Amrita Vishwa Vidyapeetham

Amrita School of Engineering, Coimbatore

Major Assessment 2 (Open Book Test)
18ED602 Optimization Techniques in Engineering
Key
Maximum Marks: 40 Max. Time: 1 Hr. 15 minutes
Date of the Examination: 01-12-2020, 12.00 noon
Mode of conduct of Examination: AUMS 5.0

Note:
 Two Question paper separately for Part A and Part B are given Part A is of MCQ type
(9 questions) and answers the questions directly in the portal. Part B Consisting of 2
questions, the answers need to be scanned and uploaded.
 For completing the Part A, a maximum of 15 min will be given. Part B one can take 60
minutes to complete.
 The time given for the Open Book Test is One hour which includes writing the answers,
scanning, and uploading.
 The Open Book Test Examination will be released exactly at 12.00 noon on 01-12-2020
in AUMS 5.0 and close for the submission exactly at 1.15 p.m. Late submissions are
not allowed.
 Part A questions will be released at 12.00 noon on 01-12-2020 in AUMS 5.0 and close
for the submission exactly at 12.15 p.m.
 Part B questions will be released at 12.15 p.m on 01-12-2020 in AUMS 5.0 and close
for the submission exactly at 01.15 p.m.
 It is expected that you will maintaining utmost sincerity in writing the open book
examination without copying others answers / discussing with others. You can only
refer class notes / reference books for writing the open book examination.
 A viva is scheduled after the examination and starts at 3.00 p.m. on 05-12-2020 as per
the following schedule. The students should be in the “MS teams” as per the following
schedule:
03.00 p.m to 04.30 p.m : Roll Nos. CB.EN.P2EDN20001-12
4.45 p.m to 6.15 p.m : Roll No. CB.EN.P2EDN20013-25
6.30 p.m to 8.00 p.m : Roll Nos. CB.EN.P2EDN20026 - 37
 Viva Schedule for PhD course work candidates will be announced separately.

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 Answer All the Questions

Part A
Q1.
Direct search methods use the following information to find the local / global optimum for an
optimization problem.
a. First order derivative information
b. Second order derivative information
c. Function value 
d. Both (a) and (b)
Q2.
Region Elimination methods will find optimal solutions for the following class of optimization
problem:
a. Unimodal problems 
b. Multi-Modal problems
c. Constrained Optimization problems
d. Multi-Objective Optimization problems
Q3.
In Golden- Section method, every iteration, two points namely x1 and x2 are generated and
based on that certain portion of the feasible region is eliminated. The region eliminated during
every iteration is equal to
a. 38.2% 
b. 61.8%
c. 50%
d. 0%
Q4.
The termination criterion (convergence to local optimum) generally used for gradient based
methods is
a. Function value of the objective function is equal to zero
b. Gradient is Zero 
c. Positive gradient
d. Negative gradient
Q5.
A typical Newton method (Newton-Raphson method) use the following for finding a new point
𝑥 ( ) in an iterative process. 𝑓 and 𝑓 indicates the first order and second order derivative
information’s, respectively.

a. 𝑥( )
b. 𝑓 (𝑥 ( ) )
c. 𝑓 (𝑥 ( ) )
d. All (a), (b) and (c) are required 

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Q6.
Say the following Statement is True or False
“The Convergence of the gradient based algorithms does not depend on the initial point
(starting point) and the nature of the objective function”.

False

“The Convergence of the gradient based algorithms depend on the initial point (starting point)
and the nature of the objective function”.

Q7.
In solving unconstrained multi-objective optimization problems using uni-directional search
methods, single variable optimization methods such as Golden Section Method or Newton
Method are used to find
a. Gradient of the Objective function
b. Function value
c. Search Direction
d. Step Length 
Q8.
Find the arbitrary point on a search direction (unidirectional search) for the following given
points:
Point of interest (Start point) = (2,1)T
Step length = 0.5 and
Search Direction = (1,0)T
a. (2.5,1)T 
b. (2.5,2.5)T
c. (0,0)T
d. (-2.5, -2.5)T
𝟐 𝟏 𝟐. 𝟓
𝒙(𝒕) = 𝑺𝒕𝒂𝒓𝒕 𝒑𝒐𝒊𝒏𝒕 + 𝑺𝒕𝒆𝒑 𝒍𝒆𝒏𝒈𝒕𝒉 × 𝑺𝒆𝒂𝒓𝒄𝒉 𝑫𝒊𝒓𝒆𝒄𝒕𝒊𝒐𝒏 = + 𝟎. 𝟓 =
𝟏 𝟎 𝟏
Q9.
Say the following Statement is True or False
“An algorithm that has a perspective of finding an optimal solution close to the initial starting
solution is known as a Global Search Algorithm”.

Marking scheme:

(Total 10 points)

Q1, Q2, Q3, Q4,Q5,Q6, Q7, and Q9 – 1 point

Q8 – 2 points

CO coverage: [CO2/CO3/CO4/CO5]

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 Part B

Q1.
The steady-state temperatures at points 1 and 2 of the one-dimensional fin (x1 and x2) shown in
Fig. 1 correspond to the minimum of the function given in the Equ. (1).

