R.V.

COLLEGE OF ENGINEERING, BANGALORE

(Autonomous institution affiliated to VTU)

DEPARTMENT OF MATHEMATICS: ADVANCED MATHEMATICS

I SEMESTER M.TECH: CS & DCS: ASSIGNMENT 2 14ELD11
ANSWER ALL QUESTIONS. ALL QUESTIONS CARRY EQUAL MARKS
LAST DATE FOR SUBMISSION: 06 11 2014
MAXIMUM MARKS 100
1. Find all the basic feasible solutions of the following system of equations and identify the
basic and non-basic variables. Find an optimal solution:
+++ = 2
Maximize Z = 10 + 6 + 2 + , subject to { 2 + 2 = 1
0, 0, 0, 0
+3 2
4+ 9
2. Solve by simplex method: Maximize Z = 5 + 4 , subject to {
2+2 1
0, 0
+4+2 5
3. Solve by M method: Minimize Z = 2 + 9 + subject to { 3 + + 2 4
0, 0, 0
4. Using two phase method find an optimal solution of the problem: Minimize Z = 2 + 4 +
+ + 2
2+ 1
3 , subject to the constraints {
0, 0, 0
5. Construct the dual of the problem and solve both the primal and the dual problems:
1 + 2 2 10
1 + 2 6
1 2 2
Maximize Z = 2 1 + 2 , subject to
1 2 2 1
{1 0, 2 0
6. Using the dual simplex algorithm maximize Z = 5 1 2 2 + 3 3 , subject to
2 1 + 2 2 3 12
3 1 4 2 3
{
2 + 3 3 5
1 0, 2 0, 3 0
2 + 2 2 + 3 2 = 1
7. Maximize (, , ) = 2 2 subject to {
++ =1
8. a) Write the Kuhn-Tucker conditions for optimizing the non linear problem: Maximize
1 + 22 + 3 = 5
() = 13 22 + 1 32 , subject to { 5 12 22 3 2
1 0, 2 0, 3 0
b) Solving the KT conditions, solve the linear programming problem: Maximize Z =
1 + 2 2 2
+ 2 4
2 1 + 2 subject to the constraints { 1
1 3
1 0, 2 0
9. Solving the KT conditions maximize () = 13 22 + 1 32 , subject to
1 + 22 + 3 = 5
{ 5 12 22 3 2
1 0, 2 0, 3 0

10. Solving the KT conditions

2 1 + 22 + 3 = 5
{ 5 12 22 3 2
1 0, 2 0, 3 0

minimize

() = 13 + 22 2 1 32 ,

subject

to

A small correction in KT conditions:

If there are equality constraints () = then the KT condition ( () ) = 0, directly
gives () = , for which reason we may omit writing this condition, to avoid repetitions.