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PO24 Quiz2 Ans Key

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0% found this document useful (0 votes)
14 views4 pages

PO24 Quiz2 Ans Key

Uploaded by

Giridhar meda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CH4003D PROCESS OPTIMIZATION

Quiz – II
Answer Key
1 For minimization of the function 𝑓(𝑥) = 𝑥12 + 2𝑥22 , determine the initial direction of search employed by [5]
the following methods.
(a) Univariate search
(b) Powell’s method
(c) DFP method
(d) BFGS method
(e) Newton’s method
Ans 1
(a) [ ] [0.5 Marks]
0
0
(b) [ ] [0.5 Marks]
1
−2𝑥1
(c) −∇f = [ ] [1 Mark]
−4𝑥2
−2𝑥1
(d) −∇f = [ ] [1 Mark]
−4𝑥2
2 0 −1 2𝑥1 1/2 0 2𝑥1 −𝑥1
(e) −𝐻 −1 ∇f = − [ ] [ ] = −[ ][ ] = [−𝑥 ] [2 Marks]
0 4 4𝑥2 0 1/4 4𝑥2 2

2 Find the maximum of 𝑓(𝑥) = 3𝑥1 + 𝑥2 − 2𝑥1 𝑥2 − 2.5 𝑥12 − 0.5 𝑥22 using conjugate gradient method. Use [8]
[0,0]𝑇 as the starting point and convergence criteria, 𝜀 = 0.001.
Ans 1 mark for finding initial search direction, 1 mark for finding initial step length, 2 marks for finding the
next search direction, 2 marks for finding step length in the second direction, 1 mark for checking the
convergence criterion and 1 mark for checking the sufficient condition.
To find the maximum of 𝑓(𝑥) = 3𝑥1 + 𝑥2 − 2𝑥1 𝑥2 − 2.5 𝑥12 − 0.5 𝑥22 , one can find the minimum of
5 1
𝑓(𝑥1 , 𝑥2 ) = 2 𝑥12 + 2 𝑥22 + 2𝑥1 𝑥2 − 3𝑥1 − 𝑥2

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If maximization as such is solved, the initial and the next search directions should be gradient and the linear
combination of gradient and initial search directions, respectively.
3 Consider the following linear program: [5]
𝑚𝑖𝑛𝑖𝑚𝑖𝑧𝑒 4𝑥1 − 3𝑥2
𝑥1 + 𝑥2 + 𝑥3 = 1

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2𝑥1 + 𝑥2 + 𝑥4 = 2
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0
List all the basic solutions. Classify them to feasible/infeasible and degenerate/nondegenerate solutions.
Ans Each BS found out carries 0.5 marks. 6×0.5=3
The correct classification of each class carries 0.5 marks:
Feasible, infeasible, degenerate and nondegenerate. 4×0.5=2

4 Solve the following LPP graphically: [7]


𝑚𝑎𝑥𝑖𝑚𝑖𝑧𝑒 5𝑥1 − 2𝑥2
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑥1 ≤ −3
3𝑥1 + 2𝑥2 ≤ 0
−𝑥2 ≤ 7
𝑥2 − 𝑥1 ≤ 6
−∞ < 𝑥1 , 𝑥2 < ∞
Ans Plotting the constaints carry 1 mark each. 4×1=4
Identifying the feasible region carries 1 mark. 1×1=1
The optimal solution found carries 2 marks. 1×2=2

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