Example-35: Solve the following non-linear programming problem using Kuhn-

Tucker condition:

Maximize z  2 x1  x12  x 2
Subject to 2 x1  3 x 2  6
2 x1  x 2  4
x1 , x 2  0
And hence find the global optimum solution.

Solution: Let z  f  x   2 x1  x12  x 2

And h1  x   2 x1  3x 2  6  0
h2  x   2 x1  x 2  4  0
The Lagrangean function is

  
L x,  , s   f  x   1 h1  x   s12  2 h2  x   s 22 
The Kuhn-Tucker necessary conditions for maximization problem are

f  x  h  x  h  x 
 1 1  2 2 0
x j x j dx j
1 h1  x   0
2 h2  x   0
h1  x   0

h2  x   0
1 ,  2  0
f  x  h  x  h  x 
  1 1  2 1 0
x1 x1 dx1
f  x  h  x  h  x 
 1 1  2 2 0
x 2 x 2 x 2
1 h1  x   0
2 h2  x   0
h1  x   0

 2  2 x1  21  2 2  0............1
The conditions  3 and
h2  x   0
1 ,  2  0
1  31   2  0.............. 2 
1  2 x1  3 x 2  6  0............. 3
 2  2 x1  x 2  4   0.............. 4 
 2 x1  3x2  6  0............. 5
 2 x1  x2  4  0.............. 6
1 ,  2  0............... 7 
 4 implies that there are four cases may aries.
Case-I. 1  0,  2  0
1  x1  1
 2  1  0 which is impossible.
There fore it may be descraded.
Case-II. 1  0 and  2  0
1  2  2 x1  21  0
 2  1  31  0
 3  2 x1  3x2  6  0  1  0
1 2 14
 1  , x1  , x 2  , 2  0
3 3 9
 2 14  1
Which satisfies all the necessary conditions so x0   x1 , x 2    , , 1  , 2  0 is
3 9  3
22
a stationary point which gives the max. z 
9
Case-III. If 1  0 and  2  0
1  2  2 x1  22  0
 2  1  22  0
 4  2x1  x2  4  0
  2  1, x1  0, x 2  4
Which does not satisfy the condition  5 and therefore it may be discarded.
Case-IV. If 1  0, 2  0
1  2  2 x1  21  22  0
 2  1  31  2  0
 3  2 x1  3x2  6  0 [1  0]
 4  2 x1  x2  4  0  1  0
3 3 5
 x1  , x 2  1, 1  and  2  
2 4 4
Which does not satisfy the condition  7  and therefore it may be discarded.
2 14 22
 The optimum solution is x1 
3
, x2 
9
and Max. z 
9
Globality Test:

 2 14 
The Hessian matrix of f  x  at x 0   ,  is
3 9 
 2 f 2 f 
 2 2 
 x x1x 2   2 0
H  x0    2 1 
  f  2 f   0 0
 x x x 22 
 2 1
The value of practical miner determinant
 2 0
 1   2  2,  2   0
 0 0

has sign   1 k , k  1,2 . So the Hession matrix H  x 0  is negative definite and f  x 

is concave. Since h1  x  and h2  x  are linear they are convex. Which indicates that
  2 14 
the necessary conditions and the stationary point x 0   ,  is a maximum point of
3 9 
f  x .
2 14 22
The global optimum solution is x1  , x2  and Max. z  .
3 9 9

Example-36: Solve the following non-linear programming problem using Kuhn-

Tucker necessary conditions:
Maximize z  7 x12  6 x1  5 x 22
Subject to x1  2 x 2  10
x1  3 x 2  9
x1 , x 2  0
And hence find the global optimum solution.

Solution: Let z  f  x   7 x12  6 x1  5 x 22

And h1  x   x1  2 x 2  10  0
h2  x   x1  3 x 2  9  0
The Lagrangean functions
  
L x,  , s   f  x   1 h1  x   s12  2 h2  x   s 22 
 L x,  , s   7 x12  6 x1  5 x22    x  2x
1 1 2  
 10  s12  2 x1  3x2  9  s 22 
The Kuhn-Tucker necessary conditions for maximizing problem are
f  x  h  x  h  x 
 1 1  2 2  0, j  1,2
x j x j dx j
1 h1  x   0
2 h2  x   0
h1  x   0
h2  x   0
1 ,  2  0
f  x  h  x  h  x 
  1 1  2 2 0
x1 x1 x 2
f  x  h  x  h  x 
 1 1  2 2 0
x 2 x1 x 2
1  x1  2 x 2  10  0
2  x1  3x 2  9  0
 x1  2 x2  10  0
 x1  3x2  9  0
1 ,  2  0
 14 x1  6  1   2  0............1
10 x 2  21  3 2  0.............. 2 
1  x1  2 x 2  10  0......... 3
2  x1  3 x 2  9   0.......... 4 
 x1  2 x 2  10  0........... 5
  x1  3x 2  9  0............ 6
1 ,  2  0............. 7 
From condition  3 and  4  have
1  0 or, x1  2 x 2  10  0 and  2  0 or, x1  3 x 2  9  0
There are four cases may aries
 i  1  0, 2  0;  ii  1  0, 2  0
 iii    0, 2  0;  iv  1  0, 2  0
Case-I. If 1  0and 2  0
1  14 x1  6  0  x1   3 0
7
 2  10 x2  0  x2  0
Which does not satisfy the non-negativity restriction and therefore it may be
descraded.
Case-II. If 1  0and 2  0
1  14 x1  6  1  0
 2  10 x2  21  0
 3  x1  2 x 2  10  0
Solution of this equation yields
38 146 730
x1  , x2  , 1  , 2  0
33 33 33
Which satisfy all necessary conditions, and gives the Max. z  114 .061

Case-III. If 1  0and 2  0
1  14 x1  6  2  0
 2  10 x 2  32  0
 3  x1  3x 2  9  0
These simultaneous equations yields solutions
19 1052 980
x1  , x2   , 1  0,  2 
119 357 199
Which does not satisfy the non-negativity restriction and therefore it may be
descraded.
Case-IV. If 1  0and 2  0
1  14 x1  6  1  2  0
 2  10 x2  21  32  0
 3  x1  2 x2  10  0
 4  x1  3x2  9  0
These simultaneous equation has solution
48 1 2116 1394
x1  , x 2   , 1  , 2 
5 5 25 25
Which satisfy all necessary conditions, and gives the Max. z  702.92
The maximum value of z  702.92 is obtained in case IV . So the optimum solution
48 1
is x1  , x2 
5 5
And Max. z  702.92 .
  48 1 
Convexity or concavity test: The Hessian matrix of f  x  at x 0   ,  is
 5 5
 2 f 2 f 
 
x12 x1x 2  14 0 
H  x   
  f
2
 2 f   0 10
 x x x 22 
 2 1
Values of principal minor determinant of H  x 0 
14 0 
 1  14  14and 2     140
 0 10
Since all principal minor determent of H  x 0  is positive, so H  x 0  is positive
definite and hence f  x  is convex. Also h1  x   0 , h2  x   0 and linear therefore all
constraints are both convex and concave .
Hence necessary conditions are not sufficient condition. The stationary point
 48 1 
x 0   ,  is not global optimum. It is a local maximum point of f  x  .
 5 5

Example-37. Solve the following non-linear programming problem using Kuhn-

Tucker conditions:
Maximize z   x12  x 22  x32  4 x1  6 x 2
Subject to x12  x22  16
2 x1  3 x 2  12
x1 , x 2 , x3  0
And hence find the global optimum solution.

Solution: Let f  x   x12  x22  x32  4 x1  6 x 2

and h1  x   x12  x 22  16  0
h2  x   2 x1  3x 2  12  0
The Lagrangean function
2
L x,  , s   f  x    i hi  x 
i 1

 
  x12  x 22  x32  4 x1  6 x 2  1 x12  x 22  16  2  2 x1  3x 2  12
The Kuhn-Tucker conditions for maximization problem are
f  x  2
h  x 
  i i  0, j  1,2,3
x j i 1 x j
i hi  x   0
hi  x   0
0
f h1 h  x 
  1  2 2 0
x1 x1 x1

f h h
 1 1   2 2  0
x 2 x 2 x 2
 f h h
 1  2 2  0
x3 x3 x3
1  x12  x22  16  0
2  2 x1  3 x2  12  0
x12  x22  16  0
2 x1  3 x2  12  0
1 , 2  0
 2 x1  4  2 x11  22  0......1
 2 x2  6  21 x2  32  0......... 2
 2 x3  0................................... 3
1 ( x12  x 22  16)  0.......... .......... .. 4
2  2 x1  3x 2  12  0................... 5
x12  x 22  16  0.................... ......... 6 
2 x1  3 x 2  12  0........................... 7 
1 ,  2  0....... 8
Condition (4) and (5) implies that
1  0 or x12  x22  16  0
 2  0 or 2 x1  3 x 2  12  0
There are four cases may aries
 i  1  0, 2  0,  ii  1  0, 2  0
 iii  1  0, 2  0  iv  1  0,  2  0
Case-I. If 1  0and 2  0
1  2 x1  4  0  x1  2
 2    2 x2  6  0  x2  3
 3  x3  0
Which does not satisfy condition (7) and therefore it may be discarded.
Case-II. If 1  0and 2  0
1  2 x1  4  2 x11  0
 2  2 x2  6  21 x2  0
 3  x3  0
 4  2 x12  x22  12  0
8 12 13  4
 x1  , x2  , x3  0, 1  0
13 13 4
Which does not satisfy condition (8).

