Linear Programming Optimization
1. **Problem Statement (QUESTION ONE)**: A petroleum company operates two refineries. We want to formulate and solve its operating cost minimization problem subject to meeting oil production demands.
2. **Part (a): Objective Function**
- Let $x$ = days refinery 1 operates
- Let $y$ = days refinery 2 operates
- Costs: refinery 1: 20000 per day, refinery 2: 25000 per day
- Objective: minimize total cost
$$ \text{Minimize } C = 20000x + 25000y $$
3. **Part (b): Constraints**
- Production constraints must meet or exceed demand:
- High-grade oil: $400x + 300y \geq 25000$
- Medium-grade oil: $300x + 400y \geq 27000$
- Low-grade oil: $200x + 500y \geq 30000$
- Non-negativity: $x \geq 0, y \geq 0$
4. **Part (c): Solve for $x$ and $y$ minimizing cost**
We minimize
$$C = 20000x + 25000y$$ subject to
$$400x + 300y \geq 25000$$
$$300x + 400y \geq 27000$$
$$200x + 500y \geq 30000$$
$$x, y \geq 0$$
5. **Convert inequalities to equalities to find candidate points:**
- From pairs of constraints, we solve linear systems:
(a) Solve
$$400x + 300y = 25000$$
$$300x + 400y = 27000$$
Multiply first by 4 and second by 3 to equalize $y$'s coefficients:
$$1600x + 1200y = 100000$$
$$900x + 1200y = 81000$$
Subtract second from first:
$$700x = 19000 \implies x = \frac{19000}{700} = 27.14$$
Substitute $x$:
$$400(27.14) + 300y = 25000 \implies 10856 + 300y = 25000 \implies 300y = 14144 \implies y = 47.15$$
Check third constraint:
$$200(27.14) + 500(47.15) = 5428 + 23575 = 29003 < 30000$$ not satisfying third.
6. **Try constraints 1 and 3:**
$$400x + 300y = 25000$$
$$200x + 500y = 30000$$
Multiply second by 2:
$$400x + 1000y = 60000$$
Subtract first:
$$400x + 1000y - 400x - 300y = 60000 - 25000 \implies 700y = 35000 \implies y = 50$$
Substitute in first:
$$400x + 300(50) = 25000 \implies 400x + 15000 = 25000 \implies 400x = 10000 \implies x = 25$$
Check second constraint:
$$300(25) + 400(50) = 7500 + 20000 = 27500 \geq 27000$$
Ok and both $x,y \geq 0$
7. **Try constraints 2 and 3:**
$$300x + 400y = 27000$$
$$200x + 500y = 30000$$
Multiply first by 2:
$$600x + 800y = 54000$$
Multiply second by 3:
$$600x + 1500y = 90000$$
Subtract first:
$$600x + 1500y - (600x + 800y) = 90000 - 54000 \implies 700y = 36000 \implies y = 51.43$$
Substitute in first:
$$300x + 400(51.43) = 27000 \implies 300x + 20572 = 27000 \implies 300x = 6430 \implies x = 21.43$$
Check first constraint:
$$400(21.43) + 300(51.43) = 8572 + 15429 = 23991 < 25000$$ not satisfied.
8. **Feasible solution** from (6): $x=25$, $y=50$
Calculate cost:
$$C = 20000(25) + 25000(50) = 500000 + 1250000 = 1750000$$
Check all constraints satisfied.
9. **Final answer for QUESTION ONE:**
- Objective function: $C = 20000x + 25000y$
- Constraints:
- $400x + 300y \geq 25000$
- $300x + 400y \geq 27000$
- $200x + 500y \geq 30000$
- $x,y \geq 0$
- Minimum cost solution: $x=25$, $y=50$, cost = 1750000
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10. **Problem Statement (QUESTION TWO)**: Find Taylor polynomials and expansions for given functions.
11. **Part (a): Taylor polynomials for $f(x) = \ln(x)$ at $x=1$**
- Calculate derivatives:
- $f(x)=\ln x$
- $f(1) = 0$
- $f'(x) = 1/x$, $f'(1) = 1$
- $f''(x) = -1/x^2$, $f''(1) = -1$
- $f'''(x) = 2/x^3$, $f'''(1) = 2$
12. **Taylor polynomials:**
- $p_0(x) = f(1) = 0$
- $p_1(x) = 0 + 1(x-1) = x - 1$
- $p_2(x) = p_1(x) + \frac{-1}{2!} (x-1)^2 = x - 1 - \frac{(x-1)^2}{2}$
- $p_3(x) = p_2 + \frac{2}{3!} (x-1)^3 = x -1 - \frac{(x-1)^2}{2} + \frac{(x-1)^3}{3}$
13. **Graphing utility comparison:** compare $f(x)$ and $p_0, p_1, p_2, p_3$ around 1.
14. **Part (b): Expand $\sin(\pi/6 + h)$ to $h^4$ term**
- Use Taylor series about $h=0$ for $\sin(a+h)$:
$$\sin(a+h) = \sin a + h \cos a - \frac{h^2}{2} \sin a - \frac{h^3}{6} \cos a + \frac{h^4}{24} \sin a + \cdots$$
- Substitute $a=\pi/6$:
$$\sin(\pi/6) = \frac{1}{2}, \cos(\pi/6) = \frac{\sqrt{3}}{2}$$
- Thus
$$\sin(\pi/6 + h) = \frac{1}{2} + h \frac{\sqrt{3}}{2} - \frac{h^2}{2} \frac{1}{2} - \frac{h^3}{6} \frac{\sqrt{3}}{2} + \frac{h^4}{24} \frac{1}{2}$$
- Simplify:
$$= \frac{1}{2} + \frac{\sqrt{3}}{2} h - \frac{h^2}{4} - \frac{\sqrt{3}}{12} h^3 + \frac{h^4}{48}$$
15. **Part (c): Power series for $\cos^2 2x$ to $x^6$ term**:
- Use identity: $\cos^2 \theta = \frac{1 + \cos 2\theta}{2}$
- So
$$\cos^2 2x = \frac{1 + \cos 4x}{2}$$
Expand $\cos 4x$ using Maclaurin series:
$$\cos 4x = 1 - \frac{(4x)^2}{2!} + \frac{(4x)^4}{4!} - \frac{(4x)^6}{6!} + \cdots = 1 - 8x^2 + \frac{(256)x^4}{24} - \frac{4096 x^6}{720}$$
Simplify coefficients:
- $\frac{256}{24} = 10.6667$
- $\frac{4096}{720} = 5.6889$
So
$$\cos^2 2x = \frac{1}{2} + \frac{1}{2} \left(1 - 8x^2 + 10.6667 x^4 - 5.6889 x^6 \right) = 1 - 4x^2 + 5.3333 x^4 - 2.8444 x^6$$
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**Final answers:**
- QUESTION ONE: Objective function and constraints given; solution $x=25$, $y=50$ with minimum cost 1750000.
- QUESTION TWO:
a) Taylor polynomials for $\ln x$ at 1: $p_0=0$, $p_1=x-1$, $p_2=x-1 - (x-1)^2/2$, $p_3=x -1 - (x-1)^2/2 + (x-1)^3/3$
b) $\sin(\pi/6 + h) = \frac{1}{2} + \frac{\sqrt{3}}{2} h - \frac{h^2}{4} - \frac{\sqrt{3}}{12} h^3 + \frac{h^4}{48}$
c) $\cos^2 2x = 1 - 4x^2 + \frac{16}{3}x^4 - \frac{128}{45} x^6$