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Thapar University, Patiala

School of Mathematics

B.E.(2nd yr, SEM-II) Course Code: UMA031

Course Name: Optimization Techniques

May 19, 2016 Thursday, 9.00 am - 12.00 noon

Time: 3 Hours, M. Marks: 100 Name of Faculty: MKS, MKR, VKS, NK

Note: Attempt all questions in the given sequence. Assume missing data, if any, suitably.

Q.1(a) Solve the following problem by the simplex method starting with the corner point (12)

(0,10)

Min z = 12x1 + 10x2 subject to 5x1 + x2 10, 6x1 + 5x2 30, xi. + 4x2 _?_ 8

x1, x2 > 0. Also find optimal non basic feasible solution and show it on the graph.

Q.1(b) Use the complementary slackness theorem to verify that (n, 0, ...,0) is an optimal (8)

solution of the linear programming problem

Min E7_,.1 jxj subject to E ij.,.1 xj i (i = 1,2, ...,n) , xj 0 (j = 1,2, ..., n).

Q.2(a) State and prove weak duality theorem for linear programming. (6)

Q.2(b) Solve the following linear parametric programming problem for the entire range (10)

of t _

Max z = (3 + 3t)x1 + 2x2 + (5 — 6t)x3 subject to

xi. + 2x2 + x3 5 40, 3x1 + 2x3 5 60, x1 + 4x2 5 30, xi., X2, X3 .?_ O. The optimal

table for t=0 is given below;

B.V. X1 x2 X3 S1 .52 S3 XB(S01.)

Z 4 0 0 1 2 0 160

X2 -1/4 1 0 1/2 -1/4 0 5

X3 3/2 0 1 0 1/2 0 30

S3 2 0 0 -2 1 1 10

where s1, s2, s3 are slack variables.

Q.2(c) Using branch and bound algorithm, solve the following integer (10)

programming problem

Max z = 3x1 + 4x2 subject to 2x1 + x2 5 6, 2x1 + 3x2 5 9, xi, x2 > 0 and are

integers.

Q.3(a) Consider the following transportation problem (TP) (10)

Di. D2 D3 Availability

Si. 7 5 6 90

S2 8 2 3 10

S3 7 6 6 20 "

Demand 60 50 50

(i) Formulate the above (TP) as a linear programming problem.

(ii) Find the optimal solution of above (TP) with restriction that it is

required that the demand at the destination D1 must be satisfied

exactly. (use Vogel's approximation method for initial basic

feasible solution).

P. T. 0

1

Q•3(h) A company needs to assign 4 jobs to 4 wykers. The cost of performing a job is a (12)

function of skills of the Workers. The following table summarizes the cost (in Rs.) of

the assignments. Determine the optimal assignment using Hungarian method.

Jobs

1 2 3 4

Workers 1 50 30 20 80

2 70 90 20 60

3 60 40 50 70

4 50 70 70 80

If an additional (fifth) worker becomes available for performing the four jobs at

the respective cost of Rs.40, Rs.50, Rs.80 and Rs.50. Is it economical to replace this

additional worker among the current four workers.

Q.3(c) The following table gives the normal duration, normal cost, crash duration and

crash cost for different activities of a project.

Activity Normal Normal cost Crash Crash Cost

duration(days) (In Rs.) duration(days) (In Rs.)

1-2 13 1000 13 1500

2-3 10 700 4 2500

2-4 12 1500 8 3500

3-5 5

J 400 1 1000

4-6 12 1200 12 1600

5-6 8 1000 6 1400

Determine the critical path, normal duration and normal cost of the

project.

Determine the optimal cost for completing the project in 33 days.

f (x,y)=x 3 + y-; - 3x - 12y+20

and decide the nature of these points.

Q.4(b) Solve the following non linear programming problem using KKT conditions: (10)

Opt. z = 2x1 + 3x2 — (4 + 4 ± 4) subject to x1 + x2 1, 2x1 + 3x2 6,

xi, x2 > 0.

Note: Evaluated answer sheet may be seen on 24-05-16 as per given schedule in Room no.

T106.

Branch Time Branch Time

CIE 1-3 10:30 am MEE 5-7 12:30 pm

CIE 4-6 11:00 am EIC 1-3 12:45 pm

MPE 1-2 11:30 am EIC 4-6 1:00pm

MEE 1-4 12:00noon

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