Z= X4+ X2 + X32-6x
2 2
Example 2:Optimise -8X, - 10X3.
(M.U. 2004, 09)
Sol. : We have
22
f(x1, X2, X3) = X+ X + X3- 6x - 8X) - 10x3
The stationary points are given by
df af
-=0, =0, = 0.
Jf
Now, -=2x1 -6 :. 2x,-6=
=0 . X =3
dx
=2X, -8 :. 2x- 8=0 . X = 4
af
= 2xa - 10 :. 2x -10 = 0 .. X3 =5.
Thus, Xo (3,4, 5) is the stationary point.
Tocheck whether the point is a point of minima or a point of maxima, o
apply the sufficiency condition.
As before =2, -=2, order
2 2 =2 and all other sezond
partial derivatives are zero.
Now, consider the Hessian matrix at X, (3, 4,
5).
Applied Mathematics-IV (4-7) Non-Linear Programming
(Mech,/Auto./Prod./Civil Engg.)
2
Ox 2 0 01
0 2 0
H=
|0 0 2
this matrix are
The principal minors of
[2 0 01
02 0
|0 0 2|
The values of their determinants are 2, 4.
8.
Since all these determinants positive,z is minimum at X (3. 4. 5).
5)
.. ZMin = f(3, 4,
=3 +4' +5-6x3-8x4-10×5
=-50.
Example 3: Obtain the relative2 maximum or minimum (if any) of the
function z =X +2x3 + XyX3- X- X$- x4, (M.U. 1996, 98, 2010)
Sol. :We have f(x, X, X¡) = X+2x +XyXg -Xx-x-X
The stationary points are given by
af
-=0, =0, =0.
Ox
•f 1
Now, =1-2x1 .. 1-2xX =0 ..
-= Xg -2x Xg - 2x, =0
df
=2+ X- 2X3 .. 2+ X- 2X3 =0
oOMing the lasttwo simultaneous equation,we get xy=2/3, X¡ =4/3.
i. Thus, Xo (1/2, 2/3, 4/3) is the stationary point.
To check whether
apply the sufficiency the point is a point of minima ora point of maxima, we
test.
Clearly S-2, 2-2, 2 =-2,
-=1
and the
remainging | second order partial derivatives are zero.
Applied Mathematics - IV (4-8) Non-Linear PrORamtminy
(Mech.fAuto./ Prod./Civil Eng&-)
4/3).
Now, consider the Hessian matrix at Xo (1/2, 2/3,
dx 2 -2 0
H= 0-2 1
2
11 -2
The principal minors of this matrix are
-2
-2 0-2 1
0 -2 0 1 -2
The values of their determinants are -2, 4, - 6.
Since all the values of Aj, A2, Ag are alternately negative, positive a..
ang
negative, Xo (1/2, 2/3, 4/3) is a maxima.
1 4.2 4 19
uani;-9-9-G
ZMax 2
+2.+
3 3 3 12
Example 1 : Using the method of Lagrange's multipliers, solve t
following N.LP.P.
2 2
Optimise Z= 6x+5x
subject to X + 5x =7,
X1, X 20. (M.U. 2010
Sol. : We have the Lagrangian function,
L(X1, Xy, 2) =(6x 2 +5x,")- (x1 +5x-7)
We, now, obtain the following partial
derivatives
OL
=0, =0, -=0.
Ox
(Mech,/Auto./
Applie Prod./civil. Engg.) -Linear Programming
10X -=0, 10X2 bA = 0, X1 + 5x, -7=0
. = 12x1, = 2x, X + 5x =7
. d= 12x, = 2x Xy = 6x
.X + 30x, =7 X4 = 7/31
and Xo = 42/31 and A= 12x, = 84/31.
(or, multiply the second by 6 and add the result to the first.
12x + 60 X, -302 =0 12 (x4 + 5x) = 312.
But X + 5xo =7. 2x 84=31 .:. A= 84 /31.)
Hence, Xo is (7/31, 42 /31).
Now, h(X1, X2) = X4 +5X -7 = 0
ah
=1, =5 and all other partial derivatives are
•x2 zero.
And f(x1, X2) = 6x + 5x, Jh
Of
=12 X1) = 0,
2
-=12
Ox
Of
.10X2 ax, X2 .-0.
=0, ax 2
= 10
•h
dh ah
A=
Ox,2 •x? dx,ax
•h
1 5
1 12
1 12 O=-1
+5 =-10-300 =-310
5
5 10 5
10
Since, Ais negative, X, is a minima.
Hence, X= 7 X=
42
ZMin
294
31 31 31
