Paper Name: Optimization Techniques

Paper Code: MATH6121

Assignments

Non-linear Programming

1. (a) Find the relative minimum or maximum (if any) of the function 𝑓(𝑥1 , 𝑥2 ) = 𝑥1 + 2𝑥2 + 𝑥1 𝑥2 −
𝑥12 − 𝑥22 .
(b) Determine the relative maximum and minimum of the function 𝑓(𝑥) = 12𝑥 5 − 45𝑥 4 + 40𝑥 3 + 5.

(c) Find the relative minimum or maximum (if any) of the function 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑥1 + 2𝑥2 +
𝑥1 𝑥2 − 𝑥12 − 𝑥22 − 𝑥32 .
(d) Find the relative minimum or maximum (if any) of the function 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑥1 𝑥2 + 10𝑥1 −
𝑥12 − 𝑥22 − 𝑥32 .
(e) Find the nature of the function 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑥14 + (𝑥1 + 𝑥2 )2 + (𝑥1 + 𝑥3 )2 .

2. (a) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:

Maximize 𝑍 = −𝑥12 − 𝑥22 + 10𝑥1 + 10𝑥2

Subject to the constraints
𝑥1 + 𝑥2 ≤ 9
−𝑥1 + 𝑥2 ≤ −6
𝑥1 , 𝑥2 ≥ 0.

(b) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:

Maximize 𝑍 = 2𝑥1 + 3𝑥2 − 𝑥12 − 2𝑥22

Subject to the constraints
𝑥1 + 3𝑥2 ≤ 6
5𝑥1 + 2𝑥2 ≤ 10
𝑥1 , 𝑥2 ≥ 0.

(c) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:

Maximize 𝑍 = 2𝑥1 − 𝑥12 + 𝑥2

Subject to the constraints
2𝑥1 + 𝑥2 ≤ 4
2𝑥1 + 3𝑥2 ≤ 6
𝑥1 , 𝑥2 ≥ 0.

(d) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:

Maximize 𝑍 = 10𝑥1 + 8𝑥2 − 𝑥12 − 𝑥22

Subject to the constraints
2𝑥1 + 3𝑥2 ≤ 6
𝑥1 , 𝑥2 ≥ 0

(e) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:
 Maximize 𝑍 = −𝑥12 − 𝑥22 − 𝑥32 + 4𝑥1 + 6𝑥2
Subject to the constraints
𝑥1 + 𝑥2 ≤ 2
2𝑥1 + 3𝑥2 ≤ 12
𝑥1 , 𝑥2 ≥ 0

(f) Use Kuhn-Tucker conditions to solve the following non-linear programming problem:

Maximize 𝑍 = −𝑥12 − 𝑥22 + 10𝑥1 + 10𝑥2

Subject to the constraints
𝑥1 + 𝑥2 ≤ 8
−𝑥1 + 𝑥2 ≤ 5
𝑥1 , 𝑥2 ≥ 0.

3. (a) Use the method of Lagrange’s multipliers to solve the following non-linear programming problem.
Does the solution maximize or minimize the objective function?

Optimize 𝑍 = 4𝑥12 + 2𝑥22 + 𝑥32 − 4𝑥1 𝑥2

Subject to the constraints
𝑥1 + 𝑥2 + 𝑥3 = 15
2𝑥1 − 𝑥2 + 2𝑥3 = 20
𝑥1 , 𝑥2 , 𝑥3 ≥ 0.

(b) Solve the following problem by using the method of Lagrange’s multipliers

Minimize 𝑍 = 2𝑥12 − 24𝑥1 + 2𝑥22 − 8𝑥2 + 2𝑥32 − 12𝑥3 + 200

Subject to the constraints
𝑥1 + 𝑥2 + 𝑥3 = 11
𝑥1 , 𝑥2 , 𝑥3 ≥ 0.
(c) Solve the following problem by using the method of Lagrange’s multipliers

Maximize 𝑍 = 2𝑥12 − 3𝑥22 + 18𝑥2

Subject to the constraints
2𝑥1 + 𝑥2 = 8
𝑥1 , 𝑥2 ≥ 0.
(d) Use the method of Lagrange’s multipliers to solve the following non-linear programming
problem. Does the solution maximize or minimize the objective function?

