Solutions Manual Engineering Optimization Theory and Practice Fourth Edition Singiresu S. Rao Professor and Chairman Department of Mechanical and Aerospace Engineering University of Miami, Coral Gables, FloridaChapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12 Chapter 13 Chapter 14 Contents Introduction to Optimization Classical Optimization Techniques Linear Programming I: Simplex Method Linear Programming II: Additional Topics and Extensions Nonlinear Programming I: One-Dimensional Minimization Methods Nonlinear Programming II: Unconstrained Optimization Techniques Nonlinear Programming ITI: Constrained Optimization Techniques Geometric Programming Dynamic Programming Integer Programming Stochastic Programming Optimal Control and Optimality Criteria Methods Modern Methods of Optimization Practical Aspects of Optimization © Singiresu S. Rao, March 2010 (srao@miami.edu 247 292 334 413 492, 517 549 576 594 607 620Chapter 1 Introduction to Optimization Ga) Let %, %—. Xe, %p denote the quantity of fertilizer A, B,C,D produced per week (tons) Let profit per ton of fertilizer é AsB,C,D) c+ Soh Ph * Spe Xp * Sch Keke) where P= selling preee of fertilizer’ per ton PC; = production cost of fertilizer ¢ per ton Cy = Cost of nitrates per ton = $ i500 Cope cost of phosphates per ton= $500 Cp, = cost of potash per ton = ¢ 1000 Soh = cost of inert chalk base= § loo pp; = tans of nitrate reguired for { ton of fertilizer t Ko, = tons of phosphates reguired for { ton of fertilizer 2 Xp, = tons of potash reguired for 1 ton of fertilizer t 4, = tons of inert chelie base veppired for | ton of Serlilizer é Pe 150-100 (ise0 40a #500 + ot + 1000 #108 + Ho» y= s50~i50- (I5e0 toe5 +500 ¥ 0:15 + 1000 HoH! +100 #0leo Po = 450 - 200- (1500011 + 500 Ko.2 + (000 FoWl +100 *o-6) Py = 700- 250- (1509 #05 +500 ¥ 005 + 1000 HOF IS + 1004068) = 15 timimize Fe — profit = Ta Xq— Py Xp Fe Xe PX “$ = 3 %a-to XRt CO Xe +15 xy a) Availability constraints: C105 XA 4 0.05 KpzouX eros Xp» = 1000 (nitrates) @) On KA + ONE Ry +52 %e +or05 Xp < 2000 (phosphates) (3) O05 XA ON AG tor Ret ols Xs <= (S00 (potash) (4) Production veguirements ae te oost aimee odie ceo iar st aoe eS * Problem is defined by gs. (1) te (5),oF Objective functions ACO) = aphnaVire? Ape (weight) A(R) = PA Geet) Vie (deflection) BEE x) x2 Areg Behavior constraints: a(R) se GD SL UME tae) Mie LUM MUEpca tl (call Ram Aer * 7 Tea Ares side Constraints: ae ae Ws xs x! » ene Petes Be aon ksi, pe oes Wind, Px looove thy TJ 20000 pst ce > Areg = tine, Rp Re = ot, Ze, x ite (@) Fer given date, 100 in, " $,(2) = see uy eee o A(R) > Gee )diexh S.esessy (2) Se AD o Sd Ne eg cocoa a) ea OEE 2, oe age 28 (4) Graphical optimization shewn in the Optionm solutions oy _ See } peieers o-52521Spe W = weight fpr & = deflection 25 00 025 O50 O73 100 125 180 175 200 225 x «&) Bn (B= 278s! Gents? die xt s) constraints are given by Bgs- (8) ond HY. Optimum solution: Rts 5 ag } * $,. = ovorszs as . (Graphical solution ic indicated in the above $igure).% xs y $= ft Sy ay wet Optionat Point (cs, 0.55521) feennd os Ky,=0 S*= 362258026 g 20 L ob eer x oe ead WS Lo = Ege i (ex 14 x; = see xp Qek y mauzesn Gent) Wiest xy en ) Constraints ave given by aps. (2), (3) ond (4). Optimum solution Eee ieses ao aun eed > §, = 36.2258926 (Graphical solution is indicated i the above figure). wTobs Betty 10 Stations: jetstewn tps time reguiced for job = ty, — ty, 9 Fe G22 10 where tg; = time at which gob < is completed, tei = time of wbveh job U is started Let t= time at which olf gobs are completed to For station j, idle time = t;2 te- E yj te et where %2g “*: ig job Cis assigned tg station f 0 otherwise Total idle time = § = a) at station jy Key te: @) For gob cy peeae: tere tee te; 5 be bea 10 @) eee eae te minimize f given by subject to tes 2 tes > Beg = tee? tee tees tree tes? bee = tea > tape tes > tr? tee tes? treo tao ® tea > eae tee 7 Ene > ee with tsDivide the track length into Terrain, gle) Track, Ac) m intervals of egual fengtt at Mhoum on the figure: Design variables: _ a hos hisbarers Am F Oe eae with A (w= %2) 4 and L(Bx) 5 axe(L/m) bjective function: i ()- £@ | de atjective fumetions ga e J 20-409] wc lace hl at @) tee where ¢ is a proportionality constant. Constraints: slope: [4 eee | = fe ebeee met @ Rate of chamge of shpe: Aeera bier Seer ML lain = ahi t Ae ae ae eee Soar tn ces |i ce -| en? ae CE Oty erry I? G) second derivative of slope: fain — 2 hige + hee! hegp~ 2 hens + he } | er (ax)* AX eite dae see EEA - [Ae Sheng +3 bees eo pieetenmes eon? (> End conditions: 6) tone 5 tye b Problem defined by Eys-(1) te @) is an 0-C. problem Qt has serial structure). 7Let x; = number of units produced in week ¢ (¢=1,2) Assume: (1) Every thing preduced is sold by end of second week. (2) More units can be produced in St week, + economical (G3) Total units in the tue weeks is 600. 2 Minimize fa xiCaxt) + x2 (4%2) +10 (1-298) ject eetege 200% x= 600 oe %2¢ G00 Xi +X2 = 600 Graphical solution: Contours of §$ are drawn as follows: f= 4x4 4 #2 4 lox1- 2000 =e = constant c= 6 x10% x. |0@ 200 300 400 s00 éoe Ky 530-1 5207 497 441 292 - c= 4 xto® Ke 100 2100 300 400 soo Hi 463 451 417 330292 CHaxwe: X2 (00 2100 300 400 500 %, 420 406 3634 222-4 ~368 c= 275 xi08: 2, (08 200 300 400 500 x, 407 393 346 168 383 CH2-25 x08 ™, (06 200 300 400 wm 380 364 Bos ee C= 25 x08: x2 (00 200 300 400 m1 375 258 239 217500 400 300 200 100 F (oo 200a) @) x ~ met Cotas Zt ete) @) oe Te plot the constraint on x, we rearrange fy. (i) as: (er ese)re a2 aye xe xy sink xh 2 ae Fe sine he Gam ese)? T* @) To plet te contours of %, ep. @y is yewritten ass (e+ xe smeys ete sin 20 or (# + %,w.sine) {7 Te plot the contours of % , &.(z> is rewritten as Gs) or Xo (% +e us cose Da xt os? cof 20 or 2 —_x/ w* us 20 peer ee eedeeereee C6) ee Constraints = 2S QBs Ss *, = 2512 10 Kopp F— 408-28 Is.o81. ABCDA 11 ton 1032, f* 6 a ee Y B : za 3 \. a e \ a Me iy i : SN Bg SJ. Siete deere a epee ee er > t + 4 ° f = 7 7 7 2 i g 6 8 Feasible space rts Optimum selutFeasible space = ABCDA optimum selutron; "= 6.032, f*s 15-081 Hope = — 64 305 CFormulation: given in solution of Problem 1-7) 12ne where (x2,42) is the center of disk <- eacie Minimize f= ab w(R+RE+ Ret Ry ) subject ts the constraints Germ "+ (F,- a) 2 OR +Re Vera e GEe RtR Bimzuy 4 (= Wye Rt RG Go- 30" 4 (¥,-93) Ret Re (x2- 4) + CK-MB Rot By (x3-%4)" + (Hea) = Ra + Ry exe; 2.34 be +Res t=a3,4 oe de Rp 3 f= 2,34 Vow Rio5 f= 4284 13x= {Eh Volume of a mex br rf @) as Volume of cone cluteh: ke LS $(R)= a7 (RL BL) es os tam constraints: aC) = cane @ %(%) = R,- 2k, 20 @) A= RB (6> U(X )= R15 se (7D 9,(R)= Raze ce) 9(R) = Rene se @) Plotting feo? Ry oe ro 2-6 3-0 a5 410 4:5 SO Re 5.0 483 4697 3.65 316 256 LTT oro Contours of £ Cep-4) For $= S010: Ry 402 75 410 5:0 66 70 tore Re oo 28 332 46 7B OF for Fz Wworot Ry 281 40 45 50 8 Tle Re oro 207 38d A GB 14for $= t4hgo: R427 445 50 5S 60 80 100 Re ove 2:34 86 445 BIG TE R73 for $ro0r0! Roe 20 418 S19 tov Ro 0 20 30 So loro Graphical solution : indicated in the figure. oe RY 21236 > Point A Optimum pain Feasible space = ABCDA 10.00 8.000 4.0009 2.000 Ry Cimeh) 15(b) Constraints = same os is in part G) except that 9, changed te R\~ 28 f= 0m titese Detail of eal solution : shown in the figure. Ry Cineh) 16(©) constraint egpetion for 9, thamges. Pee eee asta) ana with ee F TORP- RE) T 2 100 becomes 9, (%) = 30 Fz, - 100 2 0 Cre) Feasible space = ABCA : A7o+2 in Optimum point = B (6+67, 3+33) > 2.0004 6.000 Ry Cinch) 4.000 2.0004 0.000 7 0.600 3.000 @.000 3.000 2.00 7-00 Ry (inch) 17Or weight s we wef (rPar) Oo) induced Stress = Ua Tle - a) 7 Randem variables: p,0, 5, 12, Ts bo F Peso, t, %, Fe = ovels 2 GL = Gs 02, GLa to, Tz = Seve Partial derivatives: Bee wh (eat) ae ows (eo) Bea reklam) a wel (eer) at = an/fm (nt ot} et. 4T a ten’ at. at Oe an Cre = ty Meam and standard deviations: PLR FH > = 47 —. = {HL} + - Ge ( i. i yo + 186,765 (x10 = fasera (¥*, =2 at ]2 +3553) 7, wns Fe | 47% 2732 #1082 (ee eae mLyeey “Gay fone Recta Sree to eyes ero) (FT FT) 4103-7524 we To Optimization problem: Fra X= fh Te} &l 4 which minimizes $(®) subject to where i , OG, OZ amd F ane given by Fes (3), 4) > (6) amd (5), respectively - Graphical solution See figure on next page. Ye avid aH, the constraint is modigied too Raz; in the figure. Feasible space: apc> optimum solution: 275", = 3-30" 19ol (ay eee ln $= a bnmy 43 bn a Os Ferhesh where Fate $, Y= Lewy amd Y= by x, @) fe x* 5 xr 0 bt x2 x 2 0% © so that tot? ® &-() cam, be separated new AX2= boyy, 20bn Here tn (leg MD = d+ x2 cH > Y= x ete Clog 4) = be (a, 1) + [7 The desigo variables are D, L, dand Nand hence Xm 4 | Ly. ‘The objective function is given by Overall cost = cost of the tube + cost of the shell + cost of the floor space + cost of pumping cold fluid + cost of maintenance 2 Smeg Woh Dect Et a (fi + Het) ‘The constraint oa the total length of the tube is NLP ay ‘and the constraint on the thermal energy transferred can be expressed as Nee aire gay? ee ‘The restriction on the cross sectional area is given by Dt SP ne and the lower bounds on the design variables can be taken as Dpo a0 Leo Neo @) (a) eo e822 AAs the objective function, (£;), and the constraints, (E3) to (E,), are posynomials in D, d, L and N, the problem is a geometric programming problem. (4) G)Oe B= Ry. Rar Rs, Ry» Rs $7 ba minimize a. Ss Gadmax FEEL Br 5 Rp B05 Feber where cz is the voltage drep, <2 = RiTi- (nus)? variables %2j such tat oxypo1 if che weeks city j immediately ofter city i, amd 20 otherwise Design vector: X= {xj} ns Minimize $(%) = total Aistamee= BH dy 13 Constraints: peat. Each city must be visited once : 8 Bee ed for pe Gtr 2 amd if j she must leave every city: ” 1 for Lele Qee nr amd tf oo Gan? oe 22Design variables: x acres of barley, Ap= acres ef oats x3 = acres of rice, Xys eeres of wheat x5 acres Leased certs per acre: Barley: labor + water + Gertilizer costs &(Zoe + 10000 F002 +100 #2) = ¢ 700 oats : (200 + Toe * 0-02 + 120 #2) = $580 Rice: $ (250 + 6008 # 02+ 160%2) = $ 699 Wheat: $( 360 + 9000 xo.024200%2) = #920 Totel forming cost = $ (oo x, + S80 Xr +620 %3 + 920 HH ‘3 ‘ 2 3 using Interest of 47 , totel cot i tio 4. (100 % + S80 H+ 690 %3 + 920%) Profits per acre Barley. $750, Gets: $600, Rice: $750, wheat: $ 800 Net return = (profits - costs) from creps + income $rom lease =[@s0~ 104 m 706) mi + Goon N04 * 580) x, + (750 ~ 0g #690) %3 + (S00 ~ bot #920) xy]+ 200 *5 = ano my a2 mat 320g %3 - BE-0 XH + 200-0 Xe (ty (Maximize) Constraints: Total acres: ait Xp Hy 4% t XE = 200 @) ilabl ee Available oon: 799 x, + 580%, + 670 %3 + 920 %q < 50,000 (3) Available water: 19000 x) + 7000 Xt S000 3+ Boe Xy <= 4x0” ) Nonnegativity repuirements: x20 3 £26234,5 &) Problem is defined by kgs. (1) &&). 23Design variables fey F maf 4 site cis selectid Ser terget jb o otherwise constraints : 2 By at o pent minimize total cot: B= (4 mut Tart Crt 7X22) + (18 F % 23) £7 tye 2 ag) 4 (Ent Mat H+ HHD 24 +3 (ait ant %29 + X24) zs Ea x = See x5 Minimizes £(%) = power = k, NB x, %3 *s Constraints: Aivgap: Bt _ang—-2x_ = «Ver 7? em ure: cee Temperature: geen Sl sof of x ty m1 22 AT Lower limits: He POs Lats118 rh t ah 4 stage stage pf stage Stage |» t 2 3 4 . fF t T T A 3B c > 62,3, 4 1 2.3,4 LUs4 Problem can be considered as a 4-stage discrete Variable 0.¢. problem Decision Ceontrel) varcables: A (one), B( Sour chorces), ¢ (four cherees), D (four ees, state variables: paths (fines) ABI, Brcy, Cy De, DEE Cost functions: $= cost of pipelime AB; 5, = cosk of pipeline Bey Fz = cost of pipeline Cj Dy fg = cost of pipelme DLE ©.