written 5.6 years ago by | modified 2.6 years ago by |
Using Kuhn-Tucker condition, solve the following NLPP.
Maximise, $z=2x_{1}^{2}-7x_{2}^{2}+12x_{1}x_{2}$
Subject to, $2x_{1}+5x_{2} \le 98$
$x_{1}, \ x_{2} \ge 0$
written 5.6 years ago by | modified 2.6 years ago by |
Using Kuhn-Tucker condition, solve the following NLPP.
Maximise, $z=2x_{1}^{2}-7x_{2}^{2}+12x_{1}x_{2}$
Subject to, $2x_{1}+5x_{2} \le 98$
$x_{1}, \ x_{2} \ge 0$
written 5.6 years ago by |
Solution:
$z=2x_{1}^{2}-7x_{2}^{2}+12x_{1}x_{2}$
Subject to, $2x_{1}+5x_{2} \le 98$
$x_{1}, \ x_{2} \ge 0$
We write the given problem as
$f(x_{1}, \ x_{2})=2x_{1}^{2}-7x_{2}^{2}+12x_{1}x_{2}$ -------------(1)
$h(x_{1}, \ x_{2})=2x_{1}+5x_{2}-98$ ----------------(2)
Now, Kuhn-Tucker condition are,
$\cfrac{\delta f}{\delta x_{1}}-\lambda \cfrac{\delta h}{\delta x_{1}}= 0$ -------------(3)
$\cfrac{\delta f}{\delta x_{2}}-\lambda \cfrac{\delta h}{\delta x_{2}}= 0$ -------------(4)
$\lambda h(x_{1}, \ x_{2})=0, \ h(x_{1}, \ x_{2}) \le 0, \ \lambda \ge 0$ -------------(5)
Solve equation (1) and (2) using equation (3), we get,
$(4x_{1}-0+12x_{2})-\lambda (2+0-0)=0 \Longrightarrow 4x_{1}+12x_{2}-2 \lambda=0$ ----------------(6)
Solve equation (1) and (2) using equation (4), we get,
$(0-14x_{2}+12x_{1})-\lambda (0+5-0)=0 \Longrightarrow -14x_{2}+12x_{1}-5 \lambda=0$ ----------------(7)
Using equation (5) we get,
$\lambda (2x_{1}+5x_{2}-98)=0$ ---------------(8)
$2x_{1}+5x_{2}-98 \le 0$ -------------------(9)
$x_{1}, \ x_{2}, \ \lambda \ge 0$ ------------------(10)
From equation (8), we get,
$\lambda =0 \ or \ (2x_{1}+5x_{2}-98)=0$
Case 1: If $\lambda = 0 $
From (6) and (7) we get,
$4x_{1}+12x_{2} =0 $
$-14x_{2}+12x_{1}=0$
By solving the equation simulatneously we get, $x_{1}=0, \ x_{2}=0$
This solution gives $z=0$.
Hence, for $\lambda=0$, feasible solution is not obtained.
$\therefore$ We reject these values.
Case 2: $2x_{1}+5x_{2}-98=0$
To find $x_{1}, \ x_{2}$ we obtain one more relation between $x_{1}, \ x_{2}$ by eliminating $\lambda$ from equation (6) and equation (7),
$4x_{1}+12x_{2}=0$ --------------(11)
$-14x_{2}+12x_{1}=0$ ---------------(12)
Now multiply equation (11) by 5 and multiply equation (12) by 2 and subtract,
$20x_{1}+60x_{2}=0$
$28x_{2}+24x_{1}=0$
Subtract both the equation,
$20x_{1}+60x_{2}=0 \\ 24x_{1}-28x_{2}=0 \\ - \ \ \ \ \ + \\ -------- \\ -4x_{1}+88x_{2}=0$
$-x_{1}+22x_{2}=0$
$x_{1}=22x_{2}$ ------------(13)
Put $x_{1}=22x_{2}$ in equation $2x_{1}+5x_{2}-98=0$
$\therefore 2(22x_{2})+5x_{2}-98=0$
$44x_{2}+5x_{2}=98$
$49x_{2}=98$
$x_{2}=2$
Put $x_{2}=2$ in (13),
$x_{1}=22(2)=44$
Now from equation (6),
$4(44)+12(2)-2 \lambda=0$
$176+24-2\lambda=0$
$200=2\lambda$
$\lambda=100, \ \lambda \gt 0$
These value satisfy all the necessary condition.
$\therefore$ The optimal solution is $x_{1}=44, \ x_{2}=2$
Put $x_{1} \ \& \ x_{2}$ value in equation (1),
$\therefore z_{max}=2(1936)-7(4)+12(44)(2)=4900$