C 24971 (Pages : 4 + 4 = 8) Name........................................

Reg. No.....................................

FOURTH SEMESTER M.Sc. DEGREE EXAMINATION, APRIL 2022

(CBCSS—SDE/Private)

Mathematics

MTH 4C 16—OPTIMIZATION TECHNIQUES IN OPERATIONS RESEARCH

(2019 Admission onwards)

Time : Three Hourss Maximum : 30 Weightage

Part A

Answer all the questions.

Each question carries weightage 1.

1. A statue is to be erected in a village square on a stone platform which is to be built on cement

concrete foundation. The statue is to be prepared at another place, moved and erected. The various
operations of the project are given below. Construct the network of the project. Write clearly A,
B,C, etc. on the activities :

A : Make statue

B : Shift statue

C : Erect statue

D : Lay foundation of the platform

E : Construct platform

2. Write down the assumption on sequenceing problem.

3. Describe matrix minor test.

4. Find the point on the line 2 y1 + y2 = 6 nearest to the origin in the first quadrant.

5. Prove that f ( X ) = X T AX is convex in ℝ n if X T AX is positive semi-definite.

6. Find the dual of the problem :

minimize f ( X ) = − 4 x1 − 2 x2 + x12 + x2
subject to 2 x1 − x2 ≤ 7
− x1 + x2 ≤ − 2
x1 , x2 ≥ 0.
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 2 C 24971

7. Describe Golden section method.

8. Find the lower bound for f ( X ) = x −2 + x −1 + 1 + x.

(8 × 1 = 8 weightage)

Part B

Answer any six questions.

Each question carries weightage 2.

9. Find the sequence that minimizes the total elapsed time required to complete the following tasks.
The table below gives the processing time in hours. Also, calculate the idle time for both machines.

Job 1 2 3 4 5 6 7

M1 1 5 2 4 2 4 4

M2 4 4 2 2 4 3 5

10. Describe conditions and algorithm of n Jobs and m Machines.

11. Find the optimal sequence that minimizes the total elapsed time required to complete the following
tasks. Each job is processed in the order M1M3M2.

Job 1 2 3 4 5 6 7

Processing time on M1 13 5 6 12 6 8 7

Processing time on M2 8 9 8 4 8 9 4

Processing time on M3 4 5 2 5 3 4 6

12. Using the dynamic programming, find three nonnegative real numbers such that sum of the
squares of these is minimum with the restriction, that their sum is not less than 45.

13. Use dynamic programming to solve the LPP :

maximize z = 3 x1 + 5 x2
subject to 3x1 + 2 x2 ≤ 18
x1 ≤ 11
x2 ≤ 18
x1 , x2 ≥ 0.

14. Solve the following nonlinear programming problem by Lagrange multiplier method :

maximize f ( X ) = 4 x12 + 2 x22 + x32 − 4 x1 x2

subject to x1 + x2 + x3 = 15
2 x1 − x2 + 2 x3 = 20
x1 , x2 , x3 ≥ 0.
 3 C 24971

15. Formulate the approximate LPP for the following separable programming problem and find its
solution :

maximize f ( X ) = sin ( sin πx1 4 ) + x2

subject to x12 + 3 x2 ≤ 4
x1 , x2 ≥ 0.

16. Let F ( X ) be a quadratic function of n variables with positive definite Hessian matrix. Show that

if the successive optimal steps are taken along s1 , s2 ,....., sn , then the point of minimum is reached
in exactly n iterations.

 
17. Find the minimum of the function f ( x ) =
1
1 + x2
(
+ 1 + x2 )  3 − 2  + x on the interval [ 0, 1] ,
2 
1 +x 


using the Fibonacci method with n = 8.

(6 × 2 = 12 weightage)

Part C

Answer any two questions.

Each question carries weightage 5.

18. A small project consists of the following activities where duration is in days and cost is in rupees :

Activity Precedence Normal duration Normal cost Crash duration Crash cost

A – 6 300 5 400

B – 8 400 6 600

C A 7 400 5 600

D B 11 1000 4 1350

E C 8 500 5 800

F B 7 400 6 500

G D, E 5 1000 3 1400

H F 8 500 5 950

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 4 C 24971

i) Draw the network and find the normal duration ;

ii) Find the most economical schedule if the project is to be completed in 21 days ; and

iii) Find the minimum project duration and total cost involved.