¢. problem Find (32, Cj Ded 4 to minimize Fa sf; ist subject to the constraints : AB: 18 to be $ollowed by B; Cy Bicy is te be followed by oe oD, is to be Followed by DE 25(118) weight = pLbd = (oHsopbdA =1s bd stress induced = Py shit _ 25, 2000 ba ba bd ba® Buculing stress = buceling load /area wrebd® wt (sone) ba? agi (bd) “Ae (0%) Cbd) = 2467-4126 47 optimization probl Fied B= fb dy” te minimize CR) = 15 b subject to G(%) = 25 + ar - 30000 <0 (yielding ) H(3) = 2F , 2000 a gea gine d® go (bucrling) ba bd? #(X)= b- 28 so UZ (X= os bso %(B)- -d se Feasible space: apca (see figure) optimum point: E*= 9.738”, a ” 4.08 Lboptimum 738, 0-368)120) %= {¢} Antah end tm cath bar= P or pz W. pet 4 4 P ses Ww Minimize: $(%)2 a glrdt) (ber a™ Constraints Tee = P w [bt feld stress: x): = ED a 3.6 wat Arde) + 4 drat? vwhere t= 2% (4! — 0") = mC oe) Buckling : ie : di 9 (Rp: Pos Pen or wibhs $F < we (ee) ae 4 a tte) side constramts: ted, Azo, +20 (121) Optimization problem Xe (B Minimize $e Ce z (s Seb: a) oe ft a rabies te 2a,% t4 = time spent on math, design Mannizes 5(3)= 4 9.23% = + (BE) (4) Constraints: 12344 tm +f = 40 (maximum time ovaileble) ty zB tm (oF feast 75 minutes for design for every Go minutes for math) (24 brs to get ‘A” tn math) o< ta = 20° (20 brs fb get "A" in design) ecty S24 31Beam | Beamz Pstoces = T, * x Beam3 Q. 5 & 2X5 = 1e-%— xy, or Xg * ye lm ey 4 Objective functions: &(%)= EC) @) $(®)= % CF) @) Constraints: Te 20s ThB0, Te2e (4) Ree, i244 G Analysis of system: Beam 3: Force egetltbrium: Te + Tp = P= locve «) Moment equelibream: Pixs —2%5 p= 0 @ Beam2: force eguilbrium: Te+Tp = Te (a) (Moment epuilibrium: Tt. x, Ty {10 - (ma4%3 +=} =e (9) Beam 4: Force eguilibrium: Ty4 Tg = Ty + Tp + Tr Ge) Moment equilibrium: 7. xe)4 Tp fio- (2+ %2)} 4+ Tp (Kit %qt2%5)- 10 Tye WD Solution of epuilibecum epuations : Spt): Pztocco= 2% 4 Tex S000 ae) ys-(6) amd (1a): 7, 5000 (13)eG): the Te %q Sooo %q D> cee eee = my Xa *3 to eka 3 Egs-(8) and (ly): soce xy je Ty HES oot erin en Pete tee peer By Cu: 10 TR = Te 1 + Tr (10- xp-%3) + Te (*1t Ky + 2X5) es {se0- Soo %4 ie re 4 (500 %4 to— Xa— 3 Egs: (te) amd (16): Ta= Te t+ To + TF - Te (te xa-%3) + Soe (12-%2) or ( aanet \ (0-2-8) - Soe (ie -%2) 19 — %)—%q—*3 Optimization problem: Find X te minimize the objective functions $,(%) omd $,°%) given by Bys (2) amd GD cla) Gs) (ts) (i7) subject to the constraints of Eps. (4) amd (5). 33R= (F) (iin ) d major diameter | 4 | nut height 4 ( hength of screw minimize: $2 TS (2d*-2dp + p*) = volume of screw = at @-p)* = Fee’ bps a) constraints: screw should be 4elg-loexing: Thdm > fh @) where daz d- b= mean diameter and =n n=1 for single threads » , Ce for double threads ) Shear stress In serew thread (7): ee 2h 2 ost gy 6) wah Seep sriiciit where Fe load applied on Acrew FS. = Sector of safety Bearing stress in threads (o-): ee ierera meets ameter gl @) wh (dt dp) OFS where dp= d-p = minor diameter. Critical buckling load: 4 Fe - Sie bers ae @ 16 A where = Young's modulus. Optimization problem is defined by Eps. (1) & G). 34(128) ee a) Minimize £ (2) = ph (x1 ean HX 4) = 34-08 (761% 2~ 73%) Constraints: @) deflection due te self weight amd Fy < 0-5 inch 5 uw, 14 Re weetwes ot @) 384 EIxy 48 E Ixx where w= selg weight per unit Length of beam =F (uy xn- 3% 4) = 0284 (1X2 — 5 Xe) (4) Tee= fh (a2) 704) ) Using Fy= 300, Le 120, E= genw’, and Eye (4) and (5) tn Ey-(2), we obtatn oGiozee (% ¥2~ %37%4) 4 a. 64 < (er? ~ 7%) ©) Ariel Load, P, should not cause buckling Assume: Interaction of selg weight oc Fy with P (during buckling) fs negligible. 2 Ps SS (t avoid buckling In yg- plane) (7) Pe ue (Te aveid buckling in xgz- plane) (#) where Tae 5 axe x: X4) ce) Tyy =e (* xP — xy %@ +) Ge) Es. (7) & (le) fead to: Aooce — 1713-481 (x, xP —%3 %)D <0 ay 46000 — 17181 481 (x2 xP — x4 3) <0 (2) 35side constraints: x20, 624234 a3) a4) as x, — x, ze %.-% Fo Optimization problem: Find % to minimize §£(X) given by Eg. (2) subject te the constraints of Eps. (6), (1) .(2)> omd (13) & (15). (b) For a solid section, xy = x40: Problem becomes: Find = {7 t te minimize $(K)= 34:08 % %2 subject to o16l0262 , 864 a> Se + SSS ‘ z 7 OS *e m1 2 3 4,= 40000-1713, 481 x %2 5 0 Fz= 4o0ce ~ 1713-481 x2%*P <= Oo IyrsGe%e FO soe v2 Graphical s ni shown in the figure on next page. Feasible space: ABCDA Optimum solution: x = 202", xf = 20" $e tes 3637Design vector: me (outer radius of shell and trod z = ) well thickness of vessel =) ee a fength of Abell xy wall thickness of head Minimize $(Z) = volume of material =x faP (nay P+ AE hae (e149 3 subject te: eee 2 teu 9,(%) = 13 Cerna) + a (4 gellen = 230-9803 &) 3 x1- %4) — 4,619,606 £0 thickness constraints 4(@@= 4- tf _ «. Se +oap 302 ~m- Ecc Se +08 p side constraints: ep 20 5 t= 2,34 (250) vector: Xe fn. to, bs bP 2s Minimize: Seats (i) 5 $(R) = volume of material = subject to: om = Mes Bee teeny Aer: g = Moo Calne oeineniirasiioy, Ae t 7 where Tee rpt+h 5 Ma PRS ERR 3 Cee tye hs 38on = (Minimize = ot) Xt er05773 xp subject te eng o184 64 2 me) me Re faseeiaenes MEG e227 Grophi Solution: Shown in the figure below. Feasible space: ABCDA optimum solution: x= 9.5, x © B te " NS ° 8 39a soon (@) Stress due t& distributed load : Max. bending moment = Maye bL Se Mag tL where ¢ é % bets B Woh (07) wor 75 stress due %& concentrated Load: Max. bendi 7 o = fe ax. be ding moment = Mae re £ oe Man oF 2 -1 2 ae Fe @ 2 nme e where cpa3Pho 15 (1) (45) = ents x10 Total Mien = y= -t -2 é = Ut Gn = 0.90 2) Me (ie) stress comsbiamt: oF — 6; = Bm -mB 4° where 6% l= tan = 527983 x10 ———— 4 and (xp-%1) B= A& = 205.03 110° /Cxs eit) flection constraint: 9(X)= 8, - 8, <0 where Bye Bart Baz = [406 -03/(xd xt] C15") bjective function: $(X)s fyb | (x2 -*)> = 600831 (xi-x otter constraints (8) = x, — e205 G,( 3) = o-04 4 205 £0 -ozSo; F(K) = v0 —egso; G,(R)= x2 -0-20 50 ¢ Ig(K) = x, 0175x250 function problem 133 Ib=[0.04 0.06]sub=[0.12 0.20]; .10 0.15); 3j(x0):g0=gcons(x0); con(@obj,x0,[}[],[].[].1bub,@cons) fprintf's#e#0rereensve8Rosults Problem Sete eee: Sprin{(eteeeesesereeeeeeteneaeneseneetaenesessest eng! fprintf’ x0(1) x0(2)in); fprinti 968.4 %8 4b, xO(1),x02)); fprinti(eettntneeenneerseeetennestvencennensntaerine ttn), fprinti( £(0)\n'); fprinth %8.4Fn',f0); fprinti("**Honenanonesesantereesennnnnanennnne sed donueH fprintf g1(x0) £2(x0) e3(x0)in'); fprintf’ %84E — %8.4F —_%8.4fing0(1),20(2),g0)); fpring((#**Heeenesenaennennsanenenetenenenaseneehens aan fprintfx*(1) x#(2)in}; fprinti( %68.4¢ %8.Afin, xv(1)-xv(2)); fprinti(**F ror eeteesnnnilensscnnneneneesesnenseests ethinyl): 44printf’ f(c*)\n!); fprintf(’ %8.4fin’fval): fprintiCersenenarenvovensnesneneasanananarsonenenssenenigy, fprintf(’ glox*) 2(x*) s3ex*)in'); fprinttt’ %8.4f %8AT %8.4Pn! gx(1),x(2).0x(3) end YUAN YAMANE function fobj(x) £60083.1*(x(2)"2-x(1)"2)5 end YMA ANNAN AWWA AAR function [c,ceq]=cons(x) ‘(1 )=(9424,0*(10-9))) "2X44 -74.30158"(10(-6)))/(x(2)"4-x(1)4)-15 (A )/x(2)-0.755 coq=0: end LS YSERA ALAL YRS AA ASSAYS function g=geons(xv); (1)=(9424.0°(10-9))*xv(2)/(xv(2)4-xv(1)°4)-15 2(2)=(74.30158*(10*-6))/xv@2)4-xv(1)°4)-15 2(3)-xv(1)ev(2)-15 end 15 Results x0(1} x0(2) 0.1000 0.1500 0) 751.0387 @1(x0) €2(x0) 83 (x0) 0.9965 08171-03333 45x(a) x*2) 0.1188 0.1188 fo") 0.0000 Bi(x*) B2(x*) 63(x*) ~1423800248259.4729 -94525671071191.0620 0.0000 function problem 134 clear;ele; x0=[12 12}; f=obj(x0);g0~goons(x0); [xv,fval]=fmincon(@obj.x0.[],[].[].[,0,0-@cons); gx=goons(xv); sprintif(**** ** Results Problem1*****#\n!); fprintf(*eesennenneneensnerenaenuen nein fprintf’ x01) x0(2)\n); fprintf(’ %6AF %6.4fn', x0(1),x0(2)); fprinti(**e#eeevuneneenenatentennas tain’ Sprint g(x0) \n); fprintit’ %6.4f 6.40 %6.4fin’,20(1),20(2),20(3)); printiiesrereeeenetneceensenesesess sin) fprinti’ f(x0)\n'); fprint{(968.4fnf0); printer teens evevonensoraseness tig) fprinth x*(1)x*Q)in'); fprintfl’ %66.4f — %6.4fin’, xv(1).xv(2)); Gprint{('*Meeendenseontanenennennend ey’) printf’ f(x*)\n); printf’ %8.48n'fval); Sprinth('*teeeeenenecMnaohensesenssenain’) fprintf(’ a(x*) tn); fprint®’ %6.48 %64f %6.4fn',ex(1),2x(2),ex(3))s end 46VAISS REC VEAAIA function f=obj(x); 0. 1¥x(1}+0.05773 (2); end UU constrain h%%% funotion [c,ceq]=cons(x); €(1)=0.6/x(1)+0.3464/x(2)-0.15 c2)6-x(Ds £3)=7-x(2): cegp end LUKAS AANA UARNWWKY value of constraint6%%%%% function g=gcons(xv); g(1)0.6/xv(1)+-0.3464/xv(2)-0.1; B2)-6-xv(1); 8G)Toxv(2); end Results x0{1) _ x0(2) 12,0000 12.0000 (x0) -0.0211 -6.0000 -5.0000 ftx0) 1.8928 xe(t) x2) 9.4639 9.4642 47fix] 1.4928 atx") 0.0000 -3.4639 -2.4642 function problem 135 %%%GA Tb=[0.1 0.1];ub=[2 2.5]; x0=(0.5 1.0]; £0=0bj(x0);20=geons(x0); [xv.fval]=finincon(@objx0,{],[].(11b.ub, @eons); ‘gx=geons(xv); fprintf(****** Results Problem 2 ***#**##\n)); Sprint{(*eeteeteeeteneeeeeneeteneseueniay), Sprintf( x0(1)—_x0(2)\n'); fprintf( %66.4f — %6.4En, x0(1),x0(2)); if(eisneseseniaensvensaenenene s\n) fprintf(' f(x0)\n'); fprintf('%8.4fin’f0); fprintf(*reenenvneeenensnenenenaseneyyy fprintf( g1(x0) _2(x0) in); fprinti(’ %6.4f —%6.4fu:',g0(1),90(2)); fprint{(*senneserennnensesestonasets\y) printf’ x*(1)_x*(2)in1); fprinth( %6.4f —_ %6.4fin', xv(1),xv(2)); fpringl(esserseecrsiaeeenensseresersty)) fprintf(’ foc*)in’); fprinti¢ %68.4fn',fval); fprinti(ermersnereatanoanenonasenseetiny) fprintf’ gl(x*) —_g2(x) Wn); fprinth( %6.4f — %6.4fin',gx(1),gx(2))s end YAY WWD VL AVY function Fobj(x); £56.6%x(2)*sqrt(l+x(1)°2); end LUAU 48stunetion [e,ceq]=cons(x); e(1)=(x(1)+1)*sqrt(1+x(1)/2)/(x(1)*x(2))-5.656854; e2)=(x(1)-1)*sart(1-+x(1)2Gx(1)*x(2))-5.656854; ceq=0; end LVAD SANA function g=gcons(v); BC(v(1)+1)*sqrt(1+v(1)2)(v(1)* v(2))-5.656854; Cede eae en Results x0(1)—x0(2) 0.5000 1.0000 (40) 63.2807 B1(x0) —g2{x0) 23028-6748 xt) x42) 0.6573 0.5334 flee) 36.1273 49B1x")— g2{x*) 00 6.8266 function problem 136 1b=[0.1 0.1};ub=[2 2.5); x0=[0.5 1.5]; £0=0bj(x0);,20=gcons(x0); {xv,fval]=finineon(@obj.x0,{],[}.{],[]1b,ub,@eons) wegcons(xv); fprintft’***#** "results problem 3*#"*#*##*\n'), fprintf(**#4es Her teerereers ese nereeeess (yy) fprinti’ x0(1) x0(2)in');, fprinti(’ %6.4E %6 AB, x0(1),x0(2)); Iprinti(*#9 rererstevesenesrentenstosin’ {printf {x0)\n); printf 966.48 £0); fprin(( Here eeeesetses tena printf a(x0) \n'); fprintt(’ %6.4f %6.4f.x',g0(1),20(2)); fprintitrtetetstetssetesedrenataesesig’) fprintf( x*(1) x*(2)in fprintf( %6.4¢ %6.Afin’, xv(1),xv(2))s fprintf(*##oesenwenwensenentensenesiy), printf fx*)in); fprintft’ %6.4f\n',fval): fprinti(+ereweteetosrenesenense ees eyy)) fprintft’ g(x*) \n); ‘fprintht’ %6.4f %6.4fin',gx(1),ex(2)); end YUAN AYYASAAYAAY function f-obj(x); £0,011 785 11((L+x(1Y'2)"1.5)tsqrt(1--x(1) 4 y/Ox()*x(1)*x(2)); end LUA function fe,ceq]=cons(x) e(I)=Ox(IH)*sqrt(-4x( 1) YAP AN SLA AR AY 50function g=geans(w); eC) sqrt v1)" 2) v(L)"V2 g2)-((1)-1)*sqri(1+v ¥2)/(6(1)*w(2))-5.656854; end results x0(1) x0(2) 0.5000 1.5000 fbx} 0.0453 atx) “3.4208 6.4022 x(t) x*(2) 0.8656 2.5000 fet) 0.0182 elx*) 4.5166 “5.7390 SiChapter 2 Classical Optimization Techniques (21) ‘The current flowing through the load resistance is given by Voltage (V) Carrent (i) = TotaT resistance (Rt) and the power delivered to the load (P) is ¥. Vir oe (ea) '"RERTER The necessary condition for maximum of P is dP _ (R24 12+ 2rR) (V2) —(V2r) (2r+ 2K) am (REF EE ORE VERE) (EAE ie. ratR Since the resistance cannot be negative, one obtains r= Ras a necessary condition for the maximum of P. The second derivative of P gives GBP (RE Et RYE (— BV) — V2 (RE — 2) (REF P+ PR) (2R+ IN) me TEE EERE and (d2 PY ve (F) 277 oS? Since (d2P/dr2) at r = Ris negative, the sufficiency condition is satisfied and maximum power delivered is given by rans (ation TR) op “HRSGF (x=ay8 &-1) (x=) 8 [4 - GF Ge af 4 3 12 xa lo ® ae [@-%e-94 {sex 40 2} @-19* (x-3)8 = 0 at xx0 and — 4(.1523 at x= te $ is @ relative maximum ab x= 12 = 3(4x*-2% +49) 2 dx S 24n-36 Soat xs 05 f= ax? n-isx?tatx , AF a = 0 at Keb 2 34 >0 ote us is an inflection point tan a /tan (x+#) > B= constant ne ay _ {sect tan (ats) - sec? (w+#) tan “VW ae? ee de ry tan (w+ #) #95 dan Lo gives da {sin (42) ch (eH fh) — Sin x cos a} /feoste cos (a4 d)} =O Tg cos x: CoS (Xt ¥) HO ay /dex =O gives sin 2(@+¢) — Sin 2X =O hey sin @ax42¢) = sin (2x) bey 2v+2g = Ttiae wen gts EH Gmee $#2) 33an . {tact was y[2 tan « tan (@+¢) ax? ~ tan* (a+ #) 2, 2. cect sect(wed) — 2822 #D fan (448) tana’ — see" (at) see «] + = [Beet fam (x4 1) = sec? (a4 #) ten] 2 Be ewe Py eee (way h = ora {2 Ge) tame (ert see Cae) } at xe x” 2 Lu dae | age ap} Noting thet * an : ttle can be seen to be negative when ge (2-5) 1 ae is aw ee maximum: tam = cs (E-4) sm(E+¥ ) et $ -sin ty _ te a tind ost (Gs d+ sin SY t+ asin t cord Vaan TEM = Aotee 1 asin db gC) = 60x ~ 240 x4 460 x? 4600 x*- 240 x — 490 = 60 (xei)*(x-2)? =o af x= -12 @, 960 x 4 180 x* +1200 x - 240 4 $x) = 300 * g(x) = (200 x? - 2880 x4 360 x + 1200 $Me = 3600 x*- 5760 x + 260 54sP CD20, SME 242,520 @) gM (220, SP ayeo, F (2d = 43240 a ere eae rea Netther minimum, not maximum, At xe 2s $Oays $2) = GP eeye0, sP@= + Relative minimum Let initial velocity = angle = 6 vertical component of Vo= Ve ting 7 Horizontal component of Vs = v, cose Under gravitational acceleration of 9, height of projectile at time t = h=ysnet-t9t (1) At time t, horizontal distance travelled =¢ =v, cost (2) When projectile galls on ground after time to, hoo. &]-0) gives t,2 2M sine @ ge Horizontal distance in time to is given by Ey. (2): Az Ny 088 (as! eae @) # For So dfte = 0 or of = dts 2 detles = = - a 2 negative) Angular orientation for maximum range = : speed of signatlin ve x? beg Poe ax big anh (x) et) a0 % bp est ats TE Ee ee ee wi speed is greatest when x= x*=1/ Je’. a 5!constant (a) “er Kul(V- 4) > ee a(v-2uj)=so at ura ato ak <0 ae Efficiency is maximum When usw" = v/2- T= kinetic energy Epv (24 Dik apeh y" paafhda® Let we Ep and be (29 0°4)¥2 k#—- £ —4 oe abd (a atv _ in gh dt (pong gh aty® @r+aze at)? 