Optimize 𝑍 = 𝑥12 + 𝑥22 + 𝑥32 − 10𝑥1 − 6𝑥2 − 4𝑥3

Subject to the constraints
𝑥1 + 𝑥2 + 𝑥3 = 7
𝑥1 , 𝑥2 , 𝑥3 ≥ 0.
(e) Solve the following non-linear programming problem by the method of Lagrange’s multiplier:

Minimize 𝑍 = 𝑥12 + (𝑥2 + 1)2 + (𝑥3 − 1)2

Subject to the constraints
𝑥1 + 5𝑥2 − 3𝑥3 = 6
𝑥1 , 𝑥2 ≥ 0.
(f) Solve the following non-linear programming problem by the method of Lagrange’s multiplier:

Minimize 𝑍 = 2𝑥12 + 10𝑥1 + 𝑥22 + 8𝑥2 + 3𝑥32 + 6𝑥3 − 100

 Subject to the constraints
𝑥1 + 𝑥2 + 𝑥3 = 20
𝑥1 , 𝑥2 , 𝑥3 ≥ 0.

Game Theory

4. (a) In a rectangular game, the pay-off matrix is given by:

PLAYER B
2 3 2 4 6
0 −2 1 2 1
PLAYER A −1 3 0 −1 3
4 5 −1 2 1
3 2 −2 1 −2

Find the optimal strategies and the value of the game.

(b) In a rectangular game, the pay-off matrix is given by:

PLAYER B
9 2 1 8 0
6 5 4 6 7
PLAYER A 2 4 4 3 8
5 6 2 2 1

Find the optimal strategies and the value of the game.

(c) In a rectangular game, the pay-off matrix is given by:

PLAYER B
4 2 1 7 −1
1 −4 −6 −7 6
3 2 3 4 2
PLAYER A −6 1 −1 0 4
0 0 6 0 0

Find the optimal strategies and the value of the game.

(d) In a rectangular game, the pay-off matrix is given by:

PLAYER B
17 4 0 14 −2
10 8 6 10 12
PLAYER A 2 6 4 8 14
8 10 2 2 0

Find the optimal strategies and the value of the game.

 (e) In a rectangular game, the pay-off matrix is given by:
PLAYER B
4 −2 −4 −1
3 2 −1 2
PLAYER A 2 3 −2 −2
−3 2 −2 2

Find the optimal strategies and the value of the game.

(f) In a rectangular game, the pay-off matrix is given by:

PLAYER B
−2 0 0 5 3
3 2 1 2 2
PLAYER A −4 −3 0 −2 6
5 3 −4 2 −6

Find the optimal strategies and the value of the game.

5. (a) Use graphical method in solving the following game and find the value of the game:
PLAYER B
2 −1
3 2
PLAYER A −1 5
−2 1

(b) Use graphical method in solving the following game and find the value of the game:

PLAYER B
1 3 0 2
PLAYER A 3 0 1 −1

(c) Use graphical method in solving the following game and find the value of the game:

PLAYER B
1 0 4 1
PLAYER A −1 1 −2 5

(d) Use graphical method in solving the following game and find the value of the game:

PLAYER B
0 −2
7 −1
PLAYER A −1 4
−2 6
5 −3
 (e) Use graphical method in solving the following game and find the value of the game:
PLAYER B
2 4
2 3
PLAYER A 3 2
-2 6

(f) Use graphical method in solving the following game and find the value of the game:

PLAYER B
2 −1 5 −2 6
PLAYER A −2 4 −3 1 0

6. (a) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
PLAYER B
1 7 2
PLAYER A 6 2 6
5 1 6

(b) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
PLAYER B
3 −2 4
PLAYER A −1 4 2
2 2 6

(c) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
PLAYER B
3 5 4 2
5 6 2 4
PLAYER A 2 1 4 0
3 3 5 2

(d) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
PLAYER B
2 1 4 0
3 4 2 4
PLAYER A 4 2 4 0
0 4 0 8

(e) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
PLAYER B
19 15 17 16
PLAYER A 0 20 15 5
10 12 15 8

(f) Use dominance to reduce the following pay-off matrix to a 2×2 game and hence find the optimal
strategies and the value of the game:
 PLAYER B
−5 3 1 20
PLAYER A 5 5 4 6
−4 −2 0 −5

7. (a) Use algebraic method to solve the following game:

PLAYER B
1 −1 −1
PLAYER A −1 −1 3
−1 2 −1

(b) Use algebraic method to solve the following game:

PLAYER B
−1 2 1
PLAYER A 1 −2 2
3 4 −3

(c) Use algebraic method to solve the following game:

PLAYER B
9 1 4
PLAYER A 0 6 3
5 2 8

(d) Use algebraic method to solve the following game:

PLAYER B
1 −1 −2
PLAYER A −1 1 1
2 −1 −2

(e) Use algebraic method to solve the following game:

PLAYER B
1 −1 0
PLAYER A −6 3 −2
−8 −5 2

(f) Use algebraic method to solve the following game:

PLAYER B
4 1 2
PLAYER A 3 2 1
1 3 4