Case-III. If 1  0, 2  0
1  2 x1  4  22  0
 2  2 x2  6  32  0
 3  x3  0
 4  2 x1  3x2  12  0
This simultaneous equations has solution
 24 36 2
x1  , x2  , x3  0,  2 
13 13 13
Which satisfies all the necessary conditions with
168
Max . z   12.92
13
Case-IV. If 1  0, 2  0
1  2 x1  4  2 x11  22  0
 2  2 x2  6  21 x2  32  0
 3  x3  0
 4  x12  x22  16  0
 5  2 x1  3x2  12  0
This simultaneous equation has solution
x1  0, x 2  4, x3  0, 1  1,  2  2
48 20
and x1  , x2  , x3  0, 1  1, 2  2
13 13
Which does not satisfy condition (8) and hence it may be discarded.
We have the optimum solution from case III.
The optimum solution is
24 36 168
x1  , x2  , x3  0 and Max.z   12.92
13 13 13
Test for global optimum: The Hessian matrix for
 24 36  2
f  x  at x 0   , ,0  is and 1  0,  2 
 13 13  13
 2 f 2 f 2 f 
 
 2x1 x1x2 x1x3   2 0
2
 0  The values of principle
  f 2 f  f  
2
minor determinates are
H  x0       0  2 0 
x x x22 x2 x3
 22 1  0 0  2
  f 2 f 2 f  
 x3x1 x3x2 x32 
2 0 0
2 0
 1   2  2,  2   4,  3  0 2 0  8
0 2
0 0 2
has sign   1 k for k  1,2,3.
i.e. has alternating sign starting with negative sign. So H  x 0  is negative definite and
f  x  is concave since h2  x  is linear it is convex.
Hessian matrix for h1  x  at x 0
  2 h1  2 h1 
 
x 2
x1x2  2 0 The values of principle minor determinant
H  x0    2 1

  h2  2 h2  0 2   2  2 and  
1
2 0
 4 all are
2
0 2
 x x x2 2 
 2 1 positive
 H  x 0  of h1  x  is positive definite
 h1  x  is convex.
Thus the necessary conditions are also sufficient conditions and hence
 24 36 
x0   , ,0  is global maximum
 13 13 
24 36
 Global optimum solution is x1  13 , x2 
13
, x3  0
168
and Max. z  .
13

Example-38. Solve the following non-linear programming problem using Khun-

Tucker condition:
Maximize z  3 x1  2 x 2
Subject to x12  x 22  5
x1  x 2  1
x1 , x 2  0
Solution: Let z  f  x   3 x1  2 x 2
and h1  x   x12  x 22  5  0
h2  x   x1  x 2  1  0
The Lagarangean function is
 
L x,  , s   3 x1  2 x2  1 x12  x 22  5   2  x1  x 2  1
The Kuhn-Tucker necessary conditions for maximizing problem.
f  x  h  x  h  x 
 1 1  2 2 0
x1 x1 x1
f  x  h  x  h  x 
 1 1  2 2 0
x2 x2 x2
1h1  x   0
2 h2  x   0
h1  x   0
h2  x   0