19. An electric component has three components 1, 2 and 3 which are connected in a series, i.e., if one
component fails the system does not work. To improve the reliability of the system each component
is supplemented by 1 or 2 or 3 parallel units (in case any component fails the supplement unit
starts working and the system remains in operation). The following data gives the cost of parallel
units and reliability at each component. The total money available for the improvement is $9,000.

Number of Component I Component II Component III

Parallel units cost (Reliability) cost (Reliability) cost (Reliability)

1 1 (0.4) 2 (0.5) 3 (0.7)

2 3 (0.6) 4 (0.6) 4 (0.8)

3 4 (0.8) 5 (0.7) 5 (0.9)

Here cost is given in thousands. Find the money spent on each component for attaching
supplementary units so that reliability of the system is maximum.

20. Apply Wolfe’s method for solving the quadratic programming problem :

maximize f ( X ) = − 2 x12 − 3 x22 − 4 x1 x2 + 6 x1 + 3 x2

subject to x1 + x2 ≤ 1
2 x2 + 3 x3 ≤ 4
x1 , x2 ≥ 0.

21. Find the optimal solution of the following constrained posynomial problem

−3 −2
maximize f = 2 x12 x22 + 2 x1 x2
1
subject to x1 x2− 1 ≤
4
x1 , x2 ≥ 0.

(2 × 5 = 10 weightage)
C 44217 (Pages : 3 + 4 = 7) Name.........................................

Reg. No.....................................

FOURTH SEMESTER M.Sc. DEGREE (REGULAR/SUPPLEMENTARY)

EXAMINATION, APRIL 2023

(CBCSS—SDE)

Mathematics

MTH 4C 16—OPTIMIZATION TECHNIQUES IN OPERATIONS RESEARCH

(2019 Admission onwards)

Time : Three Hours Maximum : 30 Weightage

Part A

Answer all the questions.

Each question carries weightage 1.

1. What is the use of dummy activity in a network ?

2. When is an activity called a critical activity ?

3. Draw the graph of the direct cost relationship.

4. What is Bellman’s optimality principle ?

5. Test the definiteness of the function f ( X ) = x12 + x22 + x32 − 2 x1 x2 .

6. What is cargo loading problem ?

7. Define the Hessian matrix of a function of n variables f ( X ) .

8. Write the difference between Fibonacci method and Golden section method.

(8 × 1 = 8 weightage)

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 2 C 44217

Part B

Answer any two questions from each module.

Each question carries weightage 2

MODULE I

9. Draw the network of the project for which :

(i) Activities A and B start simultaneously ;

(ii) Activities A, C, B, F, G precede C, D, E, H, I respectively ;

(iii) E precede G and H ; and

(iv) D, H, I precede J, a terminal activity.

10. Describe the Stepping step method in project management.

11. Write the algorithm for the sequencing problem of n jobs and m machines.

MODULE II

12. Define the Lagrange function L ( X, λ ) . What are the necessary conditions for the existence of

stationary points of L ( X, λ ) ?

13. Prove that the set S = {X : gi ( X ) ≤ 0, X ≥ 0} of feasible solutions of a convex non linear programming

problem is a convex set.

14. Write the Kuhn Tucker conditions for a convex nonlinear programming problem.

MODULE III

15. Find the maximum of f ( x ) = x (1.5 − x ) in the interval [0, 1] to within 10 % of the exact value.
Take δ = 0.001.

16. Describe the conjugate gradient search method.

17. Find the lower bound for f ( X ) = x 4 + 4 x −3 , x > 0.

(6 × 2 = 12 weightage)
 3 C 44217

Part C

Answer any two questions.

Each question carries weightage 5

18. (a) Define the term :

(a) Critical path ; and

(b) Critical activity.

(b) Find the critical path by critical path method of the network where the activities satisfy the
requirements :

(i) A and B are the first activities of the project to start simultaneously ;

(ii) A and B precede C ;

(iii) B precedes D and E ;

(iv) A and B precede F ;

(v) F and D precede G and H ;

(vi) C and G precede I ;

(vii) E, H and I are the terminal activities. The duration of activities A, B, C, D, E, F, G, H

and I are 2,3, 5, 2, 7,4, 6,11 and 3 respectively.

19. (a) Find the maximum of sum of cubes of three positive integers whose product does not exceed 5.

(b) Let f ( X ) be a convex function defined over a convex set S in ℝ n . Then prove that local

minimum is global minimum of f ( X ) over S.

20. (a) Find stationary points and classify for the function f ( X ) = 2 + 2 x1 + 3 x2 − x12 − x22 .

