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1. Design a oil mug, shown in fig.1 , to hold as much oil possible. The height and radius of the mug
should not be more than 16cm. The mug must be at least 6cm. in radius. The surface area of the
sides must not be greater than 800cm2 (ignore the area of the bottom of the mug and ignore the mug
handle). Formulate the optimum design problem.
R
Yield/barrel
Crude A
Gasoline
Lube oil
0.5
0.5
Yield/barrel
Crude B
0.7
0.3
Sale Price
per bbl(Rs.)
2800
7500
Market
(bbl)
20000
8000
3. A company manufactures two types of products X and Y, sells them at a profit of Rs.8 type on X and
Rs.10 on type Y. Each product is processed on two machines A and B. Type X (product) requires,
4 minutes of processing time on A (machine) and 6 minutes on B type. Type Y (product) requires 4
minutes on A (machine)and 4 minutes on B. The machine, A is available for not more than 6 hours
30 minutes, while machine B is available for 10 hours during any working day. Maximize the profit
on the products X and Y where x1 = number of products of type X and x2 =number of products of
type Y. Formulate the problem as a linear optimization problem.
4. Two electric generators are interconnected to provide total power to meet the load. Each generators
cost is a function of the power output, as shown in fig.2. All costs and power are expressed on a per
unit basis. The total power needed is at least 60 units. Formulate a minimum cost design problem
to determine the power outputs P1 and P2 .
1
Gen1
Load
Gen2
Cost, C 1
2
C 1= 1 P1 + P1
2
C 2 =1+0.6 P2 + P2
Cost, C 2
P
2
Power, P1
Power, P2
R4
R5
i2
R1
R2
E2
i3
E1
i1
R3
R6
5x1 + 4x2
6x1 + 4x2 24
x1 + 2x2
x1 + x2
x2
x1 , x 2
6
1
2
0
Using graphical method and hence obtain the maximum value of the function f (x1 , x2 ).
10. Find the stationary points for the following functions.
(a) f (x) = 10x2 28.6x + 22
(b) f (x1 , x2 ) = 3x21 + 2x22 + 2x1 x2 + 7
(c) f (x1 , x2 ) = x21 + x22 + x1 x2
(d) f (x1 , x2 ) = 3x21 + 5x22 2x1 x2 + 8x2
(e) f (x1 , x2 ) = 3x21 5x22 + 2x1 x2 8x2
(f) f (x1 , x2 , x3 ) = x21 + 2x22 + 3x23 + x1 x2 2x2 x3
(g) f (x1 , x2 , x3 ) = x21 2x22 3x23 x1 x2 + 2x2 x3
Also determine the local minimum, local maximum, and inflection (saddle) points ( inflection or
saddle points are those points that are neither minimum nor maximum). Find the function values
around the stationary points and plot them. Comments whether the following functions are unimodal
around the stationary points.
11. Suppose f (x) is a convex function, and a, b dom f with a < b
(a) Show that
f (x)
bx
xa
f (a) +
f (b)
ba
ba
xa
ba
bx
for all x [a, b]. Draw a sketch that illustrates this inequality.
(c) Suppose f (x) is differentiable. Use the result in 12 (b) to show that
f(x)
f (b) f (a)
f(b)
ba
(d) Suppose f (x) is twice differentiable. Use the result in 12 (c) to show that
f (a) 0
and f (b) 0
12. Determine the nature ( i.e -ve definite (semi-definite) function, or +ve definite (semi-definite) function, or indefinite function )of the following quadratic forms:
(a) f (x) = x21 + 4x21 x2 + 2x1 x2 7x22 6x2 x3 + 5x23
(b) f (x) = x21 x22 2x2 x3 + x23
(c) f (x) = 2x21 + 2x22 2x1 x3 + 3x23 + x1 x2
165 4
x
2
60x3 + 36
x2 ]T
(a) Find the matrix P22 , vector b21 and the scalar quantity c.