4 > ds (77) SB ge <0 (can be shown): sine * (ier?) Waeye _ a Gtr ye > Met fe o 4% 2 50fF = 35.36 m =o ae. 4h See ake Cate 2) 2 optimum Aeight = b* = 35.36 m (t= cos @) + a (i= cos 20) , G) For retand tes, xz teoree gh Head xe 2b eo gt 7 © - a5 cos 20de = ~ (86) Ss -(-smae)as) ov = 6 sme4+5 6 sin2e ; 6a0 AX sw hor Zor 29 =0 6 > -cose= ct 20 = 1 (2 este -1) Srcs*g + 5 cos 8-1 2 sores -$+ F cos = +0186, Q*= 70.28" 2 : e aL. we sine — 28 sin ag = -0129 8 ot O% = 79,28 de Piston velocity is maximum ab @” = 79-28" (b) At 9 = 79-28) = 4 928° .28?) = w= $5 - cos 79-28 Ty s 2(719-28") = oor Srmrr -t Brom end of stroke » G-AY{G-AdGE=A) =F = ben abe {@-ad -0} {+@-}s 0 WP 4362-36 = (a-2)(a-2) (4-6) =0 wey M=2, Age 3, Age G TA] is positive definite Gx) |te3-acra| = ae a ne eae 174 -2 4-d G-¥) fia- ade at}—2fe-2r-s}-af-4sie-4r}zo fey AT = 12d taba no This gives dz 05 Agjg = 6a VIZ = 2.5359, 8-464) [3B] is positive semi-definite-t ee 2 |= -1 satay ef -2 -3-2 3) [fel-acza| = en Gira) fe+sae 4 paifaed—2}-1f2- (24ayfao bey, ee ererat ee sea eu euce Letting f= a¥+ Gates n4i, the roots of $=0 can be found by trial amd error: Ariz - 0805, A, & -016g3, Ay= - 5.049 (ce is negative definite [Aap ees, {ta7 : 7 Ti f= 305-9 -1 GP) -1 G43) = 436 “1 5 [A]= positive definite et Iml- [4 Z f+, 4 2 -4 4 (16-4) ~2(6-28)-4(-4416) = ° \t.3|- 2 4 -2]= -4 -2 4 “i LBD = positive semi-deginite -1 (]dj=-1. |idf= |=" 2 pal = Ja +a, oot Se B= 1(6-4) 41 (3-2)-1(2-2)= 4 \fes2 | = -i 2 33 a [e] = negative definite Let fee {by be ni ae i *E on IS =o ah, ow, oe nan Sas 22 a3) [% comparing this with given function, we find: > b= -5, Oy, ce2, bind, by 58Qype 2 HZ HB, H2359, 2, = 2, 5,56, wy, =0- -2 2 6 a3 “|: see eciottee et te = ee [TAD |= -2, [fT] le foils 4-420. \[as]| = -2 (4-0-2 (4-0) +6 (0412) = 472 » [A] = negative semi-definite 4 -3 [fAd|= +4. |fel]= [4 2 [= oes, [As]| = = eee ie 2 a]= 4(-)e2cenod 402 82 aie [A] = indefinite matrix |Cad|=-145 [[a2]] = [eee a Ale 5. 2 0 [[Asd| = a 4 |a7 4 (-2-06)-3(6-2)40 = 4234 tes atts * [A] = negative definite matrix ee aoae For given data, BA - (207 2959) oy. ge97 xt Ly (e78*+ 4 »t 4) =(th-—>. AN 2/4 2 Ca Co peasy = oo ras62 . (A =(Aop eo seson $= 17-274 x10” x)> + 49-1364 w104 x2 5.66 gio Bm, — Sroenie® Xp 2f = 34544 no m6 66x =O > x= 012507 m 2 = 9802728 x10! ty Sieexlo® ao oe xl = 5.0879 RI 23 [s]]. «= J 34.544 xe 0 ler aay (25 xy d(x, x 3 gearetact pes $ is minimized of itive degSinite Ces ot) 59$= 20%) +26 X24 4%%Q—4 xP 3 xe Won, = 204 4%2- 8x,=0 font 26 +4%1- 6 X= Solution of these eguatrons x re an [ero ler = le 4-6 [fJl=-2, [fe i|= 4e-te2 422 DP ]= negative definite % xf=9 = maximum of (xh =7, x= 9) &) sum of sguares of differences between graph and tabulated Values = fa +b(0) - 350 f+ fatoas b- 200} ?4 fay oi 5b soap” + fototS b= 20} + fartoeb — oye BE = a(a- 380) +2 (w+o25b-200)4 2(a +0,55 -100) 42 (tatsb-20) + 2 (abby = joa+Sbh-~thoo =o a) BE = a(o tons b- 200) (0125) +2 (ates b— 100) (25) + 2(ato1sb- 20) (078) 42 (a+b) = 5 a4 as h-23020 Solutvon ef Eps. (1) amd (2) gives ra w= 328, be ~37¢ -fee st @) Bor Ba ab | _ [° a = positive definite ae att 5 375 abae = abe minimizes § $e (m0 ea re § (Re) + dE (K) 4 A(R) with af (Re) = hy ue seh z= ord ECR) = BE 8 ze ae oe Here 3 mde at, BE = (mn e™*, 60arg ao a ears Teale Bagel, aaa a fe ba Cerys ee HEAP) + AE) 42 hohe C2 eto hittat A+ b AP 2 hah with fs m-o =x, amd fy 2 xg-o = m2, wat Xfi pe 282, alg Mea pe, BELL, ax Bx: ane ant oF ee 6 7 aeeas » Fe t Fa bila balers FPA? Cede AZ (0) +2 bike dF it hte he pe ee gems eer eee ere R @) ‘The third order Taylor's series approximation ofthe function fabout the point X" is given by 1 1 1 1 rev 0 ea c}enar( «le ge( :) 2 -2/ -2 -2 where 1 A 0a = 1 1 1 1 af of of 0) =-n3e( «oni + )emie( °) 2 2 2 2 1 oo (here hadirgns + hits? + ligmses) ( 0 ) 2 hye + hye 61, , o( ‘eben *) 2 ee nace 2 2 af Age oF oy = (He +t eat ah | eh : = a? (0) + hg? (xa) + a? (xre*9) + 2ityhe (0) 1 ot Blgha (2x) + Zh (es) ( ° ) -2 a—4het pet htt that, and 1 1 oy 0 |= ES nm eM o _y/ imbintin 2 wm [heh ne Bh + tat BL a ame [as Si tat 2 + i + the +3hithy he 4 Bhahet SPL + Statat PL me hy 2 af + thy! ha se + Sighs? sibagh | af sasnactial 2 Uhr? ©) + M42 (0) + Ha (30%) + ShaPha 0) + 3hsPha ) + Bhyha® (0) + Shyhat (0X) + Shathy 2) + Bayh? 1 + Shihab (0) ( ° ) Thse-E + Skate? Ghats 2 ‘Thus the Taylor's series approximation is given by FR) Het ety ha) +t (— Alig + Rig + Dhghy 8) $A ead + Thy het + akin) where hs 2-1, dy = xg and hy = xy +2, 62fe sales = taxy- xt-ay? cost constraints 1800 (x+¥) = 48,000 x4 y= 48 selutron by elimination: fe 12x (48-%) — oF Z eS Shere + 864-0 me xe 27, yea ge gta al ~ 16 x4 64 x - Erle HE = man 54 f= manimum ok ("2 27, yeas), Foran = 2D 277-3 (0i*) = 4,752 eye heey G2) iO- Tame £ (25H) —t00 ae 4é = ae 2 G5 De ee ee ats Gad até. - + (4) e* a Tee dae ctent — (282) (4).2* (Fe) (x20 cio > - alae oF oY f4 (EYED. negative ak x* =100 x* =100 maximizes £(x) Frmax = oe ee @) Eigenvalues of the Hessian matrix, 61, Ba are positive with B= 62 Led Contours of fF: circles fi fe Type ef stationary points minimum. — ED} _ (b) Pro Ba are positive ; 6, > 6, ; Contours of §: ellipses fy Type of stationary point + minimum. 63©) lel = fee] ond fs Pa have opposite signs: x, Contours: 2¢ Nee | hyper bolas (symmetric) 5 GG a Type of stationary point: | ! ere eee saddle pent Gd) B,>0, Br=0! X24 : 4 Contours : | a straight Lines | oe Type of stationary point: LL... *! None 2? 2-0. 4 ey contours are plotted in the range “52% <5 amd -Ssye5 When $=¢= constant, we have 2 yn 4ye- =o ys 4% isx*+ 4 (ase) z By giving @ series” oF values te x, tre correspe~ nding values of y are found, and contours are plotted (as shown). Nature of stationary point: saddle point at (0,0). 64fe xriyr+2 > we where £ Ye £ \x*+e-0€ By giving a series of values te x in the range, = constant -5 5 %= 5, the corresponding values of y are found, and the contours are plotted as shown below. Nature of stationary point: saddle pomt at (0,0). constant, = % contours plotted as Ahown ie figure. Nature of statronary poiret: saddle point at (0,0)= x ax y when $=c= constant, axy*=2 xt-c ae a) By giving different values t, x in the range > -5 x= 5, the values of y are found frovn Bp-(1). centeours of $£ are plotted by changing the value of c (shown below). Nature of stationary point: Multiple saddle point at (0,0) 667 ret dean a = @x,) det 2(me-1) dag ap = & dx, + ca 2 dee 2 pe remem 4 iyi dx, ii dx =o giver ding = (4%) dx, ab XefE p> des arbitrary and dxz.=0 2 f= volume = ERM , surface ore = BP anpas § a= [s- E2) | . 7 8 > f= 22 - 2}-28-Ee a TD ele eae ie D Foaeeeeeeete esther * 4S EY Batterie ec eB ae spe eeeecees emma eases yese fs.) and @) gives H= To - Gs Gs 7a Non Wit 2 A£-~ 3@p 2 negative ot v* a>" 3 a eae Volume is maximum When DS 4s ond Hoe | (3) Max. $2 4%, Xo ay subjest t ei +e or @) @ { L(ei mes A) = 4 minty eA (xte x eH rtd lyn, = 4%2 420m =o S xyeHb ae GD Plans 4X14 29%2= OS Se Lb Axe GD Pye xP xbor =o a Egs(2)amd @): xp=-EA(-bAm2) or ate 4 A= -2 (42 gives negative values of With Az 2, G52), G) and & nie xy and xz) 2x? =Ly bx %. = 25-4 Ey (24a) aves? C4-r) 4 gr 4 (ae) ae l=ca ve -2r7] + ver (44x) =° bey G+y) er pert ea rt + ar? (4ee) =O fen es is maximized when €ach side = JPor Cb) Max, FH 4 (x4 x2) @) subject tog = xtt mt—r=o > Le 4 itm) +a (atte) 8) Dox, = 4 420K =0 > sa x= -t%hr BL /ong = HH DAHLE? Cd > ape 2/0 BLA = ate apo se ary We fa fa= Deena ang r = 3% _ 34 = a= ge, ema Er Fin, aun 2e2E ET &- (244) gives: 68 e ave az- 2% (a)CB -3) | 7 ed, italy ii : 04 vir fo-ver(-4_3)} =o Hes 4 reer aw = . (4 +P rr sar (48 +E) = bey WWE + 4r*y =o or gee te. negative L§ is maximized when cach sides Tr. Let R= radius of beam Ls length of beam fe volume of beam = rRL @) Sys: Gand (2): we e* (h-Ly* Gy 4 4 ie e Fan 2 = Get) Bleue ogee thee) (a) hee) eo a reg a r 4 oo Les @) From (1) and (4), ° =r a af re : ae ge {Ut (4-2) } ate 2 tt oes B(h-L) G1) 2 (h-L) 2 (e = EE f-4Ch-u) +2e} » = negative of L* $ is maximum when L*=4 and r= 2P 69©) gietaae band age ry Ne be QF xy? BtAn= ~*. a2dn=0 o + ee: rLhy = ae @) PL/sn = wre y? —4 @ Eg (1) amd (2)? sees ee eae 7 v Az rege areca ee ( wrt=o or ee gts By ave ore ae (HG) | a | 1328 GQ) vere 3 re 3 (4)CE) 64 : @ ray re ar 12 (2)(32) | eee | 320% ony re are aR re EE Sr es Fia> Gps tye 64 t Let c= 3A Ve Hee ica 7 Be ge-y wer] =Ge-s)(o- #1") Be (0-3 ¥°) r ar o | +tG@er- sertre) =0 a 2 te, -9eY + 3r°zZ #3er* +3cr*— ser*y pez ao hee z= 8 = positive fis minimized tor xs wy , yta Pr. 70= dength of fadder= AB+BE ae b e = Sra tmp =o seco 4b coeco 5 z a Bf sw sco tam @-b cosec@ cok o = A Aso-8 e ots ta (LT = tal 2 here 22 (4) sin os 2, ieee, cos 0's Wiese Ve feres Vind = (dg vA) suffircrency condition: 2 ae = E(w sine sete b core corecte) abuse cose i ow cose 2a sing sin @ + b sing cate cs*@ ‘Core sink Fin MO _ 2 b 2 ar = (2 tote) 4 b (i420 cot*e) positive ase Deere a eece)e Lis minimum ok 6” with 2mr*s27wrh=$ he (8-20 fore Maximize f= arth Using substitution » . fo wet (Sm27* ) = St ar? i Grane) tie 462 3 ants vets [Z ar 2 or * 0 se00 toe = 2/5. sar" = diameter DI Vow : 2 Ss ers om [Ez JETT = negative 7 diameter = heightLet radius, he height Minimize f= amr*+ amrh a) subject te tTrh:sV @ eyed: be Warr? Substitution gives &.0): fz ame 4 2Y @ A is anr-2B-0 > w= (Wry? (4) r r bps @) ant): b= Vn ve », v 4 (er) tas ant AY 2 gre AP an atv" = positive fis minimum of rT" and 4°. Maximize f= volume = x, %2%3 (1) im subject to ) a = 2rxyeoe 2xger 4 %a- Sao @) a Le x22 + (2% 24 2 %a%E+ Kea - 8) bfx = X2%3 + A( 2x24 %3) =O @) Bian = xa +A (2%)+ 2H; =O (4) Pang =X x24 A(2%L4*) =o i) BLAn = rma 4+ 2% H%Z 4+ HX? -T =O @) = 42% x * By (amd @)2 pee PRL LMT OL yaw, 2x p+ Xs 2x t2K3 RG eee Ce epic. een usta Se ae Nee 22+ xg 2x, + % BG)! axa) x24 ome (22) 4a) (Ime) — 5 2° Fmax =Vnimize $2 anjxpt meet 2X (1) subject to 2%, Hy %y = Vo @) Solution by substitutron | ey ae Ey: (2): me Wars a Bes (and (3) f= Es Fp axams @) a€ 2Vv pen me TEMS =O > Be Wat os) 3B = -Ytemn =o = Egs- (5) amt ]): a= xie@v)t. af sufficiency conditions: 2 2 co at. 4V_.,, Fs veg ry ont oe Baise! saci ; [71+ aie fu) 4 Tynan, Jy wet [x] = positive definite ot X fii = volume = (a-2dy(b-2d) d = 4d -adjart)+ dab minimum ok Xx —a—— aned 88 Lip 2 4d (ath) + ab =o ad ] gts Aer) fig (a#s)* - gaab 24 = der) t peri ab ws agd—-4(wsb)= 4 (wtb E4 Vore tab - 4 (a+b) et 4/eot+bPaab 3$ is maximum of d= L@+h)-Lfae+voab. 7 Maximize f2 th ' with r= Bema. hz B(itcos 0) AN: (2) a? sin? fe Tp? sinte (1+ cs @) 24 af EE [ewe eae (14 80) + sin’o(~ tin 6)] [REN 2 2 TE cine [2 ere ta ete (1 0878) 24 " ok sim oro of 3 hE +2eE-! coso= ~tHVAT ID. é acceptable selution is cos o= $ t= B(4d= gop Sturt ava 2.3 (&) Maximize f= curved surface = wrt with Le pesf , te Lings ding tpi he Leos 2 2, =D ost ¢ fe rising sd #- ao { sing (2 oS Ain) + att ot Ae h= at con df-2 sin B+ core P= fen cosf zo of sect Ha? Acceptable solution is ws #= E& ssing=e a Av =D cof = 22 Sufficiency condition VE og ee acd (28ing 58) 4 a eos '# (-Hingy } ag® = ef 4( F065) 7A) t aro (-4 4) = negative fis maximum at s¥= 22. 