QUADRATIC
PROGRAMMING
Quadratic Programming
A quadratic programming problem is a non-linear
programming problem of the form
Maximize
Subject to
T
z c X X DX
A X b , X 0
Here
x1
b1
x
b
2 2
X . , b . , c c1 c2 . . . cn
.
.
xn
bm
a11 a12

Dual simplex method for
solving the primal
In this lecture we describe the
important Dual Simplex method
and illustrate the method by doing
one or two problems.
Dual Simplex Method
Suppose a basic solution satisfies the optimality
conditions but not feasi

The Assignment Model
" The best person for job" is an apt description of
the assignment model.
The general assignment model with n workers
and n jobs is presented below:
Jobs
1 2 .
n
1 c11 c12
c1n
Workers 2 c21 c22
c2n
n
cn1 cn2
cnn
The element cij is

Determination of
Starting Basic Feasible
Solution
Determination of the starting Solution
In any transportation model we determine a starting
BFS and then iteratively move towards the optimal
solution which has the least shipping cost.
There are three meth

The Transportation Model
Formulations
The Transportation Model
The transportation model is a special class of LPPs
that deals with transporting(=shipping) a
commodity from sources (e.g. factories) to
destinations (e.g. warehouses). The objective is to
det

Addition of a new constraint
The addition of a new constraint to an existing
model can lead to one of two cases:
1. The new constraint is redundant, meaning
that it is satisfied by the current optimal
solution and hence can be dropped
altogether from the

In this presentation
we illustrate the ideas
developed in the
previous presentation
with two more
problems
Consider the following LPP:
Maximize z 6 x1 x2 2 x3
Subject to
1
2 x1 2 x2 x3 2
2
3
4 x1 2 x2 x3 3
2
1
x1 2 x2 x3 1
2
x1 , x2 , x3 0
Let x4, x5, x6

The Simplex algorithm
Abstract: In this lecture we discuss the
computational aspects of the Simplex
algorithm. We shall see how a LPP is put
into a simplex tableau. Starting from a BFS,
we explain how to proceed step by step till
we reach the optimal solu

Artificial Variable
Techniques
Big M-method
Lecture 6
Abstract If in a starting simplex tableau,
we dont have an identity submatrix (i.e. an
obvious starting BFS), then we introduce
artificial variables to have a starting BFS.
This is known as artificial

Algebraic Solution of LPPs - Simplex
Method
To solve an LPP algebraically, we first put it
in the standard form. This means all
decision variables are nonnegative and all
constraints (other than the nonnegativity
restrictions) are equations with nonnegati

Problem 6 Problem Set 2.3A Page
26(Modified)
Electra produces two types of electric motors,
each on a separate assembly line. The respective
daily capacities of the two lines are 150 and 200
motors. Type I motor uses 2 units of a certain
electronic compon

Classical Optimization Theory
Direct Search Method
For maximization of uni modal function f(x)
over the interval a x b.
At Initial, I0 = (a, b); Ii-1 = (xL, xR).
Find x1 and x2 such that
xL < x1 < x2 < xR.
Direct Search Algo
1. Set I0 = (a, b) = (xL, x

Goal Programming
Goal Programming is a fancy name for a very simple
idea: the line between objectives and constraints is
not completely solid. In particular, when there are a
number of objectives, it is normally a good idea to
treat some or all of them as

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI
First Semester 2012-13 AAOC C222 (OPTIMIZATION)
ASSIGNMENT
Maximum Marks: 30
*
Note: Submit handwritten solutions of the assignment to your registered instructor on
23/11/2012 in the class at 8 AM only by

Problem 7.5-3 Hillier and Lieberman Page 345
The Research and Development Division of the
Emax Corporation has developed three new
products. A decision now needs to be made on
which mix of these products should be
produced. Management wants primary
consid