SYDE 411 – Assignment #1

September 23, 2021

Questions from the course textbook by Rao 4th Edition (freely accessible online at
UW Library Website):

Problem 1.23
Problem 2.9
Problem 5.1-(c) & (e)
Problem 5.9
Problem 5.15

A question from the course textbook by Belegundu & Chandrupatla 2nd Edition
(freely accessible online at UW Library Website):

Problem 2.17

A question from the course textbook by Arora 4th Edition (freely accessible online
at UW Library Website):

Problem 3.5

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Important Notes:

1- The written answers, calculations, etc. must be your own work, prepared by each
student individually.

2- The use of Matlab, Python, or similar packages (by permission) is allowed, but
related codes/files should be submitted.

3- The submission deadline is Friday Oct. 29, 2021, and it will be through
Crowdmark.
56 Introduction to Optimization

Figure 1.26 Processing plant layout (coordinates in ft).

1.21 Consider the problem of determining the economic lot sizes for four different items.
Assume that the demand occurs at a constant rate over time. The stock for the
ith item is replenished instantaneously upon request in lots of sizes Qi . The total
storage space available is A, whereas each unit of item i occupies an area di . The
objective is to find the values of Qi that optimize the per unit cost of holding the
inventory and of ordering subject to the storage area constraint. The cost function is
given by
4 
 ai
C= + bi Qi , Qi > 0
Qi
i=1

where ai and bi are fixed constants. Formulate the problem as a dynamic programming
(optimal control) model. Assume that Qi is discrete.
1.22 The layout of a processing plant, consisting of a pump (P ), a water tank (T ), a com-
pressor (C), and a fan (F ), is shown in Fig. 1.26. The locations of the various units, in
terms of their (x, y) coordinates, are also indicated in this figure. It is decided to add a
new unit, a heat exchanger (H ), to the plant. To avoid congestion, it is decided to locate
H within a rectangular area defined by {−15 ≤ x ≤ 15, −10 ≤ y ≤ 10}. Formulate the
problem of finding the location of H to minimize the sum of its x and y distances from
the existing units, P , T , C, and F .
1.23 Two copper-based alloys (brasses), A and B, are mixed to produce a new alloy, C.
The composition of alloys A and B and the requirements of alloy C are given in the
following table:
 Problems 57

Composition by weight
Alloy Copper Zinc Lead Tin
A 80 10 6 4
B 60 20 18 2
C ≥ 75 ≥ 15 ≥ 16 ≥3

If alloy B costs twice as much as alloy A, formulate the problem of determining the
amounts of A and B to be mixed to produce alloy C at a minimum cost.
1.24 An oil refinery produces four grades of motor oil in three process plants. The refinery
incurs a penalty for not meeting the demand of any particular grade of motor oil. The
capacities of the plants, the production costs, the demands of the various grades of motor
oil, and the penalties are given in the following table:

Production cost ($/day) to

Process Capacity of the plant manufacture motor oil of grade:
plant (kgal/day) 1 2 3 4
1 100 750 900 1000 1200
2 150 800 950 1100 1400
3 200 900 1000 1200 1600

Demand (kgal/day) 50 150 100 75

Penalty (per each kilogallon shortage) $10 $12 $16 $20

Formulate the problem of minimizing the overall cost as an LP problem.

1.25 A part-time graduate student in engineering is enrolled in a four-unit mathematics course
and a three-unit design course. Since the student has to work for 20 hours a week at a
local software company, he can spend a maximum of 40 hours a week to study outside
the class. It is known from students who took the courses previously that the numerical
grade (g) in each course is related to the study time spent outside the class as gm = tm /6
and gd = td /5, where g indicates the numerical grade (g = 4 for A, 3 for B, 2 for C, 1 for
D, and 0 for F), t represents the time spent in hours per week to study outside the class,
and the subscripts m and d denote the courses, mathematics and design, respectively.
The student enjoys design more than mathematics and hence would like to spend at least
75 minutes to study for design for every 60 minutes he spends to study mathematics.
Also, as far as possible, the student does not want to spend more time on any course
beyond the time required to earn a grade of A. The student wishes to maximize his grade
point P , given by P = 4gm + 3gd , by suitably distributing his study time. Formulate
the problem as an LP problem.
1.26 The scaffolding system, shown in Fig. 1.27, is used to carry a load of 10,000 lb. Assuming
that the weights of the beams and the ropes are negligible, formulate the problem of
determining the values of x1 , x2 , x3 , and x4 to minimize the tension in ropes A and B
while maintaining positive tensions in ropes C, D, E, and F .
1.27 Formulate the problem of minimum weight design of a power screw subjected to an
axial load, F , as shown in Fig. 1.28 using the pitch (p), major diameter (d), nut height
 Problems 107

Figure 2.10 Electric generator with load.

