OIE352-Resource Management Techniques Department of Mathematics 2024-2025

UNIT-III/ PART-A
1 What is integer programming?
A linear programming problem in which some or all of the variables in the optimal
solution are restricted to assume non-negative integer (or discrete) values is called an
Integer Programming Problem (IPP) or Integer Linear Programming (ILP).
2 State the general form of an integer programming problem?
The general Integer Programming Problem is given by Maximize Z = CX, Subject to
the constraints AX ≤ b, X ≥ 0 and some or all variables are integers.
3 Define All IPP and Mixed IPP.
All (pure) IPP: In a linear programming problem, if all the variables in the optimal
solution are restricted to assume non-negative integer values, then it is called the pure
(all) IPP.
Mixed IPP: In a linear programming problem, if only some of the variables in the
optimal solution are restricted to assume non-negative integer values, while the
remaining variables are free to take any non-negative values, then it is called mixed
IPP.
4 List out some of the applications of IPP?
 IPP occur quite frequently in business and industry.
 All transportation, assignment and travelling salesman problems are IPP, since
the decision variables are either zero or one.
 All sequencing and routing decisions are IPP as it requires the integer values of
the decision variables.
 Capital budgeting and production scheduling problem are IPP. In fact, any
situation involving decisions of the type either to do a job or not to do can be
treated as an IPP.
 All allocation problems involving the allocation of goods, men, machines, give
rise to IPP since such commodities can be assigned only integer and not
fractional values.
5 What is the importance of Integer Programming?
In linear programming problem, all the decision variables allowed to take any non-
negative real values, as it is quite possible and appropriate to have fractional values in
many situations. In many situations, like business and industry, these decision
variables make sense only if they have integer values in the optimal solution. Hence a
new procedure has been developed in this direction for the case of LPP subjected to
additional restriction that the decision variables must have integer values.
6 What is the strategy used in integer programming algorithms?
The ILP algorithms are based on exploiting the computational success of LP. The
strategy of these algorithms involves three steps.
Step 1: Relax the solution space of ILP by deleting the integer restriction on all integer
variables and replacing any binary variable y with the continuous range 0 ≤ y 1. The
result of the relaxation is a regular LP.
Step 2: Solve the LP and identify its continuous optimum.

KCG College of Technology Page 1 of 6

OIE352-Resource Management Techniques Department of Mathematics 2024-2025
Step 3: Starting from the continuous optimum point, add special constraints that
iteratively modify the LP solution space in a manner that will eventually render an
optimum extreme point satisfying the integer requirements.
7 What are the methods for generating the special constraints in ILP?
Two general methods have been developed generating the special constraints:
 Branch and Bound (B&B) Method: It starts with the continuous optimum, but
systematically partitions the solution space into sub problems that eliminate
parts that contain no feasible integer solution.
 Cutting Plane Method: This method solves the IPP as ordinary LPP by ignoring
the integer restriction and then introducing additional constraints one after the
other to cut (eliminate) certain part of the solution space until an integral
solution is obtained.
8 Write an algorithm for Gomory’s Fractional Cut algorithm?
Step 1: Convert the minimization IPP into an equivalent maximization IPP and all the
coefficients and constraints should be integers.
Step 2: Find the optimum solution of the resulting maximization LPP by using simplex
method.
Step 3: Test the integrity of the optimum solution.
Step 4: Rewrite each XBi
Step 5: Express each of the negative fractions if any, in the kth row of the optimum
simplex table as the sum of a negative integer and a non-negative fraction.
Step 6: Find the fractional cut constraint.
Step 7: Add fractional cut constraint at the bottom of optimum simplex table obtained
in step 2.
Step 8: Go to step 3 and repeat the procedure until an optimum integer solution is
obtained.
9 Mention some suggestions that are helpful in computation in ILP.
The most important factor affecting computation in ILP is the number of integer
variables and the feasible range in which they apply. It may be advantageous to reduce
the number of integer variables in the ILP model as much as possible. The following
suggestions may provide helpful:
 Approximate the integer variables by continuous ones whenever possible.
 For the integer variables, restrict their feasible ranges as much as possible.
 Avoid the use of nonlinearity in the model.
10 What is a fractional cut?
In the cutting plane method, the fractional cut constraints cut the unused area of the
feasible region in the graphical solution of the problem. i.e. cut that area which has no
integer-valued feasible solution. Thus these constraints eliminate all the non-integral
solutions without loosing any integer-valued solution. A desired cut which represents
a necessary condition for obtaining an integer solution is referred to as the fractional
cut because all its coefficients are fractions.