 3  21 x1   2  0...............1
2  21 x 2   2  0.................. 2 
1  x12  x 22  5  0.................. 3
 2  x1  x 2  1  0................... 4 
x12  x 22  5  0......................... 5
x1  x 2  1  0.......................... 6 
1 ,  2  0.................................. 7 
Condition (3) and (4) implies that
1  0 or x12  x22  5  0
2  0 or x1  x2  1  0
There are four cases may aries
 i  1  0,  2  0 ii  1  0,  2  0 iii  1  0,  2  0 iv 1  0,  2  0
Case-I. If 1  0, 2  0
1  3  0 which is impossible and therefore it must be discarded.
Case-II. If 1  0, 2  0
1  3  21 x1  0
 2  2  21 x2  0
 3  x12  x22  5  0
These equations has non-negative solution
5 5 1 13
x1  3 , x2  2 , 1  , 2  0
13 13 2 5
Which satisfies all the necessary conditions and gives max.
5 5 5
z  3 3  2 2  13  65
13 13 13
Case-III. If 1  0, 2  0
1  3  2  0
 2   2  2  0
 3  x1  x2  1  0
1   2  5  0.
Which is impossible and therefore it must be discarded.
Case-IV. If 1  0, 2  0
1  3  21 x1  2  0
 2  2  21 x2  2  0
 3  x12  x22  5  0
 4  x1  x2  1  0
5 1
These equations has solutions x1  2, x 2  1, 1  ,  2  
6 3
5 4
And x1  1, x 2  2, 1   ,  
6 3
Which does not satisfy the non-negativity restriction i.e. does not satisfy condition
(7), and therefore it must be discarded.
Hence the optimum solution is obtained form case-II. and the solution is

5 5
x1  3 , x2  2 and Max. z  65  8.06
13 13
Globality Test: Here f  x   3x1  2 x 2 which is linear and hence f  x  is both
concave and convex.
 5 5 
Hessian matrix of hi  x  at x0   3 ,2 
 13 13 
1 13
and 1  ,  2  0 is
2 5
  2h1  2 h1 
 2 
x x1x2  2 0
H  x0    2 1 
  h1  2 h1  0 2
 x x x22 
 1 2
Principle minor determinant  1  2,  2  4 have positive value therefore H  x 0  of
h1  x  is positive define and h1  x  is convex since h2  x  is linear it is convex. Hence
  5 5 
f  x  has a global maximum at the stationary point  3 ,2  with max.
 13 13 
z 65  8.06

Example-39. Solve the following linear programming problem using Kuhn-Tucker

conditions
Maximize z  8 x12  2 x 22
Subject to x12  x 22  9
x1  2
x1 , x 2  0
and hence find global optimum solution.

Solution: Let z  f  x   z  8 x12  2 x 22

and h1  x   x12  x 22  9  0
h2  x   x1  2  0
The Lagrangran function
 
L x,  , s   8 x12  2 x22  1 x12  x22  9  2  x1  2
The necessary conditions for maximization problem are
f  x  2
h  x 
  1 i  0,  j  1,2
x j i 1 x j
i hi  x   0
hi  x   0
 0

f  x  h  x  h  x 
  1 1  2 2 0
x1 x1 x1
f  x  h  x  h  x 
 1 2  2 2 0
x2 x2 x2
1  x12  x22  9  0
2  x1  2   0
x12  x22  9  0
x1  2  0
1 , 2  0

 16 x1  21 x1  2  0.....1
4 x2  21 x2  0.................. 2 
1  x12  x22  9  0............. 3
2  x1  2   0..................... 4 
x12  x22  9  0.................... 5
x1  2  0........................... 6 
1 , 2  0........................... 7 
Condition (3) and (4) implies that
1  0 or x12  x22  9  0 and 2  0 or x1  2  0
There are four cases may aries
 i  1  0, 2  0  ii  1  0, 2  0
 iii  1  0, 2  0  iv  1  0, 2  0
Case-I. If 1  0, 2  0
1  16 x1  0  x1  0
 2  4 x 2  0  x 2  0
Which is satisfies all the necessary conditions and gives max. z  0
Case-II. If 1  0, 2  0
1  16 x1  21 x1  0
 2  4 x2  21 x2  0
 3  x12  x22  9  0
These equations has solution
If 1  2, x1  0, x 2  3or , x1  0, x 2  3
If 1  8, x1  3, x 2  0, or , x1  3, x 2  0
Among these x0   x1 , x 2 , 1 , 2    0,3,2,0 
1

and x02   x1 , x 2 , 1 ,  2    3,0,8,0  are

feasible and x 02   3,0,8,0  does not satisfy condition (6) but x01   0,3,2,0 satisfy
all the necessary conditions and gives Max. z  18
Case-III. If 1  0, 2  0
1  16 x1  2  0
 2  4 x2  0
 3  x1  2  0
These equations has solution x1  2, x 2  0, 1 ,  2  32
Which satisfies all the necessary conditions and gives Max. z  32.
Case-IV. If 1  0, 2  0
1  16 x1  21 x1  2  0
 2  4 x2  21 x2  0
 3  x12  x22  9  0
 4  x1  2  0
These equations has solution

