CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
Maximisation Problem Numerical Analysis and Finite Element Analysis
Consider the linear programming problem
Maximise: f(x,y) = 6x + 8y Objective Function (Z)
5x + 2y ≤ 40
6x + 6y ≤ 60 Constraints
2x + 4y ≤ 32
x≥ 0 All variable must be positive
y≥ 0
SOLUTIONS
x y
Maximise 4 6 Total Constraint
S1 5 2 32 40
S2 6 6 60 60
S3 2 4 32 32 <----key in
Unit 6 8
Maximum 24 48 72
The function can reach maximum value of 72
at x = 4
and y = 6
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
Maximisation Problem Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
Minimisation Problem Numerical Analysis and Finite Element Analysis
Consider the linear programming problem
Maximise: f(x,y) = 0.12x + 0.15y Objective Function (Z)
60x + 60y ≥ 300
12x + 6y ≥ 36 Constraints
10x + 30y ≥ 90
x≥ 0 All variable must be positive
y≥ 0
SOLUTIONS
x y
Minimise Total Constraint
S1 60 60 0 300
S2 12 6 0 36
S3 10 30 0 90
Unit 0.12 0.15
Minimum
The function can reach minium value of
at x =
and y =
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
Minimisation Problem Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
An automobile company has two versions of the same model car for sale, a two-door coupe
and the full-size four door
Two Door Four Door Availability
Profit RM 13500/Car RM 15 000/Car
Production Time 15 hour/Car 20 hour/Car 8000 hours/year
Storage 400 Cars 350 Cars
Consumer demand 700/Car 500/Car 240 000 Cars
Solve how many cars of each design (x1, x2) should be produced to maximize profit (Z) and
what that profit is.
SOLUTIONS
STEP 1: Define the variables
x Two door
z Four door
STEP 2: Define the objective function (Z)
f(x,y) = 13500x + 15000z
STEP 3: Define the constraints
15x+ 20z<= 8000
700x + 500z <= 2400 x>= 0
x<= 400 z>=0
z <= 350
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
STEP 4: Express the objective function and the constraints in the augmented matrix form
x z
Maximise 123.07692 307.69231 Total Constraint
S1 15 20 8000 8000
S2 1 0 123.07692 400
S3 0 1 307.69231 350
S4 700 500 240000 240000
Profit 13500 15000
Maximum 1661538.5 4615384.6 6276923.1
STEP 5: Use SOLVER to solve the problem
ANSWER
With the available resources, the company can
RM6,276,923.08
To attain that profit, theattain maximum
company profit of
must produce
the 123 Two door car
following number of cars 308 Four door car
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Recently environment engineers have become involved in the area known as waste minimization. This involves the
operation of optimising a plant so that impacts on the environment are minimized. Suppose a refinery develops a product
A made from two raw materials P and Q. The production of 1 metric tonne of the product involves 1 tonne of P and 2.5
tonnes of Q and produces 1 tonne of a liquid waste W. The engineers have come up with three alternative ways to handle
the waste:
>>> Produce a tonne of a secondary product B by adding an additional tonne of P to each tonne of W.
>>> Produce a tonne of another secondary product Z3 by adding an additional tonne of Q to each
tonne of W
>>> Treat the waste so that it is permissible to discharge it.
The products yield profits of RM2000/tonne, - RM75/tonne, and RM250/tonne for A, B, and C, respectively. Note that
producing B actually creates a loss. The waste treatment process costs RM300/tonne. In addition, the company has
access to a limit of 7500 and 10,000 tonnes of P and Q, respectively, during the production period. Determine how much
of the products and waste must be created in order to maximize profit.
STEP 1: Define the variables
Product Waste
A W
B
C
STEP 2: Define the objective function (Z). The objective function shall be the nett profit from the production. The cost
of production must also be considered in this function
Z (Nett Profit) = Profit - Cost
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
STEP 3: Define the constraints. (Note: You shall have three constraints that limit the use of Material P and
Material Q, and the production of Waste W. The waste production shall be limited to zero as
shown below)
A-B-C-W=0 Waste W limitation
Material P usage ≤ Material P availability Material P limitation
Material Q usage ≤ Material Q availability Material Q limitation
STEP 4: Express the objective function and the constraints in the augmented matrix form
STEP 5: Use SOLVER to solve the problem
ANSWER
Product A = 4000 tonne
Product B = 3500 tonne
Product C = 0 tonne
Waste W = 500 tonne
Nett Profit = RM7,587,500.00
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
SOLUTIONS
f(a,b,c) = 2000a - 75b + 250c-300w
x >= 0
y >= 0
a + b <= 7500
2.5a + c <= 12500
a-b-c-w=0
a b c w
Maximise 4000 3500 0 500 total constraint
S1 1 1 0 0 7500 7500
S2 2.5 0 1 0 10000 10000
S3 1 -1 -1 -1 0 0
profit 2000 -75 250 -300 total
maximize 8000000 -262500 0 -2E+05 7587500
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
CONSTRAINED OPTIMIZATION ECS555
Faculty of Civil Engineering
(MUST be answered) Numerical Analysis and Finite Element Analysis
Lab Tutorial
