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Contents

Introduction
Reviewsomeoptimizationtechniques
Reviewsomepublications
SimpleapplicationusingExcel
Conclusions

INTRODUCTION

WhyOptimization?

AllahsaysintheQuran,"Hegiveswisdomto
whomHewills,andwhoeverisgivenwisdomis
certainlygivenalotofgood.Onlythepeopleof
understandingobservetheadvice.
(AlBaqara:269).

Introduction

Optimization
Objectivefunctions

Costminimization
BenefitMaximization
Technicalobjectives
Increasepower.Minimizeloss,maximizereleaseetc

Constraints

Physical
Economical
Sociological
Technical

ConventionalOptimizationModel
Linearprogramming
Nonlinearprogramming
Dynamicprogramming

SoftComputingTechniques
GeneticAlgorithms
NeuralNetworks
Fuzzylogic

REVIEWSOMEOPTIMIZATIONTECHNIQUES

Linearprogramming(LP)
Mostpopularoptimizationtechnique
Readilyavailablesolutionmethodology
Easyavailabilitiesofsoftwarepackages
Suitableforlargescalewaterresources
systems

Appliedwhentheobjectivefunctionand
constraintsarelinear
The general form of an LP model:
MAX (or MIN): c1X1 + c2X2 + + cnXn
Subject to:

a11X1 + a12X2 + + a1nXn <= b1


:
ak1X1 + ak2X2 + + aknXn >= bk
:
am1X1 + am2X2 + + amnXn = bm
Xi >= 0 i=1,n

LeonidKantorovich(1939)

LP Graphicalsolutionapproach
X2
261

boundary line of pump constraint


X1 + X2 = 200

MAX: 350X1 + 300X2


S.T.: 1X1 + 1X2 <= 200
9X1 + 6X2 <= 1566
12X1 + 16X2 <= 2880
boundary line of labor constraint
Xi >= 0 i=1, 2
9X1 + 6X2 = 1566

250

200
180

150
boundary line of tubing constraint
12X1 + 16X2 = 2880

100
Feasible Region

50

0
0

50

100

150

174

200

240

250

X1

LP Enumeratingthecornerpoints
X2
250

o.f.v. = $54,000
(0, 180)

200

o.f.v. = $64,000
(80, 120)

150

o.f.v. = $66,100

$15,000

(122, 78)

100

o.f.v. = $0

o.f.v. = $60,900

50

(174, 0)

(0, 0)

0
0

50

100

150

200

250

X1

Nonlinearprogramming
AnNLPproblemhasanonlinear
objectivefunctionand/orone
ormorenonlinearconstraints.
NLPproblemsareformulated
andimplementedinvirtually
thesamewayaslinear
problems.
Themathematics(calculus)
involvedinsolvingNLPsisquite
differentthanforLPs.

AlbertW.Tucker

HaroldW.Kuhn

1950

PossibleOptimalSolutions
objectivefunction
levelcurve

objectivefunction
levelcurve

optimalsolution

optimalsolution

Feasible
Region

Feasible
Region

nonlinearobjective,
linearconstraints

linearobjective,
nonlinearconstraints
objectivefunction
levelcurve

objectivefunction
levelcurves

optimalsolution

Feasible
Region
nonlinearobjective,
nonlinearconstraints

optimalsolution

Feasible
Region
nonlinearobjective,
linearconstraints

Dynamicprogramming

RichardE.Bellman(1940)

GeneticAlgorithms
GAprosedure
AnalyzetheproblemanddetermineO.F.,decision
variables,Searchspaceandconstrains
Generateinitialpopulation(possiblesolutions)
Encodethepopulation(Binary,Value,Permutation
andTree)
Evaluatethefitnessofeachindividualinpopulation
Repeatuntilterminationconditionsatisfied:
Selection:Selecttheindividualswithgreaterfitnessfor
reproduction
NilsAall Barricelli (1954)
Crossover:Breednewindividualsthroughcrossover
Mutation:Applyprobabilisticmutationonnewindividuals
Formanewpopulationwiththeseoffspring.

Terminate:whengoalconditionachieved

GeneticAlgorithms(cont.)
Generatedpopulation
1

Encoding

Evaluatingthefitness andselection
25%

58%

7%
93%
65%
1%

25%
58%
93%
65%

Crossover

Mutation

Repeatuntilsuccessconditionachieved
Encoding,Evaluating,Selecting,Crossover,Mutation

REVIEWSOMEPUBLICATIONS

10reservoirsindifferentriverbasins
watersupply,floodprotection,
hydropowergeneration
33demandcenters
Objectivefunction

Fillingrules(M)thatminimize
hydropowershortagein(R)?
LinkMIKEBASINandNSGAII
HydrologicalData
(Inflow,irrigationdemands,
evaporation,waterlevelsat
bothreservoirsandRoseires
ratingcurves.)

SIMPLEAPPLICATIONUSINGEXCEL


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Spreadsheet Optimization with Excel

CONCLUSIONS