x10   x1 , x 2 , 1 ,  2   2, 5 ,2,24 

x02  x1 , x 2 , 1 ,  2   2, 5 ,2,24 
2
Among these x = ( 2, 5 ,2,24 ) does not satisfy the non-negativity restrictions
0

but x01  2, 5 ,2,24  satisfy all the Kuhn-Tucker necessary conditions and gives
Max. z  8  4  2  5  42
 Maximum value of z  42 is obtained in case-IV .So the optimum solution is
x1  2, x 2  5 , Max.z  42
Test for global optimality: The Hessian matrix of f  x  at the stationary point
x 0   2, 5  and 1  2, 2  24 is
   2 h1  2 h1 
 
x12 x1x 2  16 0
H  x0    
  h1
2
 2 h1   0 4
 x x x 22 
 1 2
The values of principle minor determinant
16 0
 1  16  16 and 2   64
0 4
have positive value. So H  x 0  is positive definite and f  x  is convex.
Hessian matrix for h x  at x0   2, 5 , 1  2,  2  24 is
  2 h1  2 h1 
 
x12 x1x 2  2 0
H  x0    
  h1
2
 2 h1  0 2
 x x x 22 
 1 2
have principle minor determinant 1 =2 and  2 =4 which are the positive and
therefore H  x 0  for h1  x  is positive definite. Hence h1  x  are convex h2  x  is
linear and therefore it is convex.
 f  x  and all constraints are convex.
 f  x  has a local maximum point at x0   2, 5  with max. z  42.

Example-40: Solve the following linear programming problem using Kuhn-Tucker

conditions
Minimize z  x12  x 22  x32
Subject to x1  x 2  x3  15
x1 , x 2 , x3  0

Solution: Let z  f  x   x12  x 22  x32

and h x   x1  x 2  x3  15  0
The Lagrangean function is
L  x,  , s   x12  x 22  x32    x1  x 2  x3  15
The Kuhn –Tucker necessary conditions are
f  x  h x 
 0
x j x j
  x1  x2  x3  15  0
x1  x2  x3  15  0
 0
f  x  
   x1  x2  x3  15  0
x1 x1
 f  x  
  x1  x2  x3  15  0
x2 x2
f  x  
  x1  x2  x3  15  0
x3 x3
  x1  x2  x3  15  0
x1  x2  x3  15  0
 0
2 x1    0...............1
2 x2    0............... 2
2 x3    0.............. 3
  x1  x2  x3  15  0......... 4 
x1  x2  x3 15  0. . . . . . .5
  0.................................... 6 
Condition four implies that   0 and   x1  x 2  x3  15  0
 There are two cases may aries

Case-I. If   0
1  x1  0
 2   x2  0
 3  x3  0
Which does not satisfy condition (5) and therefore it must be discarded.

Case-II. If   0
1  2 x1    0
 2  2 x2    0
 3  2 x 3    0
 4  x1  x 2  x3  15  0
These equations has solution   10, x1  5, x 2  5, x3  5
Which satisfy all the necessary conditions.
  x1 , x 2 , x3 ,     5,5,5,10 is a stationary point and gives min z  75
So the optimum solution is x1  5, x 2  5, x3  5 and Max.z  75.
Test for convexity: The Hessian matrix for f  x  at x 0 is
 f  x   2 f  x  2 f  x 
 
 2x1
2
x1x 2 x1x3  2 0 0
 
  f  x f  x   2 f  x  
H  x0      0 2 0
x x x 2 x 2 x3
 22 1  0 0 2
  f  x  f  x f  x   
2

 x3 x1 x3 x 2 x 22 

The values of principle minor determinant of H  x 0  are
 2 0 0
2 0
 1  2  2,  2   4,  3  0 2 0 8
0 2
0 0 2

all are positive therefore H  x 0  is positive definite, so H  x 0  is convex.

Since h x  is linear it is both concave and convex which indicates x 0 is a global

minimum point of f  x  .

