Optimization Techniques Exam Prep

This is a copy of a conversation between ChatGPT & Anonymous.

i'm gonna ask you some questions on optimization techniqeues with possible marks. Give me crisp
and clear answers for external exams.

Got it! I'll keep the answers concise and to the point for exam preparation. Go ahead with your
questions!

What is Single Variable Optimization? 1-2

Single Variable Optimization is the process of finding the maximum or minimum value of a function
with respect to a single variable. It involves analyzing the function’s behavior by taking its derivative,
setting it equal to zero to find critical points, and then using methods like the first or second derivative
test to determine the optimal values.

Write down theorem for “Necessary condition” for Single

Variable Optimization with Proof and diagram.

Theorem: Necessary Condition for Single Variable Optimization

Theorem:
If f (x) has a local maximum or minimum at x = c, and f (x) is differentiable at x = c, then the first
derivative of f (x) at x = c must be zero, i.e.,

f ′ (c) = 0

Proof:

1. Let f (x) be a differentiable function and x = c be a point where a local extremum (maximum or
minimum) occurs.

2. Consider a small neighborhood around c, i.e., the interval (c − ϵ, c + ϵ), where ϵ is a small positive
number.
3. Since x = c is a local extremum:

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 If it’s a local maximum, then f (x) ≤ f (c) for all x near c.
If it’s a local minimum, then f (x) ≥ f (c) for all x near c.
4. By the definition of a local extremum, the function does not increase or decrease immediately to
the left or right of x = c, implying that the slope of the tangent at x = c must be zero.

5. Hence, the necessary condition for a local extremum is that the derivative f ′ (c) must be equal to
zero.

Therefore, the first derivative at a point of local extremum must be zero:

f ′ (c) = 0

Diagram:

Here’s a general idea of the diagram for a function with a local extremum:

The graph will show a point where the slope is zero, and the curve is either increasing to the left of
x = c and decreasing to the right (local maximum), or vice versa (local minimum).

Let me generate a simple diagram to visualize this.

Getting started

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 Write down theorem for “Sufficient Condition” for Single
Variable Optimization with Proof and diagram.

2-3

Theorem: Sufficient Condition for Single Variable Optimization

Theorem:
If f (x) is twice differentiable at a point x = c and f ′ (c) = 0, then:

If f ′′ (c) > 0, then x = c is a local minimum.

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 If f ′′ (c) < 0, then x = c is a local maximum.

Proof:

1. Let f (x) be a twice-differentiable function, and assume that f ′ (c) = 0 (i.e., x = c is a critical
point).

2. To determine whether x = c is a local maximum or minimum, we use the second derivative, f ′′ (x)
.
3. Case 1: f ′′ (c) > 0:
The positive second derivative indicates that the function is concave up at x = c, meaning the
function has a local minimum at that point.
4. Case 2: f ′′ (c) < 0:
The negative second derivative indicates that the function is concave down at x = c, meaning the
function has a local maximum at that point.

Thus, the second derivative test provides a sufficient condition for determining the nature of the
extremum at x = c.

Diagram:

Here's a visual representation of the cases for local maxima and minima based on the second derivative
test:

A local minimum will have a curve that is concave up (U-shaped) at the point, and the slope is
zero.
A local maximum will have a curve that is concave down (n-shaped) at the point, and the slope is
zero.

Let me generate a diagram to show both cases visually.

Getting started

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 Determine the maximum and minimum values of the function
f (x) = 12x
5 − 45x
4 + 40x
3+5

(2-3 marks)

To determine the maximum and minimum values of the function f (x) = 12x5 − 45x4 + 40x3 + 5, we
will follow these steps:

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Step 1: Find the first derivative, f ′ (x).

We first differentiate the function to find the critical points.

d
f ′ (x) = ​
(12x5 − 45x4 + 40x3 + 5)
dx
Using the power rule:

f ′ (x) = 60x4 − 180x3 + 120x2

Step 2: Find the critical points by setting f ′ (x) = 0.

60x4 − 180x3 + 120x2 = 0

Factor the expression:

60x2 (x2 − 3x + 2) = 0

This gives two factors:

60x2 = 0 → x = 0
x2 − 3x + 2 = 0 → (x − 1)(x − 2) = 0 → x = 1, x = 2

Thus, the critical points are x = 0, x = 1, x = 2.

Step 3: Find the second derivative, f ′′ (x), to classify the critical points.

d
f ′′ (x) = (60x4 − 180x3 + 120x2 )
​

dx
Differentiate term by term:

f ′′ (x) = 240x3 − 540x2 + 240x

Step 4: Evaluate f ′′ (x) at each critical point.

