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Advanced Engineering Mathematics: E. Kreyszig

This document discusses various topics in engineering analysis including: 1. The method of steepest descent to find the optimal value of a function by taking the gradient of the function and moving in the direction of steepest descent. 2. Linear programming techniques to optimize an objective function subject to constraints, including finding the feasible region and basic feasible solutions at the vertices. 3. The simplex method for solving linear programming problems by applying row operations to transform the problem into standard form and iteratively moving to adjacent basic feasible solutions to find the optimal solution.

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Teo Peng Keat
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Download as PPT, PDF, TXT or read online on Scribd
Download as ppt, pdf, or txt
517 views18 pages

Advanced Engineering Mathematics: E. Kreyszig

This document discusses various topics in engineering analysis including: 1. The method of steepest descent to find the optimal value of a function by taking the gradient of the function and moving in the direction of steepest descent. 2. Linear programming techniques to optimize an objective function subject to constraints, including finding the feasible region and basic feasible solutions at the vertices. 3. The simplex method for solving linear programming problems by applying row operations to transform the problem into standard form and iteratively moving to adjacent basic feasible solutions to find the optimal solution.

Uploaded by

Teo Peng Keat
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
Download as ppt, pdf, or txt
Download as ppt, pdf, or txt
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Advanced Engineering Mathematics

E. Kreyszig
Chapter 22

Engineering Analysis

Engineering Analysis

Continued

Engineering Analysis

Method of steepest descent

g(t) = 0 to find t
Engineering Analysis

Example

f = (/ x i + / y j)f

x = x 1 i + x 2j

Engineering Analysis

Continued

f (x)=(x12+3x22)
63
13.9
3.08
0.68

New x1 = (1-2t)x1

New x2 = (1-6t)x2

t = (x12+9x22)/(x12+54x22)
x2

z(t) = (1-2t)x1i + (1-6t)x2j

x1
3
f = x12 + 3x22
Engineering Analysis

Linear programming

Engineering Analysis

Continued

Example

Objective function to be maximized

Constraints

Engineering Analysis

Continued

z=

40x

+ 88
x2

5x1 + 2x2 = 60
(10, 5)

2x1+ 8x2 = 60

Feasibility region

Engineering Analysis

Max hourly revenue

Slack variables

Inequalities
2x1+ 8x2 60
5x1+ 2x2 60

Vertices A, B, C and O are

basic feasible solutions


(defined as having n-m zero
variables)
Vertex B is optimal solution

Any point inside blue region


O

represents a feasible solution

Engineering Analysis

All bj nonnegative. If a bj < 0, multiply equation by -1


x1, .., xn include slack variables ( for which cj of these variables in f are zero)
Engineering Analysis

Continued

Engineering Analysis

Continued

Vertex O
Engineering Analysis

Continued

Operation O1

Operation O2

Engineering Analysis

Continued

Vertex A

Engineering Analysis

Row 1 + 20 Row 2
Row 3 2.5 Row 2

72

20

1200

-18

-2.5

-90

T1

Basic variables
x1=30

x2=0

x3=0
Engineering Analysis

x4= -90

z=1200

Operation O2
Operation O1

Basic variables
Engineering Analysis

Continued

Vertex B

C
B

Engineering Analysis

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