DEPARTMENT OF

COMPUTER SCIENCE & ENGINEERING

WORKSHEET 1.4

Student Nam Anshuman UID 22BCS11371

Branch: CSE Section/Group: 614/A
Semester: 4th Date of Performance: 10 APRIL 2024
Subject Name: Numerical Methods and Optimizations using Python
Subject Code: 22CSH-259

1. Aim:
a. Suppose you are planning to invest in two types of stocks: Stock A and
Stock B. You have a total of $10,000 to invest. You expect Stock A to yield a
return of 8% per annum and Stock B to yield a return of 10% per annum.
Maximize the total return on investment.

However, you also have certain parameters:

Ø You want to invest at least $2,000 in Stock A.

Ø You want to invest at least $3,000 in Stock B.

Ø You cannot invest more than $7,000 in Stock A.

Ø You cannot invest more than $6,000 in Stock B.

2. Source Code:
a.)

import numpy as np
from scipy.optimize import linprog

# Objective function coefficients (negative because linprog minimizes)

c = [-0.08, -0.10]
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COMPUTER SCIENCE & ENGINEERING

# Inequality constraints matrix

A = [[1, 0], # Constraint for Stock A investment (>= 2000)
[0, 1], # Constraint for Stock B investment (>= 3000)
[-1, 0], # Constraint for Stock A investment (<= 7000)
[0, -1]] # Constraint for Stock B investment (<= 6000)

# Inequality constraints bounds

b = [2000, # Minimum investment in Stock A
3000, # Minimum investment in Stock B
7000, # Maximum investment in Stock A
6000] # Maximum investment in Stock B

# Solve the linear programming problem

res = linprog(c, A_ub=A, b_ub=b, method='highs')

# Check if the optimization was successful

if res.success:
# Extract results
stock_A_qty = int(round(res.x[0]))
stock_B_qty = int(round(res.x[1]))

# Calculate total investment and total return

total_investment = stock_A_qty * 1000 + stock_B_qty * 1000
total_return = -res.fun * total_investment

# Print results
print(f"Number of Stock A: {stock_A_qty}")
print(f"Number of Stock B: {stock_B_qty}")
print(f"Total Investment: ${total_investment}")
print(f"Total Return: ${total_return}")
else:
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print("Optimization was not successful.")

b.)

import numpy as np
from scipy.optimize import linprog

# Objective function coefficients (negative because linprog minimizes)

c = [-10, -15] # Profit from Product X and Product Y

# Inequality constraints matrix

A = [[2, 3], # Labor constraint for Product X and Product Y
[1, 2]] # Material constraint for Product X and Product Y

# Inequality constraints bounds

b = [100, # Maximum available labor (100 hours)
80] # Maximum available material (80 units)

# Solve the linear programming problem

res = linprog(c, A_ub=A, b_ub=b, method='highs')

# Check if the optimization was successful

if res.success:
# Extract results
product_X_qty = int(round(res.x[0]))
product_Y_qty = int(round(res.x[1]))

# Calculate total profit

total_profit = -res.fun # Convert negative minimum to positive maximum

# Print results
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COMPUTER SCIENCE & ENGINEERING

print(f"Number of Product X: {product_X_qty}")

print(f"Number of Product Y: {product_Y_qty}")
print(f"Total Profit: ${total_profit}")
else:
print("Optimization was not successful.")

3. Screenshot of Outputs:

PROBLEM A:

PROBLEM B: