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ME609 (Optimization Methods in Engineering)

Assignment 2 (Complete it by 15
th
August 2014)
1. Consider the problem of minimization of Himmelblau function given by
Minimization ( ) ( ) ( )
2 2
2 2
7 11 f x, y x y y x = + + + ,
subject to x+y=5.
Using Lagrange multiplier method, show that one solution is x=2, y=3. Check the sufficiency
condition. What is the value of Lagrange multiplier and what is its significance?

2. Minimize
( ) ( )
2 2 2
1
2
f x, y, z x y z , = + +
s.t.
0
1
x y ,
x y z .
=
+ + =

Use Lagrange multiplier method. Check sufficiency condition. What is the significance of
Lagrange multipliers? Without solving the problem all over again, obtain the approximate value
of objective function f if the second constraint is replaced by
11 x y z . . + + =
3.
( )
2 2 2
Minimize
s.t.
2 2 8
f x, y, z x,
z x y,
x y z
=
= +
+ + =

by Lagrange multiplier method. Check sufficiency condition. What will be the approximate
value of the function if the second constraint is replaced by
2 2 2
2 2 9 x y z + + = ?

4. Find the point of the graph of z=x
2
+y
2
+10 nearest the plane x+2y-z=0.

5. For what value of the constant k does the second derivative test guarantee that
f(x,y)=x
2
+kxy+y
2
will have a saddle point at (0,0)? A local minimum at (0, 0)? For what value of
k is the second derivative test inconclusive? Give reasons for your answers.

6. Find out the Kuhn-Tucker conditions for the following problem:

( )
2 2
1
2
Minimize 2 2 2
s.t. 2 4 0
2 4 0
f x, y x y x y
g x y
g x y .
= + +
= +
= +








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7. In a machining process, the objective is to minimize production time as well as production

cost. Eight solutions are available as follows:
Solution number Production time (hours) Production cost (Rupees)
1 4.1 2882
2 4.2 2872
3 4.3 2855
4 4.4 2828
5 4.5 2775
6 4.6 2688
7 4.7 2700
8 4.8 2740
Write down the set of Pareto-optimal solutions.
8. Consider the following problem:
( ) ( )
2 2
Minimize 1 1
subjectto
f x y ,
x y b.
= +
+ =

Find out df/db in term of b. At what value of b, the objective function is the least sensitive to b?
9. Consider the problem:
( )
2 2 2
7
Minimize 5
2
f x, y, z
x z yz x y z
= +
+ +
.
Verify that at x=1/2, y=2/3 and z=4/3, necessary and sufficient conditions are satisfied.
10. Obtain the Kuhn-Tucker conditions for the following problem:
2 2
Minimize
subjectto 10
x y ,
x y .
+
+

Find out one KT point. Do you get global minimum at KT point in this case?