grad_g3 = gradient(g3,[x1,x2]);
g_f = subs(grad_f,[x1,x2],xo);
g_g1 = subs(grad_g1,[x1,x2],xo);
g_g2 = subs(grad_g2,[x1,x2],xo);
g_g3 = subs(grad_g3,[x1,x2],xo);

counter=1;
active_cons
if active_cons(1)==1
feasible(counter)=dot(g_g1,d);
counter=counter+1;
end
if active_cons(2)==1
feasible(counter)=dot(g_g2,d);
counter=counter+1;
end
if active_cons(3)==1
feasible(counter)=dot(g_g3,d);
counter=counter+1;
end
if all(feasible<0)
fprintf('(%f,%f) is a feasible direction\n',d(1),d(2));

else
fprintf('(%f,%f) is not a feasible direction\n',d(1),d(2));
end
descent_dir=dot(g_f,d);
if descent_dir<0
fprintf('(%f,%f) is a descent direction\n',d(1),d(2));
else
fprintf('(%f,%f) is not a descent direction\n',d(1),d(2));
end

QUESTION 3

syms x y l 'real'

f = (x-1.5)^2 + (y-1.5)^2;
g = x+y-2;

F = f +l*g

Fx = diff(F,x)
Fy = diff(F,y)
Fl = diff(F,l)
[extrema1,extrema2,extrema3] = solve(Fx==0,Fy==0,g==0,[x,y,l])

g_eval=subs(g,[x,y,l],[extrema1,extrema2,extrema3]);

if extrema1>=0 && extrema2>=0 && g_eval<=0

fprintf('(%f,%f) is optimal point \n',extrema1,extrema2);
else
fprintf('(%f,%f) is not an optimal point\n',extrema1,extrema2);
end
x0 = [extrema1,extrema2];

grad1 = gradient(f,[x,y]);
f__value = subs(grad1,[x,y],x0)

grad2 = gradient(g,[x,y]);
g__value = subs(grad2,[x,y],x0)

QUESTION 4

syms x y l1 l2 'real'

f = 7*x^2 + 6*x + 5*y^2;

g1 = x+2*y-10;
g2 = x-3*y-9;
l = f+l1*g1+l2*g2;
grad = gradient(l,[x,y]);
fprintf('condition 1(optimality condition) : %s = 0 and %s =
0\n',char(grad(1)),char(grad(2)));
fprintf('condition 2(feasibility condition) : %s <= 0 and %s <=
0\n',char(g1),char(g2));
fprintf('condition 3(complementary slackness) : %s = 0 and %s =
0\n',char(l1*g1),char(l2*g2));
fprintf('condition 4: l1<=0 and l2<=0\n');

solution_counter=1;
fprintf('case 1: l1==0 and l2==0 -> condition 1 is in play\n');

[sol_x,sol_y]=solve(subs(grad(1),[l1,l2],[0,0])==0,subs(grad(2),[l1,l2],
[0,0])==0,x,y);
g1_eval=subs(g1,[x,y],[sol_x,sol_y]);
g2_eval=subs(g2,[x,y],[sol_x,sol_y]);
if sol_x>=0 && sol_y>=0 && g1_eval<=0 && g2_eval<=0
fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x,sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible\n',sol_x,sol_y);
end
fprintf('case 2: l1==0 and l2/=0 -> condition 1 & 1 part of condition 3 are in
play \n');
%display('case 2: l1==0 and l2/=0 -> condition 1 & 1 part of condition 3 are in
play \n');
[sol_x,sol_y,sol_l2]=solve(subs(grad(1),l1,0)==0,subs(grad(2),l1,0)==0,g2==0,x,y
,l2);
g1_eval=subs(g1,[x,y],[sol_x,sol_y]);
g2_eval=subs(g2,[x,y],[sol_x,sol_y]);
if sol_x>=0 && sol_y>=0 && g1_eval<=0 && g2_eval<=0
fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x,sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

fprintf('case 3: l1~=0 and l2==0 -> condition 1 & 2 part of condition 3 are in
play \n');
%display('case 3: l1~=0 and l2==0 -> condition 1 & 2 part of condition 3 are in
play \n');
[sol_x,sol_y,sol_l1]=solve(subs(grad(1),l2,0)==0,subs(grad(2),l2,0)==0,g1==0,x,y
,l1);
g1_eval=subs(g1,[x,y],[sol_x,sol_y]);
g2_eval=subs(g2,[x,y],[sol_x,sol_y]);
if sol_x>=0 && sol_y>=0 && g1_eval<=0 && g2_eval<=0
fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x,sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

fprintf('case 4: l1~=0 and l2/~=0 -> condition 1 and 3 are in play \n');
%display('case 2 l1~=0 and l2~=0 -> condition 1 and 3 are in play \n');
[sol_x,sol_y,sol_l1,sol_l2]=solve(grad(1)==0,grad(2)==0,g1==0,g2==0,x,y,l1,l2);

if sol_x>=0 && sol_y>=0 && sol_l1<=0 && sol_l2<=0

fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

Fgbest = subs(f,[x,y],[solutions(1,1),solutions(1,2)]);
gbest=[solutions(1,1) solutions(1,2)];
for i=1:size(solutions,1)
new=subs(f,[x,y],[solutions(i,1),solutions(i,2)]);
if new>Fgbest
Fgbest=new;
gbest = [solutions(i,1) solutions(i,2)];
end
end

fprintf('solution is : %s at (%f,%f)\n',char(Fgbest),gbest(1),gbest(2));
%display(['solution is : ',char(Fgbest)]);