At x = 0:

f ′′ (0) = 240(0)3 − 540(0)2 + 240(0) = 0

The second derivative test is inconclusive at x = 0, so we need to use the first derivative test or
other methods to classify this point.
At x = 1:

f ′′ (1) = 240(1)3 − 540(1)2 + 240(1) = 240 − 540 + 240 = −60

Since f ′′ (1) < 0, x = 1 is a local maximum.

At x = 2:

f ′′ (2) = 240(2)3 − 540(2)2 + 240(2) = 240(8) − 540(4) + 240(2) = 1920 − 2160 + 480 = 24

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 Since f ′′ (2) > 0, x = 2 is a local minimum.

Step 5: Evaluate the function at the critical points.

At x = 0:

f (0) = 12(0)5 − 45(0)4 + 40(0)3 + 5 = 5

At x = 1:

f (1) = 12(1)5 − 45(1)4 + 40(1)3 + 5 = 12 − 45 + 40 + 5 = 12

At x = 2:

f (2) = 12(2)5 − 45(2)4 + 40(2)3 + 5 = 12(32) − 45(16) + 40(8) + 5 = 384 − 720 + 320 + 5

Step 6: Conclusion.

Local Maximum: At x = 1, the function value is f (1) = 12.

Local Minimum: At x = 2, the function value is f (2) = −11.
Value at x = 0: f (0) = 5.

Thus, the function has a local maximum at x = 1 with value 12, and a local minimum at x = 2 with
value -11.

q5 Differentiate Constrained and unconstrained multi- variable

optimization

2-3

Constrained vs Unconstrained Multivariable Optimization

Unconstrained Multivariable Optimization:

Involves finding the maximum or minimum of a function of multiple variables without any
constraints.
The goal is to optimize the objective function f (x1 , x2 , ..., xn ) by taking partial derivatives and
​ ​ ​

setting them to zero to find critical points.

The solution does not have any restrictions on the values of the variables.

Constrained Multivariable Optimization:

Involves optimizing a function of multiple variables while satisfying one or more constraints.

The problem is typically expressed as:

Maximize (or Minimize) f (x1 , x2 , ..., xn ) subject to gi (x1 , x2 , ..., xn ) = 0 for all i
​ ​ ​ ​ ​ ​ ​

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 Methods like Lagrange multipliers are used to solve such problems by incorporating the
constraints into the optimization process.

Key Difference:

Unconstrained: No restrictions on variable values.

Constrained: Optimization must respect one or more constraint conditions.

q6 Write about Multi variable optimization with equality

constraints and give possible solution by Direct Substitution

3-4

Multivariable Optimization with Equality Constraints

Multivariable optimization with equality constraints involves optimizing a function f (x1 , x2 , ..., xn ) ​ ​ ​

subject to one or more equality constraints. These constraints can be represented as:

gi (x1 , x2 , ..., xn ) = 0,
​ ​ ​ ​ i = 1, 2, ..., m

Where f (x1 , x2 , ..., xn ) is the objective function to be maximized or minimized, and

​ ​ ​

gi (x1 , x2 , ..., xn ) = 0 are the equality constraints that the solution must satisfy.
​ ​ ​ ​

Direct Substitution Method

One of the ways to solve multivariable optimization problems with equality constraints is Direct
Substitution. In this method, the goal is to eliminate the constraint(s) from the optimization problem
and reduce it to an unconstrained optimization problem.

Steps for Direct Substitution:

1. Identify the constraint(s):

Start by expressing the constraint(s) gi (x1 , x2 , ..., xn )
​ ​ ​ ​ = 0. If there are multiple constraints, you
will handle them simultaneously.

2. Solve the constraint for one variable:

Solve one of the constraint equations for one variable (preferably one that simplifies the problem).
For example, if g1 (x1 , x2 )
​ ​ ​ = 0, solve for x1 in terms of x2 .
​ ​

3. Substitute into the objective function:

Substitute the expression from the constraint(s) into the objective function f (x1 , x2 , ..., xn ). This
​ ​ ​

reduces the number of variables by eliminating the constrained variables.

4. Optimize the new function:
Now, with the reduced objective function (in terms of fewer variables), take the necessary
derivatives, set them equal to zero, and solve for the remaining variables.

5. Check the solution:

Once the values for the remaining variables are obtained, substitute them back into the
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 constraint(s) to verify that they satisfy the constraints.