(b) Check the nature of the function.
(c) Find all points that satisfy the first-order necessary condition for f (x) to be optimal.
(d) Does the function f (x) have a minimizer? If it does, then find all minimizer(s); otherwise
explain why it does not.
18. Consider the following functions:
(0)
(0)
(a) minimize f (x1 , x2 ) = 3x21 4x1 x2 + 2x22 + 4x1 + 6 with starting point x1 = 0.0, and x2 = 0.0]
(0)
(0)
(b) minimize f (x1 , x2 ) = x21 x1 x2 + x22 with starting point x1 = 1.0, and x2 = 0.5]
(0)
(0)
(c) maximize f (x1 , x2 ) = x21 + x1 x2 3x22 with starting point x1 = 1.0, and x2 = 2]
(0)
(0)
(d) minimize f (x1 , x2 ) = 12.1x21 1.73x1 x2 + 21.5x22 with starting point x1 = 1.0, and x2 = 1]
(0)
(0)
(e) minimize f (x1 , x2 , x3 ) = x21 +2x1 x2 +2x2 x3 +2x22 +2x23 with starting point x1 = 1.0, and x2 =
1 and x3 = 1.0]
using (i) Steepest Descent Method (ii) Conjugate Gradient Method (iii) Newtons Method. For
each method show only three iterations and hence make your comments.
19. Find the points satisfying KKT necessary conditions for the followings, Check if they are optimum
points using the graphical method (if possible).
4
10
20
volts
f = x1 + 2x2
x1 + 3x2 10
x1 x2 2
x1 + x2 6
x1 + 3x2 6
x1 , x 2 0
(b) Minimize
f = x1 + 4x2
subject to
x1 + 2x2 5
2x1 + x2 = 4
x1 x2 3
x1 0, x2 unrestricted in sign
22. Solve the following problems by the Simplex method and verify the solution graphically whenever
possible.
(a) Maximize
subject to
f = x1 + 0.5x2
6x1 + 5x2 30
3x1 + x2 12
x1 + 3x2 12
x1 , x 2 0
(b) Maximize
subject to
f = 5x1 2x2
2x1 + x2 9
x1 x2 2
3x1 + 2x2 3
x1 , x 2 0
f = 5x1 + 4x2 x3
x1 + 2x2 x3 1
2x1 + x2 + x3 4
x1 , x2 0; x3 is unrestricted in sign
f = x1 + 4x2
x1 + 2x2 5
2x1 + x2 = 4
x1 x2 1
x1 , x2 0;
(c) Minimize
subject to
(d) Maximize
subject to
23. Write the dual problems for the following problems and solve the dual the problems and recover the
values of the primal variables from the final dual tableau.
(a) Maximize z(x1 , x2 ) = x1 + 4x2
subject to
x1 + 2x2 5
x1 + x2 = 4
x1 x2 3
x1 , x 2 0
x1 + 2x2 ,
x1 + x2 8 ,
x1 0; , x2 0
(b) Maximize f (x1 , x2 ) =
4x1 + 2x2 ,
subject to
x1 + x2 10 ,
x2 5
x1 0; , x2 0
using interior point method based on centering scheme. Assume the initial trial solution
for(a) as x0 = [2 2 4]T and for(b) as x0 = [3 3 4 2]T . Show only one iteration.
27. Solve the following problems
(a) Minimize
f (x) = x21 + x2 ,
subject to x21 + x22 1 0 ,
using the logarithm barrier function method (interior penalty method). Apply (i) Analytical
implementation method (ii) Numerical implementation method with k+1 = 0.1k , for k =
0, 1, 2. Assume 0 = 0.1.
(b) Minimize
f (x) = 3x21 + x22 ; where x = [x1 x2 ]T
subject to g(x) = 2 x1 x2 0 ; x1 > 0 and x2 > 0
applying the logarithmic interior penalty method and hence estimate Lagrange multiplier
using the expression = limk g k ; where k is the penalty coefficient.
