ven 2s and DP, . ; the stationary point 1s the minima 4 AFC nepative, Ths, Znin = 2 - min 2 N25) #191 4 3 x (49) #50 + BB + 24 = 100 = 381 ~ 100 = 93) 5. (b) Constrai x . li hed extremal problem with more than one quality constraint, soe the non-linear programming problem giver below + Optimize Zar tah subject (0X) Hay + Bry = 2 Sxy + 2vy tay =5 X,X2,43 20 Solution : Lagrangean function can be written as 7a) = 243 4x31 G1 tat 38-2) = Ay (Sey t2ep ht) The necessary conditions for the maxima or minima are of Of = a, - ay - 54 ax] 1 1 2 OL = rw -4y- 24, = 0 Ox 0 .. (2) il 2f = 2w,-34;-22 = 0 0x3 7Resource Management Tec CI Ini af 2 (yt t3a7-2) = 0 o (4 aa @ ad 2 = Gate Br) a0 Ky) 2 Substituting the values of xy, %2. “3 from (1), (2), and (3) in and (5), we get Sly A + atthe AA fA) -2=0 2 2 (or) 114, +104, = 4 (6) 5 A 5 (y+ 542), 20r +242) 3A t4n and ere a 5 0 (or) Way FWAy = 10 (Or) Ay +34g = 1 =) Solving (6) and (7) we get, Ay = 0.087 and 42 = 0.304 + Equations (1), (2) and (3) yield x = x3 = 0.283 as the solution. < 804, x = 0.348 and To determine whether this solution point is a maxima or minima, the following bordered Hessian matrix is constructed. HB = [s 4| P J : (m +n) x (m +n)\ ic optimisation Theory ss 4.37 since, = 3, = 2 n—m=1 and I+ 1 = 5, This hi Gia at f 5. This shows tha aay oe principal minor of HP of order 5 needs to be solved. ; e solved. For maximization, the sign should be (—1)"** 5 = (-1)5 = ~1e Foe eee i and for mini ion, the sign should be (=1)™ = (-1)? = ye, Now tie determinant of H® of order 5 is feo1 4 3 soos 24 Orr Oae2Hat 00 5 | Ihs 20 of =t]2 5 9 Of _, ft 5.2 0} 20 2 0 feetzaeeo eee 1200 'ib1g 0 2 Seeateee OHH Scceescea Pa iP 005 2 lee eee ual) | ato] gh Slee OaO | 15 0 15 Ol] =1l2]1 2 io) -1]1 2 2 a ee 15 0 |! 2 >| fae Sie Oey Salant B meu ee ole (dee 5 2 4-2]! 2 +315 Mo 0| 1 460)| Since, the value is +ve, the above solution Minimizes the Objecy function and Zmin = (0.804)? + (0.348)? + (0.283)? = 0,847 Solve the following non. Lagrangean multipliers ; ‘linear programming problem, using the Optimize = 4h +23 +53 — ary x, X +x 443 = 15, 2x1 = x9 + 2x5 = 2% X4,X2,x3 = 0 Subject to Solution ; The Lagrangean function can be written ag SKA) =f 4234.3 — “eh Gr tay b4y—15) — A, (2) -xy-+205-20) The necessary Conditions for the maxima and minima of U objective function are of Ox, of ay Maat Ata, =0 of ed 23-2; -24, OX ag 24 les — G1 tay tay dA, tata as 0 - (dy, — x. and # B= (2k) Xa + ey BH = 40 ay 24 _ Bnsic Optimisation Theory 4.39 a2g8i0 determine whether the stationary point is a maxima or a minima, ple (m +n) x (m +n) Since. n =3 and m=2,n—m=1 and 2n+1=5. This means eat only one principal minor of Hy of the order 5 needs to be solved. maximis = —ve and should be (—1)™" =(-1)? = +ve. In the tion, the sign should be (-1)™*" = (-1)) = +ve, hence Xp is a minimum point. the solution Xp = (4.22.23) = (11/3, 10, 8) minimizes ¢ function, and 10) _ 820 oo. $4 Kubn-Tucher condition - Simple problems