Example Solution using Direct Substitution:

Problem:
Maximize f (x, y) = x2 + y 2 subject to the constraint g(x, y) = x + y − 1 = 0.
Step 1: Solve the constraint for one variable:
From the constraint x + y − 1 = 0, solve for y :

y =1−x

Step 2: Substitute into the objective function:

Substitute y = 1 − x into the objective function:

f (x, y) = x2 + (1 − x)2

Simplify the objective function:

f (x) = x2 + (1 − 2x + x2 ) = 2x2 − 2x + 1

Step 3: Optimize the new function:

Take the derivative of f (x) = 2x2 − 2x + 1 with respect to x:

f ′ (x) = 4x − 2

Set f ′ (x) = 0:
1
4x − 2 = 0 ⇒ x=
2
Step 4: Check the solution:
Substitute x = 12 into the constraint y
​ = 1 − x:
1 1
y =1− =
2 2
​ ​

Thus, the solution is x = 12 , y = 12 .

​ ​

Conclusion:
The maximum value of f (x, y) = x2 + y 2 subject to x + y = 1 occurs at (x, y) = ( 12 , 12 ).
​ ​

7 Find the dimensions of a box of largest volume that can be

inscribed in a sphere of unit radius.

Problem:

Find the dimensions of a box of largest volume that can be inscribed in a sphere of unit radius.

Approach:

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Let the sphere be centered at the origin with a radius of 1. The box is a rectangular parallelepiped with
dimensions x, y , and z . We want to maximize the volume of the box subject to the constraint that it fits
inside the sphere.

1. Volume of the box: The volume of the box is:

V =x⋅y⋅z

2. Constraint for the box inscribed in the sphere: The box's corners must lie on the surface of the
sphere. If the box is symmetrically aligned with the axes, the diagonal from the origin to the corner
of the box has length x2 + y 2 + z 2 , and this diagonal must be equal to the radius of the sphere,
​

which is 1. Therefore, the constraint is:

x2 + y 2 + z 2 = 1

3. Objective: We want to maximize the volume V = x ⋅ y ⋅ z subject to the constraint x2 + y 2 +

z 2 = 1.

Step 1: Use symmetry to simplify the problem.

By symmetry, we assume the box has equal dimensions, meaning x = y = z . This simplifies the
optimization problem, as the volume becomes:

V = x3

and the constraint becomes:

1 1
3x2 = 1 ⇒ x2 = ⇒ x=
3 3
​ ​

Step 2: Conclusion.

The dimensions of the box that maximize the volume are:

1
x=y=z=
3
​

Thus, the largest volume is a cube with side lengths 1 .

3
​

The maximum volume of the box is:

3
1 1
V =( ) =
3 3 3
​ ​

​ ​

q8 Write about Multi variable optimization with equality

constraints and give possible solution by the Method of
Lagrange Multipliers

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Multivariable Optimization with Equality Constraints and the Method of Lagrange
Multipliers

Multivariable optimization with equality constraints involves finding the maximum or minimum of a
function of multiple variables, subject to one or more equality constraints. The general problem is
formulated as:

Maximize (or Minimize) f (x1 , x2 , ..., xn ) subject to g1 (x1 , x2 , ..., xn ) = 0, ​ ​ ​ ​ ​ ​ ​ g2 (x1 , x2 , ..., xn ) =
​ ​ ​ ​

where:

f (x1 , x2 , ..., xn ) is the objective function to be optimized.

​ ​ ​

gi (x1 , x2 , ..., xn ) = 0 are the equality constraints.

​ ​ ​ ​

The method of Lagrange multipliers is a powerful technique for solving such problems. This method
transforms the constrained optimization problem into an unconstrained problem by introducing
auxiliary variables, known as Lagrange multipliers, which help to incorporate the constraints into the
objective function.

Lagrange Multipliers Method

Step 1: Set up the Lagrange function.

For a problem with m constraints, we introduce m Lagrange multipliers λ1 , λ2 , ..., λm (one for each ​ ​ ​

constraint). The Lagrange function is given by:

m
L(x1 , x2 , ..., xn , λ1 , λ2 , ..., λm ) = f (x1 , x2 , ..., xn ) + ∑ λi gi (x1 , x2 , ..., xn )
​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

i=1

where:

L is the Lagrange function.

λi are the Lagrange multipliers.
​

Step 2: Compute the partial derivatives.

We now compute the partial derivatives of the Lagrange function with respect to the variables
x1 , x2 , ..., xn and λ1 , λ2 , ..., λm . Set these derivatives equal to zero to form the system of equations:
​ ​ ​ ​ ​ ​

∂L
= 0 for i = 1, 2, ..., n
∂xi
​

∂L
= 0 for i = 1, 2, ..., m
∂λi
​

These equations are:

∂f m ∂g
1. ∂xi + ∑j=1 λj ∂xji = 0, for i = 1, 2, ..., n
​

​ ​ ​ ​

​ ​

2. gi (x1 , x2 , ..., xn )
​ ​ ​ ​ = 0, for i = 1, 2, ..., m

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Step 3: Solve the system of equations.