QUESTION 5

syms x y l1 l2 'real'

f = 2*x + 3*y ;
g1 = x^2+y^2-200;
g2 = x*y-8;

l = f+l1*g1+l2*g2;
grad = gradient(l,[x,y]);
fprintf('condition 1(optimality condition) : %s = 0 and %s =
0\n',char(grad(1)),char(grad(2)));
fprintf('condition 2(feasibility condition) : %s <= 0 and %s <=
0\n',char(g1),char(g2));
fprintf('condition 3(complementary slackness) : %s = 0 and %s =
0\n',char(l1*g1),char(l2*g2));
fprintf('condition 4: l1<=0 and l2<=0\n');

solution_counter=1;

fprintf('case 2: l1==0 and l2/=0 -> condition 1 & 1 part of condition 3 are in
play \n');
%display('case 2: l1==0 and l2/=0 -> condition 1 & 1 part of condition 3 are in
play \n');
[sol_x,sol_y,sol_l2]=solve(subs(grad(1),l1,0)==0,subs(grad(2),l1,0)==0,g2==0,x>0
,x,y,l2);
g1_eval=subs(g1,[x,y],[sol_x,sol_y]);
g2_eval=subs(g2,[x,y],[sol_x,sol_y]);
if sol_x>=0 && sol_y>=0 && g1_eval<=0 && g2_eval<=0
fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x,sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

fprintf('case 3: l1~=0 and l2==0 -> condition 1 & 2 part of condition 3 are in
play \n');
%display('case 3: l1~=0 and l2==0 -> condition 1 & 2 part of condition 3 are in
play \n');
[sol_x,sol_y,sol_l1]=solve(subs(grad(1),l2,0)==0,subs(grad(2),l2,0)==0,g1==0,x>0
,x,y,l1);
g1_eval=subs(g1,[x,y],[sol_x(),sol_y(1)]);
g2_eval=subs(g2,[x,y],[sol_x,sol_y]);
if sol_x>=0 && sol_y>=0 && g1_eval<=0 && g2_eval<=0
fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x,sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

fprintf('case 4: l1~=0 and l2/~=0 -> condition 1 and 3 are in play \n');
%display('case 4 l1~=0 and l2~=0 -> condition 1 and 3 are in play \n');

[sol_x,sol_y,sol_l1,sol_l2]=solve(grad(1)==0,grad(2)==0,g1==0,g2==0,0<x<3,x,y,l1
,l2);

if sol_x>=0 && sol_y>=0 && sol_l1<=0 && sol_l2<=0

fprintf('(%f,%f) is feasible \n',sol_x,sol_y);
solutions(solution_counter,:)=[sol_x sol_y];
solution_counter=solution_counter+1;
else
fprintf('(%f,%f) is infeasible \n',sol_x,sol_y);
end

Fgbest = subs(f,[x,y],[solutions(1,1),solutions(1,2)]);
gbest=[solutions(1,1) solutions(1,2)];
for i=1:size(solutions,1)
new=subs(f,[x,y],[solutions(i,1),solutions(i,2)]);
if new>Fgbest
Fgbest=new;
gbest = [solutions(i,1) solutions(i,2)];
end
end

fprintf('solution is : %s at (%f,%f)\n',char(Fgbest),gbest(1),gbest(2));
%display(['solution is : ',char(Fgbest)]);

ASSIGNMENT 4

QUESTION 1

syms x

f= 0.65 - (0.75/(1+x^2)) - 0.65*x*atan(1/x);

fplot(f,'-- ')
a=0.1;
b=3;
n=floor(1/0.05-1);

m=linspace(a,b,n);
i_length = b-a;
while abs(i_length>0.0001)
for i=1:n
fn_values(i)=subs(f,x,m(i));
end
[mini,mini_index]=min(fn_values);
optimal=m(mini_index)
if optimal==b
region=[m(mini_index-1),m(mini_index)];
elseif optimal==a
region=[m(mini_index),m(mini_index+1)];
else
region=[m(mini_index-1),m(mini_index+1)];
end
a= region(1);
b=region(2);
m=linspace(a,b,n);
i_length=b-a;
end
optimal
optimal_value=eval(subs(f,x,optimal))
region

