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NLP Lecture B

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9 views17 pages

NLP Lecture B

Uploaded by

shahzad.pg4001242
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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NONLINEAR PROGRAMMING - Problems
1. Each morning during rush hour, 10,000 people want
to travel from New Jersey to New York City. To do so,
they can take a train or they can drive. A train trip lasts
40 minutes. If x thousand people drive, it takes each
person driving 20 + 5x minutes to make the trip. How
many people need to travel by road to minimize the
average travel time per person?

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2. A company is trying to determine where they should
locate a single warehouse. The positions in the x-y plane
(in miles) of their four customers and the number of
shipments made annually to each customer are as
follows:
Customer x-Coordinate y-Coordinate Number of
Shipments
1 5 10 200
2 10 5 150
3 0 12 200
4 12 0 300
company wants to locate the warehouse to minimize the
total distance trucks must travel annually from the
warehouse to the four customers.

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3. Suppose that a cylinder soda can must have a volume
of 26 cubic inches. If the soda company wants to
minimize the surface area of the soda can, what should
be the ratio of the height of the can to the radius of the
can?

4. There is 60m length of fence is available. What


maximum triangular area can be fenced?

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NONLINEAR PROGRAMMING
Kuhn-Tucker or K-T Conditions

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I

I

(vi) For minimization objective function and with ‘=‘ type constraints I is unrestricted in sign

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NONLINEAR PROGRAMMING
Kuhn-Tucker or K-T Conditions
Consider NLP
Max or Min f(x1,x2,…..xn)
s.t. g1(x1,x2,…..xn)  b1
g2(x1,x2,…..xn)  b2

: : :
gm(x1,x2,…..xn)  bm

Note all constraints must be  constraints

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Suppose if it is a Maximization Problem. Then optimal
solution must satisfy m constraints and there must exist
multipliers λ1, λ2…………. λm satisfying:
g (x)
f (x)    i  0 forj 1,2,....,n
i m

x i x
j i 1
j
 [b  g (x)] 0 fori 1,2,.....,m
i i i
  0 fori 1,2,.....,m
i

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Suppose if it is a Minimization Problem. Then optimal
solution must satisfy m constraints and there must exist
multipliers λ1, λ2…………. λm satisfying:
g (x)
f (x)    i  0 forj 1,2,....,n
i m

x i x
j i 1
j
 [b  g (x)] 0 fori 1,2,.....,m
i i i
  0 fori 1,2,.....,m
i

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Example

Max Z=x1(30-x1) + x2(50-2x2) - 3x1 - 5x2 -10x3


s.t. x 1 + x2  x 3
x3  17.25
CONDITION 1:
g (x)
f (x)    i  0 forj 1,2,3
i m

x i x
j i 1
j
30 – 2 x1 – 3 – λ1 = 0
50 – 4 x2 – 5 – λ1 = 0
-10 + λ1 – λ2 =0

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CONDITION 2

 [b  g (x)] 0 fori 1,2,.....,m


i i i
λ1(-x1 - x2 + x3) =0

λ2(17.25 - x3) =0
CONDITION 3
λi  0

λ1  0
λ2  0

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Case 1 λ1 = λ2 = 0. Then third equation in condition 1 is violated
Case 2 λ1 = 0 , λ2 > 0. Then third equation λ2 =-10 and violates
last equation
Case 3 λ1 > 0, λ2 = 0. Then third equation λ1 =10. x1 = 8.5 x2 =
8.75 and x3 = 17.25 , Z = 225.375 satisfies K-T
Conditions…Optimal Solution Found
Case 4 λ1 > 0, λ2 > 0. We need not consider this case as optimal
solution is already obtained.

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Problem

Max Z = x1 - x2
s.t. x 12 + x 22  1
Z = 2^0.5 x1 = 2^-0.5 x2 = - 2^-0.5

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Problem

Min Z = x 1 2 + x2 2
s.t. x1 +2x2  6
x 1 + x2  3

Min Z = x1 (2+ x1) + x2(1+x1 + 2x2 )


s.t. x1 + 4x2  8
3x1 + 2x2  6
Z=299/5 x1= 4/5 x2= 9/5 λ1 =81/50 λ2 =63/50

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Assignment Due 16 Nov 2016
 An irrigated farm has three pumps (A, B, C) whose
discharge cost is given.
 Connecting ditches allow any of three Farms (1,2,3) to be
irrigated by any of the water source pumps. The ditches
have losses due to seepage and therefore experience
fractional delivery ratios (delivered/pumped)

Farm 1 Farm 2 Farm3


Pump A 0.91 0.89 0.87
Pump B 0.86 0.85 0.97
Pump C 0.86 0.93 0.95
 Water needed during next 12 hour period are (900, 1300,
1700) gpm delivered to Farm (1,2,3).
 Develop and solve a model of this system to determine least
cost operation of each pump.

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