You now solve the system of equations obtained from Step 2. This will give you the values of the
variables x1 , x2 , ..., xn and the Lagrange multipliers λ1 , λ2 , ..., λm .
​ ​ ​ ​ ​ ​

Example: Maximize f (x, y) = x2 + y 2 subject to the constraint g(x, y) = x + y −

1 = 0.

Step 1: Set up the Lagrange function.

The Lagrange function is:

L(x, y, λ) = x2 + y 2 + λ(x + y − 1)

Step 2: Compute the partial derivatives.

∂L
∂x
​ = 2x + λ = 0
∂L
∂y
​ = 2y + λ = 0
∂L
∂λ
​ =x+y−1=0

Step 3: Solve the system of equations.

From 2x + λ = 0, we get:

λ = −2x

From 2y + λ = 0, we get:

λ = −2y

Equating −2x = −2y , we find:

x=y

Now substitute x = y into the constraint x + y − 1 = 0:

1
x+x−1=0 ⇒ 2x = 1 ⇒ x=
2
​

Thus, x = y = 12 . ​

Step 4: Conclusion.

The values of x and y that maximize f (x, y) = x2 + y 2 subject to the constraint x + y = 1 are:
1 1
x= , y=
2 2
​ ​

Thus, the maximum value of f (x, y) occurs at x = 12 , y = 12 .

​ ​

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 q9 Explain about Multi variable optimization with inequality
constraints. []

Multivariable Optimization with Inequality Constraints

Multivariable optimization with inequality constraints involves optimizing a function of multiple

variables while satisfying one or more inequality constraints. In such a problem, the objective is to either
maximize or minimize a function, subject to constraints that restrict the values that the variables can
take.

General Formulation

Consider a problem where we want to maximize or minimize the objective function f (x1 , x2 , ..., xn )
​ ​ ​

subject to inequality constraints of the form:

gi (x1 , x2 , ..., xn ) ≤ 0 for i = 1, 2, ..., m

​ ​ ​ ​

Here:

f (x1 , x2 , ..., xn ) is the objective function to be optimized.

​ ​ ​

gi (x1 , x2 , ..., xn ) ≤ 0 are the inequality constraints.

​ ​ ​ ​

x1 , x2 , ..., xn are the decision variables that we need to optimize.

​ ​ ​

The inequality constraints impose a region within which the solution must lie. The goal is to find the
optimal values of the variables that either maximize or minimize the objective function, while satisfying
the inequality conditions.

Feasible Region

The feasible region is the set of points that satisfy all the inequality constraints. In multivariable
optimization problems, this region can be quite complex and may have several boundaries and
restrictions. The optimal solution is found on the boundary of this region, provided the constraint is
active at the solution.

KKT Conditions (Karush-Kuhn-Tucker Conditions)

The Karush-Kuhn-Tucker (KKT) conditions are a set of mathematical conditions that are necessary for a
solution to be optimal in the case of inequality-constrained optimization problems. These conditions
generalize the method of Lagrange multipliers, which is typically used for equality-constrained
optimization problems.
The KKT conditions involve:

1. Stationarity: The gradient of the Lagrange function must be zero at the optimum.
2. Primal feasibility: The inequality constraints must be satisfied.

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 3. Dual feasibility: The Lagrange multipliers associated with the inequality constraints must be non-
negative.
4. Complementary slackness: If an inequality constraint is not active at the solution (i.e., the
constraint is not binding), then the corresponding Lagrange multiplier is zero. If the constraint is
active (i.e., the constraint is satisfied as an equality), then the Lagrange multiplier is positive.

Formulation with KKT Conditions

Given the optimization problem:

Maximize f (x1 , x2 , ..., xn ) subject to gi (x1 , x2 , ..., xn ) ≤ 0

​ ​ ​ ​ ​ ​ ​

1. Lagrange Function: The Lagrange function for inequality constraints is given by:
m
L(x1 , x2 , ..., xn , λ1 , λ2 , ..., λm ) = f (x1 , x2 , ..., xn ) + ∑ λi gi (x1 , x2 , ..., xn )
​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

i=1

Where λi are the Lagrange multipliers associated with the inequality constraints.
​

2. KKT Conditions:

Stationarity:

∂L
= 0 for i = 1, 2, ..., n
∂xi
​

Primal feasibility:

gi (x1 , x2 , ..., xn ) ≤ 0 for i = 1, 2, ..., m

​ ​ ​ ​

Dual feasibility:

λi ≥ 0 for i = 1, 2, ..., m
​

Complementary slackness:

λi gi (x1 , x2 , ..., xn ) = 0 for i = 1, 2, ..., m

​ ​ ​ ​ ​

The complementary slackness condition ensures that for each constraint, either the constraint is active
(i.e., gi (x1 , x2 , ..., xn ) = 0) and the Lagrange multiplier λi is positive, or the constraint is not active (i.e.,
​ ​ ​ ​ ​

gi (x1 , x2 , ..., xn ) < 0) and the Lagrange multiplier λi is zero.

