his question paper contains 1 Your Holl No. M 1c, /Semestor-lL, OPERATIONAL RE lesMath patical Course-201, Paper ramming (NGS A missions of 2009 nel onwards) Pine: Hours Maxinium Marks: 70 (Write your Roll No, on the top immediately on receipt of this question paper) Instructions: Answer five questions in all 1. A research and development organization was invited to conduct research on a cer sain engineering problem that is considered critical in the search for life on the other researeh teams of experts from the field wore constituted for solving the problem throngh dillerent approaches. Prom the past efforts of the research teams, planets, for similar design problems, it has beeu estimated that under present cireumstances, the probabilities that the respective teams-call them A, B,C, and D-will not steceed are 0.30,0.50,00.60, and 0.75. ‘Thus, the current probability that. all four teams will {ail to solve the problem is (0.80)(0.50)(0.60)(0.75) = 0.0675. Keeping in mind the criticality of the problem, the organization wants to ensure maximum success for its ftapleamentation, Consequently, after proper serutiny, four more top expertss have bee identified to help the current set of teams, Although, This would incur additional cost, of hiring to the organization keeping in mind the reputation and qualifications of the chosen experts, the organization has decided to go ahead with the experts to help in solving the problem irrespective of the cost. However, the organization is not sure how to utilize their services in order to minimize the probability of failure of the problem through the combined efforts of the four teams. After long calculations based on past record of the four teams, some estimates have been made regarding the probability that the four teams will fail when some sdditional experts are added to cach one of them. Only integer numbers are considered for assignment of the experts to the teams: because each new expert would need to devote his full attention to the team to which he is assigned. ‘The estimates of probability of failure corresponding to the various possible assignments of the experts to the four teams are provided in the following table. Probability of failure of Teams New Experts A B __ D 0 0.30 0.50 0.75 1 0.25 0.40 0.60 2 0.20 0.30 0.50 3 0.15 0.20 0.40 4 0.10 0.15 0.30 Use dynamic programming to determine the optimal allocation of the experts to the teams. (14)2. Mr. Rajencer is the owner and manager of a machine shop that doos custom ord work. This Wednesday afternoon, he has received cals from wo customer Tt h orders. One is trailer hitch company which ce some ¢\ lke to place rush orders. One js taller hitei company which woine some made heavy-duty tow bars. The other is a mini-car-c n rand ee stataizer bars, Both eustomers would like as many units as possible by the i :wo machines, nd of the week. Since both products would require the use of the same two m: Rajender neods to decide and inform the customers this afternoon about how many of each product he should agree to make over the next two days. { Bach tow bar requires 3.2 hours on machine-I and 2 hours on machine-II. Each stabi- liger bar tequires 2.4 hours on machine-I and 3 hours on machine-II, Machine-I will be ‘available for 16 hours over the next two days and machine-II will be available for 15 houts. ‘The profit for each tow bar produced would be Rs.130 and the profit for each stabilizer bar would be Rs.150. Formulate an integer linear programming model for the problem and determine the mix of production quantities that will maximize the total profit. (a4) 3. Consider the following quadratic programming problem max z= 2r) 422-29 subject to 20; +32 <6, 2a; +m <4, 21,02 2 0. (a) Write te Karush-Kuun Tuce. (IK) optimality conditions (b) Is the problem convex? Justify your answer. (c) Find an optimal solution of the problem using KKT conditions. (43,7) 4 (a) let SCR" be a convex set and f : $+ R be astrictly convex function. Show that here is a unique minimizing point of f over S ( Determine the value of the parameter a for which the function f(x,y) = —6x* + (20 + 4)ay - y? + day ‘Let S be a non-empty convex set in R" and f : S + R. Define epiy igraph of the funetion J Prove that f ia convex function on $ if and ony if epi f isa convex se (5,4,5) 5 (a). Consider the following nonlinear programmirg problem max 2} +a : subject to 3x, + 2x3 <9, { 4,02 20, Peeform three iterations using the separable programming algorithm. Consider 0 < aut $3 and four grid points giving sub-intervals of equal length for both 7 and 7 r He % Hye aa Big ee, eder the following, ane rained tininization problem mi ap he yd Bay iy a Perform three iterations using the method of Steepest, Descent, starting with the point . f(y hr 1) (7,7) 6 (n)/Use Ue Bala's additive algorithm to solve Une following, 0-1 integer programming, / problem max 2 Ty Brg 4 Subje dary ry bity Qty ty 3 Ary — 2aty — Ary bstg + Qty <7 r= Oorl (i= 1,2 (b). Let SCR" be an open convex set. and f:$ > A be differentinble, Show that fis convex function on § if and only if, for all a,ue (wl [V f(x) — VF] 20 che (10,4) 7 (A). Consider the following quadratic progranming problem min ee pate subject to Ax 0, why assumed to be positive semi-definite Write the Lagrangian dual of the Zoblem, State and prove the strong duality result under the appropriate assumptions isider the following nonlinear programming problem fs thetabove problem convex? Write the KIT conditions and check if these are satisfied at (2,4). (7,7) Zr Bp arygrtry es yatys Vag tty ye 3 yt 49 92 + 4yy, yy 26 >4