Example-41: Solve the following linear programming problem using Kuhn-Tucker

conditions
Minimize, z  0.3x 2  2 x1  0.4 x 22  2.4 x 2  .6 x1 x 2  100
Subject to 2 x1  x 2  4
x1 , x 2  0

Solution: Let z  f  x   0.3 x 2  2 x1  0.4 x 22  2.4 x 2  .6 x1 x 2  100

h x   2 x1  x 2  4  0
The Kuhn-Tucker necessary condition for minimization problem is
f  x  h x 
 0
x j x j

  h x    0
h x   0
0
 0.6 x1  2  0.6 x2  2  0.............1
0.8 x2  0.6 x1  2.4    0.......... ....... 2 
  2 x1  x2  4   0............................ 3
2 x1  x2  4  0................................. 4 
  0................................................ 5
Condition (3) implies that  =0 or, 2 x1  x2  4 =0
There two cases may aries (i)  =0 and (ii)   0
Case-I. If   0 we have
1  0.6 x1  0.6 x 2  2  0
 2  0.6 x1  0.8 x 2  2.4  0
4
This equation has solution x1  , x 2  2 which satisfies all the necessary conditions
3
and gives min z  93.6
Case-II. If   0 we have
1  0.6 x1  0.6 x2  2  2  0
 2  06 x1  0.8 x2  2.4  0
 3  2 x1  x2  4  0
6 16 2
These equations has solution x1  , x2  ,  
7 7 35
Which does not satisfy the condition (5) and therefore it must be discarded .
 4
Hence the optimum solution is x1  , x 2  2 and min z  93.6
3
Test for convexity: Hessian matrix of f  x  at x 0 is
  2 h1  2 h1 
 
x12 x1x 2  0.6 0.6
H  x0    
  h1
2
 2 h1  0.6 0.8
 x x x 22 
 1 2
0.6 0.6
The value of principle minor determinant  1  0.6  0.6,  2   0.12
0.6 0.8
are of positive value. So H  x 0  is positive definite and f  x  is convex. Since h x 
4 
is linear it is both concave and convex. So f  x  has a global minimum at  ,2 
3 

Example-42: Solve the following linear programming problem using Kuhn-Tucker

conditions
Maximize z  x12  x 22
Subject to x1  x 2  4
2 x1  x 2  5
x1 , x 2  0

Solution: Let z  f  x   x12  x 22

and h1  x   x1  x 2  4  0
h2  x   2 x1  x 2  5  0

The Lagrangean function is

L  x,  , s     
f  x   1 h1  x   s12  2 h2  x   s 22 
The Kuhn-Tucker necessary conditions for minimization problem are
f  x  h  x  h  x 
  1 1  2 2 0
x1 x1 x1
f  x  h  x  h  x 
 1 2  2 2 0
x2 x2 x2
1  x1  x2  4  0
2  2 x1  x2  5  0
x1  x2  4  0
2 x1  x2  5  0
1 , 2  0
 2 x1  1  22  0..........1
2 x2  1  2  0................ 2 
1  x1  x2  4   0............. 3
2  2 x1  x2  5  0.......... 4
x1  x2  4  0.................. 5
2 x1  x2  5  0................ 6 
1 , 2  0......................... 7 
Condition (3) and (4) implies that
1  0 or, x1  x 2  4  0 and
 2  0 or, 2 x1  x 2  5  0
There are four cases may aries
 i  1  0, 2  0  ii  1  0, 2  0
 iii  1  0, 2  0  iv  1  0, 2  0
Case-I. If 1  0, 2  0
1  x1  0,  2  x2  0
Which does not satisfy the condition (5) and (6) and therefore it must be discarded.

Case-II. If 1  0, 2  0
1  2 x1  1  0
 2  2 x2  1  0
 3  x1  x2  4  0
This equation has solution x1  2, x 2  2, 1  4,  2  0
Which satisfies all the necessary conditions and gives minimum z  8
Case-III. If 1  0, 2  0
1  2 x1  22  0
 2  2 x2  2  0
 3  2 x1  x2  5  0
These equations has solution x1  2, x 2  1, 1  0,  2  2
Which does not satisfy the condition (5) and therefore it must be discarded.
Case-IV. If 1  0, 2  0
1  2 x1  212  0
 2  2 x21  2  0
 3  x1  x2  4  0
 4  2 x1  x2  5  0
These equations has solution x1  1, x 2  3, 1  10,  2  4
Which does not satisfy condition (7) and therefore it must be discarded
 The optimum solution is x1  2, x 2  2 and minimum z  8.
Test for convexity: The Hessian matrix of f  x  is
   2 h1  2 h1 
 
x12 x1x 2  2 0
H  x0    
  h1
2
 2 h1  0 2
 x x x 22 
 1 2
2 0
The value of principle minor determinant 1  2  2 and 2  4
0 2
are positive and therefore H  x 0  is positive definite and hence f  x  is convex. Also
hi  x  are linear therefore they are both concave and convex.
Hence f  x  has a global minimum at (2, 2) with min. z  8.