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Unit 3 - ONT

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0% found this document useful (0 votes)
53 views59 pages

Unit 3 - ONT

Uploaded by

Himanshu Pandey
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Noida Institute of Engineering and Technology, Greater

Noida

Non-Linear Programming

Unit: III

Subject Name
Optimization & Numerical Ms. Sarang Sadawarte
Techniques (AAS0404) Mathematics Department

Course Details
B Tech-4th Sem.

Faculty Ms. Sarang Sadawarte Unit Number-III


1
12/25/2024
Faculty Introduction

Ms. Sarang Sadawarte


Assistant Professor
Department of Mathematics

Qualifications :
Ph. D (Submitted)

Ph.D. Thesis : SOME NEW VARIANTS OF GRAPH LABELING AND


THEIR APPLICATIONS
International Journal Publications: 5
Book Chapter: 1
Teaching Experience: 4 years

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 2


Evaluation Scheme

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Syllabus

UNIT-I Linear Programming 8


Introduction, Mathematical formulation of LP Models, Graphical Method, Description of simplex method,
Big-M method, Two phase method , Alternative optimum solutions, unbounded solutions, Degeneracy ,
Duality in LPP.

UNIT-II Integer Programming 8


Introduction, Importance of Integer Programming Problems, Gomory’s Cutting Plane method, Branch-and-
Bound Method, Cargo Loading for Knapsack problem , Applications of Integer Programming.

UNIT-III Non-linear programming 8


Basic facts of maxima, minima & convex optimization, Convex sets and convex functions, Continuity and
differentiable properties of convex functions, Constrained Optimization- Local and Global Solution
Introduction, Elements of Constraint Programming, Lagrange multiplier method, Kuhn Tucker Condition.

UNIT-IV Numerical Techniques 10


Errors analysis, Zeroes of transcendental and polynomial equations using Bisection method, Regula-falsi
method and Newton-Raphson method, Interpolation: Finite differences, Newton’s forward and backward
interpolation, Lagrange’s and Newton’s divided difference formula for unequal intervals.
Solution of system of linear equations, Crout’s method, Gauss- Seidel method. Numerical integration,
Trapezoidal rule, Simpson’s one third and three-eight rules, Solution of first order ordinary differential
equations by fourth-order Runge- Kutta methods.

UNIT-V Aptitude-IV 8
Number System, Permutation & Combination, Probability, Function, Data Interpretation,. Syllogism

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er-III
Branchwise Application of NLPP(CO3)

• Data networks-Routing
• Production planning
• Resource allocation
• Computer-aided design
• Solution of equilibrium models
• Data analysis and least squares formulations
• Modeling human or organizational behavior

Faculty Ms. Sarang Sadawarte Unit Number-III


12/25/2024 5
Course Objective

The objective of this course is to familiarize the engineers with concept of Linear ,
Integer, Non-Linear Programming , Numerical Techniques & their applications. It
aims to show case the students with standard concepts and tools from B. Tech to deal
with advanced level of mathematics and applications that would be essential for their
disciplines. The students will learn:
• The idea of Linear Objective function and Linear programming.
• The idea of concepts of Integer Programming.
• The idea of concepts of Non-Linear Programming.
• The concept of Numerical Techniques.
• The concept of problems based on Number System, Permutation & Combination,
Probability, Data Interpretation, Syllogism.

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Course Outcome

CO1: Apply the working methods of Linear Programming .

CO2: Apply the concepts of Integer Programming and its uses.

CO3: Apply the concept of Non-Linear Programming.

CO4: Apply the concept of Numerical Techniques.

CO5: Solve the problems of Number System, Permutation & Combination, Probability,
Function, Data Interpretation and Syllogism.

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Program Outcomes

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PSO

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CO-PO Mapping(CO3)

Sr. Course PO1 PO2 P PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO1
No Outcome O 2
3
1 CO 1 H H H H L L L L L L L M

2 CO 2 H H H H L L L L L L M M

3 CO 3 H H H H L L L L L L M M

4 CO 4 H H H H L L L L L L L M

5 CO 5 H H H H L L L L L L M M

*L= Low *M= Medium *H= High

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CO-PSO Mapping(CO3)

CO PSO 1 PSO 2 PSO 3

CO.1 H L M

CO.2 L M L

CO.3 M M M

CO.4 H M M

CO.5 H M M

*L= Low *M= Medium *H= High

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Program Educational Objectives(PEOs)

PEO-1: To have an excellent scientific and engineering breadth so as to


comprehend, analyze, design and provide sustainable solutions for
real-life problems using state-of-the-art technologies.
PEO-2: To have a successful career in industries, to pursue higher
studies or to support entrepreneurial endeavors and to face the global
challenges.
PEO-3: To have an effective communication skills, professional attitude,
ethical values and a desire to learn specific knowledge in emerging
trends, technologies for research, innovation and product
development and contribution to society.
PEO-4: To have life-long learning for up-skilling and re-skilling for
successful professional career as engineer, scientist, entrepreneur and
bureaucrat for betterment of society.

