11(a) Golden Section: Lo = 3 1 = 2

L2 = 0.382 Lo = 0.764
x1 = 1 = 0.764 = 1.764 x2 = 3 0.764 = 2.238
f(x) = 12x x
3

f(a) = f(1) = 12 1 = 11 f(b) = f(3) = 12x3 - 3
3
= 36 27 = 9
f1 = 12 x 1.764 (1.764)
3
= 15.6765
f2 = 12 x 2.238 (2.238)
3
= 15.6467
9 < 15.6765 > 15.6467. Increasing decreasing. 11 < 15.6467 < 15.6765.
Increasing only. Interval (2.238, 3.000) omitted.
x2 x1 = 2.238 1.764 = 0.474
x3 = 1.00 + 0.474 = 1.474; f3 = 12 x 1.474 (1.474)
3
= 14.4855
9 <14.4855 < 15.6765. Increasing only. Interval (1.00, 1.474) omitted.
x1 x3 = 1.764 1.474 = 0.29
x4 = x2 0.29 = 2.238 0.290 = 1.948
f4 = 12 x 1.948 (1.948)
3
= 15.9839
STOP: The uncertain interval : (1.948, 2.238). f* 15.9839
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11(b) Fletcher Reeves method:
Minimize f(x,y) = 4x
2
+ 3y
2
8x 12y
Start at (x, y) = (0, 1)
f(X
i
)
T
= (f/x, f/y) = (8x 8, 6y 12)
/ 8 8
( , )
/ 6 12
f x x
f x y
f y y
1 1

1 1

] ]
1 1 1
(0,1) (0,1)
/ 8 8 8
( , )
/ 6 12 6
f x x
f f x y
f y y
1 1 1

1 1 1

] ] ]
Note that the search direction is negative of the gradient.
1 1
8 8
(0,1)
6 6
S f
+ 1 1

1 1
+
] ]
Form X
2
with unknown step length
1
.
X
2
= X
1
+
1
S
1
f(X
2
)= f(X
1
+
1
S
1
) = f(0 + 8
1
, 1 +6
1
)
= 4(8
1
)
2
+ 3(1 +6
1
)
2
- 8(8
1
) 12(1 +6
1
)
= 364
1
2
- 100
1
- 9
To minimize f,
f/
1

= 0
1
* =100/ 728 = 0.1374
Therefore
*
1 1
8 1.099
0.1374
6 0.824
S
+ 1 1

1 1
+
] ]
*
2 1 1 1
0 1.099 1.099
1 0.824 1.824
X X S
+ 1 1
+
1 1
+
] ]
2
(1.099,1.824)
8 8 0.792 0
( )
6 12 1.056 0
x
f X
y
+ 1 1 1

1 1 1

] ] ]
X
2
is not optimum point.
Iteration 2
Find the next search direction as
2 2
2 2 2 1 1
{ / } S f f f S +
Note
2
2 2
2
2
2 2
1
(0.792) (1.056) 1.7424;
(8) (6) 100
f and
f
+
+
2
0.792 8 0.792 0.1394
(1.7424 / 100)
1.056 6 1.056 0.1045
0.6526
1.1605
S
+ +
+
' ; ' ; ' ;
+ +

' ;
+

Set X
3
with unknown
2
.
3 2 2 2 2
2
2
1.099 0.6526
1.824 1.1605
0.6526 1.099
1.1605 1.824
X X S

1 1
+ +
1 1
+
] ]
1

1
+
]
Set f
3
with unknown
2
.

f3 = 4(1.099 - 0.6526
2
)
2
+ 3(1.824 -1.1605
2
)
2
- 8(1.099 - 0.6526
2
)
- 12(1.824 -1.1605
2
)
=
f/
1