28. Solve the following problems
(a) Minimize
f (x1 , x2 ) = (x1 4)2 + (x2 4)2 ;
subject to g(x) = 5 x1 x2 0
using exterior point method. Show the calculations only for two iterations, the penalty coefficients values at two successive iterations are considered as 0 = 1 and 1 = 10 respectively.
(b) Minimize
f (x) = 3x21 + x22 ; where x = [x1 x2 ]T
subject to g(x) = 2 x1 x2 0 ; x1 > 0 and x2 > 0.
using the exterior point method.
R /2
4
2
2
2
0 (x1 (t) + 2x1 (t)x2 (t) + x2 (t))dt,
R 1 (x (t)x (t))
1
2
e(x1 (t)+x2 (t)) )dt.
0 (e
30. Find the equations of the curves that are extremals for the functional
Z tf
1
1
( x 2 (t) tx(t)
v(x(t)) =
x(t) + x(t)x(t))dt
x(t)
0
0
1
0
"
x(t) +
0
1
0 x(t)
Z
0
(y 2 (t) + u2 (t))dt
(a) Assuming that u(t) = Kx(t) is such that J is minimized, find the poles of the closed-loop
systems.
(b) Assume that x(0) = [ 1 2]T , find the optimal value of J .
(c) Obtained the gain and phase margins of the closed loop system while the controller is designed
based on LQR.
33. Show that if is an eigenvalue of the Hamiltonian matrix H, then so is .
34. Given the Hamiltonian matrix corresponding to a dynamical system and its associated performance
index. The Hamiltonian matrix is
"
H=
A
Q
BR1 B T
AT
"
2
1
5
2
35. For the standard infinite horizon (LQR) control problem, the optimal controller gain (k) is given as
k = [ 3.16 2.51 ],
for the corresponding system and weighting matrices are described below:
"
A=
0.0 1.0
0.0 0.0
"
, b=
0
1
"
, Q=
1 0
0 0
, and R = 0.1
= x(t) + u(t)
and the cost function
1 2
1 Z 10 2
J = 8x (10) +
(3x (t) + u2 (t))dt
2
2 0
do the following.
(a) Generate the Hamiltonian matrix for this control problem
(b) Generate the Riccati equation for this control problem
(c) Solve the optimal feedback gain.
(d) Obtain the steady state solution of the optimal gain.
(e) What is the pole of the closed-loop system at steady state gain?
(f) How does this closed-loop pole change if the state weighting matrix is increased by a factor of
10?
37. (a) Suppose that i is an eigenvalue of the matrix A BR1 B T P and vi 6= 0 is the corresponding
eigenvector, whereP is the symmetric positive definite solution of the A.R.E. Show that
[viT (P vi )T ]T
is an eigenvector of the associated Hamiltonian matrix corresponding to the eigenvalue i .
(b) Show that if Q = QT > 0, then the real parts of the eigen values of the matrix A BR1 B T P
are all negative, where P = P T > 0 is solution of the associated A.R.E.
38. Design a system for controlling the shaft angle of a dc motor. The entire state is measured and be
used to generate the motor control voltage. A block diagram for the dc motor is shown in fig.5.
Angular
velocity
U(s)
0.02
1/s
1/s
Angular
position
1 Z 0.4 2
J(x(t), U (t)) =
( (t) + 108 u2 (t))dt
2 0
(a) Simulate the closed-loop system with an initial shaft position of =10 degree and an initial shaft
velocity of zero.
(b) Using the steady state gains, simulate the closed-loop system with the same initial conditions.
(c) Plot the plant state and the control input for these two simulations and compare the results.
