BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE PILANI - KK BIRLA

GOA CAMPUS
FIRST SEMESTER 2019-2020

Optimization
Tutorial–1

1. Show that the set S = {(x1 , x2 ) ∈ R2 : x1 + x2 ≤ 1, x1 ≥ 0, x2 ≥ 0} is convex.

2. Are the following sets convex? Justify your answer.

(a) S = {(x1 , x2 ) ∈ R2 : x1 ≥ 1 or x2 ≥ 2}.

(b) S = {(x1 , x2 ) ∈ R2 : x12 ≤ 8x2 }.
(c) S = {(x1 , x2 ) ∈ R2 : x12 + x22 ≤ c2 , c is a scalar}.
(d) S = {(x1 , x2 ) ∈ R2 : x1 x2 ≤ 2, x1 ≥ 0, x2 ≥ 0}.
(e) S = {(x1 , x2 ) ∈ R2 : 2x1 + 5x2 ≤ 10, 3x1 + x2 ≥ 3}.
(f) S = {(x1 , x2 , x3 ) ∈ R3 : 2x1 + x2 − 4x3 ≥ 8}.

3. Give a counter example to show that the union of two convex sets is not necessarily a convex
set. Also, give one example to show that the union of two convex sets is a convex set.

4. Show that intersection of any number (finite or infinite) of convex sets are convex.

5. Let S 1 = {(x1 , x2 ) ∈ R2 : x1 + x2 ≤ 1, x1 ≥ 0} and S 2 = {(x1 , x2 ) ∈ R2 : x1 − x2 ≥ 0, x1 ≤ 1} are

two convex sets. Is S 1 ∪ S 2 a convex set? Justify your answer.

6. Let S and T are two convex sets in Rn , then show that

(a) S + T = {u : u = x + y, where x ∈ S , y ∈ T } is a convex set.

(b) S − T = {u : u = x − y, where x ∈ S , y ∈ T } is a convex set.
(b) αS = {u : u = αx, where x ∈ S and α is a scalar} is a convex set.

7. Taking x j as variables, determine whether each of the following is a linear or a nonlinear con-
straint, and briefly explain why? (Take α j as constants for all j)

3 x4
(a) 3x1 + 2x2 − x8 = 9, (b) + 10x4 ≤ 100, (c) + 11x2 ≥ 80,
x7 4
7
X
αi (xi )2 ≤ 10, (f) 7i=1 ei x j = 54.
P
(d) (e) x1 x2 ln(x3 ) ≤ 19,
i=1

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 8. The postal department is considering the purchase of vehicles to pick up and deliver mail from
various offices. They are considering three types of vehicles. The cost of each of these are Rs.
5 lakhs, Rs. 10 lakhs and Rs. 8 lakhs per vehicle respectively. These require a crew of 2, 4 and
4 persons per day considering multiple shifts. They expect these to run for 60, 100 and 80 km
per day. They expect that the total distance to be covered by the vehicles per day would be 2000
km. Based on the fuel economy, the operating cost per day for these vehicles are Rs. 200, Rs.
350 and Rs. 300 per day. They have a budget restriction of Rs. 1.6 crore and have 80 people
available as crew. Formulate a model to minimize the operating costs.

9. A company produces drugs I and II using machines M1 and M2 . 1 ton of drug I requires 1
hour of processing on M1 and 2 hours on M2 . 1 ton of drug II requires 3 hours of processing
on M1 and 1 hour on M2 . 9 hours of processing on M1 and 8 hours on M2 are available. Each
ton of drug produced (of either type) yields a profit of Rs. 1 lakh. Formulate a LPP model to
maximize its profit.

10. A retired person wants to invest upto an amount of Rs. 30000 in fixed income securities. His
broker recommends investing in two bonds; Bond A yielding 7% and Bond B yielding 10%.
After some consideration, he decides to invest at most Rs. 12000 in Bond B and at least Rs.
6000 in Bond A. He also wants the amount invested in Bond A to be at least equal to the amount
invested in Bond B. What should the broker recommended if the investor wants to maximize
his returns on investment? Formulate as a linear programming problem.