2.3 Find the maxima and minima, if any, of the function

f (x) = 4x 3 − 18x 2 + 27x − 7

2.4 The efficiency of a screw jack is given by
tan α
η=
tan(α + φ)
where α is the lead angle and φ is a constant. Prove that the efficiency of the screw jack
will be maximum when α = 45◦ − φ/2 with ηmax = (1 − sin φ)/(1 + sin φ).
2.5 Find the minimum of the function

f (x) = 10x 6 − 48x 5 + 15x 4 + 200x 3 − 120x 2 − 480x + 100

2.6 Find the angular orientation of a cannon to maximize the range of the projectile.
2.7 In a submarine telegraph cable the speed of signaling varies as x 2 log(1/x), where x is
the ratio of the radius of the core
√ to that of the covering. Show that the greatest speed is
attained when this ratio is 1 : e.
2.8 The horsepower generated by a Pelton wheel is proportional to u(V − u), where u is the
velocity of the wheel, which is variable, and V is the velocity of the jet, which is fixed.
Show that the efficiency of the Pelton wheel will be maximum when u = V /2.
2.9 A pipe of length l and diameter D has at one end a nozzle of diameter d through which
water is discharged from a reservoir. The level of water in the reservoir is maintained at
a constant value h above the center of nozzle. Find the diameter of the nozzle so that the
kinetic energy of the jet is a maximum. The kinetic energy of the jet can be expressed
as
 3/2
1 2gD 5 h
πρd 2
4 D 5 + 4f ld 4
where ρ is the density of water, f the friction coefficient and g the gravitational constant.
2.10 An electric light is placed directly over the center of a circular plot of lawn 100 m in
diameter. Assuming that the intensity of light varies directly as the sine of the angle at
which it strikes an illuminated surface, and inversely as the square of its distance from
the surface, how high should the light be hung in order that the intensity may be as great
as possible at the circumference of the plot?
296 Nonlinear Programming I: One-Dimensional Minimization Methods

5.10 What is a dichotomous search method?

5.11 Define the golden mean.
5.12 What is the difference between quadratic and cubic interpolation methods?
5.13 Why is refitting necessary in interpolation methods?
5.14 What is a direct root method?
5.15 What is the basis of the interval halving method?
5.16 What is the difference between Newton and quasi-Newton methods?
5.17 What is the secant method?
5.18 Answer true or false:

(a) A unimodal function cannot be discontinuous.

(b) All elimination methods assume the function to be unimodal.
(c) The golden section method is more accurate than the Fibonacci method.
(d) Nearly 50% of the interval of uncertainty is eliminated with each pair of experiments
in the dichotomous search method.
(e) The number of experiments to be conducted is to be specified beforehand in both the
Fibonacci and golden section methods.

PROBLEMS
5.1 Find the minimum of the function

0.75 1
f (x) = 0.65 − − 0.65x tan−1
1 + x2 x

using the following methods:

(a) Unrestricted search with a fixed step size of 0.1 from the starting point 0.0
(b) Unrestricted search with an accelerated step size using an initial step size of 0.1 and
starting point of 0.0
(c) Exhaustive search method in the interval (0, 3) to achieve an accuracy of within 5%
of the exact value
(d) Dichotomous search method in the interval (0, 3) to achieve an accuracy of within
5% of the exact value using a value of δ = 0.0001
(e) Interval halving method in the interval (0, 3) to achieve an accuracy of within 5% of
the exact value

5.2 Find the minimum of the function given in Problem 5.1 using the quadratic interpolation
method with an initial step size of 0.1.
5.3 Find the minimum of the function given in Problem 5.1 using the cubic interpolation
method with an initial step size of t0 = 0.1.
5.4 Plot the graph of the function f (x) given in Problem 5.1 in the range (0, 3) and identify
its minimum.
298 Nonlinear Programming I: One-Dimensional Minimization Methods

such as roller bearings, when the contact load (F ) is large, a crack originates at the point
of maximum shear stress and propagates to the surface leading to a fatigue failure. To
locate the origin of a crack, it is necessary to find the point at which the shear stress
attains its maximum value. Show that the problem of finding the location of the maximum
shear stress for ν1 = ν2 = 0.3 reduces to maximizing the function
 
