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OPTIMIZATION….

Basics and problem Formulation


ME 833
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 Course Name Optimization of Engineering Systems


 Instructor Dr. Sajid Ullah Butt
 Semester Spring, 2018
 Credit Hours 03
 Course Category Core Course
 Pre Requisite None
 Class Timings Tuesday, 5:30-8:30 p.m.
 Email: sajidullahbutt@ceme.nust.edu.pk
 Webpage: https://sites.google.com/site/drsajidullahbutt/
Course Outline
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 Introduction to design and optimization


 Design problem formulation
 Graphical Optimization
 Optimum design concepts
 Linear programming
 Constrained and unconstrained optimization problems
 Multivariable optimization
 Nontraditional Optimization Algorithms
Course Overview
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 An important aspect of the optimal design process is the


formulation of the design problem in a mathematical form
which is acceptable to an optimization algorithm. However,
there is no unique way of formulating every engineering
design problem
 single-variable function optimization algorithms
 Algorithms for optimizing unconstrained objective functions
having multiple variables
 Algorithms for solving constrained optimization problems
 Nontraditional optimization algorithms
 Genetic Algorithms, Simulated Annealing method etc.
Optimization
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 Optimization is derived from the Latin word “optimus”, the


best and characterizes the activities involved to find “the best”
 People have been “optimizing” for ages, but the roots for
modern day optimization can be traced to the Second World
War
 Often Synonym with Operations research
Operational Research
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 Operational Research originated from the activities performed by


multidisciplinary teams formed in the British armed forces involved in solving
complex strategic and tactical problems in World War II organizations,
the interaction or cooperation of two or more
substances, or other agents
to produce a combined effect greater than

 All persons selected were talented men + wartime pressure + synergism


the sum of their separate effects.

generated from the interactions of different disciplines


 Due to their success, other allied nations adopted the same approach
 Because the work assigned to these groups were in the nature of military
operations their work became known as operational research in the United
Kingdom and as operations research in the United States
 The abbreviation OR is commonly used for both operational research and
operations research
 Wartime examples
 radar deployment, anti-aircraft fire control, fleet convoy sizing,
submarine detection etc.
Operational Research
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Operational Research was defined by the Operational


Research Society of Great Britain as follows:
"Operational research is the application of the methods of
science to complex problems arising in the direction and
management of large systems of men, machines, materials and
money in industry, business, government, and defense. The
distinctive approach is to develop a scientific model of the
system, incorporating measurements of factors such as chance
and risk, with which to predict and compare the outcomes of
alternative decisions, strategies or controls. The purpose is to
help management determine its policy and actions scientifically."
Use of Computers
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Without computers, Operation Research and optimization would not


be what they are today
 Earlier mathematical models (such as calculus, Lagrange
multipliers) relied on sophistication of technique to solve the
problem
 Methods of mathematical optimization (e.g., Linear
Programming) rely far less on mathematical sophistication than
they do on an unusual “adaptability to the mode of solution
inherent in the modern digital computer”
 The simplicity of these methods of mathematics coupled with their
iterative processes makes them very useful
Computers and Linear Programming
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Consider the case of Linear Programming


 The first large scale computer became available in 1946 at the
University of Pennsylvania, USA
 This was just one year before the development of simplex
method
 The simplex method for linear programming consists only of a
few steps and these steps require only the most basic
mathematical operations which a computer is well suited to
handle
 However, these steps must be repeated over and over before
one finally obtains an answer
 The first successful computer solution of a LP problem was in
January 1952 on the National Bureau of Standards SEAC
computer in USA
Need for Optimization
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 Optimization problems arise naturally in many different disciplines.


In engineering design problems often goal is to maximize or
minimize certain parameter or a variable
 For example optimization algorithms are often used in aerospace
design activity to minimize overall weight
 For chemical engineers design and operation of a process plant
should have optimal rate of production
 A mechanical engineer designs a component to minimize the cost
or to maximize the component life
 An electrical engineer designs a network to achieve minimum time
for communications
Need for Optimization
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 A structural engineer designing a multi-story building must


choose materials in the building with a safe structure and an
economical as well
 A portfolio manager for a large mutual fund company must
choose investments that generate the largest possible rate of
return for its investors
 A plant manager in a manufacturing facility must schedule the
plant operations such that the plant produces products that
maximize company's revenues
 A scientist in a research laboratory may be interested in
finding a mathematical function that best describes an
observed physical phenomenon
Need for Optimization
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 All these situations have the following three things in common.