QUESTION 2

syms x
f = 0.65 - (0.75/(1+x^2)) - 0.65*x*atan(1/x) ;
fplot(f,'--')
a = 0.1;
b = 3;

i_length = b-a ;
while abs(i_length>0.0001)

x1 = a + (i_length/4) ;
x2 = b - (i_length/4) ;
xm = (a+b)/2 ;
f1 = subs(f,x,x1) ;
f2 = subs(f,x,x2) ;
fm = subs(f,x,xm) ;
if (f1>fm && fm>f2)
region = [xm,b] ;
a = xm ;
elseif (f1<fm && fm<f2)
region = [a,xm] ;
b = xm ;
else
region = [x1,x2] ;
a = x1 ;
b = x2 ;
end
i_length = b-a;
end
optimal = (a+b)/2 ;
optimal_value = eval(subs(f,x,optimal))
region

QUESTION 3

clc
clear all
syms x
f = 0.65 - (0.75/(1+x^2)) - 0.65*x*atan(1/x) ;
fplot(f,'--')
a = 0.1;
b = 3;
n=8;
i_length = b-a ;
d=0.0001;
while abs(i_length)>0.0002
x1 = a+ (i_length-d)/2;
x2 = a+ (i_length+d)/2 ;
f1 = eval(subs(f,x,x1)) ;
f2 = eval(subs(f,x,x2)) ;
if f1>f2
region = [x1,b] ;
a = x1 ;
else
region = [a,x2] ;
b = x2 ;
end
i_length = b-a;
end
 region=[a,b];
optimal = (a+b)/2 ;
optimal_value = eval(subs(f,x,optimal))
region

ASSIGNMENT 5

QUESTION 1 USING FIBONACCI

syms x
f = 0.65 - (0.75/(1+x^2)) - 0.65*x*atan(1/x) ;
fplot(f,'--')
a = 0;
b = 3;
accu = 8;
iter =1;
n=0;
while 1~=2
if fibonacci(iter)>= 100/(2*accu)
n=iter;
break;
end
iter = iter+1;
end
n
k=2;

i_length =b-a;
for k =2:n
Lk= (fibonacci(n-k+1)/fibonacci(n+1))*i_length
x1 = a+Lk;
x2 = b-Lk;

f1 = eval(subs(f,x,x1)) ;
f2 = eval(subs(f,x,x2)) ;
if f1>f2
region = [x1,b] ;
a = x1 ;
else
region = [a,x2] ;
b = x2 ;

end
a=region(1);
b=region(2);
optimal=(a+b)/2;
end

optimal
optimal_value = eval(subs(f,x,optimal))
region

QUESTION 1 USING GOLDEN SECTION

syms x
f = 0.65 - (0.75/(1+x^2)) - 0.65*x*atan(1/x);
fplot(f,'--')
a = 0.1;
b = 3;
gamma=1.618;
accu = 8;
iter =0;
n=0;
while 1~=2
if (gamma)^(iter-1)>= 100/(2*accu)
n=iter;
break;
end
iter = iter+1;
end
n
i_length =b-a;
for i =2:n-1
Lk= ((1/(gamma))^i)*(i_length)
x1 = a+Lk;
x2 = b-Lk;

f1 = eval(subs(f,x,x1)) ;
f2 = eval(subs(f,x,x2)) ;
if f1>f2
region = [x1,b] ;
a=x1;
else
region = [a,x2] ;
b=x2;
end
a=region(1);
b=region(2);
optimal=(a+b)/2;
region;
end

optimal
optimal_value = eval(subs(f,x,optimal))
region

27 AUG LAB

QUESTION 1

syms x
f = x^2 - 4*x + 1;
fx = diff(f,x)
% sol = solve(fx==0,x)
t= 9;
a=0.1;
l = 1;
while abs(l)>0.00001
b=subs(fx,t);
t_new = t-a*b;
f1 = subs(f,x,t);
f2 = subs(f,x, t_new);
l = f2-f1;
t = t_new;
end
t;
fprintf('%f',t);
u = subs(f,x,t);
fprintf('%f',u);

QUESTION 2

syms x
f= x^4 - 2*x^3+2;
fx = diff(f,x)
% sol = solve(fx==0,x)
t= 2;
a=0.1;
l = 1;
while abs(l)>0.00001
b=subs(fx,t);
t_new = t-a*b;
f1 = subs(f,x,t);
f2 = subs(f,x, t_new);
l = f2-f1;
t = t_new;
end
t;
fprintf('%f',t);
u = subs(f,x,t)
fprintf('%f',u);

LINEAR PLOTTING

x = hwydata(:,14)
y = hwydata(:,4)
x = normalize(x);
y= normalize (y);
m= 0.1;
a=0.01;
c = 0.5;
loss = 100;
n= size(x,1);
while(loss>0.0001)
y_pred = m*x(i)+c;
m_deri=0;
c_deri=0;
for i=1:n
m_deri = m_deri +x(i)*(y(i)-y_pred);
end
m_deri = (-2/n)*(m_deri);
m= m - a*m_deri;

for i=1:n
c_deri = c_deri + (y(i)-y_pred);
end
c_deri = (-2/n)*c_deri;
c = c - a*c_deri;

loss =0;
for i=1:n
loss = loss +(y(i)-y_pred);
end
end

u = (loss^2)^(0.5)
u