= 0
2
* =
3 2 2 2
1 0 1
0.25
1 2 1.5
X X S
1 1 1
+ +
1 1 1
+
] ] ]
Now, X
3
T

= ( - 1, 1.5)
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12(a) (i) Direct substitution & (ii) Langrange multiplier
Minimize f(x, y, z) = x
2
+ y
2
+ z
2
subject to
g
1
= x y = 0
g
2
= x + y + 2z - 2 = 0
(i) x- y = 0 y = x x+y +2z - 2 = 0 z = 1 x
fx) = 2 x
2
+ (1 x)
2
= 3 x
2
- 2x + 1
f/x

= 0 6x 2 = 0 x* = 1/3 y* = 1/3 & z* = 1 x = 2/3
f*(x, y, z) = x
2
+ y
2
+ z
2
= 2 (1/3)
2
+ (2/3)
2
= 6/9 = 2/3

2
f/x
2
= 6 (+ve). f* is minimum.
(ii) f(x, y, z,
1
,
2


) = x
2
+ y
2
+ z
2
+
1
(x y) +
2


(x + y + 2z - 2)
f/x

= 0 2x +
1
+
2
= 0 (1)
f/y

= 0 2y -
1
+
2
= 0 (2)
f/z

= 0 2z + 2
2
= 0 (3)
f/
1

= 0 x y = 0 (4)
f/
2

= 0 x + y + 2z 2 = 0 (5)
From (4) & (5) x = y & z = 1 y. From (3)
2
= - z = y 1
From (2)
1


= 2y +
2
= 2y + y 1 = 3y 1
From (1) 2x +
1
+
2
= 0 2y + 3y 1 + y 1 = 0 y* = 1/3
x* = y* = 1/3 & z* = 1 1/3 = 2/3 f* = 2 (1/3)
2
+ (2/3)
2
= 6/9 = 2/3
Sufficient condition strictly is Hancocks condition. Here since x & z are
reduced to x = x(y) & z = z(y),
2
f/x
2
= 6 (+ve). f* is minimum. can be
used.
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12(b) Minimize f(x, y) = x + (y 2)
2
,
subject to - x + y 0; - y 0
using (i) interior & (ii) exterior penalty methods.
(i) (X, r
k
) = f(X) -
1
(1/ ( ))
m
k j
j
r g X

= x + (y 2)
2

- r {(1/ -x + y) - 1/y}
/x = 0 = 1 r {1/(y x)
2
} r = (y x)
2
(1)
/y = 0 = 2(y 2) r{ - 1/(y x)
2
+ 1/(y)
2
}
2(y 2) = r{ - 1/(y x)
2
+ 1/(y)
2
} (2)
From (1) & (2),
2(y 2) = r{ - 1/r + 1/(y)
2
} = -1 + r/y
2
r 0, 2(y* 2) = -1 y* = 1.5. From (1), x* = y* = 1.5
f*(x, y) = x* + (y* 2)
2
= 1.5 + (1.5 2)
2
= 1.75
(ii) = (X, r
k
) = f(X) +
1
( ( )
m
q
k j
j
r g X