74‘Tutorem 2.6 A sufficient condition for f (X) to have a relative minimum at X* is that the quadratic, Q, defined by @ evaluated at X= X* must be positive definite for all values of dX for which the constraints are satisfied. Proof: The Lagrange function is defined as L(%, =X) + = Ay 8 (X) @) = If X*is an extreme point of /%), it should be feasible and hence it must satisfy the constraints ) (X)=0, f= 1,2... (3) IfdX isa vector of admissible varlations about the point X*, the point ‘X* + dX must also satisfy the given constraints. Thus a) K* +2X)=0, j= 1, Equations ( 2) to( 4. ) lead to (4) L(X* + dX, 2) — L(X*, 2) = f(K* + AX) —F(K*) (s) Since X* is a constrained relative minimum of f(X), we have S(K* + dX) — f(X*) >0 «s) Equations ( 5 )and( 6 ) give LIX? + dX.) — LEX) > 0 @ ‘The Taylor's series expansion of L(X* + dX, A) about the point X* (keep- ing 2 fixed) gives 8 dX, a = ok LO LAK, Re LE NAT EOLA) de oo FLIX. A) +e y SERN +E men + oax BAH O 0 (2) ist jet for all admissible dx, i= 1, 2, rn. Hence the theorem is proved, 16Radius of log ok y =r(y)= a- (44) Area of section ak height y oe r 2 -@E)eae volume of beam = f= (ar*)¥ = - ecb yy Fe zy (#- Sh x) = 2y(w-cy)® with c= facgas = 2d y-goc yar y? (tof fe ar (ay agra acme (ee) eee (nee square section = 2(e-cy)(w-3e¥) =o ot height % ak fee a eres e vs x ape Fee + eet y ce ye =) -4ac Cor ge S § is maximum at gy 482 mw . wk _, ale 3(a-b) Maximize subject to x-40) (4-50) = xy-50%-40¥+2000 = %Y-s0,000 =0 b= xYy-40y-50%+ 20004 > (xy — 30008) alfe = ¥-S04r¥ = 0 «) BYay= x-40 + dx =O @ BLAn= *Y- 50000 = 0 @) Bs (and (2): ye see = 4Oo™ oy sox xy a goy-ey =4 xray 4) Bye) amd Gt = 200 mm, Y% = 250 mm, We okSufficiency conditions: ate, se, oe 2 By. (244) + o-% 2 50 on or} 200 |= 0 250 200 ° vey -¥(- 40.000) -o2 (- 50000) +250 (40 + 2503) = 400003 410000 + 10 006 + 62500 3% bey negative fe Be = 2000¢/pas00 = - 011951 « * Printed area is maximum ab t= 250mm. oo mm, @) Direct substitution: From constraint, £,= —%_-2%943 2 $(%, %G) = 9-8 (xe- 224-6 KZ AE 2 (-%,-2%343) 2 HE MS + 2 (—e- 2 %3 43) (Hae M3) 2 2 HIS 49%241B X3-B%; ~6%2%3 + 2(-X2-2%3+ 3) 2: z= 8-6 x34 4(-22-2%3439) C1) =O a z= 18-6 %3 — 6 x2 4 4(-x2- 2%3 +7) C2) @ Egs. (1) amd (2) + 4%, + 2% = 4 1 Sree area 2x, 410 X= i tei stereo ey Mat ipee eee (b) constrained variation: Let independent variable be Eg: (2.26) with x and 23 gives: %), 0 Here me 78©) » Is IS (644 ant an) I Cas y ie anes 279) Bx, Bx: a 32 aa | Bx. Oxy i 1 D> *i- kXe + %e at ary ag ag Bf 3 Ha oe) rex Bee eee 2x BEBE | [ur emtees) (Casa niteeet ox) = =o ai 3 ax3 2*1 2 1 => 3x) + 2x24 HZ = @ constraint : Gr Mit Xt Bm FB @) Egs- (2)-@) > Epp. (3) 40) > Eps: (2) - 2n(3)> Eye (6), (6) and (4) > 2% +3 xK2=5 Dep+ 3%Z=4 x\-3%350 4 aye Fo Lagrange multiplier method : 2 La 9-8 MH CHD 4 HH DHF Bae RZ 4H 2 KYRA EMIS + (t+ X24 2%3 — 3) Sify, = - 8 F4R 4 2H24 2%Z + EO ) Bhfjep= -6 +4 xr.4 2%) + OD zo @> Ange -4 + 2me¢ 2% +29 =o @) SLANE wt M2 42% -3 20 @) Ep (eyomd (3) ya F-b x, EA FD xen x A @) Ega- (57> 6) omd (1) eye ttdn > a ae ee @> gs G)omd @) > % xta4, xr= Kh, x52 %-(w) Direct substitution: constrainbs give: x= %2 amd WQS to mete 2 $e (abe nF tab) ab Geis mr + ft 20 3?) = b(ext-4erety) a oon ® +o tf 8 gn -2e0 Bx EE > KM RE, TET rm \ re put 3 (b) Constrammed variation: pares Let x3 be independent. f= £Gr+ ma + x3) ee (pepeeeee 9,2 Xa =O 0 a j=] oe Ome ola 99. 38. B= xy M24 %R 1 = 9) | BF, ox, Bee a \ eat | = 2#0 > By. (2-26) can be applied. as af as | 8x3 bx, Dee ee HL ad, of 3). jo 1 Se i Paginas Bee ei? B92 092 22 ¥ : 1 axq 8x) 8X2 Eps: (1) and DEH ® mys ine %3 @) By): Xy= 2%zZ— Ke 6) Ey) amt Gi xz BEE pete eee eee (e) Lagrange multipliers « Lee E(u meted + (em ee) da (Hit mt x3 -1) BlAx, = Hit Ait da = © ay BlAny = %2- Mt hee ? @) Dlfyng = *3 + An = @ *%Yy = m-mee ) BL/gy = Mit Xe XBBgs-(1 =): a0, A= ea ee Maximize $= _S*9F subeck to xyz t6 xe Dy + 2Z constraint gives: x= 6/yz a $= §(y) se ye yesnrtt Wepre ag (6+ 2y?Z+2y zt)? fey 183624199 ¥ 2" 4 192 y 23. 304 727 192 y 220 hey 192 y*z* = 15302 > yzss @) BE _ (et eyes ry z D(o6¥)- se¥z(rg 44 yz) =0 Mes 1536 y rina yh z+ 92 y?z*W192 y2z 384 yzs0 hey sony z= 1536 ¥% => zyss «) Zz eye (2) ord G): yz = vt ie 16 from GB (1) or YZ, wee xt = 4, yre 2, B22 5 Be F Vs volume enclosed (2a) (2a)b) + H(base one) A " 0 4b t (4a yh @) Surface area = 8. S= 4(2ab) +4 (orem of A PAR) ance of PRR= 4 (@R)(PT) = $a) lee S=sabagaVodh® (2) 81gg: Ve ah ( b+ 4) ae eg): S= seb+ seh aah cigar eae s = 2¥- sab aya eee” @) 2 o- Se 4a(iee ey? (24) =0 ; hes e-¥ > be Ese > ae £4 @) 38 2 - BY thy aire x40 (4 ey *aes2 24) ra be 5h” (4 ber 8 (sb an ves ab - 84 ber -tbh + 4h =0 > Az2b (6) $= construction Brick (xy) Roof (x¥) cost . 2 Brick ieee ; Be(YRe 2ey + 29F . Ges —- a + 3x4) + i pee 2 = c (ey saensaey ioe a 4 +3 xy) ao ( 7 4 prvee (xp) or aint: fee a = ee = Floor (xy) - Ceci Let ce seost of bree wall per $t*. 82ep (2): 22500/y @> substitution of Eg .@) in Eg .Ci) gives: = c (18+ 22508 4 sem 4 3e% 22500 | sxe ete ¥ x = ie: (67500 + 36 K+ ia a ) ag 1,215,000 2_ 1,215,000 fi2 c(316- 2S" )=e via LEE 33750 7 ie z ) > se BB75 nhs 1377 FE 5 he 22882 2 ian ares Ft a sufficiency condition: at$) , c(a)( 215,000) we £70199) =e asic get eect nt 6 3200.26.78 = positive Cee, > minimize F- ge heat Loss= cL 4 nye 20 eet *P +E) FET RH) =o (supe ext (267) «© where Cis a@ constant constraint: 9 = XY 22500 =0 @ Lm 9.9) =e ey + 72% +126 + d (x¥ -22 S00) Plyn= Sey +720 + ay =O @ Difys Sext lec + hx =o @ BLA, = *xf¥ — 22500 =o G) Eee (s)erd Mi ge ae(re+ sy) | 2 Ext) eoeeeiniy arated = z bey -72% - 5 xy aa sey (26 hey = 7 G . cae 6) E and G+ a ¥(Zy)= 22500 or yt = a-sens z and x*= Fy” = 199.4313 $t- 83fe lateral surface ares = 1 x4 = ow x P+ ar a) constraint: 3 Volume =200 in > $= 4 xt x2 -200 =0 @ From Ey. @), x,= 602 3) ex; f+ 3osee a (Ly (m= 360,000 (4) wt xi wx 5 ace xi 2ee2009 hey Tey 00 : a (ube 36a oy. ms Gx yte,one =o Te x 2 Peete pee 2 360,0c0 6 _ 180,000 Qe, - Se so Ss xfs SS a x4 T a ooe #7 z (eat = 51305 in. 7 \ rs z va 3 ae a\= 600 nis (482) i xf = (600 st) = a = (222) 27. ine 7 ¢ way ) 1 aos ) 7 7-2556 in ag™ = 0% ab From Example 2:10, we have ”=-{ amd g%= 16 7 @) when A,= 257, db= 25 w-—24cr ag™e Co) ws -0 Siow = Soy th" em ori 7 (b) when Ao= 227, dba 227-24 7 = - 27 4gh= (0-20) = an ioe Pg t de* = ewe am cigt 84Minimize f= 4 (m+ ¥+3) Subject be: gs nyg Veo ay @ La 4+¥ te) + A(*¥R-V) 7 Mon = 44 RYE TO eee WVetoco in® al/ay = 4+ AxZ=° @) alg = 4+ RaYRO eB) alfrn= *4% -V @) bps (1) & GD? Bese etree eee een Eee eC a YF zy =p > xay rt © Egs: C4) ond (5) + agra yte yiston a*= ~ £2004 gh= Ant + yt+ 3%) = 120 inch «b) ag* = A db eve db= 200 and Bioiod 4$* = (004) (200) =- 8 Se = Eelg + dg* = 120 8 = 412 inch (©) Exact solution ( by selving the new problem) : Mine $= 4 (at ¥4+3) Subject to 9 = x¥3- 1200 =o Ys oP ay* = z= (1200) = 10-6266 mek * * Frew = 4 (2+ oe BH) = 127-5192 inch Gs) From Problem 2-482 mL +. * 4 2 el mie ota 2 ate e, 2, 5*ed bes(a) constraint is Ky +t 2%z3-4 =O dba ty d¢®s x dbs . Few = thy + d8"= SH Ss L (FP inerensed) (b) constraint és: Hy) + X2+ 2%, -2= db= -t dgte dbs 2(-) = - 3 fre = Reg tae" = —S (st decreased) Design variables: %, 4,7 LASERS, (nz number of storys) y Building 7/) 500 constraints: fee ee n*y = gio ad Wi fan S75 ,nzh2-46 @) fee S00 ws00 - xy Bot (s% 10°) @) «toi h+ 2000 F + 500 P Minimize 5 = swio® (12) +2000 (n zy) + seo(25x 10" xz) = 60x > n 4 2000 Ney + 125 x08 Soo xy |) &G@) ny = asuiot— oe e107 = 17 He! @ usm xy = from Ey. (1), $ becomes: Mines Sttelatse amtatiere eet aimenoer tai gieteiee 6) Since mis discrete, we can use df ig oy oe With n=, $= 13.2 810° from Gy); xys sete” from(!) eet, Be tse xio! Srem ey.) xys gure® » nz3, = 16. rot » > die + eps reree » neh, £2 16.50 wih » 5 eye awe? n=5, $F E.7ewrwe 5, 5 Kye ewe on ne6, f= (6195 K10% » 5 RY SBR RI nes satisfies the constraint &9.(5) amd minimizes f. fa bere eo8 ss n* 25 5 (e*S geet 247, 86Minimize gs (mn2)*+ (ee 8 subject to ee = = Bi xe-x2 £0 At optimum 5; oehe een 7 om 3h 7 a eect 2», = 2(x2-0) aon isdn ode eae tere ox Fee ae Bet BeD at X= ie e o amd g,2 225-5 = NTS re Wrelated) | ¥) is not optimum. a Ha Fl p> 9-0 od g, = 0 ( both active). -2(%i-2) = Apt a2 (24) > Art 2do= 2 na (aa-f) = MO Be SN eis Aye 2, Ape E (Both positive) 2, is a local minimum. At X= fo t ‘i = 4-0 = 4 (violated) 1 Xs ts Max. fa2%,+ @x2 subject to: gi: apt xs <0 Ri #1 e222 £8 e= Sf? 52m a5! wefebe mnafSt be wnat} at Raft fo 9,50 (active) ond g,=-3 (satisfied ) K-T conditions + PF 4 y, 2 gg cee Bhs ax Ay <0 87oat Seo eae eee Nee =o > tral ao 6HF Plot the constraints: 920 is a circle with radius=J5 Gyro 18 w Atraight line At optimum point, objective Function contour should be tangertioh & Jee. pe4 gives F200 88k-T x +*F-30 <0 $20, 9,=0,.9,> -28- 4 (qend g, vw active) 2, ei: oom conditions: Selution gives: a, ods Age ove (Both >9) k-T conditions are satisfied ; We fi} ts optimum. (b) ®ye0r4, Azz ore Mine £ cee subject te: Qi - Mit 45 <0 Gt 2- %2% zo Fs ~%, 50 4 -%2 Se Bg: — x42 50 89w@yrt X= fre} ae-k-3 = 2-(E)(2) = = -2 see sees eee ere (9, and Js ore active ) Using K-T conditions, ha 9, +5 W952 0 nereieaet 3 ae vila, «Sant “Gat. salen aid axs J® oe Ve - vals 7 ff (| 0) > oe - aettss - nee 3-d,=0 > e3 B- azo a> 4-MA-dg Fr > Since dy >o amd Agro, XK, is optimum -4 2 3 See iat a0 78 2fzg >? : ; -4-345 50> Qe 2-7 FG) zoe Ba nH HUH 9,2 -342 =-1 (4, ond 9, are active) Using kK-T conditions, VE ed 09, 4 THES @) we iC leas be 90& 3 4 ° 3 ‘ ° " conditrons are not satisfied. ©) x= f 7 2 Qe rtrin2 +5 20, 9, 2-()(2) = 05 9,5 -25 542-1, Pgs -2+2=0° (9), 9, and Fs ane active) _ 64 “cl 2 ela {2 p> ala tif rola} _6e ola {2} -1 K-T condifions yoo » v$ tM TK +2 TH +8 V5 4 -1 4 ° i. frfenfa peta} ests beef 4 -1 -2 : 6 ber Ao =e ae MEF 2a -4r2 2 4-d) 222-95 = 9 > Age 4-4el =o Phe = since Ay <0, k-T conditions are not satis fied Xy is not optimum 91Mine $e Gyn + (ei 8)” Fi = (x-2)* 4 x, -3 <0 vee 2G) } eer a (m2) 2(a-8) J * wa f 4 i vf 1 } @) at Wei pe gro ot A= -7 G & active) Usable feasible directton is given by: TH co we (4 OG feos -4H we es vg, 5 =o @ C2 Oates oS 24, + 42° Ep nt vn a} } is a usable feasible direction: #273 and =F, = 0 C#. i8 active). 5? _ 5° as {a3 ond 94> ti be Usable feasible direction is given by: ye <0 2 @ ~4) fas} <0 > 241-442 <9 <0 te va F se > io c Df becr An > -3 F = {74} is o usable feasible Airection. 92-x, £0 : 2 1-264 x74 @ £o box %y £0 9,<0 amd 9,= 9, =0 (active). to 2* 10 ae ge as = -1 <0 (usable) 2 > 0 Crt feasible) 27 v9,= (2 1) $-! pert = [22 iz usable; but not fecsible: eT ) S vege cr yest = un <0 (usable) i =e He 9 } at ecu | (feasible) a FH {TF ts usable and Feasible, ST v9, = @ FF = Ci ogy g = 10 pe (not usable) ot eye, 2 fo) Steeda Baa i { 2g 0 78 — feasible) 779,29) [ilps -1 <0 “Se EL} is not usable 5 not feasible 2T @ F vg = Er 2) tas = -12 (usable) 932 Pau + %3 2 2 2 ap 4+ xvi xe 50 2 subject to: H: 2 a: ant x xy £0 Gt -%1 $0, Yi-%2 80, Jona so i %-5 £0 s ° By Pg amd 9, one achive a Pave er rar eee ae eee | ea Ben 33 29 - ax,20, 2a rm.2 2, BH a-2ag 22 Bx, ox Bxs eee eos Qh. ~ -2x%,2-28, aie Lax 2-288 ax, exe ox ada nt, 2 ei: Lo an axe Oxe K-T conditions are: eee ads g=n2,3 oe te ee tee ace eee Spee eee ge ae et These epyetions, in the pretend cases yeh» ted CO) AR COVE AZ =O DB Aaa oO + dy (25E) 4 Az (-2vz) + AgzS OOD D2 Ve dy C28E) Ag (2D 4 Aszo > ME (Ya)= de Since Aj > 0, ¥2> 0, 23 70, Given vector & is optimum + 94Mine f= KPa red + 3 a subject tot 9 gj: x,-p-2%a-12 SO @ 9,1 wit 2% 2% -8 Se @ Kuhn- Tucker conditions: af, y, 28 4a, 2% a0 5 t2 12,3 @ Bx; Oxi Ox; dd Reg; sre 294,20 5 xo ArB os A2Bo 2 eax, 2f -4 xr, 2. exe oxy ax eS ea eg eee) eee eee ax axe Bx3 es ee ees en crs *3 Eg patkions + oc eee ON een gree () Ax2- Apt BAA =O (6) 6x, -22,— 3 A= @) (1) Assume 9,50 ,0md 90 (both aetive) : egs- (5) & 7): ee -£A, - eb Oe @> Koz x -£ Ad @) + baa Ge) Using Egs- (9) te (le) in 9,=0 amd 9,505 We get ne. Kia xen pagina S AQ- Me AQ- EAA D2- 2 - Hays ee ap and2-8 =0 G2) Solution of Eps. (11) amd G2): dyz- 8 815A, 22> 0-2051 K-T conditions ane not satisfied. (i) Assume 9,20 (eetive): Mazo Gince J is not active) fos. (5) & GDS *=-E A ee Ayo ease Ege (is. omd gro yilt: aad 1-EaM Fa Hz =O BD MEH IB (i2)=- 84706 K-T conditions pot satis fied. i) Assume 9,20 (ative): azo Csince 9 & not active) Egs (5) 7) > xa-b dag, Xa=—g er %3= G42 (4) ps: (4) amd 9,20 give: -b2,-An-3 2-850 9 Ase mH ns are net satisfied. K-T cond. (W) Assume vio constraint ts be active: aye An =O gs (6) 6 (7) > x20, K2=0, xz 20 as) this i at this vector, 9,2 -12 <0 97-3 <0 | optimum solution (s = fs ° 96@) Graphical Methed: mins f= Curt)’ + (- 5)” a subject te yi mh wy = 4 ZO @> Fi = (mat ee-3 50 G3) pation (1) is circle of vadius VF with center af (1,5). By (2) sent enneis eee arcs enact 2 x t3 8 4 & 1B Fy): Xr a+ (% mvaeieae e eae aso 4 EPa Saeeceeaeeeeare ae Graphical optimization is indicated below, optimum solution =e. is given by R*= {AE with Fin = 0-286. x2(by) Kuh kK-Teonditrons: af 4 y, 2 4 a, Me 2g, cee 2x: 3Ri ax: 9.5 oP th 2 yy drt @ 3, $0 age @) npee > gehe ® F(a (mar = ay 2m — 2 2C42) > 2 (ei-8) + Art An zo ) Ega-@): dy (= Pe me -4)se am Ap (2 xe 4% + M2 -7T) FP cs) SG): -%Ptm-4 59 @ - xr + eit X2-7 SO (ie) Eps -G) AY Ze an Mabe 2) From &y-(8), A2=o oF Hu eet K2-7 bet bet S ccm EpelE)s anges tiie or Me len2 te Using Epa (12) and). we Find a pee itaet (stent) a octets tee a4) 2x2-8 Es (13), G) ont @): (o-am)(--L— + 1-4) =2 @x2-9) 225 or @&p-4) (2%2-9) - 1 =? Tf x,=5, Apso, Azze, MIT IS &q- (10) is violated - Tg &2-4) (2e2-9)7 -1 = 05 y= 5 3 2 4 Xp - 52 Ky +225 M,- 325=0- > 44105, 4-105 Imaginary values need not be considered: 98EE p= Se MS 1 from eg. (14), Mazo, amd Az 1 from ey: (13). > &%- Ge) ts vielated. Let - x74 4%14 %2-7=0: nek Mee Mr 4 et 7 Gs) fes(7) ord C5): Coxe ea aT 4) be: ay (4143) =O Let Ay =o. Bys-(5) amd (6): dae -2(eP- 4242) aed 2x24 (x7 a4 2 (2-4) =O fr 2xP-i2xP+21%,-9 = 0 ae R= 0.6384, 25366, 20 Ty xp=or63h> xgz 4.866 prem &05)> dg e028 from Ey. Ge), Arne > Ep: (1) Violated. Tm = 26366, %_= 3134 From bp (15), Age 3:7221 Srom Ey (ie), drz0 > 25-3479 amd oll eppations saltrgied. Th x)= Bo, %2= 4:0 from eg, (S)> Ae= 2 from & Us) > Azo > Fe5 and ott Tens Aotingied’. Let -4x,+3 Hie OTS, kee 415625 from Ey. (5) Eys-(5) amd (6): Hors = 151425 AQ =O mos7s+ Ap + Az zo Solution gives: A= 0.4219, Anz 04531 fz 02539 Cll consiainlh soft. +278 Xr o* < Nete: Some ca Sire nee ee teed einuae were nol considered 99Max fe gue 4 Mat Meee RP RE subject to: 2x) + 3x2-24 2 0 -5x, 412 %2-24 © © %-5 = 0 Kuhn-Tucker Conditions: 2a Bey Rhea ds peur B+xe,-2% + 2AI-— SALE OO a) At Mr - Dea Bd tz dat Az =O @) dp 9 =O e Fenee? iy eal At (2,4 3%2 -24) =0 (3) Aa (-5x,+ 12 Xa- 24) =0 () a3 (%2-5) =o cs) G50 0 FR PF am + 3%.