Transformation method

Rajib Bhattacharjya
Department of Civil Engineering
IIT Guwahati
 15

10
Minimize
5 Infeasible Feasible
     10  2
10
region region
f(x)

0
Subject to   3
-5
Or,      3  0
-10

-15 The problem can be written as

0 1 2 3 4 5
x

F ,  

  

The bracket operator can Where,

be implemented using    0 if   3
 , 0 function      otherwise
Rajib Bhattacharjya, IITG CE 602: Optimization Method
 15

10
Minimize
5 Infeasible Feasible
     10  2
10
region region
f(x)

0
Subject to   3
-5
Or,      3  0
-10

-15 The problem can be written as

0 1 2 3 4 5
x

F ,      10  2
10
   3

F ,      10  2
10
    3,0

Rajib Bhattacharjya, IITG CE 602: Optimization Method


Minimize F ,  =   − 10 − 2 + 10 +    − 3,0

By changing R value, it is
possible to avoid the
infeasible solution

The minimization of the

transformed function will
provide the optimal solution
which is in the feasible
region only

Rajib Bhattacharjya, IITG CE 602: Optimization Method

 15

10
Minimize
5
Infeasible Feasible
 =   − 10 − 2 + 10
region region
Subject to   =3
f(x)

-5
Or,   =  − 3  0
-10

-15
The problem can also be
0 0.5 1 1.5 2 2.5
x
3 3.5 4 4.5 5
converted as

This term is added

 in feasible side
F ,  =   − 10 − 2 + 10 +  only
 

F ,  =   − 10 − 2 + 10 + 

Rajib Bhattacharjya, IITG CE 602: Optimization Method
 
Minimize F ,  =   − 10 − 2 + 10 + 


By changing R value, it is
possible to avoid the
infeasible solution

The minimization of the

transformed function will
provide the optimal solution
which is in the feasible
region only

Rajib Bhattacharjya, IITG CE 602: Optimization Method

Exterior penalty method Interior penalty method

Rajib Bhattacharjya, IITG CE 602: Optimization Method

The transformation function can be written as

F ,  =
 + Ψ   , ℎ 

This term is called Penalty term

 Is called penalty parameters

Rajib Bhattacharjya, IITG CE 602: Optimization Method

Penalty terms
25
Parabolic penalty
20
Ψ= ℎ 
15
Ψ
10

0
-5 0 5
h(x)
Rajib Bhattacharjya, IITG CE 602: Optimization Method
Penalty terms

Log penalty 3

2
Ψ    
f(x) 1

0
-1 1 3 5
-1

-2
g(x)
Rajib Bhattacharjya, IITG CE 602: Optimization Method
Penalty terms

Inverse penalty 10

1 5
Ψ  
 
f(x) 0
-5 0 5
-5

-10
g(x)
Rajib Bhattacharjya, IITG CE 602: Optimization Method
Penalty terms

Bracket operator 25

20
Ψ    
15
f(x)
10

0
-5 0 5
g(x)
Rajib Bhattacharjya, IITG CE 602: Optimization Method
Take an example

Minimize
=  − 4 +  − 4

Subject to  =  +  − 5

The transform function can be written as

Minimize F =  − 4 +  − 4 +   +  − 5

Rajib Bhattacharjya, IITG CE 602: Optimization Method

 8
40
7

30
6

5 20

4
Y

10

3
0
2
8
6
8
1 4 6
2 4
0 2
0 1 2 3 4 5 6 7 8 Y 0 0
X X

6
Minimize
=  − 4 +  − 4
5

4
Y

3
Subject to  =  +  − 5
2

0
0 1 2 3 4 5 6 7 8
X

Rajib Bhattacharjya, IITG CE 602: Optimization Method

 Minimize F =  − 4 +  − 4 +   +  − 5

5 5

4.5 4.5

4 4

3.5 3.5

3 3

2.5 2.5
Y

Y
2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
X X

 = 0.5 =1

Optimal solution is Optimal solution is

3.250 3.250 3.000 3.000

Rajib Bhattacharjya, IITG CE 602: Optimization Method

 R x1 x2 f(x) h(x) F
0 4.000 4.000 0.000 3.000 0.000
0.5 3.250 3.250 1.125 1.500 2.250
1 3.000 3.000 2.000 1.000 3.000
5 2.636 2.636 3.719 0.273 4.091
10 2.571 2.571 4.082 0.143 4.286
20 2.537 2.537 4.283 0.073 4.390
30 2.525 2.525 4.354 0.049 4.426
50 2.515 2.515 4.411 0.030 4.455
100 2.507 2.507 4.455 0.015 4.478
200 2.504 2.504 4.478 0.007 4.489
500 2.501 2.501 4.491 0.003 4.496
1000 2.501 2.501 4.496 0.001 4.498
10000 2.500 2.500 4.500 0.000 4.500
Rajib Bhattacharjya, IITG CE 602: Optimization Method
 5

4.5

4 4
x 10

3.5 3

3
2
2.5
Y

2 1

1.5
0
1 5
4
0.5 5
3 4
0 2 3
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
2
X 1
1
Y 0 0 X

 = 1000
Optimal solution is 2.501 2.501

Rajib Bhattacharjya, IITG CE 602: Optimization Method

Rajib Bhattacharjya, IITG CE 602: Optimization Method