39. Given the following model of dynamic systems:
(a) x 1 (t)
x 2 (t)
(b) x 1 (t)
x 2 (t)
=
=
=
=
x2 (t) + 5
u(t)
x2 (t)
x2 (t) + u(t)
Z tf
0
dt = tf
Find the state feedback control law u = u(x1 , x2 ) that minimizes J and drives the system from
a given initial condition x(0) = [1 2]T to the final state x(tf ) = 0. Proceed as indicated below:
(i) Derive the equations of the optimal trajectories.
(ii) Derive the equation of the switching curve.
(iii)Write the expression for the optimal state-feedback controller.
(iv)Draw an implementable control scheme to realize such a controller in practice.
40. Consider a dynamic system
"
x(t)
0
1
3 4
"
x(t) +
0
1
"
u(t) +
6
3
0 x(t) + (t)
Assume the state and input weighting matrices of LQR parameters are given as Q = 50I22 and
R = 5. The input and output noises are considered to be zero mean white noise Gaussian processes
with known input and output noise covariances as = 0.3I22 and V = 0.2 respectively. Design
a controller u(t) = K x(t) based on Kalman filter.
(a) Compute the controller gain K.
(b) Compute Kalman filter gain L.
(c) Compute gain and phase margins of the system and draw the Nyquist plot overlaid on the unit
circle centered at the origin.
(d) Plot the response of the closed loop system with designed estimator based controller.
(e) Show the implementation scheme of Kalman filter based controlled system.
(f) Design LQR controller for the same system and compare the gain and phase margins that are
obtained in (c).
11
3e0.1s
(2s + 1)(0.1s + 1)2
Obtain the additive uncertainty function (weight) a (s) and sketch its magnitude for all frequencies
3
0, when the nominal model is G(s) = (2s+1)
1
42. The nominal plant of a unity feedback control system is described as Gm (s) = (s+2)(s+5)
and the
controller K(s) = ks is placed in the forward path. Using small-gain theorem, find the maximum
value of k for which closed-loop system will be robustly stable while the bound of the multiplicative
model uncertainty is m (s) = 0.25(1+4s)
.
(1+0.25s)
43. Consider the system shown in Fig.6 and assume the actual plant is given by
m
R(s)
v
+
u
+
G m (s)=
Y(s)
s2
H(s)= 2(s+1)
( s 2 +s+1)
G(s) =
2(s + 2)
+ s + 1)
s2 (s2
r(t)
K(s)
(s+1+ 1 )
y
d
(s+1+ 2 )
2 ] and N (s) =
[5]
45. Consider the following nominal system stable (i.e without uncertainties):
x(t)
0
0
6 + 1
1
0
9 + 2
0
0
1.0
x(t) + 0 u(t);
3 + 3
1
where 1 , 2 and 3 are uncertainties. Decompose the system as the nominal system (A, B) and
uncertainty as shown in Figure 8. Use the Small-Gain theorem to find the bound on the uncertainty
that guarantees the stability of the system.
e
w
(A,B)
X(t)
=
X +
and y = X
(a) Calculate the H2 -norm of the trasfer function G(s) of the above system using the method based
on the Lyapunov equation.
(b) Evaluate of H2 -norm of G(s) using Cauchy residue theorem.
(c) Calculate H norm of G(s) by hand computation.
47. For the system
G(s) =
1
(s+2)2
1
(s+1)(s+2)
1
(s+2)
2
(s+2)2
6.0
1.0
x(t)
9.0
0.0
"
x(t) +
1
0
u(t);
y(t) =
Compute (i)kG(s)k2 (open-loop transfer function) (ii) kG(s)k and interpret their significance.
49. A standard H control problem with no uncertainties in system matrices are given below:
"
0
1.0
6.0 5.0
A=
C1 =
1.0 1.0
; C2 =
"
; B1 =
1.0 0.0
1.0
1.0
"
; , B2 =
0
1.0
13
P (s) =
A |
C1 |
C2 |
B 1 B2
D11 D12
D21 D22
1
| 1 1
1
| 0 0.2
1 | 1 0
14