- 24 FO © -Sx;4i2%2-24 £0 7) K,-5 Soe @) Apso, Gaur} dAyso, Mp FO> AZ ZO om Ey-G) shows: %y=0 or %,=5 Let a3; =0: eect Eps (1) amd (2) 64 %p-2e + 2A;- SADE O 44% — 2X04 FA, +12 AQ =? Solution of these equations is ar uw eee Zt SZ dar Me (to) eis Dt Zr e cn) Substitute ys. (eo) amd (1) inte Eys-(3) and G)> 100uy Mi (Bat tage Ba the de the 24) 20 Ss jo 190 Bay - Bay 2 bed + 1d, r 64-24) HP ieee (2B art Boas Hy a0 @ ro ( Sha + BE rg + 42) m0 aa) Four possible selutions to Egs.(12) amd (13): G) Aye e Says UE Seu 2 jo Ayeo, Mee - 2 on) 2 Eg. (10), 0) amd (4) give: X= 616055, x. 47523 Ey. G@ is violated. (ii) ee, ap EOF ees. (12) ard GI) gives mek, me &g-@> is volated - 38 6) Bare Says bao, hrs WE d+ Paes Simultaneous solution of these «: Font _ ate ie Mae EES = 004733 5 Dyz-0 4970 Ey (2) violated. WW) a,e0, 32a, + Gaa+ ao: Ago, Me - = -0-g2to as) Bes. (5), Clo) amd (HW) give: xp2 geal, m= 5-684 AL eqpotions one sokisgied. Let x. &y () gives eye Apo 2S hy eS Ger Egs- 06), (3) and (4): dy (2-5 a2 HIF FIS - 24) 50 Do (-5 dr + 125 Ae — 32S -24+60) =o 101di (2h — 592 +4) =e (7) de (5d +1eS Mat HS) =O as) Four possible solutvons te Ezz. (17) amd (8): CO) AgEO > 2AV— BAH AE Ap=O, A= -2 icp) Eps OD end (1) give: xo 4S, xB 50 Eg (7) is violated A= 0, Anzo? Eg. (1) gives? = G5, Fam BO Bg. G) is violated Gi) Apso, -SAV FID ADH 9S = AHO, Age -or28 @e) gp (20) amt (1) sive: Kye T2, x2= BO Ey G) is violated. ) am 52+ 4 205 -S Art 125 A2- 395 = OF solution of these equations is: BA\— 12S dp =-10 : b no solution | SA-1t5 Ape 3S only one solution satisfies all eguations. * xt = 4:21, xee 5-654 Aw =O, Agr = ar 4zio * $= 36.2105 102Maximize $2 @-* subject to 9: -2-% =O ar : x-4 0 optimum points: xs -2, 4 At x*=-2, 9 is active amd at x24, 9, is active. Since the constraints are linear, the constraint qyualfication is Satisfied ot the optimum points. Maximize $= (xj) (%2-0)? eR Ge of subject to am,-(i-m)? Sor 7 <0 X20 or -x, £0 9 9,80 X22 0 or -x220 of 980 Grephical optimization shows the optimum point as X*= {3} oe At BF", g, and 9, are active. wale = Ls A valse {5} inearl. Stree the gradients vale amd ov9,[yx ore not linearly independent, the constraint gualification fs not satis fred. kuhn-Tucker conditions : ax +4 ‘ ® 0 eae [7], = positive definite » $= convex gore nenelg atte } Linear constraints ; $= %1- 4%2 £0 con be considered convex Problem is convex. 3 2 @) zee 3d Xe- ee ease? , 2£-3-402 ax, ax, 2, 2 7 “6x, 5 7 £ bastuagt axe -6x, o > Rz-6X, Mere * ° -4 For x20, % £0 omd B= 2eO If is excluded, [7], = negative definite amd hence f= concave (strictly) otherwise, $= concave- Constraints ave linear; can be considered convex. “ Problem is not convex. 104) gs ext e m4 28 sigx,- 19x24! See eho ate e am. So 2 BPEei, FE o-, Fh 4 ani 3x, 2% ant ie 18 ee | [F], is indefinite Problem is not convex.= 200 (%2-xF) (2%) +2 U1) (1) = -400 %(%e- *) — 2 (1-381) 2 id : x, = = 200 (%- *°) G1 mina ee ; oo an Bo %2- Ve Se - 208 = Fy -b- x 20 29 = ax, Mr 24 if ax, Bee i %- Eee 993 |) aa Gi Ban =e ax, Peete seat 294 21, 2% 20 Bm axa ais 20, 2 a1 ae ax @M K=fSto A and 9 are active. BE 4 nO gay Oe ai ax i=b2 T Epuations te be \ f ee satis fied Ay ros Ar ze 28, _ ote ines as oF L BH 28 amd he Pd hile ie edhe ox, Om above eqpations geeld = age eae Oley ior Age oO > 220 (not positive) KeT conditions not satisfied ; % is not optimum. Raf) eve constraint is active. gabe To Sypetions to be satisfied. Sees Heese Xe ax. | Xe conditions not satisfied 5 x is not optimam. ©) %= Evil 5 9, ord 9, ore active. 106bata ig at Oeeee caine t z cet tag tM GR TOs sua | Egpakims te be Apres Aye ee tied Ab Hy, 2h = 8 4oo (-£)(G-Z)-2(1+ 4)=-3 af Zh =e, Be a tyee ade = 1, 253 =~) and 233 20. xi ep Above eppobions become: -3 +1(A2)-1 (a3) =0 +1022) =o Apeo» Age-3 K-T conditions not satispied 5 X is vot optimum. fan 2 Minimize $= x4 xg —u,%2-7%,;- 4% subject to: 9 zam)43x%,- 2440 = -5 Xt l2x2.-24 £0 9,= X24 £0, Gyn -%1 £0, Jea- x, £0 = (2am Peaan hema tthe eS -5 ° va {if vain bs vase dd Ke Li gs alt 3 (B= 05 2 is an interior feasible point, vs] e ={r$} : Fe uve = {F} is usable feasible. x, -3 2Ka- 4 Me feps aco, %eo 2 Sle-{ 4} Swe XE rae eesti gae ee oe bo Freel problem: ee Minimize Fa - x + x +B e-Bay subject te i aut anre 2agh 2x —~ xs 6 Pah ox a ret i 7 ee + %q = 108 meat and esas 5 4F pe 23s Les ne xt 2o, £=3,4,5 Santayana, ce) Gieeeneceiis () SX +9 X24 9x3 2 48 s) Glee s e-txgt box s 4 7) (ex) -4(e) > 28 eos = at s) 7 (@,)+4 2 Mie % mn + bxse 2b > €:)-5 &)> Bag + oxy = nr) He) + rust ©) +5) > x + Boas = &s) ©)- 2@)s xz25 7) @s)- BGeye Es €u) Ce) +S (lw) > xaea 2) met, %pe2, Xz 8 109Let reservoir capacity = x and water released to irrigation district = Xa Assume: Reservoir is filled by end of wet season and emptied by end of dry season Minimize $= 5:4 x24 84 Ka $25 2) = 25m, 4 IRE BD subject te GeSeio® 4 U2 w1eo —orse ie? — x, = 038 Ka (Wet season) or 521° — xy - 08 x2 20 é : et wt 4 era e108 — 02 e108 + xX, DOT x2 (summer Season) or 2 keh x, 07% 2B 0 x20, 220, 4:5 wei s x (38) 4e- tes et @.) ax + 4x, - 5 xX, 2-8 @.) Sx, 4 xp- 8 x3 2-34 ) z 4 é eyo fh xe de Me = 2 32 xg xg a 2 xg- Boxgs—2 32 x, FX Rpt O-X2- 27 x, ' acta ee + %_e 2B Pe anne ~ 135 37 x = 6 = 4 R " & u 11602 Lee Mo + %3 =D fe.) A tmt 26 (ey 213 (,) G@)= Ge) - Ge) GeO = = (He - Fe) Rit 3%. 4 3 Blo (@@,) = Gr.) +.) - Ge) G@,) = Gr) -G@)-3@,) Rey 43m, +X m= Hye Maximize fs 2x, +6 %2 subject te gz Hi amet 5° 2 Beit X22 50 xp BO, E12 9,22 SF (-0), 001), (i2)0 (223) ro ok (-1,4), (052), 00), @.-2) Contours of $= 2%, + 6x2: f=-2 of (-be),0,-3),.(,-4) f= 2 o& (hey $= 0 at (0,0), G.-!) f= 6 of (0,1), (3,0) fe Bok (4,4), (2,3) Graphical optimization gives: "= (4) 2 gt $= 34 Wi112Minimize subject te f= X14 %a-8 0 oemeg tex se 9,=0 cf (0,5), (5.0) contours of $=—32,+ 220+ fro af (253), (,0) G=-i2 ot (2,-3), (5) 12), Ge) $e loot (0,5),@,2) Freto ok (451) 5 (2,-2) Graphicak optimization gives: kK 4 eee (G) with g*= -12 7 Galo : a optimum (430) Si ‘ A 113Minimize Bx, + %2- 8S Fe ax42%2 subject tog, $= Ux + *2-6 Be 9,= %\t3%2-6 BO U,= %+6%2-82 © > %2e, %BO =e ok (0,8), (Le) G,=0 ok (0,6), (3.0) 9,20 ak (2,2), (6,0) 4,79 of (2%), (80) contours of $5 3%, + 2%2% F=l6 ok (0,8), (2,5) UR ot 5,8), Core Graphical optimization gives: X= F.1D 5: 16 with = 92 optimum lidMinimize $= xP xe ec oy 3 subject 4 Bae 4 4 x %2 Ze 23 xx Se x, 20, %2 70 ay @) cs) @) i) Taking logarithms Egs- 0) t (5) become. Minimize Fron +2%% (6) subject te 3Xa+ 2%q_ 22 a) Xa+ 4X4 24 @) 2H 4 3B%y <1 “sy x32-« oy tee ay where x= fn x), Jon xq (12) or 3%, 42%,-320 or Jy= xat4 By—-4 BO or 9g = amy 43%y-1 Se giz ok K3= 0, % EUS), Coed, (2.-65), (3,-8) Bro ok (ny> 0, %y=1), (450) Quo ok (*s=0, = 4), (05,0), 6,-3) Graphical optimization (Ne feasible point exists) E = Ne solution.©) Turorem 3.6 Let S be @ closed convex polyhedron. Then the minimum of a lincar function over S is attained at an extreme point of S. Proof: Suppose X* minimizes the objective function eX over S and an equivalent minimum does not occur at an extreme point, ‘Then eX C49, (m8) ottimum solution: contours of $= 6x47¥ X's Pint A (843% fe aq of Crreyent (69 2¥7) $e 26 ak (6,0) amd (0, 36/7) ) 5° = 6(8) +7(32) = 41,908! 116117This problem is same af Problem 3-12 except tat J, and 7, { 3. 313) ane nok present here- PEABCa Feasible space = Bt 2 Pont A= a ptimum solution UL, $= at v09 3 Maximize Fe ISH 47y¥ subject to Gy FO > GF 2345 (as in Peoblem 2-2), contours of $2 19x4 7H = 76 ek (40) amd (2, 32) $2104 ok (578,173) ant (404) ABCDEA Feasible space = Optimam pont = Be (shih), F att * 204. 118this problem is same as Problem 3.14 exceph thet Iq emt Fs are not present here- Feasible Speoce= PEABC@ Optimum point = pont B= (S117), #™= 104: Maximize f= x4 24 subject te: a ee An se-y Ro R= xty-820 —x+6y-12 BO Sx -2y 462 20 #20 9-2 e& (0,8), (-8,0)> (4212) Gao ok (020), (1,5) Freak (0,8), (850) Gyo ok (02%), (12,0 )> (653) Gg20 ok Cor 34)» (00, (@, 8), (10,9) 9-0 ( tery) conteuns of f= x+2y: $= 28 a (o,u)s (4512) $= 16 ok (0,8),0 4,6) Feasible space: ABCDEFA Optimum solutvon : X* =(73, 155) with #"= 38.2957 119t 120@) Minimize subject te Contours of Fe a-y se j 20 a fe l2veeB Cat in Problem 3-16) Eox-}: fe to oF (to,0)> (15,5) ge (10,9) 5 (20) Zu -gak (4, 12)> (8,16) Feasible space = aBCDEFA in Figure of Problem 3-16 1 ok Optimum solution: ALL peints on” FA" Maximize subject te $ gt --8. = x4 24 A= xy rt eo 42 5x-yEe A= t+ 7-8 Be Jy = —* 464-12 BO Gz su +2y-68zOo Ge -x tee Gz 2e Fg ZO 3,=0 oF (0,8), G.Ir) gre ok (0,0) 5(5) Gz 0 ok (0,89) (8,0) Feasible spaces ABCA optimum point = A 3,=0 oF (92}1(6)3) = (10,18) Jg=0 of (19), (19s > (12, 4) $¥ 246 Gao at (100%) Contours of Be: $= 46 ot (tor18), (12,17) $e 22 a (2,t0), (o> 6) 121122Minimize f= xt subject to 5 Zo, f= it & (Same os in Problem 3.18) Contours of Fx x-¥? Fe -g oF (loi8)> Ge, 2a), (8) Per ok (109)> Ce) Feasible space Optimum peint = every point on “CA” gh = -8 ABCA of Figure in Problem 3-18 Maximize $= x4 34 subject to qe -42 4347-12 50 Gr xt e-7 50 B= *O4¥-2 SO a * Fe 92 -# =e Azo (0,4), (-3,¢) Bro ck (0,7), (7,0) Heo ok (0,-2), (2,0) contours of $= x+3%: $212 of (0,4), (33) Fe al of (0,77, (65) Feasible region = ABCDEA Optimum solution ‘| _ tres Point A 7 {244 with $*= 1865al wine poe 50} opt temuen Selubion ae Parry} >. fee = 4.5385© Minimize Fo xe ay subject to 9,7 -4e +8Y-12 50 d= xt¥-7 x0 B= t- 44-280 xs unrestricted in sign. Feasible space = ApcFEA in the figure of solution of problem 3.20 Contours of Fa nt sy: Fete of (0.4), (353) Point Fi HEH RY RIE Ge 4ax-ey= 8 Ee -44- 42. 8.7642 -13% = 20 F2-e.7e92 ok (*= 0, Y= - 209231) ye e/a xe = 26> fe optimum point = F + atay = Xr. 20 Feet * Snares ae 22) ease aeaetenses aaa Maximize f= xt 3 subject te" go, jet (same os in Problem 326) Feasible Space = ABCDEA in the figure of solution of Problem 3:20 Contours of f= e+ %: 4 ef (0,4). (450) $= Tek (0,7), (He) Optimum solution: ALL points between A and B with wo EEC, 6 Seo (Maximize $= x+ 34 subject te go -4x +3y- 1250 Ge xtFr7 se Dye -x+ 4H 420 Ie eee ge -¥ £0Jn 0 ok (0,4), (- 4,0) gr0 ak (0,7), (06> Feasible space= BGCB zo a (5,-4 2.0 ‘mnt int 9,=° ¢ ). (220) Optimum point { x") Contours of $= *+ : if { } 7 5 1 = 12 & (0,4). (3,3) = 9 of (6.1), (3,2) $= 2 ot (2,0), (0, %) 126Minimize f= x 8x subject t& 3 = ax424 Re -xt+ye+6 ° wow ° Be -92-77 HL zo Aa -3% -TY +7020 fez x-S¥ 43520 He txzo = +2 H=0 & (0,3), (2,0) grok (0,-8), (6,0) Bee at (0, 2), (12, 09, G15) Heo (0, 10), (28, 0), (77) 9,=0 ot (0,7), (-38,0) (59) errtewen Ye 9.6207, 9.24 Contours of f= x-8y: $2 -24 of (0,3),@.4) $+ € at (6,0), (-2,-1) Feasible region: ABCDEFGA optimum point = Az (xh 2406207, Y%= #2457) $* = -63.9657nage Seeley subject te 9 Bo, f= tt 7 (same as in Problem 3.24) Contours of Fax Bye F= -24 of (0,3), (m4) fe -#0 ot (0,10)> (8, 11) Feasible region. ABCDEFGA in Figure of solution of Problem 3.24 Optimum point: D= (6,0) with f¥=¢ (.» Maximize fz x-8y (326) sutjetk te ga axe ey-e es R= -x+yse Be Ba Ux TH +108 BO ee B,= 2x - 5% 4+ 35E0 ar Fos vie unrestricted in sign 420 % J=0 cam be plotted as in Problem 3.24. Feasible space. ABCDEFGHA Contours of Fu x- BY: f$=-24 ot (0,3), (84) $= 6 at (6,0), C2,-1) Point & = intersection of g,=° pareee 9,223 Opbimum points € =X = (3-65-24) les $* = eee, of maa oe 4 Pee taencn ane vii 128129Maximize fz 5x -2% subject to geo y gs Leis 7 Game ot Problem 3.24) me ABCDFGHA (inthe figure of solution of Problem 3.26) Feasible regi Contours of f= sx- 2 Porat : faz riot (27), (9,12) 7 qeat y= et y= 5075 2620 @ 8 = @78- 54), = 3221/5 = 40% ot (28,274 € 7a) ems ok (2.98) Optimum solution = Pont C = (x*= With £*2 got, Minimize f= subject to = xt y~4 20 Heat Sy -45 50 f= 5x -24%-+20 80 d= Sutry -10 So 9,2-* £0 Ra-k <0 feo ek (0,4), (-4,0),@,6) nae ck (0,4)s (115 50) Feasible space Hae ef (05-10), (410), (ie) ABCDA in ftgure 4,59 F @s5)> (2,0) optimum point + centours of f= x—4y: B=($,4%) f= -20 oF (0,5), (4.6) with $*= —is.s571 f= 2 ok (2,0), 61) Fe 16.857) ok (F542), (8,6:2192) 130KE optimum of F ee (3-25)) Maximize Fe x- 44 subject ts 9,2 2+ 4¥-4 <0 He 4ne5y 4550 Gz 5x- 24-40 So dpo-5e - 24410 <0 dee So y is unrestricted Feasible Apoce= BEFGHCB in Point Hs intersection of Jag aml 9 X= pom H= (3,-2¢) sign Figure of Problem 3.28. lox= 30, x f= Brio =13 24> 5x20 ye nak fa x- 4y = -xty-40 Hx 4x +5 Y-45 <0 $= 5% -24-20 50 Wr -S*%-2¥ tI SO fgu- ee Z=-¥x0 20 of are (oe eeaieD Feasible space= BEFGCB Hee of (0,9), (ee) i eaeg aie Fae ok (4,0), (8,10) G20 ak (0,5),(@,0) of fe x-4yi $2 -20 oF (0,5), (458) $ 2 ot (2,0),(6,!) Contours Point E= (2. 