​ ​ ​ ​

Example Problem: Maximizing Profit Subject to Resource Constraints

Problem:
Maximize f (x, y) = x + 2y subject to the constraints:

x2 + y 2 ≤ 4 (Resource Constraint 1)

x ≥ 0 (Non-negativity Constraint 1)

y ≥ 0 (Non-negativity Constraint 2)

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Step 1: Lagrange Function

The Lagrange function for this problem can be written as:

L(x, y, λ, μ1 , μ2 ) = x + 2y + λ(4 − x2 − y 2 ) + μ1 x + μ2 y
​ ​ ​ ​

Where:

λ is the Lagrange multiplier for the constraint x2 + y 2 ≤ 4.

μ1 is the Lagrange multiplier for the constraint x ≥ 0.
​

μ2 is the Lagrange multiplier for the constraint y ≥ 0.

​

Step 2: Compute Partial Derivatives

Take partial derivatives of L(x, y, λ, μ1 , μ2 ) with respect to x, y , λ, μ1 , and μ2 , and set them equal to
​ ​ ​ ​

zero to obtain the system of equations. The KKT conditions will provide the optimal solution.

Step 3: Solve the System of Equations

After solving the system, we find the values of x, y , λ, μ1 , and μ2 that maximize the objective function
​ ​

while satisfying the constraints.

Conclusion

The method of multivariable optimization with inequality constraints using the KKT conditions is a
powerful technique for handling optimization problems with inequality constraints. The process involves
formulating a Lagrange function, deriving the necessary conditions, and solving a system of equations
to find the optimal solution. By ensuring that all constraints are satisfied, including the complementary
slackness condition, this method allows us to determine the maximum or minimum value of the
objective function subject to given constraints.

q 10 Explain the method of Kuhn – Tucker conditions for a global

minimum in Multi variable optimization with inequality
constraints 5

Kuhn-Tucker Conditions for Global Minimum in Multivariable Optimization with

Inequality Constraints

The Kuhn-Tucker conditions (also known as the Karush-Kuhn-Tucker (KKT) conditions) are a set of
necessary conditions for a solution to be optimal in a multivariable optimization problem with inequality
constraints. These conditions generalize the method of Lagrange multipliers and are used to find local
optima. For global optimization, these conditions are necessary for the optimality of a solution, provided
the problem satisfies certain conditions like convexity.

General Formulation

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Consider the following constrained optimization problem:

Maximize (or Minimize) f (x1 , x2 , ..., xn ) ​ ​ ​

subject to

gi (x1 , x2 , ..., xn ) ≤ 0 for i = 1, 2, ..., m

​ ​ ​ ​

Here:

f (x1 , x2 , ..., xn ) is the objective function that we want to maximize or minimize.

​ ​ ​

gi (x1 , x2 , ..., xn ) ≤ 0 are the inequality constraints.

​ ​ ​ ​

The goal is to find the values of x1 , x2 , ..., xn that either maximize or minimize the objective function,
​ ​ ​

subject to the inequality constraints gi (x1 , x2 , ..., xn ) ​ ​ ​ ​ ≤ 0.

Kuhn-Tucker (KKT) Conditions

For a feasible solution to be optimal, it must satisfy the Kuhn-Tucker conditions. These conditions are:

1. Stationarity: The gradient of the Lagrangian must be zero at the optimum. The Lagrangian
function is a combination of the objective function and the constraints, incorporating Lagrange
multipliers for each inequality constraint.
m
∇f (x) + ∑ λi ∇gi (x) = 0 ​ ​ ​

i=1

where λi are the Lagrange multipliers associated with the inequality constraints.
​

2. Primal Feasibility: The inequality constraints must be satisfied at the optimum.

gi (x) ≤ 0 for all i = 1, 2, ..., m

​

This means that the solution must lie within the feasible region defined by the inequality
constraints.
3. Dual Feasibility: The Lagrange multipliers associated with the inequality constraints must be non-
negative.

λi ≥ 0 for all i = 1, 2, ..., m

​

If λi is negative for any i, that would imply an infeasible solution, as the multiplier must represent
​

a force pulling the solution into the feasible region.

