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CONSTRAINED OPTIMIZATION

SOFTWARE

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FIGURE 15.9
Mathcad screen for a nonlinear constrained optimization problem.

PROBLEMS
15.1 A company makes two types of products, A and B. These products are produced during a 40-hour work week and then shipped out
at the end of the week. They require 20 and 5 kg of raw material per
kg of product, respectively, and the company has access to 9500 kg
of raw material per week. Only one product can be created at a
time with production times for each of 0.04 and 0.12 hr, respectively. The plant can only store 550 kg of total product per week.
Finally, the company makes profits of $45 and $20 on each unit of A
and B, respectively. Each unit of product is equivalent to a kg.
(a) Set up the linear programming problem to maximize profit.
(b) Solve the linear programming problem graphically.
(c) Solve the linear programming problem with the simplex method.
(d) Solve the problem with a software package.
(e) Evaluate which of the following options will raise profits the
most: increasing raw material, storage, or production time.
15.2 Suppose that for Example 15.1, the gas-processing plant decides to produce a third grade of product with the following characteristics:

Supreme
Raw gas
Production time
Storage
Profit

15 m3/tonne
12 hr/tonne
5 tonnes
$250/tonne

In addition, suppose that a new source of raw gas has been discovered so that the total available is doubled to 154 m3/week.
(a) Set up the linear programming problem to maximize profit.
(b) Solve the linear programming problem with the simplex method.
(c) Solve the problem with a software package.
(d) Evaluate which of the following options will raise profits the
most: increasing raw material, storage, or production time.
15.3 Consider the linear programming problem:
Maximize f(x, y) = 1.75x + 1.25y

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PROBLEMS
subject to
1.2x + 2.25y 14
x + 1.1y 8
2.5x + y 9
x 0
y0
Obtain the solution:
(a) Graphically.
(b) Using the simplex method.
(c) Using an appropriate software package (for example, Excel,
MATLAB, or Mathcad).
15.4 Consider the linear programming problem:
Maximize f(x, y) = 6x + 8y
subject to
5x + 2y 40
6x + 6y 60
2x + 4y 32
x 0
y0
Obtain the solution:
(a) Graphically.
(b) Using the simplex method.
(c) Using an appropriate software package (for example, Excel).
15.5 Use a software package (for example, Excel, MATLAB,
Mathcad) to solve the following constrained nonlinear
optimization problem:
Maximize f(x, y) = 1.2x + 2y y3
subject to
2x + y 2
x 0
y0
15.6 Use a software package (for example, Excel, MATLAB,
Mathcad) to solve the following constrained nonlinear
optimization problem:
Maximize f(x, y) = 15x + 15y

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15.7 Consider the following constrained nonlinear optimization
problem:
Minimize f(x, y) = (x 3)2 + (y 3)2
subject to
x + 2y = 4
(a) Use a graphical approach to estimate the solution.
(b) Use a software package (for example, Excel) to obtain a more
accurate estimate.
15.8 Use a software package to determine the maximum of
f(x, y) = 2.25x y + 1.75y 1.5x 2 2y 2
15.9 Use a software package to determine the maximum of
f(x, y) = 4x + 2y + x 2 2x 4 + 2x y 3y 2
15.10 Given the following function,
f(x, y) = 8x + x 2 + 12y + 4y 2 2x y
use a software package to determine the minimum:
(a) Graphically.
(b) Numerically.
(c) Substitute the result of (b) back into the function to determine
the minimum f (x, y).
(d) Determine the Hessian and its determinant, and substitute the
result of part (b) back into the latter to verify that a minimum
has been detected.
15.11 You are asked to design a covered conical pit to store 50 m3
of waste liquid. Assume excavation costs at $100/m3, side lining
costs at $50/m2, and cover cost at 25/m2. Determine the dimensions
of the pit that minimize cost (a) if the side slope is unconstrained and
(b) if the side slope must me less than 45.
15.12 An automobile company has two versions of the same
model car for sale, a two-door coupe and the full-size four door.
(a) Graphically solve how many cars of each design should be produced to maximize profit and what that profit is.
(b) Solve the same problem with Excel.

Profit
Production time
Storage
Consumer demand

Two Door

Four Door

$13,500/car
15 h/car
400 cars
700/car

$15,000/car
20 h/car
350 cars
500/car

Availability
8000 h/year
240,000 cars

subject to
x 2 + y2 1
x + 2y 2.1
x 0
y0

15.13 Og is the leader of the surprisingly mathematically advanced,

though technologically run-of-the-mill, Calm Waters caveman tribe.
He must decide on the number of stone clubs and stone axes to be
produced for the upcoming battle against the neighboring Peaceful

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Sunset tribe. Experience has taught him that each club is good for,
on the average, 0.45 kills and 0.65 maims, while each axe produces
0.70 kills and 0.35 maims. Production of a club requires 5.1 lb of
stone and 2.1 man-hours of labor while an axe requires 3.2 lb of
stone and 4.3 man-hours of labor. Ogs tribe has 240 lb of stone
available for weapons production, and a total of 200 man-hours of
labor available before the expected time of this battle (that Og is
sure will end war for all time). Og values a kill as worth two maims
in quantifying the damage inflicted on the enemy, and he wishes to
produce that mix of weapons that will maximize damage.
(a) Formulate this as a linear programming problem. Make sure to
define your decision variables.
(b) Represent this problem graphically, making sure to identify all
the feasible corner points and the infeasible corner points.
(c) Solve the problem graphically.
(d) Solve the problem using the computer.
15.14 Develop an M-file that is expressly designed to locate a
maximum with the golden-section search algorithm. In other
words, set if up so that it directly finds the maximum rather than
finding the minimum of f (x). Test your program with the same
problem as Example 13.1. The function should have the following
features:

Check whether the guesses bracket a maximum. If not, the

function should not implement the algorithm, but should return
an error message.
Iterate until the relative error falls below a stopping criterion or
exceeds a maximum number of iterations.
Return both the optimal x and f(x).
Use a bracketing approach (as in Example 13.2) to replace old
values with new values.

15.17 The length of the longest ladder that can negotiate the corner
depicted in Fig. P15.17 can be determined by computing the value
of that minimizes the following function:
L() =

Base it on two initial guesses, and have the program generate

the third initial value at the midpoint of the interval.

w1
w2
+
sin
sin( )

For the case where w1 = w2 = 2 m, use a numerical method

(including software) to develop a plot of L versus a range of s
from 45 to 135.

FIGURE P15.17
A ladder negotiating a corner formed by two hallways.

Iterate until the relative error falls below a stopping criterion or

exceeds a maximum number of iterations.
Return both the optimal x and f(x).

15.15 Develop an M-file to locate a minimum with the goldensection search. Rather than using the standard stopping criteria
(as in Fig. 13.5), determine the number of iterations needed to
attain a desired tolerance.
15.16 Develop an M-file to implement parabolic interpolation to
locate a minimum. Test your program with the same problem as
Example 13.2. The function should have the following features:

w1

q
a
w2