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Optimization Technique

Introduction: Historical Developments, Engineering applications of Optimization

Classical Optimization Techniques: Introduction, Review of single and multivariable optimization

methods with and without constraints, Non-linear one-dimensional minimization problems, Examples.

Constrained Optimization Techniques: Introduction, Direct methods - Cutting plane method and Method

of Feasible directions, Indirect methods - Convex programming problems, Exterior penalty function

method, Examples and problems

Unconstrained Optimization Techniques: Introduction, Direct search method - Random, Univariate and

Pattern search methods, Rosenbrocks method of rotating co-ordinates, Descent methods - Steepest Decent

methods-Quasi-Newtons and Variable metric method, Examples.

Geometric Programming: Introduction, Unconstrained minimization problems, solution of unconstrained

problem from arithmetic-geometric inequality point of view, Constrained minimization problems,

Generalized polynomial optimization, Applications of geometric problems, Introduction to stochastic

optimization.

Novel methods for Optimization: Introduction to simulated annealing, selection of simulated annealing

parameters, simulated annealing algorithm; Genetic Algorithm (GA), Design of GA, Key concepts of GA,

Neural Networks, A frame work for Neural Network models, Construction of Neural Network algorithm,

Examples of simulated algorithm, genetic annealing and Neural Network method.

Q2. Describe Stochastic Programming in brief.

Q3. Describe the SLP .

Q4. Give the classification of optimization techniques.

Q5. Find extreme point of function

Q6. Describe the univariate method.

Q7Give a review of historical development of optimization technique.

Q8. Define the objective function, design variable & design vector

Q9. Give the necessary & sufficient conditions for a point to maxima (minima).for

multivariable optimization problem.

Q10. Discuss the physical meaning of Lagrange multiplier.

Q11. State the Kuhn-Tucker conditions

Q12. Describe the penalty function method.

Q13. A manufacturing firm producing small refrigerators has entered into a contract to

supply 50 refrigerators at the end of the first month, 50 at the end of the second month,

and 50 at the end of the third. The cost of producing x refrigerators in any month is given

by $(

The firm can produce more refrigerators in any month and carry them to

a subsequent month. However, it costs $20 per unit for any refrigerator carried over from

one month to the next. Assuming that there is no initial inventory, determine the number

of refrigerators to be produced in each month to minimize the total cost.

Q14. Find the dimensions of a box of largest volume that can be inscribed in a sphere of unit

radius with i. Direct Substitution Method ,ii. Constrained Variation Method , iii. Lagrange

multiplier Method

Q15. Minimize

1.

2.

Univaraient Method

Powel Method

. with

3.

4.

Newtons Metod

Hooke Jeev Method

5. Fletcher-Reevs Method

6. Cauchy Method

Q16. A manufacturing firm produces two products, A and B, using two limited resources.

The maximum amounts of resources 1 and 2 available per day are 1000 and 250 units,

respectively. The production of 1 unit of product A requires 1 unit of resource 1 and 0.2

unit of resource 2, and the production of 1 unit of product B requires 0.5 unit of resource

1 and 0.5 unit of resource 2. The unit costs of resources 1 and 2 are given by the relations

(0.375 - 0.00005U1) and

(0.75 - 0.0001U 2), respectively, where U, denotes the

number of units of resource i used ( i = 1 , 2 ) . The selling prices per unit of products A

and B, PA and P B , are given by

PA = 2.00 - 0.0005XA- 0.00015XB , PB = 3.50 - 0.0002XA - 0.0015XB

where XA and XB indicate, respectively, the number of units of products A and B sold.

Formulate the problem of maximizing the profit assuming that the firm can sell all the

units it manufactures.

Q17. Four identical helical springs are used to support a milling machine weighing 5000

Ib. Formulate the problem of finding the wire diameter (d), coil diameter (D), and the

number of turns (N) of each spring (Shown in Fig below) for minimum weight by

limiting the deflection to 0.1 in. and the shear stress to 10,000 psi in the spring. In

addition, the natural frequency of vibration of the spring is to be greater than 100 Hz. The

stiffness of the spring (k), the shear stress in the spring (), and the natural frequency of

vibration of the spring (fn) are given by

where G is the shear modulus, F the compressive load on the spring, w the weight of the spring, p

the weight density of the spring, and Ks the shear stress correction factor. Assume that the material

is spring steel with G = 12 X 106 psi and p = 0.3 lb/in3, and the shear stress correction factor is Ks

=1.05.

Q19.

i)

Pattern search methods

ii)

Constrained Optimization Techniques:

iii)

Quasi Newton Method

iv)

Neural Networks,

Q20. Write short note any two

i)

Convex programming problems

ii)

Genetic Algorithm (GA),

iii)

Quasi Newton Method

iv)

Simulated Annealing

Q21. Enlist the methods used to solve the optimization problem with equality

constrained & explain two of them.

Q23. Explain the Newton method & modify Newton method & their limitation.

Q.24 Minimize the function f(x) = 0.65 - [0.75/(1 + x2)]- 0.65 x tan-1(1/ x) using the golden

section method with n = 6.

Q.25 Show that the Newton's method finds the minimum of a quadratic function in one iteration. .

Q.26 Find the minimum of = x(x 1.5) in the interval (0.0,1.00) to within 10% of the exact

value.

Q. 27 Find the maximum of the function/(X) = 2x1 + x2 + 10 subject to g(X) = x1 + 2x2 2 = 3 using

the Lagrange multiplier method.

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