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Kuhntucker Multiple

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423 views

Kuhntucker Multiple

kuhntucker

Uploaded by

nn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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(b) More than one inequality constraint Solve the following NLPP. Maximize Z = Wet Oy + 5x3, Subject to xy + 2x2 S 10, x1 — 3x, 59, XX, 20 Solution : We he 0) = +6 +53 1 h (x) = x, + 2x2 — 10, 2 h (x) a x1 — 3x2 — 9. The Kuhn- . se . . hn-Tucker conditions for a maximization problem are fAO- Dana = 0, i=1 4j ni (xX) =0, Wx) <0, A, 2 0. Applying these conditions, we get glassical Optimisation Theory 14x, +6-A;-A, = 0 10x, -24,-3/4, = 0 Ay (a +247 - 10) = 0 Ay (ty - 3x2 - 9) = 0 xX, +2m-10 < 0, x - 3-9 0, Aydg = 0. (1) + (2) = G) -- (4) Here we have two Langrange’s multipliers 7; and 4, which can ke zero Or non-zero positive values. Thus four solutions corresponding to the following four combinations Ay # 9. d dp = O result in ty =~ yy 8 and infeasible solution. x = 0, which is an “se 2): 4, =0, 4, #0 “see A #0, from (4) = eee =v from (1) & @ > 46-4, = 9 and lv, + 343 0 Solving we get a+ Bae 0,4 = A This aco: « : his again is an infeasible solution. Case 3): A, #0, Ap = 0. From (1), (2), (3) > 1dr, +6 A, = 0, 10vy = 2A, = 0, and Xp +2r2-10 = 0, Solving we get - 38 M6 0 ML 332 = 33 Ay = 33°42 = 0 This is a feasible solution giving Z = 114.061 Case (4): 4, #0, Az #0. From (1), (2), 3), (4) > My, 46-4, Ay = 0, 10x) - 24, +34, = 0 xy +2-10 = 0, and xy — 3-9 : Solving we get This also is a feasible solution giving Z = 702.92. Since, es me value of Z is obtained for case (4), where ay #0 and 4; 20 optimal solution is and Zmay = 702.92 48 LL M1 = “Se te 5 Gassical Optimisation Theory Use the Kuhn-Tucker conditions to solve the following non-in programming problem, Maximize Z = 2-43 +a Subject to the constraints 2, + 3x <6 2 +4 <4 x, % 20 Solution : We have SX) = ky -tn n! (X) = 2 + 312-6 and fee) Ixy +4 - 4. i peer roblem are The Kuhn-Tucker conditions for a maximization P Ho - 5 ane =o i=l Ah oo . nig so ae ctions, we get Applying these conditions to the gent a) 2~ 2x, -2A,-24, = 9 o 1-34,- = 9 7 B) Ay (2x + 3-6) = 0 4 Jy (24, +.4y-4) = 0 0 ry Fay -6 0 © wty-4 30 0 Ajay 20 Resource Management Technique 4.46 $ case 4: AL Case 1. When A; = 0, 42 = 0, condition (2) is violated and this solution is, therefore, discarded. Case 2. When A = 0, Ag # 0, solution of equations (1), (2), 3) and (4)gives x =0,x2=4 and Ay = 1. As this solution does not satisfy equation (5), it is discarded, Case 3. When A; #0, 42 =0, solution of equations (1), (2), (3), and (4) yields =2,-4,21 MEyR go h=3 This solution satisfies all the constraint equations and is thus feasible solution, giving Z = 2 Case 4. When A, #0, and a, 0, the solution of equations (1), 2) 8 and (4) gives 3 3 5 4 =5,=1,4,=3 — 1 = 59 %2 1= 4 and A, 4 . This solution violates conditions (7), which is 41, Az = 0 and hem is infeasible. Thus the optimal solution is 4. %1 = 3% = “Oy giving Zmax = 2

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