Fig.1 Straight Fin

𝑓(𝑥 , 𝑥 ) = 0.6382 𝑥 + 0.3191 𝑥 − 0.2809 𝑥 𝑥 − 67.906𝑥 − 14.290 𝑥 (Equ.1)

Questions:

a) Identify the steady-state temperatures at points 1 and 2 of the one-dimensional fin (x1 and
x2)

Necessary Conditions for the Minimum of the function

= 0 and =0

= 0 = (3191* x1)/2500 - (2809* x2)/10000 - 33953/500 (Equ 1)

= 0 = (3191* x2)/5000 - (2809* x1)/10000 - 1429/100 (Equ 2)

Solving Equation (1) and (2)

x1 = 64.3633 and x2 = 50.7202

Hessian Matrix [H] at point (64.3633, 50.7202)

3191/2500 −2809/10000
= =
−2809/10000 3191/5000

H1 = 3191/2500

3191/2500 −2809/10000
H2=
−2809/10000 3191/5000

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Matlab code to find partial derivatives and Hessian

clc
clear all
syms x1 x2
f=0.6382*x1^2+0.3191*x2^2-0.2809*x1*x2-67.906*x1-14.290*x2;
% To find the critical points of f we must set both partial derivatives of f to 0 and % solve for
x and y. We begin by computing the first partial derivatives of f.
% Necessary Condition
fx1=diff(f,x1);
fx2=diff(f,x2);
[x1cr,x2cr]=solve(fx1,fx2); [x1cr,x2cr] ;
X1=x1cr
X2=x2cr
% compute the second derivatives of f
fx1x1=diff(fx1,x1)
fx1x2=diff(fx1,x2)
fx2x2=diff(fx2,x2)
b) % steady-state temperatures at points 1 and 2 of the one-dimensional fin (x1 and x2)
X1=double(x1cr)
X2=double(x2cr)

Alternative: Find Hessian Eigen values and evaluate the optimality

clc
clear all
syms x1 x2
f=0.6382*x1^2+0.3191*x2^2-0.2809*x1*x2-67.906*x1-14.290*x2;
gradf=jacobian(f,[x1,x2]);
hessmatf=jacobian(gradf,[x1,x2])
% Set the first partial derivatives equal to 0 and find the critical points (solve)
[x1cr2,x2cr2]=solve(gradf(1),gradf(2)); [x1cr2,x2cr2];
% evaluate the Hessian matrix at the critical point
H1=subs(hessmatf,[x1,x2], [x1cr2(1),x2cr2(1)]);
eig(H1);
H1=double(eig(H1))
x1=double(x1cr2)
x2=double(x2cr2)

c) Check the optimality of the point by forming Hessian Matrix

Solution Value of H1 Value of H2 Nature of X

H1 and H2 are
64.3633 Positive and hence
1.2764 0.7357
50.7202 relative minimum
point

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Alternative: Find directly Hessian Eigen values and evaluate the optimality

Matlab Output

H1 =
0.5322
1.3824
x1 =
64.3633
x2 =
50.7202

Solution Eigen value of H1 Eigen Value of H2 Nature of X

Eigen values of H1
64.3633 and H2 are Positive
0.5322 1.3824
50.7202 and hence relative
minimum point

[20 points] [CO2/CO3/CO4]

Q2.

Write down the Kuhn-Tucker conditions for the following problem:

Maximize: 3𝑥 − 2𝑥
Subject to
2𝑥 + 𝑥 = 4
𝑥 + 𝑥 ≤ 19.4
𝑥 ,𝑥 ≥ 0

Questions:

a) Write down all the Kuhn-Tucker necessary conditions for the above constrained optimization
problem

Solution:

Step 1

Convert into standard form (Minimization Problem)

Minimize 𝑓(𝑥) = −3𝑥 + 2𝑥

Subject to Constraints:

ℎ (𝑥) = 2𝑥 + 𝑥 = 4
𝑔 (𝑥) = 19.4 − 𝑥 − 𝑥 ≥0
𝑔 (𝑥) = 𝑥 ≥ 0
𝑔 (𝑥) = 𝑥 ≥ 0
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Step 2 :

Total No. of Conditions: N+3J+K = 2+3×3+1 = 12

Step 3:

KT Conditions:

Conditions (1) and (2):

∇𝑓(𝑥) − ∑ 𝑢 ∇𝑔 (𝑥) − ∑ 𝑣 ∇ℎ (𝑥) = 0

Conditions (1) and (2) can be expanded as follows:
∇𝑓(𝑥) − 𝑢 ∇𝑔 (𝑥) + 𝑢 ∇𝑔 (𝑥) + 𝑢 ∇𝑔 (𝑥) − [𝑣 ∇ℎ (𝑥)] = 0

Conditions (3) , (4) and (5)

𝑔 (𝑥) ≥ 0
𝑔 (𝑥) ≥ 0
𝑔 (𝑥) ≥ 0

Conditions (6)
ℎ (𝑥) = 0

Conditions (7), (8) and (9)

𝑢 𝑔 (𝑥) = 0
𝑢 𝑔 (𝑥) = 0
𝑢 𝑔 (𝑥) = 0

Conditions (10), (11) and (12)

𝑢 ≥0
𝑢 ≥0
𝑢 ≥0

b) When does a KT point is an optimum point? State its conditions.

If the design point 𝑋⃗ satisfies the KT conditions and the nature of objective function and
constrains satisfies the following then the design vector 𝑋⃗ (i.e., KT point) is an optimal point
 Objective function is concave
 In-equality constraints are concave
 Equality Constraints are Linear

[10 points] [CO2/CO3/CO4]

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Marking Scheme: (Total 30 points)

Q1 : 20 points

Q2 : 10 points

CO Coverage:

CO2, CO3 and CO4

$$$

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