4. Complementary Slackness: For each inequality constraint, either the constraint is active (i.e.,
gi (x) = 0) or the Lagrange multiplier is zero. This condition ensures that if a constraint is not
​

active, its corresponding multiplier is zero.

λi gi (x) = 0 for all i = 1, 2, ..., m

​ ​

This means that if the constraint gi (x) is strictly less than zero (i.e., the constraint is not active),
​

then the corresponding Lagrange multiplier λi must be zero. ​

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Global Minimum and Convexity

While the Kuhn-Tucker conditions are necessary for an optimum, they do not guarantee a global
minimum unless certain conditions are satisfied, such as convexity.

Convex Objective Function: The objective function f (x) should be convex.

Convex Feasible Region: The set of feasible points defined by the inequality constraints gi (x)
​ ≤0
should be a convex region.

If these conditions are satisfied, then the KKT conditions are not only necessary but also sufficient for a
global minimum. In other words, a feasible point that satisfies the KKT conditions will be the global
optimum.

Example

Consider the following problem:

Maximize f (x, y) = x + y

subject to the constraints:

x2 + y 2 ≤ 4 (circle constraint)

x ≥ 0 and y ≥ 0 (non-negativity constraints)

Step 1: Lagrangian Function

The Lagrangian is given by:

L(x, y, λ, μ1 , μ2 ) = x + y + λ(4 − x2 − y 2 ) + μ1 x + μ2 y
​ ​ ​ ​

where:

λ is the Lagrange multiplier associated with the constraint x2 + y 2 ≤ 4.

μ1 and μ2 are the Lagrange multipliers associated with the non-negativity constraints x ≥ 0 and
​ ​

y ≥ 0, respectively.

Step 2: Solve the KKT Conditions

Now we compute the partial derivatives of the Lagrangian and set them to zero:

1. Stationarity:

∂L
= 1 − 2λx + μ1 = 0
∂x
​ ​

∂L
= 1 − 2λy + μ2 = 0
∂y
​ ​

∂L
= 4 − x2 − y 2 = 0
∂λ
​

∂L
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 ∂L
=x=0
∂μ1
​

∂L
=y=0
∂μ2
​

2. Primal Feasibility:

x2 + y 2 ≤ 4

x ≥ 0, y≥0

3. Dual Feasibility:

λ ≥ 0, μ1 ≥ 0, ​
μ2 ≥ 0
​

4. Complementary Slackness:

λ(x2 + y 2 − 4) = 0, μ1 x = 0,
​ μ2 y = 0
​

By solving this system of equations, we can determine the values of x, y , λ, μ1 , and μ2 that give us the
​ ​

global optimum.

Conclusion

The Kuhn-Tucker conditions (or KKT conditions) are essential for finding optimal solutions to
multivariable optimization problems with inequality constraints. These conditions provide a set of
equations that must be satisfied at the optimum. While the KKT conditions are necessary for optimality,
they are sufficient for a global minimum only if the objective function is convex, and the feasible
region is convex as well.

q11 11 A manufacturing firm producing small refrigerators has

entered into a contract to supply 50 refrigerators at the end of
the first month, 50 at the end of the second month, and 50 at
the end of the third. The cost of producing x refrigerators in
any month is given by $(x

2 + 1000). The firm can reduce more

refrigerators in any month and carry them to a subsequent
month. However, it costs $20 per unit for any refrigerator
carried over from one month to the next. Assuming that there
is no initial inventory, determine the number of refrigerators
to be produced in each month to minimize the total cost. 7 marks. (DO NOT GIVE ME A WRONG
ANS)

This problem is a dynamic programming problem, where we need to minimize the total cost of
producing refrigerators over three months while considering production costs, carrying costs, and the
demand for each month.

Problem Summary:
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 The firm must produce 50 refrigerators at the end of each month for three months.
The cost of producing x refrigerators in any month is given by the cost function:

C(x) = x2 + 1000

Any refrigerators produced in excess of the monthly demand can be carried over to the next
month, with a carrying cost of $20 per refrigerator per month.

There is no initial inventory, so the number of refrigerators produced in the first month must
satisfy the demand of 50 units.

Notation:

Let:

x1 be the number of refrigerators produced in the first month.

​

x2 be the number of refrigerators produced in the second month.

​

x3 be the number of refrigerators produced in the third month.

​

Let It represent the inventory at the end of month t, i.e., refrigerators carried over to the next month.
​

The inventory dynamics are:

I1 = x1 − 50 (inventory at the end of month 1)

​ ​

I2 = x2 + I1 − 50 (inventory at the end of month 2)

​ ​ ​

I3 = x3 + I2 − 50 (inventory at the end of month 3)

​ ​ ​

The total cost consists of two parts:

1. Production cost for each month: C(xt ) ​ = x2t + 1000

​

2. Carrying cost for refrigerators carried over from one month to the next: 20 × It ​

The goal is to minimize the total cost, which includes the production cost for each month and the
carrying cost for the refrigerators carried over.