11 What is mixed integer problem?
In the mixed integer programming problem only some of the variables are integer
constrained, while other variables may take integer or other real values. The problem
KCG College of Technology Page 2 of 6
OIE352-Resource Management Techniques Department of Mathematics 2024-2025
is first solved as a continuous LPP by ignoring the integer condition. If the values of the
integer constrained variables are integers then the current solution is an optimal
solution to the given mixed IPP. Otherwise select the source row which corresponds to
the largest fractional part fk among those basic variables which are constrained to be
integers. Then construct Gomorian constraint from the source row.
12 What is dynamic programming?
Dynamic programming is the mathematical technique of optimization using
multistage decision process. It is a process in which a sequence of interrelated
decisions has to be made. It provides a systematic procedure for determining the
combination of decisions which maximize overall effectiveness.
13 Specify the need for dynamic programming.
Decision making process consists of selecting a combination of plans from a large
number of alternative combinations. This involves lot of computational work and time.
Dynamic programming deals with such situations by dividing the given problem into
sub problems or stages. Only one stage is considered at a time and the various
infeasible combinations are eliminated with the objective of reducing the volume of
computations. The solution is obtained by moving from one stage to the next and is
completed when the final stage is reached.
14 What is forward and backward recursion?
Forward recursion is one in which the computation proceed from stage 1 to stage n.
The same can be solved by backward recursion starting at stage n and ending at stage
1. Both yield the same solution. Although forward appears more logical, DP invariably
uses backward recursion. The reason for this preference is that, in general backward
recursion may be more efficient computationally.
15 State Bellman’s principle of optimality.
An optimal policy (set of decisions) has the property that whatever be the initial state
and initial decisions, the remaining decisions must constitute an optimal policy for
the state resulting from the first decision.
16 List some characteristics of dynamic programming problems.
The characteristics of dynamic programming problems may be outlined as:
 Each problem can be divided into stages, with a policy decision required at each
stage.
 Each stage has number of states associated with it.
 The effect of the policy decision at each stage is to transform the current state
into a state associated with the next stage.
 The current state of the system is described by state variables.
17 State Markovian property.
For dynamic programming problem, in general, the knowledge of the current state of
the system conveys all of the information about its previous behaviour necessary for
determining the optimal policy hence forth. This is the Markovian property.
18 Define stage.
A stage may be defined as the portion of the problem that possesses a set of mutually
exclusive alternatives from which the best alternative is to be selected. If we are to take
six sequential decisions then we have six stages.
KCG College of Technology Page 3 of 6
OIE352-Resource Management Techniques Department of Mathematics 2024-2025
19 Mention some applications of dynamic programming.
 Used for production, scheduling and employment smoothening problems.
 Used to determine the inventory level and formulating inventory recording.
 Applied for allocating scarce resource to different alternative uses.
 Used to determine the optimal combination of advertising media.
 Applied in replacement theory to determine at which age the equipment is to be
replaced for optimal return from the facility.
20 What are the steps involved in dynamic programming algorithm?
Step 1: Identify the decision variables and specify objective function to be optimized.
Step 2: Decompose the given problem into smaller sub problems. Identify state
variables a t each stage.
Step 3: Write the general recursive relationship for computing the optimal policy.
Step 4: Write the relation giving the optimal decision function for one stage sub-
problem and solve it.
Step 5: Solve the optimal decision function for 2-stage, 3-stage, ....(n-1)-stage and n-
stage problem.
UNIT-IV / PART-A
1 What is nonlinear programming?
Nonlinear programming is an extension of linear programming. In real life problems
the objective function may be nonlinear but the set of constraints may be linear or
nonlinear. Such problems are called as nonlinear problems. A set of nonlinear
programming problems include:
 Nonlinear programming problems of general nature.
 Quadratic programming problems.
 Separable programming problems
2 How do classical optimization problems determine points of maxima and minima?
Classical optimization theory uses differential calculus to determine points of maxima
and minima extrema) for unconstrained and constrained functions. The methods may
not be suitable for efficient numerical computations, but the underlying theory
provides the basis for most nonlinear programming algorithms.
3 What is an unconstraint problem?
An extreme point of a function f(X) defines either maximum or minimum of the
function. Mathematically, a point X0= (x10,….., xj0,……., xn0) is a maximum if f(X0 + h) ≤
f (X0) for all h = (h1,...., hj,…., hn) and |hj| is sufficiently small for all j.
4 What is the necessary condition for an n variable function to have extrema?
A necessary condition for X0 to be an extreme point of f(x) is that f(X0) = 0.
5 What is the sufficient condition for a function to have extrema?
A sufficient condition for a stationary point X0 to be an extremum is that Hessian
matrix H evaluated at X0 satisfy the following conditions:
 H is positive definite if X0 is minimum point.
 H is negative definite if X0 is maximum point.