8) 2%" = optimum point Be Bea (gye- 3 2-249oie S & 375) optimum of f "= (450) “4 133,(gai) Maximize Fe x- 44 OU subject te H,50, FF Udine 6 Feasible space: BEFGCB of figure of problem 3-30 Fe 4 ok ( 4.0), (0-1) « optimum point = G= (4,0) with $%= 4 (same atin Problem 3.30) Minimize $= 5 (G22) to eae ye zo = Sx+4y-202 0 Fz tx+7G “212 G= Kt 1220 de> * BO i= F 20 F=0 oF (951). (1,9) Feasible space : 420 eh (0,5), (4,9) space ebkeve ABCDEFG 30 ok (0,3), (7,0) in $igure 9,20 & (051), (1,0) So ok (0,10), (12b,0) 25 at (0,5)> (65-0) Point D= intersection of g,=0 amd J,=° + = (36,48 23° 23 $e $= Isx4i2y= Go 15x 435y 2105 opti mur Pla peint D “8 rey se 449 oF SH = 19-5217 134: Jets fy . K, XM — \ optimum of £ . 56 asMaximize f= 4x+ sy 3.33 subject to HBe > je ten @ (same as in Problem 3.32) Optimum solution = unbounded Feasible space = space abwe ABCDEFE in Gigure of Problem 3.32 Minimize f= 6x = 2% subject fo goo, ja tetey 6 (same of in Problem 3:32) Feasible space = space above ABCDEFG in figure of Problem 3.32 Contours of £2 ext 2y: = 20 ok (0,10) (2,4) f= 10 ek (0,5>> C2.-') Point C= Optimum of $= intersection of g.=0 omd g.=0! ev. (A. Be loxtys io ees (7, 3) tox +8y= 40 with px =Ty=-30, y= Be Sf 12 ¢ ge 32 5x = 20-1 xe A 7 Minimize 2= 6x4 2¥ subject to g2 oxs Y-10 Fe G,> 5X4 4% —2o BO G,= BR47E 2120 Gantry -aee 4% unrestricted in sign Jae of (0,10), (1,0) G0 oF (0,5) ,(4,0) Feasible space : fgae oF (0,3), (7,0) space above ABCDEFG Hr at (0,1), (12,0) in figure below. 136of $= cxe2y Contours Fe to a (0,10), (2,4) $= to at (055), (2,-1) $e 1d of (4-2). (3) c= (4 BY with £* =12, Optimum point = point optimum solution ao 48) 137Minimize $= Sue+2y subject tug. 3x 4g +2420 ze -X 4442 Gz xt4y-qre Point D> 4s axe y-32e fpttx Be er ety me ae H20 ok (0,6), ( 8,0) wean (dh =o at a Pee iene Feasible spaces ABCDEA 920 & (0,1), (4.0) optimum peint = point D G20 eo (0,3), (1,0) * (£22) $= 12 ak (0,6)> (25!) * = a : f= sak (3,0),(1, 5) Sar = 3 ar x . eptimum of F GP 44) 138337) Maximize fe sx+2y subject to 9, bo, je Lay € (asin Problem 2-36) Feasible space= aBcped Point B= optimum point = (st,at) Fr s 5(28)+2()- 22220 Fm 30 of (36,18), (62) Ga) $= Sur oy subject to 9 = _ax-4y 42420 Rr -¥+¥ +320 yr %+ 44-420 Gr it 4 320 #,=5 7 20 x= unrestricted in sign Feasible space= ABCDEFA in Figure of Problem 3.36. Optimum poist = point D= ( /,9/)) ct esd f* 5a xin = xt? Joe ee ye see een 4yrtze Jy 2 Bet YOR ze gs=+xre Za +g ze Constraint boundaries can be identified as: zo > (0,6), (8,0) G=o (3,0) (01-3) Gro > (011), (4,9 Hee > (093), 08 139Feasible ace = ABCDA in Sigure below. $2 12 ak (0,6), (251) $= (Sak (3,0), (15) optimum point = Pomt B= (1255) = xe se oz ig\+ 2(#)= 16% 140Maximize ant ey subject toy. ox awy- 33020 Ge -2iz+ 4¥-36 50 Ge - x 2G +6 se Ga su-y%-72 50 Ht Bet -54 0 Gr-* se %o-p se Are & (0,33), (ler24) contours of $: Geo ok (2, 9)> (a,-15) Fe 18 ok (0,9), (216) $= 66 ak (0533)) (10,18) 9,=0 oF ( 0,3), (6,0) Feasible space= ABCDEFGA Gro ab (12,0), (15,19) $= 0 oF (18,0),(15-9) Secchi optimum point= B= (10, 24) with $= 728 14Maximize Fo ax+2y subject te y= sx+ivy-330 <0 G2 -21e + 44-36 So G2 x424 -6 So 4,7 6x-Y-72 <0 pxty-54ee x <0 Ar-¥ =O Here y, is reversed compared te that of Problem 3.41. Feasible space = EFOE in figure of Froblem 3.41 Optimum point = point E = (6,0) with §* = i¢ Maximize subject to $e axe ry A= 9e+ F330 W G2 -tixt Ay 36 " f= tt 2y-b 6 eS Fg= -3%-¥Ht S450 #50 =o ok (0533), (10,24) geo et (0,9), (-27"5) Are et (0,3), (6°) w= 0 oF Ca,0). Cis.t8) 9,=° ok (18,0), (15,5) No feasible point (see figure below). No optimum point exists. 142Maximize subject te geo oF f= 3x4 2y = -2in+4y—36 S0 Ge en eS Ee Re cee yes W2- ==? %=-4 se A (0,9). (-2,-8 8) G20 & (0,3), (6,2) a,=0 at (12,6), (15,18) 143$= (8 of (0,7), (2,6) $= 42 of (0,21), (2,18) Feasible space = ABCDEF optimum selution = g = intersection point of g=0 and g =o (108,576) with "= 1476 16 + i ” 30 4°. 27 Say § increases 144ven system of eguations ee 5 ® 3 -2 - 2 1 ' 3 12 ' Ay -1 -Va 1 ° Ch) iz BA " earnest a7 Pivet on ay, t ° -1 6 34 ° ' ° -13 -22 ° ° ® -24 -48 canonical form ‘ ° ° to - i ; : ee mae WRK ays, Hs at baste variables ° ° ! ED -24 Pivet on ogy 1 - Vs . 2 Canonical form with 1 72s ey ° 1 : 4 at bate variables e ° ~Ha 2 tvet on on, 1 HI 2 42/3 Canenreal form with x) %3s xq aoa ae . WHOS os vagce variables Cee 7 aaa ‘ 22/3 ae 5 Coes eseaane /s ‘ ° ° 2/2 : ‘ with %2,%3,%q ° ‘ : f es base variables 4 ° 7 ‘ S 145variables Non basic Feasible $ variables z zo % 6 G) it 0 20 xpe2e, Breeaiye sis (0 4 2 1 © 1 10 *gRto 20% 6 1 t 6 20 %ye20, eee nie -5 -4 9 GI) 1-0 %e=- 0 2 to tb 10 xy=K0, fi 4 Yes 190 ws @ot ~1 © x20 53 y Ao} DKA 5 xt, a 5 ° hn % -h Sh yes Ne 300 Yes 200 Yer 231g Ne 260 yes 246 eprimum Yes 240 N z jo 246 F 146a Basic Nonbasic Feasible i variables variables 3 aps y= ° 25 MH ™S ves 240 =%gr0 ° mete a ' Xy=6 ° et a euGuaye saute 40, 1% % Ue 2 Yo es zo Xero 0 ht nh mets Peau yo. =xg=e 1 %e Vo he ho © . 14724 ee a x x2 x3 Xe *, febeee cima beter ae na at the beginning of perted i (CE 12,04 6) Problem: Minimize f= Kit Hat 3 + Mt XSt Xe subject te etn, 24 (0-4 fours’) mi t%e27 (4-8 hours) %e+*s 28 (a-12 hours x3t%4E 3 (12-16 hours) e+ Hse 14 (16-26 hours) *54%% 2 3 (20-24 hours) Kp BO poe bes Scheme 4 Scheme 2 Scheme 3 Width 10 eee f= 9 tle 8 ke 6 4 width 20: Scheme $ Scheme 2 Scheme 3 (eid oe ecrennae oF scheme 4 Scheme 5 Scheme 6 eee 3 see g os 2 S eee Let x, = number of rolls of width tom te be cut according to scheme 2 (¢=1,2,3) y, = number of rolls of width 20m f be according te scheme f (£2 Uae é Number of ¢m-width rolls produced = x34 34,424, 4% Number of gm-widt® volls produced = x24 hth+e% Number of sm-widl® rolls produced = x:+ $s 4 %y 4245 Let 3,2 number of surplus rolls of width 6 m Ba = number of Surples rolls of width 8 m Jy z rumber of surplus rolls of widt® 9 m 148B= Ma 48+ 24,44; -l00 Be Xrth+ Wet 2%¢- 300 Bye tt 142% - 200 Problem: Minimize f= x tax, +axst 27,4593 + BM +2Y e+ 4G HE Ht BSL 47 TG subject to x34 3N+ 29,4 4%; -100= F ot Wat Jat 24,-300= Fe xit¥et bt 2¥—~-200 = % x, ERO (ERED, Yeo (Gels 6), Bye (Fem) 2. (iat {4} lf} x 149Maximize £2 x,+%o+ X23 subject ts Cx +O Het 334+ 45 Wi +6, + 4 WZ = OW, Oo 6 Mit x24 3X3 524,100 BR FP Xe t4rZa de SUH zune 5 wy Ss OWe or BX, + 3%24 4%3 < 15,500 Ax.+ 3+ 4 Wer dws = 8 Ww ot 4 %,+ %3 = 14,800 2xst 23 < 4 We or 2%3 S 3,600 Xa+2w, s 4 W; or %3 S 3,800 2, f24,2,3 pengsm 4 te xg = slack variables in Ege. (1) 459. xé 6000 6.000 3.000 1.000 6.000 0.000 0.000 0.00028100.000 x5; 3.000 3.000 4.000 0.000 1.000 0.000 0.000 0.000 15500.000 x6: 0.000 4.000 1,000 9.000 9.000 1.000 0.000 0,000 1400.00 x7: 0000 0.000 2.900 9.090 9.000 6.000 1.000 9.000 3600.000 xB: 0.000 0000 1.000 0,000 0.000 0.000 0.000 1.000 3800.00, € -1000 -1000 -1.000 0.000 9.000 0.000 9.000 0.000 @.200 niinimum value of ¢:-0.10000000E+01 variable out of basis: I resultof pivoting on element: | 1 xl: 1.000 1.090 0.500 0.167 9.000 0.000 0.000 0.000 4016.667 x5: 0.000 0,000 2.509 -0500 1.000 0.000 0.009 0.000 3450.00, x6: 0.000 4.090 1.009 0.000.000 1.000 0.000 0,000 14800.000 x7: 0.000 0.090 2.000 0.000 0.000 0.000 1.000 0.040 600.000 x8: €.600 0.000 1.000 9.000 0.000 0.000 0.000 1.000 3800.009 0.000 0.000 0.500 0.167 0.009 0.000 0.000 9.000 4016.667 ‘ainimum value of c1-0,500000008+00 variable ost of basis: 3 re pivoting on element: 2 3 x1: 1.000 1.000 0.000 0.267 -0200 0.000 0.000 0.000 3326.67 x3: 0.000 0.000 1.000 -0200 0.400 0,000 0.000 0.000 1380.000 x6: 0.000 4.000 0.000 0.200 -0.400 1.000 0.000 0.000 13420.000 x7: 0.000 0.000 0.000 0.400 -0.800 0.000 1,000 0.000 840.000 x8: 0000 0.000 0.000 0.200 -0.400 0.000 0.000 1.000 2420,000 +f 0.000 4000 0.000 0057 0200 6.000 0.000 0.000 4706.667 rt?) @ (3) (4) (5) 150Minimize £2 5x, 80 xp 4 [60 x2 + 5 %y subject ts ject t 0108 K) $0.05 Kat OrlO Xs +olS Ky = 1000 @) orl Ry HOS Hat OR *T+ c05 xy = 2000 (2) eroS x bol X24 oles +015 xe = [500 @) osm ean os x o€ xy X= S000 " (4) ys 4 S 4000 G) %s te x, = slack variables in egs.(1) to (5). given system 9.5000-01 0.50008-01 0.1000z=00 0.2500B+00 0.1000B+01 .0000B+00 0 !0000B+00 9/0000E-00 0.0000E+00 0.L00DEtad O.1o90R+05 G.1500E+00 0.2000E+00 0.5000z-01 4.0000E+00 O:1000H+01 9:0000E+00 91000000 .0000Et00 0.2000E+I4 0:5000B-01 0.40008+00 911000+00 0.1500B+00 0.000400, ®.00008+09 0 .40008+01 9/0000E+00 O.0000R+00 0.2500EF24 911000B+01 9 .00008+00 9"0000E+00 oO 0090E+00 0.0000E+00 ©.0000z+00 ¢-0000H+00 9.1000E-01 O.0000E-00 0 So0dEOd 0.0000z+00 c.9000R+00 9:0000E+00 0.2000E+01 0.0000E+00 ©.0000z+00 0 :0000B+00 9:0D00E-00 O.20G0E+01 0 400DEVO4 0:5000z+01 -0-a000B+02 911s008-03 013500E+02 0 0000E+00 9:0000z+00 0.0000%+00 9 .0000E-00 O0000E+00 0.0000E.00 minimum value of cl:-0.80000000E+02 variable out of basis: 2 result of pivoting on element: 2 "2 x5: 0.1657E-01 0.000000 0.3333E-02 0.13238+09 9.2000E+01 +0.3333E600 010000400 0.0000E+00 O.0000RC00 0.2233E+03 x2: 0166675400 9.10008+01 01133301 013333Er00 0 .0000E00 0.6667B+01 0,00008+00 9:0000E+00 9:0000=100 0.1333E005 x7: -0-1687B-01 9,0000E+00 -013333z-01 0121678100 0.0000B+00 -0.6667E+00 0:1000E+01 0.0000R+00 O.D0G0Et00 D.1667E103, x8: 9110008402 010000208 Dlon00z-00 O.D600E+00 9 .cOCOEM00 9:0000E+09 0:00008+00 0.1000E+0: 0.0000R+00 0.S000ED4 x9: 010000B+00 910000400 010000E+00 0.100001 0.0000E400 9.00008+00 0.0000z-00 0!0000z+D0 o.LoD0Rs01 0.4000ze04 9:5833z+02 0.9000E+00 012667E+03 Ol41e7=+02 0-0000E"00 0:5333z+03 0.0000B+00 0/0000E+00 0,0000=+00 0-1067=407 f =e Beare ewct elie 7 Solution: EXO al #3 x Fe fo osssaei 0 ey f" = - 0067 «107 151Maximize f= 222-32 Ra + 1b My~ ISG Hy 4200 xy = S0cce «0104 subject te Joo x, + 580 x2 + 680 z3+920 xg S S0000 Ki +X2t %3 4+ %yt%Xs = 200 loos %, + 7000 2 + Goee X32 49000 xy ¢ 4x10? M204 ce 5 Solution: 40-0 ots ore oe oe leo. 5 $ max = 013288 x10 given systen 0.7000E+01 0.5800B+01 0,6900E+01 0.8200z+02 0.00008+00 OL1000E+01 0:0000E+00 0 .$c00R+03 OLLG00H+01 011000R+01 011000E+01 9.1000R+01 0. 1000E+01 010000E+05 9.0000E+00 0.20008+03 0. a °. 9 8 0,1000R+02 0.70002+01 0160008401 0.8000E+01 0.000000 010000E+00 0.1000B+01 0.4000E+03 -012200B+02 0.32008+01 -013240E+02 0.1860=+03 -0.2000B+03 Olo000H+G0 0 10000R+00 0 d000Rec0 alue of cl:-0.20000000E+03 variable out of basis: 3 pivoting on element: 2 © 5 XS: 0,7OGOE+01 0,5800E+01 0,6900E+01 0.92008+01 0.9000E+00 011000E+01 010000E+00 0 .3000E+03 xS: 01L000B+02 0,1000E+01 0/1000E+01 0.1000R+01 0.1000R+02 010000E+00 0.0000E+00 0.2000z+03 x71 011000E+02 017000H+01 0.6000E-01 0.8000F+0i 0.0000z+00 010000E+00 011000B+01 9.40008+03 wf: 011780E+03 4120328403 0 1678E403 0.35608+03 0.00008+00 9,0000E+00 0. 0000R+00 0. 4000z+05, 152Minimize $= 20 x, + 6 x2 subject te aes A+ %2 Ble 25 2% 6 ) where x3, %4, xs, %g are surplus vardables and X7,%g5 Xo, %o are artificial variables. Infeasibility form = wz X74 %et+ Xt Xo (objective for Phase r) Using Egs- C1) to @), w can be expressed as we -4% 3%, + Xp + Xyt Met Me HTS Selution: ate 5, x4" = eis Een = 212-0 153PHASE-I OF SIMPLEX METHOD given systen 7: 0,20008+01 0.1000B+01 -9.1000B+01 0. DiLogoE+o1 0 10000E+00 00000400 0 = 8: 01000E+01 911000E+D1 0 o000R+00 -0 Q.o000B+00 0.1D00E+01 .0000R+00 6 % 9: 010008401 0.00002+00 0.0000B+00 9 9.0000E+00 0.0000E+00 0.1000E¥01 0. x10: 010009E+00 o 110008401 0.0000E+00 0 D1oo00E+O0 .0000B+00 0.0000E+00 0 -£: 0.2000B+02 Q.1s00E+02 0.0000E+00 0. 