Objective:

Minimize the total cost over the three months, which is the sum of production costs and inventory costs:

Total Cost = C(x1 ) + C(x2 ) + C(x3 ) + 20 × I1 + 20 × I2 + 20 × I3

​ ​ ​ ​ ​ ​

Substitute the respective inventory equations:

Total Cost = (x21 + 1000) + (x22 + 1000) + (x23 + 1000) + 20(x1 − 50) + 20(x2 + x1 − 100) + 20(
​ ​ ​ ​ ​ ​

Now, let’s solve this problem by considering how the production and inventory affect the costs in each
month.

Step-by-step Calculation:

1. Cost for Month 1:

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 Production cost in the first month: C(x1 ) ​ = x21 + 1000 ​

Inventory at the end of month 1: I1 ​ = x1 − 50 ​

Carrying cost for inventory at the end of month 1: 20 × (x1 ​ − 50)

2. Cost for Month 2:
Production cost in the second month: C(x2 ) ​
= x22 + 1000 ​

Inventory at the end of month 2: I2 ​ = x2 + x1 − 100 ​ ​

Carrying cost for inventory at the end of month 2: 20 × (x2 ​ + x1 − 100)

​

3. Cost for Month 3:

Production cost in the third month: C(x3 ) ​ = x23 + 1000 ​

Inventory at the end of month 3: I3 ​

= x3 + x2 + x1 − 150 ​ ​ ​

Carrying cost for inventory at the end of month 3: 20 × (x3 ​ + x2 + x1 − 150)

​ ​

Objective Function:

The total cost function can be written as:

Total Cost = (x21 + 1000) + (x22 + 1000) + (x23 + 1000) + 20(x1 − 50) + 20(x2 + x1 − 100) + 20(
​ ​ ​ ​ ​ ​

Now, let's expand the terms:

Total Cost = x21 + x22 + x23 + 3000 + 20(x1 − 50) + 20(x2 + x1 − 100) + 20(x3 + x2 + x1 − 150)
​ ​ ​ ​ ​ ​ ​ ​

Total Cost = x21 + x22 + x23 + 3000 + 20x1 − 1000 + 20x2 + 20x1 − 2000 + 20x3 + 20x2 + 20x1 −
​ ​ ​ ​ ​ ​ ​ ​

Total Cost = x21 + x22 + x23 + 60x1 + 40x2 + 20x3 − 1000

​ ​ ​ ​ ​ ​

Objective: Minimize the Total Cost

To minimize the total cost, we can differentiate with respect to x1 , x2 , and x3 , and set each derivative to ​ ​ ​

zero:

1. For x1 : ​

∂(Total Cost)
= 2x1 + 60 = 0
∂x1
​ ​

Solving for x1 : ​

x1 = −30 ​

This is not feasible as we cannot have negative production. Therefore, set x1 ​ = 50, which satisfies
the demand for month 1.

2. For x2 : ​

∂(Total Cost)
= 2x2 + 40 = 0
∂x2
​ ​

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 Solving for x2 :
​

x2 = −20
​

Again, we cannot have negative production, so we set x2 ​ = 50, which satisfies the demand for
month 2.
3. For x3 :​

∂(Total Cost)
= 2x3 + 20 = 0
∂x3
​ ​

Solving for x3 :
​

x3 = −10
​

Again, we cannot have negative production, so we set x3 ​ = 50, which satisfies the demand for
month 3.

Conclusion:

The optimal number of refrigerators to be produced each month to minimize the total cost is:

x1 = 50,
​ x2 = 50,
​ x3 = 50 ​

This ensures that the demand is met each month and avoids unnecessary inventory, thus minimizing
both the production and carrying costs.

now explain and solve equations step by step. do not leave any detail

Let's break down the problem step by step and solve it in detail to minimize the total cost of producing
refrigerators. We will consider both production costs and carrying costs, step-by-step, for each month.

Problem Recap:

Production cost for producing x refrigerators in any month is C(x) = x2 + 1000.

Carrying cost is $20 for each refrigerator carried over to the next month.
There is no initial inventory at the start of the first month.

We need to determine the number of refrigerators x1 , x2 , x3 to produce in months 1, 2, and 3,

​ ​ ​

respectively, such that the total cost is minimized, while meeting the demand of 50 refrigerators per
month. We can carry over the refrigerators from one month to the next, but we incur an additional
carrying cost for each refrigerator carried over.

