BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE PILANI - KK BIRLA

GOA CAMPUS
FIRST SEMESTER 2014-2015

Optimization
Tutorial1

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 + x22 c2 , c is a scalar}.
(c) S = {(x1 , x2 ) R2 : x1 x2 2, x1 0, x2 0}.
(d) S = {(x1 , x2 ) R2 : 2x1 + 5x2 10, 3x1 + x2 3}.
(e) 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) S = {u : u = x, where x S and is a scalar} is a convex set.

7. 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.

8. 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 consid-
eration, 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.
 9. (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.

10. 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.

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

12. The agricultural research institute suggested the farmer to spread out at least 4800 kg of special 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

13. 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.

14. 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%

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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.

THE END