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# INSTITUT OF TECHNOLOGY

## DEPARTMENT OF CIVIL AND WATER

RESOURCE ENGINEERING
(HYDRAULICS)

Assignment One

## Submitted by: Getachew Kefyalew

ID Number: Scwre/Hylc/Sum/0041/03
Submitted to: Dr. Dereje
SOLUTIONS

2x1+x2 ≥ 5

## Solution:-check convexity and concavity using eigen values

of Heissein matrix

## d2f/dx12 =-2 , d2f/dx22 =-2 , d2f/dx1dx2 = 0, d2f/dx2dx1 = 0

−𝟐 𝟎 𝛌+𝟐 𝟎
H[f(x)] = | | , [λI-H]= | |
𝟎 −𝟐 𝟎 𝛌+𝟐
 λ1 = -2 & λ2= -2 all -ve so f(x) is concave function.

## This concave function can be changed to its equivalent

Maximization problem to apply KUHN TRUCKER criteria.

## Maximize f(x) = -x12 – x22

Subjected to:- x1+x2-4=0;
-2x1 - x2<= 0; -2x1-x2-5+s2 = 0
Now applying Lagarangian multiplier:
L [X, λ,s] = f(x) - λ1g1 -λ2g2
L [X, λ,s]= -x12 - x22 - λ1(x1 +x1 - 4) - λ2(-2x1 - x2 - 5 + s12)

## ∂L/∂x1 = -2x1- λ1+2λ2 = 0

∂L/∂x2 = -2x2 - λ1 + λ2 = 0
∂L/∂λ1= -x1 - x2 + 4 = 0
∂L/∂λ2 = 2x1 + x2 +5 - S12 = 0
∂L/∂S1 = -2λ2S1 = 0 ; either λ2 or s1 is zero
Case 1.
λ2 = 0 the x1 = 2, x2 = 2; s12 = 11 (possible value);
Therefore X = (2,2) is the optimal solution.
F(x)=-8 is maximum at X=(2,2)........Ans.

## This can be solved by using excel solver

Maximization optimization
input
x1 x2 function limits
Objective -8
cons1 1 1 4 4
cons2 2 1 7 5
solution x1 x2
2 2
Therefore the maximum value of f(x) is -8 at x1=2and x2=2

x2+3 ≥ 2x1

Solution

the following:-

|=0
𝟎 𝟐 𝟎 𝛌−𝟐

##  λ1 = 10 & λ2= 2 all +ve so f(x) is convex function

This concave function can be changed to its equivalent
maximization problem to apply Kuhn Trucker as follows:-

## Maximize [-f(x)] = -5x12 - x22 – 4

Subject to: - -x2 - 4x1 + 4 ≤ 0; -x2 - 4x1 + 4 + s12 = 0

## L [X, λ,s] = [-f(x)] - λ1g1 -λ2g2

L [X, λ,s]= -5x 1
2
- x22 - 4 - λ1(-x2 - 4x1 + 4 + s12 )- λ2(-x2 - 2x1 + 3
+ s 2 2)

## ∂L/∂x1 = -10x1+ 4λ1+2λ2 = 0

∂L/∂λ1= 4x1+x2 - s12-4 = 0
∂L/∂λ2 = 2x1 + x2 - 3 - S22 = 0
∂L/∂S1 = -2λ1S1 = 0 ; either λ1 or s1 is zero
∂L/∂S2 = -2λ2S2 = 0; either λ2 or s1 is zero
i) λ1, λ2 = 0 then x1 = 0 ; x2 = 0 ; s12 =-4 ; s22 = -3 (not possible )
ii) λ1, s2 = 0 then x1=2/3, x2= 5/3, λ2 = 10/3; s12= 1/3
so, X = (2/3,5/3) is optimal solution.
f(x) = 9 at X= (2/3,5/3) is a minimum
-f(x) = -9 at X = (2/3, 5/3) is a maximum............Ans.

## Selling price of unit quantity of crop - A = PA

Selling price of unit quantity of crop - B = PB
crop Units of Units of Units of Units of
name water land fertilizer labour
CROP A WA LA FA HA
CROP B WB LB FB HB

LA + L B ≤ L

FA+FB ≤ F

HA +HB ≤ H

## Maximize total income?

Solution:- a) develop a linear programing model to Maximize
total income.
let, X1 = total quantity of crop – A
X2 = total quantity of crop - B
Z = Total income gained by selling crop - A & crop-B
The objective function is to maximize the total income, i.e
OF Z = PAX1 + PBX2

