BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - K.K.

BIRLA GOA CAMPUS FIRST SEMESTER 2011-2012

Optimization Tutorial1

1. Show that the set S = {( x1 , x2 ) R2 : x1 + x2 1, x1 0, x2 0} is convex. 2. Are the following sets convex? Justify your answer. (a) S = {( x1 , x2 ) R2 : x1 1 or x2 2}.
2 8 x }. (b) S = {( x1 , x2 ) R2 : x1 2 2 + x2 c2 , c is a scalar}. (c) S = {( x1 , x2 ) R2 : x1 2

(d) S = {( x1 , x2 ) R2 : x1 x2 2, x1 0, x2 0}. (e) S = {( x1 , x2 ) R2 : 2 x1 + 5 x2 10, 3 x1 + x2 3}. (f) S = {( x1 , x2 , x3 ) R3 : 2 x1 + x2 4 x3 8}. 3. Give a counter example to show that the union of two convex sets is not necessarily a convex set. 4. Give one example to show that the union of two convex sets is a convex set. 5. Show that intersection of any number (nite or innite) of convex sets are convex. 6. Let S 1 = {( x1 , x2 ) R2 : x1 + x2 1, x1 0} and S 2 = {( x1 , x2 ) R2 : x1 x2 0, x1 1} are two convex sets. Is S 1 S 2 a convex set? Justify your answer. 7. Let S and T are two convex sets in Rn , then show that (a) S + T = {u : u = x + y, where x S , y T } is a convex set. (b) S T = {u : u = x y, where x S , y T } is a convex set. (b) S = {u : u = x, where x S and is a scalar} is a convex set. 8. Show that a hyperplane is a convex set. 9. The postal department is considering the purchase of vehicles to pick up and deliver mail from various oces. They are considering three types of vehicles. The cost of each of these are Rs. 5 lakhs, Rs. 10 lakhs and Rs. 8 lakhs per vehicle respectively. These require a crew of 2, 4 and 4 persons per day considering multiple shifts. They expect these to run for 60, 100 and 80 km per day. They expect that the total distance to be covered by the vehicles per day would be 2000 km. Based on the fuel economy, the operating cost per day for these vehicles are Rs. 200, Rs. 350 and Rs. 300 per day. They have a budget restriction of Rs. 1.6 crore and have 80 people available as crew. Formulate a model to minimize the operating costs. 10. A company produces drugs I and II using machines M1 and M2 . 1 ton of drug I requires 1 hour of processing on M1 and 2 hours on M2 . 1 ton of drug II requires 3 hours of processing on M1 and 1 hour on M2 . 9 hours of processing on M1 and 8 hours on M2 are available. Each ton of drug produced (of either type) yields a prot of Rs. 1 lakh. Formulate a LPP model to maximize its prot.

11. BITS Hardware division has purchased sucient amount of curtain cloth to meet the curtain requirement of the Institute. The curtain clothe is in pieces, each of length 14 feet. The curtain requirement is as follows: Curtains of length (feet) Number required 4 1500 6 1000 8 3000

A piece of 14 feet curtain cloth can be put in p1 , p2 , p3 , p4 and p5 patterns, according to the following table. Number of curtains of dierent sizes in pattern p1 4
Curtains of length (feet)

p2 2 1 0 0

p3 1 0 1 2

p4 0 1 1 0

p5 0 2 0 2

3 0 0 2

6 8 Trim loss (in feet)

The problem is how to cut the pieces, to meet the above requirement, so that the trim loss is minimized. The width of required curtains is same as that of available pieces. 12. A farmer wishes to choose the least cost diet that will meet the nutritional requirements of his cows. Cows require 4, 8, 9 units respectively of nutritions A, B, C per week. There are four varieties of food available. The nutritional contents of food per kg are shown in the following matrix:

food 1 A nutrient B C 1 1 4 2 2 3 2 3 1 0 6 4 4 2 1

If the food cost Rs. 100, 70, 80, 90 per kg respectively. Formulate as a LPP model. 13. (The Diet Problem) There are m dierent types of food F1 , F2 , , Fm , that supply varying quantities of the n nutrients, N1 , N2 , , Nn , that are essential to good health. Let c j be the minimum daily requirement of nutrient N j . Let bi be the price per unit of food Fi . Let ai j be the amount of nutrient N j contained in one unit of food Fi . The problem is to supply the required nutrients at minimum cost. Formulate as a LPP model. 14. For a 24 hour cafeteria the following waitresses are required: Period of day Min. no. of waitresses required 6-9 4 9-12 10 12-15 8 15-18 6 18-21 7 21-24 4 24-3 2 3-6 2

Every waitress works continuously for six hours without any break. Each waitress is paid same salary. Find the number of waitresses to be employed at the beginning of each period so that the expenses on the salary of waitresses are minimized. Note that each waitress works for two periods. 2

15. A company, which owns three farms at the edge of a desert, is planning agricultural production for the coming year. The agriculture output of each farm is limited by both the amount of available irrigable land and the quantity of water available. The data are given below: Farm 1 2 3 Usable land (acres) 400 600 300 Water available (acre feet) 600 800 375

The crops being considered on these farms include sugar beets, cotton, and corn. These crops dier primarily in their expected net return per acre and their consumption of water. In addition, the company has set a maximum quota for the total acreage that can be devoted to each of these crops. The data is shown below: Crop Sugar beets Cotton Corn Max. quota (acres) 600 500 325 Water consumption (acre feet/acre) 3 2 1 Net return (Rs./acre) 1000 750 250

Because of the limited water available for irrigation, the company will not be able to use all its irrigable land for planting crops. To ensure equity between three farms, it has been agreed that each farm will plant the same proportion of its available irrigable land. For example, if farm 1 plants 200 of its 400 acres, then farm 2 must plant 300 of its 600 acres, while farm 3 plants 150 of its 300 acres. However, any combination of the crops may be grown at any of the farms. The job facing the company is to plan how many acres to devote to each crop on these farms while satisfying the given restrictions. The objective is to maximize the total net return of the company. Formulate as a LPP model. 16. A bank makes four kinds of loans to its personal customers and these loans yield the following annual interest rates to the bank: First mortgage 14%. Second mortgage 20%. Home improvement 20%. Personal overdraft 10%. The bank has a maximum foreseeable lending capability of 250 million and is further constrained by the policies: rst mortgages must be at least 55% of all mortgages issued and at least 25% of all loans issued (in terms), second mortgages cannot exceed 25% of all loans issued (in terms), to avoid public displeasure and the introduction of a new windfall tax the total interest rate on all loans must not exceed 15%. Formulate the banks loan problem as an LP so as to maximize interest income whilst satisfying the policy limitations. THE END