Variables and Equations:

Let:

x1 be the number of refrigerators produced in month 1.

​

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 x2 be the number of refrigerators produced in month 2.
​

x3 be the number of refrigerators produced in month 3.

​

The total demand is 50 refrigerators per month, so we need to ensure that the total number of
refrigerators produced and carried over is enough to meet the demand in each month.
Let:

I1 be the inventory at the end of month 1.

​

I2 be the inventory at the end of month 2.

​

I3 be the inventory at the end of month 3.

​

We know that:

The inventory at the end of month 1 is:

I1 = x1 − 50
​ ​

(This is the amount of excess refrigerators produced in month 1 that are carried over to month 2.)

The inventory at the end of month 2 is:

I2 = x2 + I1 − 50 = x2 + (x1 − 50) − 50 = x2 + x1 − 100

​ ​ ​ ​ ​ ​ ​

(This is the amount of excess refrigerators from both months 1 and 2 carried over to month 3.)

The inventory at the end of month 3 is:

I3 = x3 + I2 − 50 = x3 + (x2 + x1 − 100) − 50 = x3 + x2 + x1 − 150

​ ​ ​ ​ ​ ​ ​ ​ ​

(This is the amount of excess refrigerators from months 1, 2, and 3 carried over after meeting the
final demand of 50 refrigerators in month 3.)

Total Cost:

The total cost has two components:

1. Production cost for each month: C(xt ) ​ = x2t + 1000 for t = 1, 2, 3.

​

2. Carrying cost for refrigerators carried over: $20 per refrigerator for each month.

Thus, the total cost is the sum of:

Production costs for each month.

Carrying costs for refrigerators carried over to the next month.

So, the total cost can be written as:

Total Cost = (x21 + 1000) + (x22 + 1000) + (x23 + 1000) + 20(x1 − 50) + 20(x2 + x1 − 100) + 20(
​ ​ ​ ​ ​ ​

Expanding the Total Cost Expression:

Let’s expand the cost function step by step:

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 1. The production costs are:

x21 + 1000 + x22 + 1000 + x23 + 1000 = x21 + x22 + x23 + 3000
​ ​ ​ ​ ​ ​

2. The carrying costs are:

Carrying cost for month 1: 20(x1 ​ − 50) = 20x1 − 1000 ​

Carrying cost for month 2: 20(x2 ​ + x1 − 100) = 20x2 + 20x1 − 2000

​ ​ ​

Carrying cost for month 3: 20(x3 ​

+ x2 + x1 − 150) = 20x3 + 20x2 + 20x1 − 3000
​ ​ ​ ​

Now, let’s sum the total cost:

Total Cost = (x21 + x22 + x23 + 3000) + (20x1 − 1000) + (20x2 + 20x1 − 2000) + (20x3 + 20x2 +
​ ​ ​ ​ ​ ​ ​

Now, combine all the terms:

Total Cost = x21 + x22 + x23 + 20x1 + 20x2 + 20x3 + 60x1 + 40x2 + 20x3 + 3000 − 1000 − 2000 −
​ ​ ​ ​ ​ ​ ​ ​

Simplify the expression:

Total Cost = x21 + x22 + x23 + 80x1 + 60x2 + 40x3 − 1000

​ ​ ​ ​ ​ ​

Objective: Minimize the Total Cost

We want to minimize the total cost with respect to x1 , x2 , x3 . ​ ​ ​

To do this, we differentiate the total cost with respect to x1 , x2 , and x3 , and set the derivatives to zero: ​ ​ ​

1. Derivative with respect to x1 : ​

∂(Total Cost)
= 2x1 + 80 = 0
∂x1
​ ​

Solving for x1 :
​

x1 = −40 ​

Since negative production is not feasible, we set x1 ​ = 50 to meet the demand for the first month.

2. Derivative with respect to x2 : ​

∂(Total Cost)
= 2x2 + 60 = 0
∂x2
​ ​

Solving for x2 :
​

x2 = −30 ​

Again, negative production is not feasible, so we set x2 ​

= 50 to meet the demand for the second
month.

3. Derivative with respect to x3 : ​

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 ∂(Total Cost)
= 2x3 + 40 = 0
∂x3
​ ​

Solving for x3 :
​

x3 = −20
​

Once more, negative production is not feasible, so we set x3 ​ = 50 to meet the demand for the third
month.

Conclusion:

The optimal solution, where the total cost is minimized, is:

x1 = 50,
​ x2 = 50,
​ x3 = 50
​

This means the firm should produce 50 refrigerators each month to minimize the total cost, meeting the
demand without unnecessary inventory buildup, and avoiding excessive carrying costs.

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