 There is an overall goal, or objective, for the
activity
 For the structural engineer, the goal may be to minimize
the cost of the building
 for the portfolio manager it is to maximize the rate of
return
 for the plant manager it is to maximize the revenue, and
 for the scientist, the goal is to minimize the difference
between the prediction from the mathematical model and
the physical observation
Need for Optimization
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 In addition to the overall goal, there are constraints,


that must be met
 The structural engineer must meet safety requirements
dictated by applicable building standards
 The portfolio manager must keep the risk of major losses
below levels determined by the company's management
 The plant manager must meet customer demands and work
within available work force and raw material limitations
 For the laboratory scientist, there are no other significant
requirements
Need for Optimization
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 In all situations, choices available to meet the goals


and requirements
 The choices are known as optimization variables
 For example, from safety point of view, it does not matter whether a
building is painted purple or pink, and therefore the color of a building
would not represent a good optimization variable
 On the other hand, the height of one story could be a possible design
variable because it will determine overall height of the building, which is
an important factor in structural safety
 The variables that do not affect the goals are clearly
not important
Optimization
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 All engineering tasks involve either minimization or


maximization of an objective function
 It will be very difficult to discuss formulation of each
type of engineering optimization problem
 However a designer can learn different types of
optimization techniques and later choose optimal
algorithm for his/her problem
Optimization Problem
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 Some define the formulation of problem as


 taking statements
 defining general goals and requirements of a given activity
 converting them into a series of well-defined mathematical
statements
 Others say the formulation of Optimization problem is:
 Selecting one or more optimization variables
 Choosing an objective function
 Identifying a set of constraints

 The objective function and the constraints must all be


functions of one or more optimization variables
Maximizing Area
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EXAMPLE 1: Find the dimensions of the rectangular garden of


greatest area that can be fenced off (all four sides) with 300
meters of fencing.
SOLUTION
The garden will be in the shape of a rectangle. The perimeter of it
is to be 300 meters. Let’s make a picture of the garden, labeling
the sides
y
x x
y
Since we know the perimeter is 300 meters, we can now construct
an equation based on the variables contained within the picture.
x + x + y + y = 2x + 2y = 300 (Constraint Equation)
Maximizing Area - CONTINUED

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Now, we wish to maximize is area. Therefore, we will need an


equation that contains a variable representing area.

A = xy (Objective Equation)

Now we will rewrite the objective equation in terms of A (the


variable we wish to optimize) and either x or y. Since it doesn’t
make a difference which one we select, we will select x.
2x + 2y = 300; This is the constraint equation.

2y = 300 – 2x ; y = 150 – x
Now we substitute 150 – x for y in the objective equation so that
the objective equation will have only one independent variable.
Maximizing Area -CONTINUED

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The objective equation is given as A = xy


Replace y with 150 – x. A = x(150 – x)
Finally we get A = 150x – x2

Now we will graph the resultant function;


6000

5000

4000
Area (A)

3000

2000

1000

0
0 50 100 150
x
Maximizing Area -CONTINUED

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Since the graph of the function is obviously a parabola, then the maximum value
of A (along the vertical axis) would be found at the only value of x for which
the first derivative is equal to zero.

The area function is: A = 150x – x2


Differentiating we get: A΄ = 150 – 2x
Let the derivative equal to zero. 150 – 2x = 0; x = 75

Therefore, the slope of the function equals zero when x = 75.


This is the x-value for where the function is maximized. Then,

2x + 2y = 300; 2(75) + 2y = 300; y = 75

So, the dimensions of the garden will be 75 m x 75 m.


Minimizing Cost
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EXAMPLE 2:
A rectangular garden of area 75 square feet is to be surrounded on three sides
by a brick wall costing $10 per foot and on one side by a fence costing $5 per
foot. Find the dimensions of the garden such that the cost of materials is
minimized.