6 What are the various aspects of non-linear optimization?
 Unconstrained extremum points.
KCG College of Technology Page 4 of 6
OIE352-Resource Management Techniques Department of Mathematics 2024-2025
 Constrained problems with equality constraints – Lagrangean method.
 Constrained problems with inequalities – Kuhn Tucker conditions.
 Quadratic programming.
7 Define Newton-Raphson method
The Newton-Raphson method is an iterative procedure for solving simultaneous
nonlinear equations. It is part of gradient methods for optimizing unconstrained
functions numerically.
8 List the types of constrained problems.
There are 2 types of constrained problem
 Equality constraints
 Inequality constraints
9 List the methods to solve equality constraints
Equality constraints present two methods.
 Jacobian method
 Lagrangean method
The Lagrangean method can be developed logically from the Jacobian method. It
provides an economic interpretation of Lagrangean method.
10 What is the mathematical form of Lagrangean method?
The form for nonlinear programming: Maximize or minimize Z = f(X1, X2, ….., Xj,……,
Xn) subject to Gi(X1, X2, ….., Xj,……, Xn) = bi, i = 1, 2, ….., m, Xj  0, j = 1, 2, ….., n.
11 Define Lagrangean method.
The Lagrangean method for identifying the stationary points of optimization problem
with equality constraints are defined by the procedure which is developed formally as
L(X, ) = f (X) - g(X). The function L is called the Lagrangean function and the
parameters  the Lagrange multipliers.
12 Mention the steps involved in Lagrangean method.
Step 1: Form the Lagrangean function.
Step 2: The first partial derivative of L with respect to X j is obtained, where j varies
from 1 to n, and also with respect to i, where i varies from 1 to m. then equate them to
0.
Step 3: Solution to equations in step 2 are found.
Step 4: The bordered Hessian square matrix [HB] of size n + m is formed.
Step 5: The stationary points (X1*, X2*, ….., Xj*,……, Xn*) are tested for
maximization/minimization objective function.
13 What is the condition to be checked for maximization type objective function?
The stationary point will be given the maximum objective function value if the sign of
each of the last (n – m) principal minor determinants of the bordered Hessian matrix is
the same as that of (-1)m+1, ending with the (2m+1)th principal minor determinant.
14 What is the condition to be checked for minimization type objective function?
The stationary point will be given the minimum objective function value if the sign of
each of the last (n – m) principal minor determinants of the bordered Hessian matrix is
the same as that of (-1)m, ending with the (2m+1)th principal minor determinant.
KCG College of Technology Page 5 of 6
OIE352-Resource Management Techniques Department of Mathematics 2024-2025
15 What is the mathematical form of constrained optimization problem with inequality
constraints?
The inequality constraints can be converted into equations and use the Lagrangean
method. The problem is of the form: Maximize Z = f(X) subject to g(X)  0, where X =
(x1, x2, …., xn) and g = (g1, g2, …., gm)T. The functions f(X) and gi(Xi) are assumed to be
twice differentiable.
16 Define Jacobian matrix
The Jacobian matrix is the matrix of all first order partial derivatives of a vector valued
function. When the matrix is a square matrix, both the matrix and its determinant are
referred to as Jacobian matrix. J m x m is called the Jacobian matrix. The Jacobian J is
assumed nonsingular. This is possible because m equations are independent by
definition.
17 Mention about sensitivity analysis in the Jacobian method.
The Jacobian method can be used to study the effect of small changes in the right hand
side of the constraints on the optimal value of f. This type of investigation is called
sensitivity analysis and is similar to what is carried out in linear programming.
18 What is sensitive coefficient?
The effect of the small change g on the optimum value of f can be studied by
evaluating the rate of change of f with respect to g. These rates are usually referred to
as sensitivity coefficients.
19 Define KKT
The Karush–Kuhn–Tucker (KKT) conditions (also known as the Kuhn–Tucker
conditions) are first order necessary conditions for a solution in nonlinear
programming to be optimal, provided that some regularity conditions are satisfied.
Allowing inequality constraints, the KKT approach to nonlinear programming
generalizes the method of Lagrange multipliers, which allows only equality
constraints. The system of equations corresponding to the KKT conditions is usually
not solved directly, except in the few special cases where a closed-form solution can be
derived analytically.
20 What is the mathematical form of Kuhn Tucker conditions?
The form for nonlinear programming which is having a maximization objective
function with all less than or equal to type constraints: Maximize Z = f(X 1, X2, …..,
Xj,……, Xn) subject to Gi(X1, X2, ….., Xj,……, Xn)  bi, i = 1, 2, ….., m, Xj  0, j = 1, 2, …..,
n.

KCG College of Technology Page 6 of 6