Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Part Four

Optimization

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 Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Motivation

Given a function f(x), find an x0 where

f(x) is the maximum or minimum.

Noncomputer method:
derive the exact formula of the first
derivative f’(x) using calculus and then
solve the equation f’(x) = 0.

Question:
How about find (x1, x2, x3, x4, x5) such that the following function is minimized?

sin ( x 4 )
sin log x1 + e e − 3 x 2
cos ( x2 x3 − x52 ) − log x1 x5 + 5 x35

f ( x1 , x2 , x3 , x4 , x5 ) =  
cos −1 ( x1x5 )

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 Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Example: Optimization of Parachute Cost

For each chute:

A = 2πr2 l = √2r c = kcA m = Mt/n
Cost = c0 + c1l + c2A2

Task:
Given the total weight Mt, the impact speed limit vc, and the
initial height z0, determine the size (r) and the number of chutes (n)
such that the total cost n(c0 + c1l + c2A2) is the minimum while the
v=
gm
c
(
1 − e −( c / m )t ) impact speed of the chutes when reaching the ground is less than vc.

z = z0 −
gm gm 2
c
(
t + 2 1 − e −( c / m )t ) Minimize C = n(c0 + c1l + c2A2)
c
Subject to
v ≤ v0 and n ≥ 1
where
A = 2πr2 l = √2r c = kcA m = Mt/n
t = root [ z0 – gmt/c + (gm2/c2)(1-e-(c/m)t)] 3

v = (gm/c)(1-e-(c/m)t)
 Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Mathematical Background
Optimization or mathematical programming problem

Find x, which minimizes or maximizes f(x)

Subject to
di(x) ≤ ai i = 1, 2, …, m
ci(x) = bi i = 1, 2, …, p
where
x: an n-dimensional design vector
f(x): the objective function
di(x): inequality constraints
ci(x): equality constraints

• If f(x) and the constraints are linear, it is linear programming.

• If f(x) is quadratic and the constraints are linear, it is quadratic programming.
• Otherwise, it is non-linear programming. 4
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Overall Structure