Applied Optimization – DSE 311

Assignment - 1

February 12, 2024

Due date 20 Feb 2024

Note:
• No copying allowed. You can discuss

• Consider your roll number as xxxxabc. Then the coefficients for your
problem a, b, c will be the numbers corresponding to your roll number.
• Anyone who deviates from this point, by mistake or not, will be given zero
to their assignment.

Questions
1. In order to obtain a polynomial objective function having a saddle point,what
is the minimum order of the function needed?
2. Use three iterations of the golden section search method in order to max-
imize the function given in Equation 1 in the interval (-5,5)

f (x) = a + x3 − bx − cex (1)

3. What proportion of the original search space is retained after 15 function

evaluations using (i) golden section search, (ii) interval halving method?

4. Compare the golden section search and interval halving method in terms
of the obtained interval after 10 function evaluations for the minimization
of the function given in equation 2 in the interval (-10, 5).

f (x) = cx2 − ae(0.1bx) (2)

5. Formulate the travelling salesman problem of visiting n cities as an integer

optimization problem.

1
6. 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 /a and gd = td /b, where g indicates the numerical grade (g = 10
for A, 8 for B, 6 for C, 4 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 gradepoint P , given by
P = 10gm + 8gd , by suitably distributing his study time. Formulate the
problem as an LP problem.

7. Five jobs are to be performed in an automobile assembly line as noted in

table 1. It is required to set up a suitable number of workstations, with one
worker assigned to each workstation, to perform certain jobs. Formulate
the problem of determining the number of workstations and the particular
jobs to be assigned to each workstation to minimize the idle time of the
workers as an integer programming problem.

Job no Time required to job that must be completed

complete the job before starting another one
1 a none
2 b none
3 c 1
4 c 2
5 a 3 and 4

Table 1: Jobs problem

8. A dc generator has an internal resistance R Ohms and develops an open-

circuit voltage of V volts. Find the value of the load resistance r for which
the power delivered by the generator will be a maximum. This problem
is also called as maximum power transfer theorem.
9. A pipe of length ` 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 is given in Equation 3, where
ρ is the density of water, f the friction coefficient and g the gravitational

2
 constant.
1 cgD5 h
πρd2 5 (3)
4 D + bf `d4

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?

11. The volume of sales (f ) of a product is found to be a function of the

number of newspaper advertisements (x) and the number of minutes of
television time (y) as f = axy − x2 − by 2 . Each newspaper advertisement
or each minute on television costs Rs100c. How should the firm allocate
Rs 48,000 between the two advertising media for maximizing its sales?

12. Consider the following optimization problem:

Maximizef = −ax1 − x2 (4)

Subject to : x21 + x2 ≥ a
4 ≤ x1 + bx2
x1 + x42 ≤ 10c

(a) Find whether the design vector X = 1, 1T satisfies the Kuhn–Tucker

conditions fora constrained optimum.
(b) What are the values of the Lagrange multipliers at the given design
vector?
13. Find a usable and feasible direction S at (a) X1 = {−1, 5}T and (b)
X2 = {2, 3} for the following problem:

Minimizef (X) = (x1 − a)2 + (x2 − c)2 (5)

subject to: g1 (X) = −x21 + x2 − a ≤ 0
g2 (X) = −(x1 − 2)2 + x2 − 3 ≤ 0

14. Consider the road network in IISER where each junction is a node and
the road connecting each node as an edge. Assume that there are n nodes
and m edges. Cost to travel each edge is cij . We need find the shortest
path from one node to another. Formulate the shortest path problem as
an optimization problem with corresponding constraints.