0.5 " 0.5
f (λ) = √ − 1 + λ2 1 − +λ (4)
1 + λ2 1 + λ2
where f = τzy /pmax and λ = z/b.
5.6 Plot the graph of the function f (λ) given by Eq. (4) in Problem 5.5 in the range (0, 3)
and identify its maximum.
5.7 Find the maximum of the function given by Eq. (4) in Problem 5.5 using the following
methods:
(a) Unrestricted search with a fixed step size of 0.1 from the starting point 0.0
(b) Unrestricted search with an accelerated step size using an initial step length of 0.1
and a starting point of 0.0
(c) Exhaustive search method in the interval (0, 3) to achieve an accuracy of within 5%
of the exact value
(d) Dichotomous search method in the interval (0, 3) to achieve an accuracy of within
5% of the exact value using a value of δ = 0.0001
(e) Interval halving method in the interval (0, 3) to achieve an accuracy of within 5%
of the exact value

5.8 Find the maximum of the function given by Eq. (4) in Problem 5.5 using the following
methods:
(a) Fibonacci method with n = 8
(b) Golden section method with n = 8

5.9 Find the maximum of the function given by Eq. (4) in Problem 5.5 using the quadratic
interpolation method with an initial step length of 0.1.
5.10 Find the maximum of the function given by Eq. (4) in Problem 5.5 using the cubic
interpolation method with an initial step length of t0 = 0.1.
5.11 Find the maximum of the function f (λ) given by Eq. (4) in Problem 5.5 using the
following methods:
(a) Newton method with the starting point 0.6
(b) Quasi-Newton method with the starting point 0.6 and a finite difference step size of
0.001
(c) Secant method with the starting point λ1 = 0.0 and t0 = 0.1

5.12 Prove that a convex function is unimodal.

5.13 Compare the ratios of intervals of uncertainty (Ln /L0 ) obtainable in the following meth-
ods for n = 2, 3, . . . , 10:
(a) Exhaustive search
(b) Dichotomous search with δ = 10−4
 Problems 299

(c) Interval halving method

(d) Fibonacci method
(e) Golden section method

5.14 Find the number of experiments to be conducted in the following methods to obtain a
value of Ln /L0 = 0.001:
(a) Exhaustive search
(b) Dichotomous search with δ = 10−4
(c) Interval halving method
(d) Fibonacci method
(e) Golden section method

5.15 Find the value of x in the interval (0, 1) which minimizes the function f = x(x − 1.5)
to within ±0.05 by (a) the golden section method and (b) the Fibonacci method.
5.16 Find the minimum of the function f = λ5 − 5λ3 − 20λ + 5 by the following methods:
(a) Unrestricted search with a fixed step size of 0.1 starting from λ = 0.0
(b) Unrestricted search with accelerated step size from the initial point 0.0 with a starting
step length of 0.1
(c) Exhaustive search in the interval (0, 5)
(d) Dichotomous search in the interval (0, 5) with δ = 0.0001
(e) Interval halving method in the interval (0, 5)
(f) Fibonacci search in the interval (0, 5)
(g) Golden section method in the interval (0, 5)

5.17 Find the minimum of the function f = (λ/log λ) by the following methods (take the
initial trial step length as 0.1):
(a) Quadratic interpolation method
(b) Cubic interpolation method

5.18 Find the minimum of the function f = λ/log λ using the following methods:
(a) Newton method
(b) Quasi-Newton method
(c) Secant method

5.19 Consider the function

2x12 + 2x22 + 3x32 − 2x1 x2 − 2x2 x3

f =
x12 + x22 + 2x32

Substitute X = X1 + λS into this function and derive an exact formula for the minimizing
step length λ∗ .
5.20 Minimize the function f = x1 − x2 + 2x12 + 2x1 x2 + x22 starting from the point X1 = 00

−1
along the direction S = 0 using the quadratic interpolation method with an initial step
length of 0.1.
 Problems 2.9–2.17 83

B) With exactly four (4) function evaluations, determine the smallest interval
of uncertainty on the problem by hand calculations: minimize f = e3x + 5e−2x , on the
initial interval [0, 1] as per:
(i) Fibonacci search
(ii) Golden Section search
P2.10. Solve the unconstrained problem: minimize f = e3x + 5e−2x , using MATLAB
fminbnd. Check the optimality conditions at the optimum obtained from the pro-
gram. Is the solution a local minimum or a global minimum?