0.0000B+00 0.0000E+00 0.0000E+00 0. : -014000E+01 -013000E+01 9:2000E+01 0 D10000E+00 0.0000B+00 0.0000E+00 0 minimum value of ds:-0.40000000E+01 variable result of pivoting on element: 3 1 4% 7: 0.0000E+00 0.10008+01 -0.1000R+01 0 0.1000E+01 0.0000E+00 -0.2000E-01 0 x 8: 0,0000E+00 0.1000E+01 0.0000E+00 -0 01000GB+00 0:10G0E+01 -0.10008+01 9. x 1: Ol1000E+0L 0,0000E+00 9.0000E+00 0 010000B-00 0.0000E+00 0.1000E+01 9 x10: 0100008409 011000401 0 .0000E+00 6 010000E+00 9.0000E+00 0.0000E+00 0 -f: 010000B+00 0.1600E+02 0.0000E+00 o. 0.0000E+00 0.0000E+00 -0.2000E+02 0. 010000800 -0.3000B+01 0-2000E+01 0 OloocoR+a 5.0000E+05 0 .4000E+01 Oo minimum value of ds:-0.300000002+01 variable result of pivoting on element: 4 2 x 7: 0,DO00E+00 0.00008+00 -0.1000E+01 0 011000B+01 0,0000E+00 -0.2000E+01 -0 x 8: 910000E+00 G.0000B+00 0.0000E+00 -0 9,0000E+00 0.1900E+01 -9,1000E+02 -0 x1: 011000R*01 !a000E-0G 9 .9000E+00 0 0.0n00E+00 0 .n000E+00 D.1000E+01 oO. x2: 0,0000E+00 0,1000E+0i 0.0000B+00 0 0.00008+00 0,00008+00 0.0900z+00 0 O.00g0B+00 0:0000E+00 0.0000H+00 0 010000E+00 0.0000z+00 -0.2000z+02 -0 9,0000E+00 0.0000E+00 0.1000E+01 9 0.0000E+00 0.0000B+00 0.4000E+01 0 minimm value of de:-0.300000008+01 variable result of pivoting cn Glement: 1 5 % S: 0,0000E+00 0.0000E+00 -0.S000E+00 0 'S000E+00 0.0000E+00 -0.1000z+01 -9 T0D00E+00 a.0000E+00 0.5000E+00 -0 'S000E+00 0.1000E+01 0 .0000E+00 -0 T1000E+01 0. 0000z+00 -0.S000R+00 0 TS000E+00 0.0000E+00 6.0000R#00 -0 T0000E+00 0.1000E+02 0.0000E+00 9 10000E+00 0.0000E+00 0.0000R+00 0 8 10000E+00 9.0000E+00 O.1000E02 0 -013000E+02 0/0000z+00 0.0000B00 -0 010000z+00 9.0000E+00 -0.5000E+00 0. ” 154 Doo0E+00 0.0900z+00 9. doocg+d0 0,1700R+02 ipodz-01 0.00008+00 0 doocr+o0 9.1200B+02 0900z+00 -0.1000E+01 0 oocz+00 0. 2500E+62 gpo0s+00 9. D000z+00 -0 19008+01 9.50008+01 DOp0E+0O 9.0000E+00 0. 000E+00 0, 0000E+00 1000H+01 0,1000E+01 0. Toogon+09 -0.3750E+02 our of basis: = 1 -0000E+00 0.2000E+02 0 ‘oooo¢o0 0.12002+02 Taooog+01 0.19008+01 0 [0000E+00 0.9500B+01 19000E+00 -0.1000H+01 0 Toooog+o0 0.2500H-01 Q000E+00 0. 0000E+00 -0 1000E+01 0 .6000E+02 Toooog+00 0120008402 0 Too00E+00 -015000%+02 LOOGE+O2 -0.3000E+01 9 ‘anocz+00 -0.2750E+02 out of basis: 2 200008+00 0.2000E+02 oO. [10o0B+01 0. 6000E+02 Tao0s+01 01 1000z#01 0. Lov0z+01 0. 3500E+02 doooz+00 -0.1000E+01 0 T0000E+00 0.2500B+01 1e000B+00 0.0000E+00 -0 [Looog+01 9, 6000E+02 Toovog+00 9.2000m+02 0 Tie00E+02 -0. 14608403 Thooog+0i -013000E+01 -0 3000E+01 -9.8S00E+01 out of basis: = 5 00008400 0,1000z+01 0. {50005+00 0.3000z+01 [1000E+01 0. 9000z+00 0 5000z+00 0.5000z~00 o00z+00 0.0000E+00 0 3000E+00 0-SS00E+01 9000H+00 0.0000B+00 -0 :2000B+02 0. 6000E+01 Tooo0g+90 G.0000z+00 9 Teooog+a1 -0 120608403 T100g+01 0 /0000z+00 -0. o000E+00 o000E+00 o0ooz+00 10008+01 ooooE+o0 ioooz+o1 000E+00 ouscE+oo -00008+00 -1000E+02 ooaoE+o0 -2000B+01 1o0gE+o1 1os0n+02 o000E+00 1000E+01 1600E+02 20008+01 sovoE+o0 s000B+00 s000E+00 io00zo2 s000E+01 5000R+000.2500B+01 9. 0000E+00 minimum value of Gs:-0,50000000E+00 result of pivoting on clement: % 5: 6.0000z+00 0.0000E+00 010000B+00 0.1000E+01 x3: 0,0000E+00 0 .0000z+00 -0L1000E+01 0:2000E+01 x1: 0,1000E+01 0 :0000z400 010000z+00 0.1000E+02 x 21 0,0000E+00 0.1000E=01 0.0000B+00 0.00005+00 010000E+00 0.0000E+00 9,00G0E+00 -0.2000E+02 DLon00z+00 0.00008+00 0.1000E+01 0.10008+01 PHASE-IT OF SIMPLEX METHOD system at start of phase-II X 5: 0,0900E+00 0.00008+00 013800E+01 x3: 0:0000E*00 0,0009B+00 0.10005+01 x1: 0110008+01 9. 0000B+00 0.60008+01 010000400 0.1000z+01 0. 60008401 0100008+00 0, 0000E+00 -0121608+03 minimn value of cs result of pivoting on elenent ° ° o ° ° x5: 0.0000%«00 0.900E+00 -0 0.25005+01 % 6: 010000500 0.0000E+00 0.10008+01 0. x1: 0110008+01 0.0000R+00 -0 0. S000R+01 0.0000E+00 0.1000R+01 0.7000E+03 010000E+00 0.0000z+00 0121208403 0 ° ioooz+01, 203 00002400 3000B+01 L000E+01 do00E+00 TooooB+00 ‘0000490 90008+00 ‘o000z+00 D000z+00 ‘ooooB+00 90008+00 1000B+01 90008400 -10002+01, 00008400 .09002+00 -00008+00 9.490000008+01 variable 208 anoon+o1 ao00E+03, 000E+02 qoooR+o1 -40008+01 variable 0-1500E+01 -0.2000E+02 =0110008+01 -9.2000z+0L -0.1000z+01 =0.1000B+01 1900R+01 ‘o0008+90 2000E+01 '2000%+02 4000801 o000E+00 l1oocE+01 0. 1000B+01 -0. 20008401 -0,2000B+02 0, 00008+00 0.2000z+02 0.1000B+01 -0.20008+01 0.10008+02 -0.20008+02 0.1200n¢02 -0.50008+00, out of basis: 3 0.Lo00B+01 0 13500B+02, 90000z+00 [10008402 ‘o0008+00 "5000801 :00G0B+00 ‘6000801, d0008+00 2LSOR+O3 ‘o000=+00 "0000B+00 0,10008+02 0. 00008+00 0, 00908400 0.0000E+00 0.00008+00 out of basis: 6 0.1000B+01 0. 00008+00 0. 09008+00 0.09002+00 0.00008+00 9.20008+01 020008402, 0.100001 -0,10008+02 -0.40008+01 0.00008+00 2. 1000E+02 0.10008+02, 0.10008+01 -0.10008+02 -0. 40008401 0.o900B+c0 010008402, 0. 0000z+00 0 .o0coB+00 9.0000z+00guilibrium eguations: Fe elt Fe Fe tFp = %2 o om) = — %2(e-%3) = Fp (8) x F, Bx pee eR) Fe a fe FetFo= x14 Fete (3) % mee eae (0-4) + 2 Fett F= 10% cy F i. F, Fa Fat Faz fe + Fp (5) te 2 x Os 2Fe¢i2 Fp - 12 Fe zo (e) kes Fe Fp gs Uy amd (2) give: Fog xa? a Fee 4 (8 %2~ %2%s) ce Egs- (3) omd (4),along with Ege. (7) ame (8), yields Bab (ety 4 2%) ce) Fyn m4 Maoh ety bes () BES: (S) amd G6)» im Conjunction with Egs.(5) amd (10), give: Fae cb (m1 Hy + 2%) 7 a> Fue m4 xe- Te trey — 4 xpxy 2) Problem Maximize fe x, Xp subject to Fa = ("i %q+ %2¥s) = 300 Fos x14 %2- Te (x. x4 + %2%3) S 300 et Fee b(xty 422%) © 200 Fos xit%a-d (x) Xue xa%s) < 200 Fee tnaxs = 100 Fre x2%3 = lo ee 156Let (0. %%3)= number of parte (A,B,C produced per day Profit = Income — expenses = (50% + 75 X24 foo %)— [ (Sx +10 %ak IS 75) 4250 if %>6 of xg>r0 +200 1f Xp, >0 of X2 > 0 +300 if x,>0 or x2>o Constraints: os es of x = 10 Problem: Find % te maximize the progit Subject ts the stated constraints. 157Minimize cubject one: T with Ss fer es a tae Ue Tie Fares Ie } Solution: ure {15,10 3 40,0, 0, 45, 45,25, 0, 0: 0, 5, 25,0,0, 0, 20, 10 a gf 7 215-0Minimize Fe xe ame subject t. OB XH 6 ML 2 0-75 OL ke Fore, 2 oie C6 Hi + O18 XZ Bete 004%) + 002%. = oes X20, 20 Constraints can be expressed as: Or8 Ki + OG a - Hy + = 0.78 one bere, ~%y +%s ole OG KL FON’ XD 5 +%— = og OAK) 40-02 Hy - xe + %ig = 0103 Xgenn Xe = surplus yarvebles qo Xe = artificial variables Infeasibility form: WE X74 XBt Xt Xo or WH HhS4 KH Ke FREE XYt MS HME + HOS solutions x/"= 05, 7% 20, F215 159PHRSE-I OF SIMPLEX METHOD given system x 7: 0.B000E+00 9.6000E+D0 -0.1000B+01 9.0000E+00 9.00008+00 014000E+01 0.0000E+00 0.0000E+00 0.0000E+00 0.7500B+00 HB: ClL000E+00 9,2000H+00 0.0000E+00 -0.1000E+01 0.0000E+00 O.0G00E-00 9.1000B+02 0.9000E+00 0.0000E+00 0.1500E+00 % 9; 016000E+00 0.1800Z+00 0.0000E+00 0.0000E+00 -0.1000E+01 010000+00 0.0000E+00 9.1000E+01 0.0000E+00 0.1600B+00 wi; 014000E-02 0.2000z-01 0.0000B+00 0.0000E+00 9.0000R+00 0:0000E+00 0.0000E+00 0.0000E+00 4.1000z+01 0.3000Z-01 D.L000E+01 0,2000E+01 0.00G0E+00 0.0000E+00 0.0000E+00 DlopcoR+e0 O.OGddE+CO 9.0000E+00 0.0000E+09 9.0000E+00 -0.1540B+01 -0.1000E+01 0,1000H+01 0.1000Z+0i D.1000E+01 O10000E+00 0,0000E+00 0. 0000E+00 0.0000B+00 -0.1090E+01, minimum value of do:-0.154000008+01 variable out of basis: 1 result of pivoting on element: 3 9 1 0.0000E+00 0.3600E+00 -0.1000H+01 0,0000H+00 0.1333E+01 011900B+01 0,0000E+00 -0.1333E+01 9.0000E+00 0.5367E+00 x 8: 0,0000E+09 0.1700E+00 0.0000E+00 -D.1000E101 0.16672+00 0,0000E+00 0,1000R+01 -0.16678+00 0.0000E+00 0.12332+00 OL000E+01 0,3000E+D0 90000400 0.0000E+00 -0.1667E+01 0.0000H+00 9,0000E+00 011667E+01 0.00008-00 0.2657E+00 010090H+00 0.8000Z-02 0.0000E+00 0.0000E+00 0.6667E-03 010G00R+00 0.0000E+00 -0.S667E-61 9.1000E+01 0.1933E-02 =: 0100D0E+00 0.1700E=01 0.0000B+00 0.0000B+00 0.1657E+01 GL0GD0E+00 0. 0000E+90 -0.1667E+02 0.0000E+00 -0.2667E+00 “wi 0 0000E400 -0.5380E+00 0.1000E+01 0.2000E+01 -0.1567E+01 010000B+00 0.0000H+00 0.2567E+01 0.0000H+00 -0.5793E+00 minimum value of dsi-0.15666666E+01 variable out of basis: 5 of pivoting on element: 4 5 % 7: 0.0000E+00 0.2000E+00 -9.1000H461 0.0000B+00 9.D000E+00 011000B+01 0.0000E+00 0.0000E+00 -0.2000R+02 0.1500E+00 XB: 0,0000E+00 9.2500E+00 0.00008+00 -0.1000B+01 0.0000=+00 Q,0000E+00 0,1000B+01 0,00002+00 -0.2500E101 0.75002-01 1: DLLOD0E+01 0,5000E+00 6:0000H+00 0.0000E+00 0 .0000E+00 D.9000E+00 0.0000E+00 0.0000E-00 0.2500E+02 0.7500E+D0 % 5: D.GO00E+CO 011200E400 0.000080 0.D000E+00 0.1000E+0L D18000E+09 0 0000E+00 -9.1000E+01 0.1500E+02 0.2900E+00 010000E+00 0.250DE+01 0.000000 0.0000E+00 0.9000z+00 010000E+00 0,0000E+90 0 .0000E+00 -0.2500H+02 -0.7500E+00, 010000E+00 -0.3500E+00 011000401 0.1000E+01 0.0000E+00 010000E+00 0, 0000E+00 0.10008+01 0.2350B+02 ~0.2250E+00 minimum value of As:-0.22500000E+02 variable out of basis: 6 result of pivoting on element: 2 6 x 6: 0.0000B+00 9.1000E-01 -0.50008-01 0.0000E+00 0.0000E+00 0.5000E-01 0.0000E+00 0.0000B+00 -0.1000E+01 0.7500B-92 XB: OL0000E+00 0122508400 01250400 -0.1000E+01 0. 0000E+00 -011250E+00 011000E+01 0.0000E+00 0-0000%+00 0.5625E-91 x 1: QL1Q00E+01 0, 75003400 -0.1250E+01 9.0000B+00 0.0000E+00 0:1250E+01 0,0000z+00 0.0000B+00 6,0000z+00 0.9375E+00 X 5: 0,0000E+00 012700H+00 -0.7500R+00 0.0000E+00 9.1000E+02 0.7500E+00 00000z+00 -0.20008+01 0.0000z+00 9.40255+00 010000E+00 0.1250E+01 0.1250E401 0.0000E+00 9. 0000E+00 -D11250E+01 010000B+00 0:0000z+00 0.000800 -0,9375E+00 01D0G0E+00 -0.1250B+00 -0112502+00 0.10008+01 D.0000B+00 160 0. 0000B+00 2.0000E+00 0. 00008+00 ~0.10008+01 ¢.0000E+a0 0. 20008+0% 0. 0000E+00 9, 00008+00 0.00008+00 -0. 10008401 0, 0a00z+00 0. 20008+01 2 .20008+02 0. 2800E+01 =0.25008+02 -0,1500B+02 0. 25008402 0.225080, 9. 10008401 0.00008+90 0.00008-00 0.voo0B+09 0.0000z+00 0. 0000B+00o.112sE+01 minimum value of ds:-0.125000005+00 a oonoE+00 result of pivoting on element x 6: 0.0000z+00 01 60008-01 100008409 ‘rooogso2, ‘iopos-or ‘2000B+02 {D000B+00 110208402, do00z+00 ‘o0a0E+00 ‘ooooB+09 1000E+01 x poooe+o0 [3000E-02 1000E+01 “S000R+01 00008+00 6000B+01 ‘oo00E+00 2160E+01 ‘ogooz+00 ‘1oo0z+02 ‘aoo0-00 TLDOOE+01 PHASE-II OF SIMPLEX METHOD system at start of phase 0000B+00 ‘3008-02 0000B+00 45008+00 1000E+01, :6000z+00 10000400 ‘2Bi0z+00 “apd0n+00 1500E+01 0 e 1 sooee+oo aop0z+02 -0000E+00 -0000z+00 -0000E+00 0.1000E+01 0.1000E+01 ~0 variable cut of basi! Post -0.60008-01 0.8000B-01 0 0.0000B+00 -011000E+01 0 011000E+01 -018000E+01 0 o10a00z+00 0.0000E+00 0 -012000E+01 0.60008-01 0 0.d000E+00 0.0000E+00 0 -011020E+01 0.2160E+01 0 -011000B+02 9:0000z+00 0 O.og0oz+00 G.1000z2402 0 0,0000E+00 0.0000R-00 -0 0.2192E-06 p.od00z-00 9 D.1000B+01 0.1000E+01 -9 -0.60008-01 0.8000z-01 0 0.1000E+01 -0.8000E+01 0. -0.20008+01 0.60008+01 0 -0.10208+01 0,2160E401 0 0.0000B+00 0.1000E+02 0 56255-01 2 ooo0z+00 :3000B-02 ‘oopoz+00 14500E+00 ‘oo00E+00 160003409 L0GoE+02 [2e10E+00 TooooR+00 ULS00R*01 oo0oR90 894iE-07 -00008+00 90008400 00008400 -1o00B+01 -0000=+00 -LODOBY s0g0e+03, 00002400 ooczeso -00008+00 00005400 -00008+00 -00008+00 0000E+00 ooocz+a0 ovovE+00 161From the formulation of the problem 24,5 the LP problem can be stated a4 follows: Minimize f= 500-250 9, — 700 J, - 1100 43 + 1800 — 300 44-850 Je — 1400 Hg + (600- 6004, - 1300 ¥p - 2000 Fo + '500~ 800 44-1600 4, - 2400 F, subject to loo 4, + 150 ¥.+ 200 Ys < 50 (00 Yat (S045 + 200 4, 4 (50 100%, + 150 ¥p + 200 Vo < oo 100 Ag+ 1504, + 200 I, <75 Ho +4, + op +H tds 49g Bn Ys +% | +4 +4, 8 FS fe St gp Kae ee 12 Solution: Smin = 5400-3575 = & 1925 sat * YP EAs hee Dat = fers, 010, Oa, 0-5, @: 666667, 6:0, O10, 0-333333, +25, 0-0, G0, os f 162Hy + %2 +H Se 4%. 4%4 ey ara ee +%% 2 -} x1 - oe x, given system x3: 1.000.000 2.000 v4: «51000-4900 0.000, x5 31000 ©1000-0000 x6 dlo00 © t1000 0000 te: 01667-01600 0.000 0. 88866698=+00 x: 0.000 © 1.800 © 1.000 xi iloco = -01800 © 0.090 x5: 2000 = 0.800» 0.000 xs: 01000 = 1000» 0.000 +f 01000-11133 .000 minimum value of cl:-0,113333378+01 result of pivoting on element: 4 0.000 9.000 1.000 000 0.005 9.000 01000 = 8.000» 0.000 0.000 1.009» 0.000, 2.000 dlo00 = 0.000 =o 24 =20 £ 9.000 9.000 0,000 1000 1000-90 .000 g:o00 11000 «0.000 9.000 01000 ««3.900 91003 © -9,000-«(.000 of basis: i variable out 0,200 40.000 0200 0:000 -0.200 24-000 01000 20.009 0.133 0.000 variable out 0.009 = -2.800 0.000 = 0.800 iloso = -0. 800 dlo00 = 1000 0.000) 1.133 163HM Hy + ey 2X 4%. Hy 2x - oxen x3: -1.000 900 1.000 x4: 21000, tooo = 0.000 “f: 21000 6.000.000 minimum value of ci:~0.60000000B+01 result of pivoting on element: = 1 x2: =1,000 2.000 1,000 xa 31000 ©1000-1000 fi --81000 0,000 «6.000 minimm value of cl:-0.80000000E4 pivot: 0.000 = 2.0000. 