SOLUTION
Below is a picture of the garden. The red side represents the side that is fenced.

y
x x
y

The quantity that we will be minimizing is ‘cost’. Therefore, our objective


equation will contain a variable representing cost, C.
Minimizing Cost
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EXAMPLE 2: -CONTINUED

C = (2x + y)(10) + y(5)


C = 20x + 10y + 5y
C = 20x + 15y (Objective Equation)

Now we will determine the constraint equation. The only piece of information we
have not yet used in some way is that the area is 75 square feet. Using this, we
create a constraint equation as follows.

75 = xy (Constraint Equation)
Now we rewrite the constraint equation, isolating one of the variables therein.
75 = xy

75/y = x
Minimizing Cost EXAMPLE 2: -CONTINUED

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Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
The objective equation is: C = 20x + 15y

Replace x with 75/y: C = 20(75/y) + 15y;


2000
Simplify, 1800
1600
C = 1500/y + 15y 1400
Cost (C)

1200
1000
800
600
400
200
0
Graph of the function 0 50 100 150
y
Minimizing Cost EXAMPLE 2: -CONTINUED

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It appears from the graph that there is exactly one relative


extremum, a relative minimum around x = 10 or x = 15. To know
exactly where this relative minimum is, we need to set the first
derivative equal to zero and solve
The object function is: C = 1500/y + 15y

Differentiating we get: C΄ = -1500/y2 + 15

Set the function equal to 0.


-1500/y2 + 15 = 0;
15y2 = 1500
y2 = 100; y = 10.
Minimizing Cost EXAMPLE 2: -CONTINUED

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Therefore, we know that cost will be minimized when y = 10. Now


we will use the constraint equation to determine the corresponding
value for x.

The constraint equation is: 75 = xy

Replace y with 10: 75 = x(10)

Let us solve for x: 7.5 = x

So the dimensions that will minimize cost,


are x = 7.5 ft and y = 10 ft.
Minimizing Surface Area EXAMPLE 3:

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(Volume) A canvas wind shelter for the beach has a back, two
square sides, and a top. Find the dimensions for which the volume
will be 250 cubic feet and that requires the least possible
amount of canvas.
SOLUTION Below is a picture of the wind shelter.

x
y
x
The quantity that we will be maximizing is ‘surface area’.
Therefore, our objective equation will contain a variable
representing surface area, A.
Minimizing Surface Area
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EXAMPLE 3: -CONTINUED
Sum of the areas of the sides: A = xx + xx + xy + xy

A = 2x2 + 2xy (Objective Equation)

Now we will determine the constraint equation. The only piece of information we
have not yet used in some way is that the volume is 250 ft3. Using this, we create
a constraint equation as follows.

250 = x2y (Constraint Equation)

Now we rewrite the constraint equation, isolating one of the variables therein.

250 = x2y; 250/x2 = y


Minimizing Surface Area
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EXAMPLE 3: -CONTINUED
Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
The objective equation is: A = 2x2 + 2xy
Replace y with 250/x2 : A = 2x2 + 2x(250/x2)

Simplify. 4000
3500
A= 2x2 + 500/x 3000
2500
Area (A)

2000
1500
Now we use this equation 1000
to sketch a graph of the 500
function. 0
-5 5 15 25 35 45
x
Minimizing Surface Area
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EXAMPLE 3: -CONTINUED
It appears from the graph that there is exactly one relative extremum, a
relative minimum around x = 5. To know exactly where this relative minimum
is, we need to set the first derivative equal to zero and solve (since at this
point, the function will have a slope of zero).
A = 2x2 + 500/x
Differentiating we get A΄ = 4x – 500/x2
Then set the function equal to 0. 4x - 500/x2 = 0

4x = 500/x2
4x3 = 500
x3 = 125
x=5
Minimizing Surface Area
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EXAMPLE 3: -CONTINUED

The constraint equation: 250 = x2y


Replace x with 5.

250 = (5)2y; y = 10

So the dimensions that will minimize surface area,


are x = 5 ft and y = 10 ft.
Optimization Problem
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 Formulation of an optimization problem involves taking


statements, defining general goals and requirements of
a given activity, and transfering them into a series of
well-defined mathematical statements
 More precisely, the formulation of an optimization
problem involves:
1. Selecting one or more optimization variables
2. Choosing an objective function
3. Identifying a set of constraints
 The objective function and the constraints must all be
functions of one or more optimisation variables.

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