P2.11. Solve P2.4 using Program FIBONACI.

P2.12. Solve P2.5 using Program GOLDLINE and GOLDINTV.

P2.13. Solve P2.4 using Matlab “fminbnd” routine.

P2.14. Two disks of diameters 10 cm and 20 cm are to be placed inside a rectangular

region. Determine the region (a) of least perimeter, (b) of least area.

P2.15. Three disks each of diameter 10 cm are to be placed inside a rectangular

region. Determine the region (a) of least perimeter, (b) of least area.

P2.16. A trapezoidal region ABCD is to be built inside a semicircle of radius 10m

with points A and B diametrically opposite and points C and D on the semicircle
with CD parallel to AB as shown in Fig. P2.16. Determine the height h which maxi-
mizes the area of ABCD, and evaluate the area.

C D

Figure P2.16 10 m
h

A B

P2.17. A frustum of a pyramid is to be inscribed in a hemisphere of radius 10 m. The

base of the pyramid is a square with its corners touching the base of the hemisphere.
The top surface is a square parallel to the base as shown in Fig. P2.17. Determine
the dimensions that maximize the volume. What is the volume in m3 ?
84 One-Dimensional Unconstrained Minimization

10 m

Figure P2.17

10 m
h

P2.18. A water canal is built by digging dirt from the ground and spreading it on the
banks as shown in Fig. P2.18. If 50 m2 of earth is the cross sectional area dug, deter-
mine the dimensions of the canal which minimize the wetted perimeter. Assume
that the canal will flow full. (Hint: The wetted perimeter is the length of the bottom
side and the sum of the lengths of the two slant sides.)

3m 3m
25º 25º
h

25º A = 50 m2 25º d

x
Figure P2.18

P2.19. An open box is made by cutting out equal squares from the corners, bending
the flaps, and welding the edges (Fig. P2.19). Every cubic inch of the volume of the
open box brings in a profit of $0.10, every square inch of corner waste results in a cost
92 3.  Graphical Solution Method and Basic Optimization Concepts

EXERCISES FOR CHAPTER 3

Solve the following problems using the graphical method.

3.1 Minimize f ( x1 , x2 ) = ( x1 − 3)2 + ( x2 − 3)2
subject to x1 + x2 ≤ 4
x1, x2 ≥ 0
3.2 Maximize F(x1, x2) = x1 + 2x2
subject to 2x1 + x2 ≤ 4
x1, x2 ≥ 0
3.3 Minimize f(x1, x2) = x1 + 3x2
subject to x1 + 4x2 ≥ 48
5x1 + x2 ≥ 50
x1, x2 ≥ 0
3.4 Maximize F(x1, x2) = x1 + x2 + 2x3
subject to 1 ≤ x1 ≤ 4
3x2 − 2x3 = 6
−1 ≤ x3 ≤ 2
x2 ≥ 0
3.5 Maximize F(x1, x2) = 4x1x2
subject to x1 + x2 ≤ 20
x2 − x1 ≤ 10
x1, x2 ≥ 0
3.6 Minimize f(x1, x2) = 5x1 + 10x2
subject to 10x1 + 5x2 ≤ 50
5x1 − 5x2 ≥ −20
x1, x2 ≥ 0
3.7 Minimize f(x1, x2) = 3x1 + x2
subject to 2x1 + 4x2 ≤ 21
5x1 + 3x2 ≤ 18
x1, x2 ≥ 0
3.8 Minimize f( x1 , x2 ) = x12 − 2 x22 − 4 x1
subject to x1 + x2 ≤ 6
x2 ≤ 3
x1, x2 ≥ 0
3.9 Minimize f(x1, x2) = x1x2
subject to x1 + x22 ≤ 0
x21 + x22 ≤ 9
3.10 Minimize f(x1, x2) = 3x1 + 6x2
subject to − 3x1 + 3x2 ≤ 2
4x1 + 2x2 ≤ 4
−x1 + 3x2 ≥ 1

I.  The Basic Concepts