Make up - invent a story or plan.
Give in - cease fighting or arguing; admit defeat.
Conceive - form or devise (a plan or idea) in the mind.
Fall in - take one's place in a line or formation. Also, If a roof or ceiling falls in, it drops to the ground because it is damaged.
The sentence implies the action by strong people which may or may not include suicide over trivial issues.
'Conceive' is not followed by the preposition 'on', so option (c) is incorrect.
Among the other given options, only option (b) fits the blank contextually and gives the meaning that mentally strong people do not admit defeat and do not resort to suicide over trivial issues.
The correct sentence is: Mentally strong people do not give in to suicide over trivial issues.
Hence, option (b) is the answer.