Choose q =2
= x + (y 2)
2

+ r{(y x)
2
y
2
}
= x + (y 2)
2
+ r[max(0, y x]
2
- r[max(0, y)]
2


/x = 0 = 1 - 2r [max(0, y x)]
If 0 is considered, it results in 0 = 1? y x is to be taken.
0 = 1 - 2r (y x) (y x) = 1/2r (1)
r (y x ) = 0 y = x (2)
f = y + (y 2)
2
(3)
/y = 0 = 2 (y 2) + 2r [[max(0, y x)] + 2 r[max(0, - y)]
Four combinations: (0, (0, y); (y x), (0, y)
(A) 0,0: y = 2 = x (A1)
This does not violate the constraints.
f = 2 (A2)
(B) 0, y: 0 = 2 (y 2) 2 r y 1/r = y / (y 2).
r y = 0 = x (B1)
This also does not violate the constraints.
f = 4 (B2)
(C) (y x), 0: 2 (y 2) + y - x = 0
From (1), 2 (y 2) + 1/2r = 0
r y = 2 = x. (C1)
This too does not violate the constraints.
f = 2 (C2)
(D) (y x), y: 2 (y 2) + 2r [ y x - y] = 0
From (1) (y x) = 1/2r.
(y 2) + r [ 1/2r - y] = y(1 r) = 1.5
-y 0 y 0
Only when r 1, y 0
Only when r = 0, y* = 1.5 and for x = y, it can be found by trial, f is
minimum.
x* = y* = 1.5 (D1)
This also does not violate the constraints.
f* = 1.75 (D2)
13(a) Read method described in Ref (3), Kalyanamoy Deb (Xeroxed pages
supplied)
13(b) Dynamic programming
Examples were worked out in notes & book. Students to study / work out &
practice.
14(a) Buckling of column. Examples are available in book. Students to
study / work out & practice.
14(b) Cantilever beam. Examples are available in book. Students to study /
work out & practice.
15(a) The Raleighs quotient, which is based on the energy principle that in a
conservative system the maximum potential energy equals the maximum kinetic energy
is expressed as
R(X)
2
= {X}
T
[K]{X} / {X}
T
[M]{X}
where = circular natural frequency; {X} = amplitude of vibration vector; [K] = stiffness
matrix and [M] = mass matrix.
The merit of Rayleighs method is that even for an approximate vector {X} assumed a
reasonably accurate value for the fundamental frequency comes out. The following
matrices corresponding to a 2-degree of freedom system are given
[ ]
2 1
1 2
K
1

]
[ ]
2 0
0 2
M
1

1
]
1
2
{ }
x
X
x

' ;

Assuming three values for (x1 /x2) = 0.5, 1.0 and 2.0, find the three approximate
values of fundamental frequency, and compare them to find the minimum that may be
closer to the exact value of
2
= 0.5.
Solution

2
= {X}
T
[K]{X} / {X}
T
[M]{X}
(A) (x1 ,x2) = (0.5, 1.0)
2
0.5 1.0 2 1 0.5 0.5 1.0 2 0 0.5
w /
1 2 1.0 0 2 1.0
1 1 1 1

' ; ' ;
1 1 1 1

] ] ] ]
2
0.5 1.0 0 0.5 1.0 1.0
w /
1.5 2.0
1 1

' ; ' ;
1 1
] ]

2
= 1.5 / 2.5 = 0.6
(B) (x1 ,x2) = (1.0, 1.0)
2
1.0 1.0 2 1 1.0 1.0 1.0 2 0 1.0
w /
1 2 1.0 0 2 1.0
1 1 1 1

' ; ' ;
1 1 1 1

] ] ] ]
2
1.0 1.0 1.0 1.0 1.0 2.0
w /
1.0 2.0
1 1

' ; ' ;
1 1
] ]

2
= 2.0 / 4.0 = 0.5
(C) (x1 ,x2) = (2.0, 1.0)
2
2.0 1.0 2 1 2.0 2.0 1.0 2 0 2.0
w /
1 2 1.0 0 2 1.0
1 1 1 1

' ; ' ;
1 1 1 1

] ] ] ]
2
2.0 1.0 3.0 2.0 1.0 4.0
w /
0 2.0
1 1

' ; ' ;
1 1
] ]

2
= 6.0 / 10.0 = 0.6
The ratio of amplitudes is called MODE SHAPE. The exact mode shape is 1:1. For that
assumption we get exact value of
2
= 0.5. By minimum potential energy theorem, the
exact value of
2
is the minimum. Here 0.5 is smaller than the other two values of
2
=
0.6. Hence 0.5 must be near the exact. The exact mode shape is known as1:1. For that
assumption we get exact value of
2
= 0.5. Even for wrong, widely different assumptions
of mode shapes with an error of 100%, the error in
2
is only 0.1/0.5 = 20%; error in

is
only 4.5%.
15(b) Examples were worked out in notes & book. Students to study / work
out & practice.