INDIAN INSTITUTE OF TECHNOLOGY, KHARAGPUR

Date of Examination:30-10-2020 Time:11-12 AM, Full Marks: 20

Department of Mathematics, Branch:M.Sc/M.Tech/RS,
Class-Test-II
Subject No.: MA61019, Subject Name: Optimization Techniques
Number of Students: 62, Instructions: Answer all the Questions.

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Let di be the numerical value of i-th digit of your mobile number,
i = 1, 2, ...8, 9. If di = 0, set the numerical value of di = 10.
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Problem 1:
Transform the given probabilistic linear programming problem into
a deterministic LPP:

min : z = 15x1 + 14x2 + 12x3

Subject to P rob(2x1 + 3x2 + 3x3 ≥ b1 ) ≥ 0.05d1

P rob(5x1 + 4x2 + 5x3 ≥ b2 ) ≥ 0.06d2
P rob(4x1 + 4x2 + 5x3 ≥ b3 ) ≥ 0.08d3
x1 , x2 , x3 ≥ 0
where b1 , b2 , b3 follow normal distribution with E(b1 ) = 120 and
V ar(b1 ) = 1600; E(b2 ) = 150 and V ar(b2 ) = 2500 ; E(b3 ) = 180
and V ar(b3 ) = 3600. Name all the methods to solve the transformed
problem.
( 3 + 1 Marks )

Problem 2:
Transform the given probabilistic linear programming problem into
a deterministic LPP:

max : z = 10x1 + 11x2 + 15x3

Subject to P rob(12x1 + 13x2 + 13x3 ≤ b1 ) ≥ 0.02d4

P rob(15x1 + 14x2 + 15x3 ≤ b2 ) ≥ 0.03d5
P rob(14x1 + 14x2 + 13x3 ≤ b3 ) ≥ 0.01d6
x1 , x2 , x3 ≥ 0
where b1 , b2 , b3 follow exponential distribution with E(b1 ) = 70
E(b2 ) = 80 ; E(b3 ) = 90. Name all the methods to solve the trans-
formed problem.

( 7 + 1 Marks )

1
Problem 3:
Transform the given probabilistic linear programming problem into
a deterministic LPP:

min : z = 25x1 + 20x2 + 15x3

Subject to P rob(6x1 + 3x2 + 3x3 ≥ b1 ) ≥ 0.05d7

P rob(5x1 + 10x2 + 5x3 ≥ b2 ) ≥ 0.06d8
P rob(4x1 + 4x2 + 8x3 ≥ b3 ) ≥ 0.04d9
x1 , x2 , x3 ≥ 0
where b1 , b2 and b3 follow continuous uniform distribution with E(b1 ) =
21 and V ar(b1 ) = 3; ;E(b2 ) = 24 and V ar(b2 ) = 3;E(b3 ) = 27 and
V ar(b3 ) = 3 . Name all the methods to solve the transformed prob-
lem.

( 7 + 1 Marks )

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