(b) Let f ( X ) = X T AX. Then prove that f ( X ) is convex in ℝ n if X T AX is positive semi-definite.

21. (a) Minimize the function f ( x1 , x2 ) = 2 x12 + 2 x1 x2 + x22 + x1 − x2 starting from the initial

approximate minimum point X 1 = ( 0, 0 ) T .

(b) Find the dimensions of a rectangle of greatest area that can be inscribed in a semicircle of
radius R.

(2 × 5 = 10 weightage)
D 101267 (Pages : 3) Name.........................................

Reg. No.....................................

FOURTH SEMESTER M.Sc. DEGREE (REGULAR/SUPPLEMENTARY)

EXAMINATION, APRIL 2024
(CBCSS)

Mathematics

MTH4C16—OPTIMIZATION TECHNIQUES IN OPERATIONS RESEARCH.

(2019 Admission onwards)

Time : Three Hours Maximum : 30 Weightage

Part A
Answer all the questions.
Each question carries weightage 1.

1. What is meant by Crash cost schedule ?

2. What is meant by optimal scheduling by critical path method ?

3. Draw the graph of the direct cost relationship.

4. Distinguish between forward dynamic programming and backward dynamic programming.

5. Decide the definiteness of the function :

f ( X ) = −3 x12 + 2 x22 − 3 x32 − 10 x1 x2 + 4 x2 x3 + 6 x1 x3 .

6. Is the sum of two convex functions convex ? Justify your answer.

7. What are the limitations of Fibonacci search method ?

8. What is the general form of a constrained posynomial minimization problem ?

(8 × 1 = 8 weightage)
Part B
Answer any two questions from each module.
Each question carries weightage 2.
Module I
9. A statue is to be erected in a village square on a stone platform which is to be built on cement
concrete foundation. The statue is to be prepared at another place, moved and erected. The various
operations of the project are given here. Construct the network of the project. Write A, B, C, etc. on
the activities. A : Make statue, B : Shift statue, C : Erect statue, D : Lay foundation of the platform,
E : Construct platform.

Turn over
 2 D101267

10. Describe the Stepping step method in project management.

11. Write the algorithm for the sequencing problem of 2 jobs on ordered m machines.
Module II

12. Using dynamic programming, find three nonnegative real numbers such that sum of squares of
these is minimum with the restriction their sum is not less than 45.

13. Define Lagrange function L ( X,λ ) . Write the necessary conditions for determining the stationary

points of L ( X,λ ) .

14. Find the minimum value of z = −2 x1 − x2 subject to x1 − x2 ≤ 0, x12 + x22 ≤ 4, x1 , x2 ≥ 0.

Module III
15. Describe the Dichotonomous search method.

16. Find the lower bound for f ( x ) = x −4 + 4 x3 + 4 x, x > 0.

17. Describe the Gravel box design.

(6 × 2 = 12 weightage)
Part C
Answer any two questions.
Each question carries weightage 5.

18. (a) Define the terms (a) critical path and (b) critical activity.

(b) Find the critical path by critical path method of the network where the activities satisfy the
requirements : (i) A and B are the first activities of the project to start simultaneously ;
(ii) A and B precede C ; (iii) B precedes D and E ; (iv) A and B precede F ; (v) F and D precede
G and H ; (vi) C and G precede I ; (vii) E, H and I are the terminal activities. The duration of
activities A, B, C, D, E, F, G, H and I are 2, 3, 5, 2, 7, 4, 6, 11 and 3 respectively.

19. (a) Define compression limit of an activity.

(b) Find the sequence that minimises the total elapsed time required to complete the following
task. The table gives the processing time in hours. Also calculate the idle time for both machines.

Job 1 2 3 4 5 6 7

M1 1 5 2 4 2 4 4

M2 4 4 2 2 4 3 5
 3 D 101267

20. (a) What is capital budgeting problem ?

(b) Find the point on the line 2y1 + y2 = 6 nearest to the origin in the first quadrant.
21. (a) Write the Kuhn Tucker conditions in convex non linear programming problem.
(b) Use the Lagrange multiplier method to solve the non linear programming problem : optimise

f ( X ) = 2 x12 + x22 + x32 + 10 x1 + 8 x2 + 6 x3 − 100 subject to x1 + x2 + x3 = 20, x1 , x2 , x3 ≥ 0 . Does the

solution maximise or minimise the objective function ?

(2 × 5 = 10 weightage)