Unit-I
CLASSICAL OPTIMIZATION
TECHNIQUES
PART -II:
SINGLE VARIABLE
OPTIMIZATION
SINGLE VARIABLE OPTIMIZATION
A function f ( x) is said to have minimum at x* if
f ( x*) f ( x), for every x
A function f ( x) is said to have maximum at x * if
f ( x*) f ( x), for every x
Necessary condition for f ( x) to have extremum
value at x * is f ( x*) 0
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SINGLE VARIABLE OPTIMIZATION
Sufficient condition for f ( x) to have extremum
value at x *:
(1) f ''( x*) 0 f ( x) has minima at x *
f ''( x*) 0 f ( x) has maxima at x *
f ''( x*) 0 Test next derivative at x *
(2) f '''( x*) 0 f ( x) has no min. or max. at x *
f '''( x*) 0 Test next derivative at x *
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SINGLE VARIABLE OPTIMIZATION
(3) f iv ( x*) 0 f ( x) has minima at x *
f iv ( x*) 0 f ( x) has maxima at x *
f iv ( x*) 0 Test next derivative at x *
v
(4) f ( x*) 0 f ( x) has no min. or max. at x *
v
f ( x*) 0 Test next derivative at x *
Continue the process until some conclusion is obtained.
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SINGLE VARIABLE OPTIMIZATION
Theorem(1): If
f '( x*) f ''( x*) f '''( x*) ..... f n 1 ( x*) 0
and f n ( x*) 0
then the function f ( x) is
n
(1) maximum at x*, if f ( x*) 0 and n is even.
(2) minimum at x*, if f n ( x*) 0 and n is even.
(3) neither max. nor min. at x*, if n is odd.
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SINGLE VARIABLE OPTIMIZATION
Ex.1: Find the maximum and minimum values of the
function f ( x) x5 3 x 4 2
Ans: The necessary condition for a maximum
and/or minimum of f x is f x =0
5 4 4 3
f ( x) x 3x 2
f ( x) 5 x 12 x 0
x3 (5 x 12) 0 12
x 0 & x 2.4
5
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SINGLE VARIABLE OPTIMIZATION
i Test for point x 2.4
3 2
f ''(2.4) 20(2.4) 36(2.4)
69.12 0
The function f x has minima at x 2.4
And the minimum value of f x is
f min f 2.4 -17.9065
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SINGLE VARIABLE OPTIMIZATION
ii Test for point x 0
4 3
we know that f ( x) 5 x 12 x
3 2 f (0) 0
f ( x) 20 x 36 x
f ( x) 60 x 2 72 x f (0) 0
f iv ( x) 120 x 72 f iv (0) 72 0
The function f x has maxima at x 0
The maximum value of f x is f max f 0 2
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SINGLE VARIABLE OPTIMIZATION
Ex.2 : Find the maximum and minimum values of the
function f ( x) 4 x3 18 x 2 27 x 7
Ans: The necessary condition for a maximum
and/or minimum of f x is f x =0
f ( x) 4 x3 18 x 2 27 x 7
2
f ( x) 12 x 36 x 27 0
x 1.5
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SINGLE VARIABLE OPTIMIZATION
Test for point x 1.5
we know that f ( x) 12 x 2 36 x 27
f ( x) 24 x 36 f (1.5) 0
f ( x) 24 f (1.5) 24
The function f x has no manima or maxima at x 1.5
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SINGLE VARIABLE OPTIMIZATION
Ex.3: In a submarine telegraphcable, the speed of
2
signaling varies as x log(1/ x), where x is the ratio
of the radius of the core to that of covering.
(i) Show that the greatest speed is attained when this
ratio is 1 : e
(ii) If the radius of core is 0.5 cm, find the radius of the
covering in order that the greatest speed of signaling
possible may be attained.
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SINGLE VARIABLE OPTIMIZATION
f ( x) K x 2 log(1/ x) f ( x) Kx 2 log x
f ( x) K 2 x log x x 0
Kx 2 log x 1 0 x 0 , K 0
2 log x 1 0 1
log x x
1
2 e
f ( x) K 2(log x 1) 1
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SINGLE VARIABLE OPTIMIZATION
f ( x) K 2(log x 1) 1
f ( x) K 2 log x 3
1
f K ( 1 3) 2 K 0
e
1
f ( x) is maximum at x
e
Thus the greatest speed of signaling is attained
when the ratio of radius of core to that of covering
is 1: e
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SINGLE VARIABLE OPTIMIZATION
Thus the greatest speed of signaling is attained
when the ratio of radius of core to that of covering
is 1: e
1 1 1
x 0.60653
e 2.718282 1.64872
(ii): Given that the radius of the core is 0.5 cm
radius of the core
x 0.60653
radius of the covering
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SINGLE VARIABLE OPTIMIZATION
0.5
0.60653
radius of the covering
0.5
radius of the covering
0.60653
0.8243 radius of the covering
Thus for greatest signaling speed, radius of the
covering must be 0.8243 cm
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SINGLE VARIABLE OPTIMIZATION
a I
Ex.4 : In the equation E , E (volts) is e.m.f. of
1 kI
a dynamo, I (ampere) is the current, is the angular
velocity of armature and a & k are constants. If r and R
are the internal and external resistances respectively,
E
then I and the power P given out is proportional
Rr
to I 2 R. Find the value of R which makes P a maximum,
having given 1.2, k 0.03 & r 0.1
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SINGLE VARIABLE OPTIMIZATION
Ex.5 : An electric light is placed directly over the center
of a circular plot of lawn 100m in diameter. Assuming
that the intensity of light varies directly as the sine of the
angle at which it strikes an illuminated surface, and
inversely as the square of its distance from the surface;
how high should the light be hung in order the the intensity
may be as great as possible at the circumference of the plot.
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SINGLE VARIABLE OPTIMIZATION
Ex.6 : Find the maximum and minimum values of the
function f ( x) 12 x5 - 45 x 4 40 x3 5.
Ex.7 : Find the max. and min. values of the function
f ( x) 10 x 6 48 x5 15 x 4 200 x3 120 x 2 480 x 100.
[Link]
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SINGLE VARIABLE OPTIMIZATION
A DC generator has internal resistance
R ohms and develops an open circuit
voltage V volts. Find the value of load
resistance r (ohms) for which the power
delivered by generator will be maximum.
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