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Result Analysis

Name of Faculty Jyoti Singh


Branch CSE
No. of Students 200
No. of Passed students Awaited
Result Percentage Awaited

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End Semester Question Paper

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End Semester Question Paper

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er-III
End Semester Question Paper

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er-III
End Semester Question Paper

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er-III
Unit Contents(CO3)

• Introduction of Non-Linear Programming.


• Convex and concave sets, Convex and Concave functions.
• Formulate the Non-Linear Programming Problems.
• Constraints Problems of Maxima & Minima using Lagrange Multiplier Method.
• Constraints Problems of Maxima & Minima using Kuhn- Tucker Method.

Faculty Ms. Sarang Sadawarte Unit Number-III


12/25/2024 18
Unit Objective(CO3)

• The objective of this course is to familiarize the engineers with concept of Non-Linear
Programming Problems. It aims to show case the students with standard concepts and
tools from B. Tech to deal with advanced level of Optimization Techniques and
applications that would be essential for their disciplines .

Faculty Ms. Sarang Sadawarte Unit Number-III


12/25/2024 19
Prerequisite and Recap(CO3)

 Knowledge of Mathematics- I of B.Tech


 Knowledge of Mathematics- II of B.Tech
 Knowledge of inequalities.
 Knowledge of Linear Programming Problems.

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Topic Objective (CO3)

Non-Linear Programming:
• Introduction of Non-linear Programming problems. So that the Students understand
that “ What is non-linear programming”.
• Convex Set and Convex function.
• Convex Set and Concave functions.
• Formulate the NLPP.

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Non-Linear Programming Problems(CO3)

• Introduction: https://youtu.be/ARU0BEVxasQ
Basic Concepts: Linear Programming is useful for solving problems that involve linear
relationship among decision variables. Any non-linear change in the input variable values either in
objective function or constraints, restrict the use of usual simplex method to solve the decision
problem.
Like linear programming, Non-linear Programming is also a mathematical technique for
determining the optimal solutions to many Business problems etc.
The term Non-Linear Programming Problems(NLPP) usually refers to the problems in which
the Objective function Z becomes non-linear or one or more of the constrained inequalities have
non-linear relationship or both. In actual practice such situation occurs if a purely linear
relationship may not exist in the profit or cost function when the production levels vary.
For example: Maximize
Subject to the constraint
.
In this model, the objective function is non-linear while the constraint is linear.
Thus, it is a non-linear programming problem.

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CLC, Convex Set, Convex function(CO3)

Convex Linear combination:


A point is called a convex line combination (CLC) of two points and If it
can be expressed as
where
or
Example: Let two points are CLC , it is

we can check then is CLC.

Convex Set : A set is said to be convex set , if CLC of any two( more than two points)
is also in the same set.
Mathematically : A set S is said to convex set , if any points
then
For more than two points(Hyperplane)

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Convex Set, Convex Function(CO3)

A set of Points satisfying


, not all
then , a set is called a Hyperplane.
Convex Function: Let S be a Convex set, then the function is a convex function.
For one dimensional function
If for all domain points then it is convex function.
Example:
then .
Hence it is convex function.
For Higher dimensions, Using Hessian matrix H.
is convex then H is Positive Semi definite.
i.e. and at least one of for
Where D is Principal minors.
Convex Programming: If is Concave(maximize) and given constraints
is convex( then the such problem is convex problem.

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Formulation of Non-Linear Programming(CO3)

Example: A manufacturing company produces two products- Radios and TV sets. The
sales price relationship for these two products are given below:
Products Quantity Demanded Unit Price
Radios p
TV Sets q
The total cost functions for these two products are given by and respectively. The
production takes place on two assembly lines. Radio sets are assembled on assembly
line I and TV sets are assembled on assembly line II. Because of the limitations of the
assembly line capacities, the daily production is limited to no more than 80 Radio sets
and 60 TV sets. The production of both types of products requires electronic
components. The production of each of these sets require 5 units and 6 units of
electronic equipment respectively. The electronic components are supplied by another
manufacturer, and the supply is limited to 600 units per day. The company has 160
employees, i.e. the labour supply amounts to 460 man-days. The production of one unit
of Radio set requires 1 man-day of labour, whereas 2 man-days of labour are required
for a TV set. Formulate the non-linear programming as determine the number of units
of Radio and TV sets should the company produce in order to maximize the total
Profit.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 25


(Contd.)

