Unit 3 - ONT
Unit 3 - ONT
Noida
Non-Linear Programming
Unit: III
Subject Name
Optimization & Numerical Ms. Sarang Sadawarte
Techniques (AAS0404) Mathematics Department
Course Details
B Tech-4th Sem.
Qualifications :
Ph. D (Submitted)
UNIT-V Aptitude-IV 8
Number System, Permutation & Combination, Probability, Function, Data Interpretation,. Syllogism
• 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
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.
CO5: Solve the problems of Number System, Permutation & Combination, Probability,
Function, Data Interpretation and Syllogism.
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
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
• 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 .
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.
• 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.
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)
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.
Solution: Here the and are quantities of Radio and TV sets manufactured by the company
respectively.
Given that
and
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
Profit
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.
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?
Then to find the necessary conditions for a maximum (or minimum) value of a new function
is formed by introducing a Lagrange multiplier as
and
On solving above equations, we get stationary point .
(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.
……. (3)
… (4)
On solving Equations (1), (2), (3) and (4), we get
Q1. Examine whether the given non-linear programming is maximum or Minimum type:
Objective function
Subject to the constraints
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 :
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.
Solution: Here
g(X)=
Hence, Where
The Kuhn-Tucker necessary conditions are:
Hence …..(1)
…...(2)
……(3)
…….(4)
…….(5)
Minimize
S.t.
Hence
Therefore the Minimum
************
***********
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.
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)
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
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
.
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.
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)
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.)
Thank You