## The constraints are:- WA*X1+WB*X2 ≤ W

LA*X1 + LB*X1 ≤ L

FA*X1+FB*X2 ≤ F

HA*X1 +HB*X2 ≤ H

##  Therefore, the LP-model is:-

Maximize Z = PAX1 + PBX2

## Subject to: WA*X1+WB*X2 ≤ W

LA*X1 + LB*X1 ≤ L

FA*X1+FB*X2 ≤ F

HA*X1 +HB*X2 ≤ H

x1,x2 ≥0

## Requirments per unit

of maximam
Resource available
crop-A crop-B resource
water 2 3 60
Land 5 2 80
Fertilizer 3 2 60
Labour 1 2 40
unit price 30 25

## Subject to:- 2*X1+3*X2 ≤ 60

5*X1 + 2*X2 ≤ 80

3*X1+2*X2 ≤ 60
X1 +2*X2 ≤ 40

X1,x2 ≥0

C1 C2 C3 C4

X1 X2 X1 X2 X1 X2 X1 X2
0.0 20.0 0.0 40.0 0.0 30.0 0.0 20.0
3.0 18.0 1.0 37.5 1.0 28.5 5.0 17.5
6.0 16.0 2.0 35.0 2.0 27.0 10.0 15.0
10.9 12.7 4.0 30.0 5.0 22.5 15.0 12.5
15.0 10.0 6.0 25.0 8.0 18.0 20.0 10.0
18.0 8.0 8.0 20.0 12.0 12.0 25.0 7.5
21.0 6.0 10.9 12.7 14.0 9.0 30.0 5.0
24.0 4.0 12.0 10.0 16.0 6.0 35.0 2.5
27.0 2.0 14.0 5.0 18.0 3.0 38.0 1.0
30.0 0.0 16.0 0.0 20.0 0.0 40.0 0.0

45.0

40.0

35.0

30.0
C2
25.0
C1
X2

20.0
C3
15.0 C4

10.0

5.0

0.0
0.0 10.0 20.0 30.0 40.0 50.0
X1
 Taking all the constraints in to account, the feasible
region will be the area bounded by corner points formed
by each line intersections as shown on the graph above.
And the optimal value can be found at those corners
i.e.

Z,at X = (0,0) = 0

##  Therefore the point X = (10.91, 12.73) which is read on

the graph represents the optimal solution. And the
maximum income that can be gained by selling 10.91
quantity of crop A and 12.73 quantity of crop B is
calculated to be 645.55 units.

C) Dual Model
Maximize Z = PAX1 + PBX2
Subject to: - WA*X1+WB*X2 ≤ W
LA*X1 + LB*X1 ≤ L
FA*X1+FB*X2 ≤ F
HA*X1 +HB*X2 ≤ H
x1,x2 ≥0
The Dual Model of this problem can be written and
interpreted as follows:-

## Y1, Y2, Y3, Y4 ≥ 0

Minimize Z = 60*Y1 + 80*Y2 + 60*Y3 + 40*Y4

##  The primal model was to maximize profit within the

given unit price for each crop type where as the dual
minimizes the use of available resource i.e. minimizing
cost keeping unit price constraints of Y1, Y2, Y3 & Y4
which are water, land, fertilizer and labour
requirements respectively.
D) Solution using solver

5*X1 + 2*X2 ≤ 80

3*X1+2*X2 ≤ 60

X1 +2*X2 ≤ 40
x1,x2 ≥0

X1 X2 Limits
10.909 12.727

OF 645.45
Con1 60.00 LE 60
Con2 80.00 LE 80
Con3 58.18 LE 60
Con4 36.36 LE 40

Y1 Y2 Y3 Y4
5.91 3.64 0 0

OF 645.45
Con1 30 GE 30
Con2 25 GE 25

#4) Solution 1 3

##  For user 1: 6X1t – X1t2

 For user 2: 7X2t – 1.5X22
 For user 3: 8X3t – 0.5X32t
Average inflows to the reservoir in each of the 4 seasons of
the year are; 10, 2, 8 and 12

 Reservoir capacity = k = 5
 2 ≤ release ≤ 8
 Initial storage, Si = 0

## Using dynamic programming, we find the optimum operating

policy i.e. the economic release of the reservoir during the
four seasons.

Tracing back

## So S2’ = S1’ + Q1 - R1*

= 0 + 10 – 6 = 4 or = 1 + 10 – 6 = 5

## So S3’ = S2’ + Q2 - R2* = 4 + 2 - 4 or 4 + 2 - 6 = 2 or 0

And 5 + 2 - 4 or 5 + 2 – 6 = 3 or 1

Tracing back

## R2* = 6, from table of S2, and

S3’=S2’+Q2-R2* = 4 + 2 - 6 or 5 + 2 – 6 = 0 or 1