Solution: Here the and are quantities of Radio and TV sets manufactured by the company
respectively.
Given that

and

Now the total revenue R of Radio and TV sets is given by

From (1), (2) and (3) , We get

Also Given that the total production cost of amounts and are and respectively. Lets the
production cost are denoted by and respectively.
i.e. and
Therefore the Profit is given by

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(Contd.)

Profit

Constraints are, and (manufactured per day Radio & TV sets)


(Electronic Components)
(available employees)
, ( Non-Negative restrictions)
Finally the complete formulation of the Problem:
Maximize Profit
Subject to the constraints are
and

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 27


Daily Quiz

Q1. Check whether the set is a convex Set of not?


Q2. A manufacturing concern operates its two available machines to polish its metal
products. The two machines are equally efficient, although their maintenance costs are
different. The daily maintenance and operation cost of the machines is given in rupees as the
function:
Where and are the number of hours of operation of machine I and machine II
respectively.
The past records of the firm indicate that the combined operating hours of two machines
should be at least 35 hours a day in order to perform a satisfactory job. However, the
production manager wishes to operate machine I at least 6 hours more than machine II
because of the higher repair cost of the latter. Formulate this Problem as to find the optimal
hours of operating the two machines and the minimum daily cost.

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Weekly Assignment(CO3)

Q1. A manufacturing concern produces two products say A and B. The costs of
production for these two products are displayed as following table:
No. of units produced Cost of production in Rupees
Product A :
Product B : 40+2
Because of the limited available resources the concern has to bear within the
restrictions and Formulate the NLPP .
Q2. A manufacturing concern produces a product consisting of two raw materials A
and B. The production function is estimated as

where Z represents the quantity(in tons) of the product produced and and designate
the input amounts of raw materials A and B. The company has Rs. 50,000 to spend on
these two raw materials. The unit price of A is Rs. 10,000 and of B is Rs.
5,000.Formulate this NLPP: as how much input amounts of A and B be decided so as
to maximize the production output.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 29


Weekly Assignment(CO3)

Q3. A company manufactures two products A and B. It takes 30 minutes to process one unit of
product A and 15 minutes for each unit of B and the maximum machine time available is 35
hours per week. Products A and B require 2 kgs and 3 kgs of raw material per unit respectively.
The available quantity of raw material is envisaged to be 180 kgs per week.
The products A and B which have unlimited market potential sell for Rs. 200 and Rs. 500 per
unit respectively. If the manufacturing costs for products A and B are and respectively.
formulate as: how much of each product should be produced per week, where
and are the quantity of product A and B to be Produced respectively.
Q4. For what value k , that the function is Convex function?
Q5. Check whether the function is convex or concave?

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 30


Prerequisite and Recap(CO3)

• Knowledge of Mathematics-I of B.Tech.


• Knowledge of Mathematics-II of B.Tech.
• Knowledge of Maxima and Minima of a function of more than one variable.
• Convex/ concave functions.

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Topic Objective(CO3)

Constraints Problems of Maxima & Minima using Lagrange Multiplier


Method:
In this Lecture , We shall discuss the problem of optimization of continuous function
when the side conditions or constraints are placed on the variables. These constraints
should be in the form of equations when we find the solution of the problem by using
Lagrange multiplier method.

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Constrained Problems of Maxima & Minima(CO3)

In this Lecture, we shall discuss with the problem of optimization of continuous


functions when side conditions or constraints are placed on the variables. These
constraints may be in the form of equations or inequalities.
We shall discuss first the case of equality constraints using Lagrangian Method
and other case of inequality constraints using Kuhn- Tucker Method.

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Lagrangian Method(CO3)
Lagrange’s method of multiplier is applicable for constraints equality.
In the Lagrangian Method , It is desired to find an optimum of a differentiable function say
whose variables are subject to a constraint , where is also differentiable. If such an optimum
occurs at a point at which at least one of the partial derivatives or does not vanish.
Hence the Problem of maximizing or minimizing
Subject to the constraints :

Then to find the necessary conditions for a maximum (or minimum) value of a new function
is formed by introducing a Lagrange multiplier as

Where is unknown constant and the function is called Lagrangian function.