11. BITS Hardware division has purchased sufficient amount of curtain cloth to meet the curtain
requirement of the Institute. The curtain clothe is in pieces, each of length 14 feet. The curtain
requirement is as follows:

Curtains of length (feet) 4 6 8

Number required 1500 1000 3000

A piece of 14 feet curtain cloth can be put in p1 , p2 , p3 , p4 and p5 patterns, according to the
following table.
· Number of curtains of different
· sizes in pattern

p1 p2 p3 p4 p5
4 3 2 1 0 0
Curtains of length (feet) 6 0 1 0 1 2
8 0 0 1 1 0
Trim loss (in feet) 2 0 2 0 2

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 The problem is how to cut the pieces, to meet the above requirement, so that the trim loss is
minimized. The width of required curtains is same as that of available pieces.

12. A farmer wishes to choose the least cost diet that will meet the nutritional requirements of his
cows. Cows require 4, 8, 9 units respectively of nutritions A, B, C per week. There are four
varieties of food available. The nutritional contents of food per kg are shown in the following
matrix:
food
1 2 3 4

A 1 2 1 4

nutrient B 1 3 0 2
C 4 2 6 1

If the food cost Rs. 100, 70, 80, 90 per kg respectively. Formulate as a LPP model.

13. (The Diet Problem) There are m different types of food F1 , F2 , · · · , Fm , that supply varying
quantities of the n nutrients, N1 , N2 , · · · , Nn , that are essential to good health. Let c j be the
minimum daily requirement of nutrient N j . Let bi be the price per unit of food Fi . Let ai j be the
amount of nutrient N j contained in one unit of food Fi . The problem is to supply the required
nutrients at minimum cost. Formulate as a LPP model.

14. Wild West produces two type of hats. A Type 1 hat requires twice as much labor time as a Type
2. If all the available time is dedicated to Type 2 alone, the company can produce a total of 400
Type 2 hats a day. The respective market limits for the two types are 150 and 200 hats per day.
The revenue is Rs. 8 per Type 1 hat and Rs. 5 per Type 2 hat. Formulate the above problem as
an LPP to maximize the revenue.

15. A bank makes four kinds of loans to its personal customers and these loans yield the following
annual interest rates to the bank:

• First mortgage 14%.

• Second mortgage 20%.
• Home improvement 20%.
• Personal overdraft 10%.

The bank has a maximum foreseeable lending capability of £250 million and is further con-
strained by the policies: (a) the first mortgages must be at least 55% of all mortgages issued
and at least 25% of all loans issued (in £ terms), (b) second mortgages cannot exceed 25% of
all loans issued (in £ terms), and (c) to avoid public displeasure and the introduction of a new

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 windfall tax the total interest rate on all loans must not exceed 15%. Formulate the bank’s loan
problem as an LP so as to maximize interest income whilst satisfying the policy limitations.

16. The agricultural research institute suggested the farmer to spread out at least 4800 kg of spe-
cial phosphate fertilizer and not less than 7200 kg of a special nitrogen fertilizer to raise the
productivity of crops in his fields. There are two sources for obtaining these mixtures A and
mixtures B. Both of these are available in bags weighing 100 kg each and they cost Rs. 40 and
Rs. 24 respectively. Mixture A contains phosphate and nitrogen equivalent of 20 kg and 80 kg
respectively, while mixture B contains these ingredients equivalent of 50 kg each. Write this as
an LPP and determine how many bags of each type the farmer should buy in order to obtain the
required fertilizer at minimum cost

17. For a 24 hour cafeteria the following waitresses are required:

Period of day 6-9 9-12 12-15 15-18 18-21 21-24 24-3 3-6
Min. no. of waitresses required 4 10 8 6 7 4 2 2

Every waitress works continuously for six hours without any break. Each waitress is paid same
salary. Find the number of waitresses to be employed at the beginning of each period so that
the expenses on the salary of waitresses are minimized. Note that each waitress works for two
periods.

18. A Scrap metal dealer has received a bulk order from a customer for a supply of at least 2000
kg of scrap metal. The consumer has specified that at least 1000 kg of the order must be high
quality copper that can be melted easily and can be used to produce tubes. Further, the customer
has specified that the order should not contain more than 200 kg of scrap which are unfit for
commercial purposes. The scrap metal dealer purchases the scrap from two different sources in
an unlimited quantity with the following percentages (by weight) of high quality of copper and
unfit scrap

Source A Source B
Copper 40% 75%
Unfit scrap 7.5% 10%

The cost of metal purchased from source A and source B are Rs. 12.50 and Rs. 14.50 per kg
respectively. Determine the optimum quantities of metal to be purchased from the two sources
by the metal scrap dealer so as to minimize the total cost.

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