667 xl: iloo0 = 01000-0333 o£ 1000 =o 000, 3.333 000 Soa ‘ooo ° 1 a variable 0.333, 01333, 2.687 out of basis 2.333 91333 8.687 164Minimize $= ex —-7¥ subject to eens Hae Sx + oH +h, = 48 x-¥ the 4 HPO, ZrO, BeBe, fH 12,3 (3g are slack variables) Since the epyations ant in comenical fon, we can tone Fi hy ont 35 a8 bate vertabler and ute Phase I of Simplex method ts Solve the problem. Peele variables variables CZ) for ais > 0 hy 7 € i ° ° 42 7 a, ° ' ° 45 ae 4; i ° ° 1 4 nf pee a ° o ° ° most negative cf Result of piveting: hi ° ieaees/ortco 2 3, 3 i ° Ve ° cs 3 5, Wee oye 2 By ae see SuHa/aiici 35 most negative cf Result of pivoting + x t ° hh =the 36h 3 es ' -5/3 7/30 35/1 3 ° ows At ata 8 . 7 As Bay aid AU cf 205 optimum solution: w=36, y*= 28, sg". aie , af. 48Maximize Fo ox+ 7x subject te Tx + ey = 42 Sx+oy <45 fire ace aeae al x and ¥ unrestricted in sign Let wen, ne xf- me 5% = xe= of — x,” and Wo 4, ¥y = slack variables Problem becomes: Minimize f= ~6%/+6% -7 X2+7%2 subject to auf 74 46 xg 6 Xe + ¥, = 4e Sx -5x +9xf-9x) +4, =45 xy = — dl + xe” +%a = 4 wilt olf f, els ye 20 Simplex method: Basic vartables variables , ” : ” mm eT y Tee IGHeEeele: t ° ° % 5 - @© -3 o t o 48 5 + t fot =I ' ° ° ' 4 ae eed ite tater oo «6 ° * e 36 %, &) -"/, 5 ° (ade i ao xe % -Vs ' -1 ° % 0 5 g ts Yo-yo ° Cae voit et -# i peetealo| eS ° z 35 esas 166a x eee ° ° -k 0 36 ey ° ° ~t te eee 8 i ° ° ° B 43 * a afr -# ° ° ° Ga ee Seas eeegel 38 ar optimum solution: 2 BE yys AE T 7 “= 36, 3s "2 § = Peace BB 8S aig 167Minimize $2 19% = 7Y 3.61) subject te 7x +6¥ + 3, = 42 Sx+ sy 4% 245 x - % +h 4 19K -714 -fro (% ere slack variables ) Basic variables fhe x 7 6 t ° ° 42 6 a 5 2 ° ' ° 45 3, - Oteee i 4 42 -§ -7 ° ° ° ° Result of pivoting: zi A t ° -7 14 Mae % ° ° 1 5 25 25/iy x ' oe \ 4 -$ Bere ee tO ered c cle 76 Result of pivoting: * y ° ( Ys 9 "Ya Ma h ° Ce ey LY x 1 ° “a ° Aa Géefis -$ ° ° Bite 5 104 optimum solution: x= 663, YX = It, 2% 104, a= 128/i3, 168Minimize $2 wise = 7% subject to 7e+ey 542 Se+soy = 45 eater + % amd Y unrestricted in sign mow u Degining x= x-%2 amd Y= ¥,- ¥,, the problem becomes: minimize f. ig ay ee TH+ 7H Subject to ty rene GN Ohne Hh = 42 SHi~ Ska 99,- 2%2+ 3, = 45 Mie +t He + By = 4 ah Xx: 20, ¥: ro, Bpee Barce venialtes : an tarda aU ee gg ee ue gg 2%) Soy Lis 7° &, Stig Hate GH: ° 0 642 ‘ h 6 -5 9 -3 © 1% © 45 % bot 1 ° ° , 4 4 a ee i) -7 7 0 co 8 ° Ea o ° tn 0 =? 14 ahs fe : o (14 Hly oe bo-5 28 as/y x 1 toot tooo ° 1 4 -f ° 0 -28 28 © 0 tf | 76 ¥ H ° ° 1-1 %y 0 - Ys Ya a ‘ 0 6 8 My onsaes 9.9231 my 1 -1 o 68 Ya 0 Ys 5.0769 -$ ° 0 6 © 2 6 § ware optimum solution: x 5.0769, ¥*= 1.0769, 169fea) TTR : 8 Sx p- ee -*e +X i my + %e ~%7 + Xe 8 Ki texe -Xe ey ee Sx,e2x%2 +%y es x +5 = Io objective functron: $= - Ki 2%. Infeasibility form: we Xo + Xe + Xr or WE - 5X 6x2 + Xe rx7 + Xe +20 PHASE-I OF SIMPLEX given system x 3; ~0.1000E+01 9,1000B+01 DlovceE+0d 9.0000+00 0,0000B+00 0. 0000B+00 DlogooE+OD 0. 8000E+02 x 9: 0.5000B+02 0.0000z¢00, 1000B+01 0.00002+00 0.00008+00 Tooo0z+00 9.1000z+01 9,0000z+00 ooocz+o0 -0.10008+01 oocz+o0 9 .00008+00 0.2000z+01 -0.1000B+01 0.0000B+09 0.0000E+00 0.0000E+00 0.9000E+00 ooo0z+00 0, 00008+00 ODE+01 0.0000E+00 9. s000E+01 x1l: -0.1000E+02 0.6000E+01 0,0900B+00 0.0000E+00 0.00008+00 0.0000E+00 0100008+00 -0-1000E+01 0.0000E+00 0.0000E+00 0.1000E+01 9.12008+02 x 4: 0,5000B401 0.2000E+02 0.0000E+00 9.1000R+01 0.0000B+00 0.0000E+00 210000E+00 0.0000E+00 0.0000E+00 9.0000B+00 0.0000E+00 0.8800E4C2 x 5: 0-1000B+01 9.D000E+00 0.0000B+00 0.0000E+00 0.1000E+01 0.0000E+00 010000800 0:0000E+00 0.0000H+00 0.0000E+00 0.0000E+00 -0 -0.2000E+01 0.0000E+00 0,0000E+00 9.0000E+00 9,0000E+00 0.0000E+00 0.0000E+00 0.0000B+D0 0.0000E+00 -0.5000E+01 -0.6000B+01 0.0000E+00 0.0000E+00 9.0000E+00 0. D11000E+01 0-1000E+01 0.0000E+00 0.0000E+00 0.0000E+00 -0- 170mininem value of ds:-0,60000000E+01 variable cut of basis: 2 result of pivoting on element: minimum value of ds: -0.82235+00 0.00008-00 0.483402 o.0g00E+00 0.21878+04 -0.10008+01 : -0.1687B+00 0.0000B+00 0.5333Er01 bLonp0E+00 0.10008+02 0, 00008+00 13335+01, ‘oo003+00 -6000B+02 ‘noo0E+02 result of pivoting x3: x10: x2: xa: x St -f: 0. 00008+00 0, 00008+08 0.10008+01 9.0000B+00 0.00008+00 -0,1000B+02 0. 0000B+00 0,0000E+00 0. 0000E+00 9.00008-00 0.00002+00 0.00008+00 9.0000B400 0.0000E+00 o.9000z+09 o119008+01 0. 00g0E+00 0.1667E+00 0. p000E+00 -0.1667E+00 0.00008+00 0.3867E+00 0. 2000z+02 -0116678+00 0.0000E+00 0.3333B+00 0. 0000E+00 0.0000B+00 0.0000E+00 -013333E+00 9 ,o000z+00 0/pooaE+00 on Slement: 9, 000z+00 0113 79B+00 0.o000n+00 -0.34488-02 0.0000z+00 0.2068E+00 0.1900B+01 -011724E+00 0.0000z+00 0151 72E+00 0.9090z+00 0. o °. o. 0 °. ° 0. °. ° 8 o a ° 0 0.s0000000z+01 0 eee Looog+o1 D000E+00 c000R+a0 1000E+01 -00008+00 o D000E+00 o000z+00 ‘oooaz+00 coooz+og ooodE+00 -00005+00 ‘oao0z+co ooocz+oo 0000B+00 -00008+00 Soo008+00 Pir -20008+02 013724E+00 a o =o. o. a . =. °. .0000E+00 °. 20692+00 oonon+00 2414E+00 coocz+00 3448E-02 on00z+00 1103E+01 ooooe+00 013448E-01 -0.20898+00 0.0000E+00 -0.3793E+00 9. 9000z+00 -0,2069E+00 6. a o. o oov0z+o0 2759500 9000z+00 12618+01 171 0.o0es+00 0.00008+00 0.00008+90 0.00008+00 0.9000B+00 placoon+o2 0. 0000E+00 00000800 0.1000B+01 o.o0coR+0a 0. 00008+00 0. 0000z+00 0. 00002400 D.o000z+00 0.00008+00 0:0000E+00 0.900040 0.0000%+00 0.00008+00 0.00008+09 0.0000E+00 0.1000B+02 0 .0000B+00 © 10000E+00 9.1000B+02 0,0000E+00, 9.00008+00 9.00008+00 2, op00z+00 oLaoooz+00 9.0000%+90 .ea00=+00 9.00008+00 =D, 1687E+00 0. 90008+00 0.1667E+00 0.o900=+00 -9,1667=+00 0. 0000z+00 0.1667E+00 o.a000R+00 -013333E+00 o.1090B+01 oLacoox+00 0. 0000%+00 013333E+00 0. 0000E+00 o:190oR+02 variable out of basis: 1 .99008-00 -0113792+00 0. 0000B+09 0.34488-02 0.0000E+00 =012069E+00 0. c000z+00 0.1724E+00 6. 000R+00 -015172E+00 0. 400m+02 -0.34485-01 0.9000R+00 013793E+00 0. 0000z+00 011207E+01 2. 00008+00 016000801 -0.1000Er01, 0.20008+01 2. 0000E-00 0.6000E+01 0. 0000E+00 0. 2000z+01, 0.000090 0.6400E+02 0.c000z+00 o1i000r+a2 0. 00008+00 0.40008+01 0.20008+0% 0. 80008+01 0.172440 0. 6345E+01 -0.20698+00 0.41388+99 0.24i4n+00 0.5S17B+01 -0.344an-02 0.2069B+02 o.an03B+01 b.6179E+02 9.2069B+00 01ese6E-01 -0.2759E+00 0.4552E+01 -0.2414B+00 =015817E+01minimum value of de:~-0.241379262+00 result of pivoting on olenent: minimum value of de:-0.249011618-07 °. °. 00008400 7143E+00 .o00B+02 aST1E+00 o90gs+o0 (4La3E+01 -0000E+00 1429800 -00008+00 [4S7LE+O1 -0000E+00 18571B+00 -0000E+00 -0. 1243E+04 po00n+00 1132E-06 0.0000E+00 0128578+00 0.000400 0.1429E+00 0.0090E+00 01a571z+00 0.10008+04 -011429E+00 0.0000z+00 -0142862+00 0.0000z+00 -0.44295+00 .00008+00 -0114298+00 0. 0¢00E+00 -0114908-07 resuit of pivoting on element: xa 2. o. oovos-00 66678+00 10008+01 [1667z+00 00008400 14833E+01 -0000E+00 83338+00 -9000800 [2soom+o1 o000E+00 lae87E+00 ooaoz-00 13833B+01 -0000E+00 la7i9E-07 0. 0000z+00 0.an008+00 0.0000B+00 0: 0900+00 0.a000z+00 011000802 o.1900R+02 o.agoon+00 0. 0000R+00 9, 0000z+00 0. 0000B+00 0. 0000E+00 2.00008+00 0 .o000B+00, 0. 0000B+00 0. 0000B+00 variable out of basis: 38 0.1000E+01 0.0000E+00 0.0000E+00 0. 0000E+00 D:0000E+D0 0.7143E+00 -0.2857E+00 0. 1029E+02 0,0000%+00 0.0000E+00 0.0000E+00 9.09008+00 0.0000R=00 O.a571E+D0 -011429+00 0.5143z+02 0.0000E+00 0.0000E+00 0.0000E+00 9. 1000E+01 -O11000E+01 0.4143E+01 -0.8571B+00 0.2286z+02 0.0000E+00 0.00002+00 0.0000E400 0. 00008400 0.0000E+00 9.1429E+00 0.1429E+00 0.28578+01 0-0000H+00 6.1000R+01 0.0000E+00 6, 9000B+00 010000E+00 -014571E+01 0,4286E+00 0. 3657E+02 0.0000E+00 0.0000z+00 0.1000R+02 0. 0000R+00 010000E+00 -0.8571E+00 0.1429E+00 0. 4857E+01 2.0000E+00 0.0000E+00 0.9000E+00 9. 0000B+00 DLODO0E+00 0.1143E+01 0.1429E+00 0. 1085E+02 0.0000E+00 0.D000E+00 0.0000E+00 0. 0000E+00 014000H+02 0,1000E+01 0.1000E+01 -0.476€5-06 aHetta, .1gooH+o1 0.33338+00 0.0000E+00 011667E+00 0. 0000B+00 0.11 67E+01 0. 0000B+00 -9:1687H+00 0. 0000n+09 -0.5000E+00 0.0000R+00 -011667-00 0.0000R+00 -011887E+00 0.00008+00 0.1000B+01 172 variable out of basi: 0.0d00E+00 9.0000E+00 -0.3933E+00 -0,6667E+00 0. 0000E+00 0.26678+01. 0.0000E+00 0.0000E¥00 -0.1667E+00 OL667E+00 9.0000E+00 0.1333E+01 0.0000E+09 0.0000E+00 0.1167E+01 O14833E+01 -0.1000H+01 0.2667E+02 0.0000E+00 0.0000B+00 0.1667E+00 018333E+00 0.0000E+00 0.6667E+01 0.1000E+01 0.0000z+00 0.5000E+00 -912500E+01 0,0000E+00 0.4800E+02 D.0000R+00 0.2000B+01 0.16672+00 -0116672+00 01 0000H+00 0.86678+02 0.0000E+00 0.0000E+00 0.266700 O.1833E+01 0, 0000E+00 0.1467H+02 0.0000z+09 9.0000H+00 0.17382-07 0.1000E+01 0,1000E+01 ~0,79472-07PHA: E-I OF SIMPLEX METHOD system at start of phase-IT x3: 0.0000E+00 0.0000E+00 0.1000z+01 0.0000E+00 0.0000E+00 D1S6E7E+00 0.0000E+00 0.2667E+01 x 1: 0,1000E+02 6.0000E+00 0.00008+00 0,0000R+00 0.0000E+00 -O1667E400 0.0000R+00 0.13338+01 x 8: 00000400 .0000E+00 0.0000z+00 0.c0D0Ee00 0.0000E+00 0148332101 01000B+01 0128675402 XZ: 0,0D0DE+00 0.1000E+01 0.0000z+00 0.0000H+00 0.0000z+00 =016333E+00 019000E+00 0. 68672~05 x 4: DLO000E+00 0.0000z+00 0.0000B+00 0.2000E+01 0. 00008+00 012500E+01 0.00002+00 0.48002+02 x 5: D,0000E+00 0:0000E+00 0.0000E+09 0.00008+00 0.1000E+01 011667E+00 0,0000E+00 0.8667E+01 010000E+00 0, 0000E+00 9.0000E+00 9.0000E+00 9.9000B+00 -011833E+01 010000E+90 0.4467B+02 minimum value of c#:-0,18333335E+01 variable out of basis: 7 result of pivoting on element: 1 7 x7: 0.00D0E+00 0.0000E+00 0.1S00E+01 9.0000E+00 0.0000E+00 OL4000E+01 0. 0000E+00 9.4000E+01 x 1; QL1000E+01 010000E-00 9.2500E+00 0.0000E+00 0.00008+00 0.0000E+00 0.0000B+00 0.200DE+01 x 8; 0,0000E400 0.0000E+0D 0.7250z+01 0.0000E+00 0.0000B+00 010000E+00 0.2000E+02 0.46008+02 x 2; O,000DE+00 0.1000E+01 0,1250E+01 0.0000E+00 0.00008+00 DL0000E+00 0. 0000z+00 0.1000E+02 x4: 010000E+00 0.0000z+00 -9.3750E+01 9.1000R+01 0.0D00E+00 9.0000E+00 o.0000R+00 0138005+02 0:00008+00 0,0000E+00 -0.2500E+00 0.0000E+00 0.1000B+01 D190c0E+00 0-0000E+00 0.8000z+02 D100G0E+00 0.0000E+00 0.2750E+01 0.0000E+00 0.0000E+00 O10c00z+00 9. 0000E+00 0.22008+02 minim value of cs:-0.750000065+00 variable out of basis: — § result of pivoting on element: 5 6 M7: 0.0000E+00 0.0000Z+D0 0.4286E+00 0.2857E+00 9.0000E+00 011000E+01 010000400 0.14B6E+02 x 2: OL1DOBE+DL 010000E+00 -0.2657E+00 0.1429E+00 0.0000B+00 0.0000E+00 0.0000R+00 0. 74298402 x 8: 0.0000E+00 0:0000z+00 0.4571z+01 0.7143E+00 0.0000E+00 010000E+00 9.1000E+01 0.7314%+02 x 2: 00000400 0.1000E+01 0.7143E+00 0.1429z+00 0.00008+00 010000B-00 9,0000E+00 9.1543E+02 x 6: 0.0000B+00 0.0000H+00 -0.2143E+01 0.5714E+00 9.0000B+00 0.0000B+00 9.0000B-00 0.2271E+02 x S: Q10000B+00 0,0000E+09 0.2857H+00 -0.14298+00 0.1000E+01 0.0000E+00 0.0000%+00 0.2571E+01 0.9000E+00 0.0000B+00 0.1143E+02 0.4286E+00 0.00008+00 0.0000E+00 0.0000B+00 0.3829E+02 -0.23338+00 -0,1667E+00 0, 1167E+01 9.18678400 9. 5000z+00 0. 16678+00 0.1867=+00 0. 50008+00 =0.25005+00 -0.12508401 -0.28008+00 0,2750E+02 0.25008+00 -0.7800B+00 0.00002+00 0.00008+00 0. 0000z+00 0, o0s0B+00 0.2000E+01 2.00008+00 0.0000E+00 173Constraints Infeasibility form objective function: $= %1~- Xo PEAs-1 OF SIMPLEX METHOD Given system x 3: -0.10008+01 0.20008-01 9.10008+01 0.0000z+00 0, 90008+00 GlovbsEses © S.000DEr0 9-0000Er00 eroeDDErOG oL0000E-09 x 8: 0.5000E+01 -0.16008+02 9.0900%+00 9,0000R+00 9.00008+00 Dlovoseres —o.d0s0Er0 O-lo0cze1 0,0000R+0 9.00008+00 x10; 9.4000B+02 6.2000z+01 9,0900B+00 9,0000B+00 9. 0000E+00 -}'ibooese2 0lo000et00 0.0000H+09 9 12000Eea2 0 !0000E+00 xi: -0.1000801 0,6000R+02 9.0990z+09 0,0000B«0 9.00008+00 SidoooEss -o.100Eto1 —9.0000Es00 0.0000E-00 0.1000E+02 x 4: 0.5000R+91 0.20008+03 9.0000He00 9.2000z+01 9.0000z+00 Gloopos+00 O.0000E+00 9.0000B+00 9.0000E00 0.0000E+00 x5: 0-10008+01 0.00008+20 9.0000B+00 9.00008~00 9.1000E+02 SiocoEts GloosoE=09 G.oceEsee O.oDGOELD 0.0000E+00 =f: 0,10908+01 -0.10008+01 0.00002+00 9,0000B00 9.000020 Slovosere5 —9.d000=r00 | D.0000E+00 !og0eRr00 9 .O000E-00 =0,5000E+01 -0.60005+01 9.0000B+00 9.00008+00 0.0900E+00 Diio0gEs02 —9/10008+0% 9.0000E~00 @/0000Es0 9,00008+09 sinimun yalue of 4s:-0.600000008+01 variable out of basis: 2 Zeoule of pivoring on element: <2 x3: -0.8333E+00 0.00008+00 ©.20002+01 9.0000e+00 0. 0000=+00 Blov00E+00 OLuee7E+00 G.0c00s+00 9.0D0REe00 -D.1887Er00 x 9: 0.483342, 0.00008+09 0.000080 9,c000B+00 9.9000E+00 Slosvenso0'-o116e7=r09 0.10008r01 0.000GE~00 9. 1667E+00 x10: 0.11678+02 0.00008+20 0.0000B+00 0.0000B400 0.9000E+90 -ovibeoEtol ol1ee7e+00 9.oo0oRs0D o/dooE

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