Now the necessary conditions for a maximum or minimum value of are given:
, ,

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 34


Lagrangian Method(CO3)

Sufficient Conditions for maximum(minimum) of objective function with


single equality constraint :
In case the concavity(convexity) of the objective function is not known, the method of
Lagrange multipliers can be generalized to obtain a set of sufficient conditions for a
maximum(minimum) of the objective function.
Let the non-linear programming problem involving n variables and single constraint is
:
Max. (or Min.)
Subject to the conditions :
then the Lagrangian function is
The necessary conditions for a stationary point to be a maximum or minimum are:

and
On solving above equations, we get stationary point .

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er-III
Lagrangian Method(CO3)

The sufficient conditions for a maximum or minimum need the computation of


Principal minors of the determinant for each stationary point as:

(a) If ,…., the signs are alternately Positive and negative, the stationary point is a local
maximum.
(b) If the sign being always negative, the stationary point is a local minimum.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 36


Examples of Lagrangian Method(CO3)

Q1. Solve the non-linear programming problem :


Minimize(or Maximize)
Subject to the Constraints are :
,.
Solution: The Lagrangian function can be formulated as follows:

The necessary conditions for the stationary point are :


…….(1)

……. (3)
… (4)
On solving Equations (1), (2), (3) and (4), we get

Now Check whether the Z is maximum or Minimum.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 37


Examples of Lagrangian Method(CO3)
We have and
Hence The given NLPP, the Z is minimum .

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 38


Daily Quiz

Q1. Examine whether the given non-linear programming is maximum or Minimum type:
Objective function
Subject to the constraints

Q2. Solve the following NLPP

Subject to the constraints

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 39


Weekly Assignment(CO3)

Q1. Solve the following NLPP by using the method of Lagrangian multipliers:
Max.
Subject to the Constraints :

Q2. Find the dimensions of a rectangular parallelepiped with largest volume whose
sides are parallel to the coordinate planes, to be inscribed in the ellipsoid
.
Q3. Solve the non-linear programming problem:
Optimize
Subject to the constraints :

Q4. Solve the Problem: Minimize


Under the restrictions :

By using Lagrange method of multiplier.


12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 40
Prerequisite and Recap(CO3)

• Knowledge of Mathematics-I of B.Tech.


• Knowledge of Mathematics-II of B.Tech.
• Knowledge of Maxima and Minima of a function of more than one variable.
• Knowledge of Lagrange Method of Multiplier.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 41


Topic Objective(CO3)

Constraints Problems of Maxima & Minima using Kuhn-Tucker Method:


In this Lecture, We discuss the problem of optimization of NLPP when the side
conditions or constraints are in the form of inequalities.
We find the solution of the given NLPP by using Kuhn-Tucker Method.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 42


Kuhn-Tucker Conditions for Maximization(CO3)

Constraints in the form of Inequalities:


We have seen that if the side constraints of a NLPP are expressed in terms of
equalities, the problem can be solved using the Lagrange multipliers. The NLPP with
inequalities constraints can be solved in a similar manner by Lagrange multipliers if
the given problem is slightly modified. We first consider the NLPP with single
inequality constraint. Let the problem be that of maximizing

Subject to the constraints : is constant

Now the problem can be slightly modified by introducing a non-negative slack variable
to the given constraint.
Now the problem is restated as: Maximize
Subject to the Constraints:
Where
The Lagrange function is
The necessary conditions are:
These are is called Kuhn-Tucker conditions.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 43


Numerical on Kuhn-Tucker(CO3)

Example: Solve the NLPP


Maximize
Subject to the constraints:

Solution: Here
g(X)=

Hence, Where
The Kuhn-Tucker necessary conditions are:

Hence …..(1)
…...(2)
……(3)
…….(4)
…….(5)

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 44


(CO3)

On solving equations (1),(2) and (3); we get

Now it easy to verify from (4) that .


Hence is concave and is convex are the sufficient conditions for the maximum.
Therefor the stationary point is
Now the maximum value of .
*************

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er-III
Kuhn-Tucker conditions for Minimization(CO3)

Let the Problem of NLPP is:


Minimize
Subject to the Constraints are:
Where
Then the necessary Kuhn-Tucker conditions are:

Example: Solve the following NLPP


The sufficient Kuhn-Tucker conditions are : is convex and is also convex.

Minimize
S.t.

Solution: Here the Lagrangian function is

The necessary Kuhn-Tucker conditions are:

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er-III
(CO3)

From (1),(2), (3) and (4), We get

Hence
Therefore the Minimum

************

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Numb 47


er-III
Daily Quiz(CO3)

Q1. Solve the NLPP


Max.
S.t.

Q2. Solve the NLPP


Max.
Subject to the constraints:

***********

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er-III
Weekly Assignment(CO3)

Q1. Use Kuhn-Tucker conditions , find the necessary and sufficient conditions of the
NLPP : Minimize
S.t.

Q2. Find the necessary and Sufficient KKT condition of the following NLPP:
Minimize
s.t.

Q3. Solve : Maximize


Subject to the constraints :

Subject to the constraints : 2


Q4. Solve : Maximize

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 49


ALIIGATION & MIXTURE
Multiple Choice Questions(CO3)

Q1. One of the most powerful technique for solving non-linear programming is to
transform the:
(i) Data (ii) Problems (iii) Materials (iv) Labor.
Q2. One of the technique developed for solution of non-linear programming is:
(i) Single programming (ii) Multilinear programming
(iii) Reverse programming (iv) Dynamics programming.
Q3. The first non-linear programming procedure to be used in which year?
(i) 1940 (ii) 1950 (iii) 1960 (iv) 1970.
Q4. An optimization model:
(i) Provides the best decision (ii) Provides a decision with in its limited context
(iii) Helps in evaluating various alternates (iv) All of these.
Q5. Which of the following is not a convex set ?
(i) (ii)
(iii) (iv) .
Q6. Which of the following set is convex?
(i) (ii)
(iii) (iv) None of these.
50
12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III
ALIIGATION & MIXTURE
Glossary Questions(CO3)

Q: Please select the correct options from the Glossary:


(i) Convex (ii) less than 2 (iii) 4 (iv) negative definite (v) Saddle point.

(a) The value of ______, so that the function is Convex.


(b) The function is ________.
(c) The Hessian matrix of the function is ______.
(d) The function will be positive definite, if is ________.
(e) The stationary point of the function is ______________.

51
12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III
ALIIGATION
Faculty & MIXTURE
Video Links, YouTube Links (CO3)

https://youtu.be/jGwA4hknYp4
https://youtu.be/ejol5TMpYJc
https://youtu.be/tJfizPGPo34
https://youtu.be/nZ40jnChzbs
https://youtu.be/PlpJShHvNfQ

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 52


Old Question Paper(CO3)

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 53


Assignment
Expected Questions - 1 Exam(CO3)
for University

Q1. A manufacturing concern produces a product consisting of two raw materials A and
B. The production function is estimated as

where Z represents the quantity(in tons) of the product produced and and designate the
input amounts of raw materials A and B. The company has Rs. 50,000 to spend on these
two raw materials. The unit price of A is Rs. 10,000 and of B is Rs. 5,000. Determine how
much input amounts of A and B be decided so as to maximize the production output.
Q2. Solve the following NLPP by using the method of Lagrangian multipliers:
Max.
Subject to the Constraints :

Q3. Find the dimensions of a rectangular parallelepiped with largest volume whose sides
are parallel to the coordinate planes, to be inscribed in the ellipsoid
.

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 54


Assignment
Expected Questions - 1 Exam(CO3)
for University
Q4. Solve the non-linear programming problem:
Optimize
Subject to the constraints :

Q5. Solve the Problem: Minimize


Under the restrictions :

By using Lagrange method of multiplier.


Q6. Find the necessary and Sufficient KKT condition of the following NLPP:
Minimize
s.t.

Q7. Solve : Maximize


Subject to the constraints :

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 55


Recap of Unit-III(CO3)

The Optimization theory deals with the use of differential calculus to determine the points
of maxima and minima for both unconstraint and constraints continuous functions.
In this unit the treatment of the constraints problems of non-linear programming problems
using the Lagrange method of multiplier and development of Kuhn-Tucker conditions for
the general problem with equality and inequality constraints.

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Noida Institute of Engineering and Technology, Greater
Noida

Text Books
(1) Sharma J.K.- “operation Research” ( Pearson, 3rd Edition)
(2) Rao S.S.- “ Optimization theory and Application”, (Wiley Easter Ltd.)
(3) Taha Hamdy A.- “Operation Research- An Introduction”(Prentice-Hall)

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 57


Noida Institute of Engineering and Technology, Greater
Noida

Reference Books
(1) An introduction to Optimization by Edwin P K Chong, Stainlaw Zak.
(2) David G. Luerbeggan, “ Introduction to linear and non-linear Programming”,
(Addison Wesley Publishing Co.)

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(CO3)

Thank You

12/25/2024 Faculty Ms. Sarang Sadawarte Unit Number-III 59

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