Module - 1 Lecture Notes - 2 Optimization Problem and Model Formulation

Optimization Techniques in Civil Engineering
Module – 1 Lecture Notes – 2
Optimization Problem and Model Formulation
Introduction
In this lecture we will study the Optimization problem, its various components and its
formulation as a mathematical programming problem.
Basic components of an optimization problem:
An objective function expresses the main aim of the model which is either to be minimized or
maximized. For example, in a manufacturing process, the aim may be to maximize the profit
or minimize the cost. In comparing the data prescribed by a user-defined model with the
observed data, the aim is minimizing the total deviation of the predictions based on the model
from the observed data. In designing a bridge pier, the goal is to maximize the strength and
minimize size.
A set of unknowns or variables control the value of the objective function. In the
manufacturing problem, the variables may include the amounts of different resources used or
the time spent on each activity. In fitting-the-data problem, the unknowns are the parameters
of the model. In the pier design problem, the variables are the shape and dimensions of the
pier.
A set of constraints are those which allow the unknowns to take on certain values but exclude
others. In the manufacturing problem, one cannot spend negative amount of time on any
activity, so one constraint is that the "time" variables are to be non-negative. In the pier design
problem, one would probably want to limit the breadth of the base and to constrain its size.
The optimization problem is then to find values of the variables that minimize or maximize the
objective function while satisfying the constraints.
Objective Function
As already stated, the objective function is the mathematical function one wants to maximize
or minimize, subject to certain constraints. Many optimization problems have a single objective
function.
Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

Variables
These are essential. If there are no variables, we cannot define the objective function and the
problem constraints. In many practical problems, one cannot choose the design variable
arbitrarily. They have to satisfy certain specified functional and other requirements.
Constraints
Constraints are not essential. It's been argued that almost all problems really do have
constraints. For example, any variable denoting the "number of objects" in a system can only
be useful if it is less than the number of elementary particles in the known universe! In practice
though, answers that make good sense in terms of the underlying physical or economic criteria
can often be obtained without putting constraints on the variables.
Design constraints are restrictions that must be satisfied to produce an acceptable design.
Constraints can be broadly classified as:
1) Behavioural or Functional constraints: These represent limitations on the behavior

performance of the system.
2) Geometric or Side constraints: These represent physical limitations on design variables

such as availability, fabricability, and transportability.
For example, for the retaining wall design the base width W cannot be taken smaller than a
certain value due to stability requirements. The depth D below the ground level depends on the
soil pressure coefficients AND since these constraints depend on the performance of the
retaining wall, they are called behavioural constraints. Similarly thickness of reinforcement
used is controlled by supplies from the manufacturer. Hence this is a side constraint.
NOTE:
In general, there will be more than one acceptable design and the purpose a optimization
is to choose the best one out of the many designs available. Thus, the criteria with respect to
which the design is optimized, when expressed as a function of the design variables is known
as CRITERION OR MERIT OR OBJECTIVE FUNCTION. The choice of objective function
depends on the nature of the problem. The objective function for minimization is generally
taken in structural design problems.

Linear programming problem
Linear programming (LP) is the term used for defining a wide range optimization
problem in which the objective function to be minimized or maximized is linear in the unknown
variables and the constraints are a combination of linear equalities and inequalities. This
Technique has found its applications to important areas in product mix, bleeding problems, diet
problems etc. Oil companies/Refineries, chemical industries, Steel industries and food
processing industries use linear programming with considerable success.
If the objective function and all the constraints are ‘linear’ functions of the design
variables, the optimization problem is called a linear programming problem (LPP). A linear
programming problem is often stated in the standard form:
 x1 
x 
 2 
Find X =  . 
.
 
 x n 
n
Which maximizes f(X) = c x
i =1
i i
Subject to the constraints
a
i =1
ij xi = b j , i = 1, 2, . . . , n
xi  0 , j = 1, 2, . . . , m
where ci, aij, and bj are constants.
Methods of linear programming
Graphical Methods Revised Simplex Method

Canonical & Standard Forms Dual Simplex Method
Simplex Method

Art of Modeling: Model Building

Development of an optimization model can be divided into five major phases.
• Problem definition and formulation
• Model development
• Model validation and evaluation of performance
• Model application and interpretation
The problem definition and formulation includes the steps: identification of the decision
variables; formulation of the model objective(s) and the formulation of the model constraints.
In performing these steps the following are to be considered.
• Identify the important elements that the problem consists of.
• Determine the number of independent variables, the number of equations required to
describe the system, and the number of unknown parameters.
• Evaluate the structure and complexity of the model
• Select the degree of accuracy required of the model
Model development includes the mathematical description, parameter estimation, input

development, and software development. The model development phase is an iterative process that
may require returning to the model definition and formulation phase.
The model validation and evaluation phase is checking the performance of the model as a whole.
Model validation consists of validation of the assumptions and parameters of the model. The
performance of the model is to be evaluated using standard performance measures such as Root
2
mean squared error and R value. A sensitivity analysis should be performed to test the model inputs
and parameters. This phase also is an iterative process and may require returning to the model
definition and formulation phase. One important aspect of this process is that in most cases data
used in the formulation process should be different from that used in validation. Another point to
keep in mind is that no single validation process is appropriate for all models.
Model application and implementation include the use of the model in the particular area of the
solution and the translation of the results into operating instructions issued in understandable form
to the individuals who will administer the recommended system.
Different modelling techniques are developed to meet the requirements of different types of
optimization problems. Major categories of modelling approaches are: classical optimization
techniques, linear programming, nonlinear programming, geometric programming, dynamic
programming, integer programming, stochastic programming, evolutionary algorithms, etc. These
modelling approaches will be discussed in subsequent modules of this course.

Example: Formulation of the problem:

A manufacturer produces two types a model M1 & M2. Each M1 model requires 4 hrs
of grinding and 2 hrs of polishing; whereas each M2 model requires 2hrs of grinding and 5 hrs
of polishing. The manufacturer has 2 grinders and 3 polishers. Each grinder work for 40 hrs a
week and each polisher works for 60 hrs a week. Profit on an M1 model is Rs 3 and on an M2
model is Re 4. Whatever is sold produced in a week is sold in the market. How should the
manufacturer allocate his production capacity to the two types of models that he may make
maximum profit in a week?
Solution
Let x1 = no. of M1 models produced per week
x2 = no of M2 model produced per week.
The weekly profit in Rs is
Z = 3x1 + 4x2 (Rs 3 on M1 model and Rs 4 on M2 model)
To produce these no. of models, total no. of grinding hrs needed per week
= 4x1 + 2x2; (M1 model – 4 hrs of grinding; M2 model – 2 hrs of grinding)
Similarly, Total no. of polishing hr required/week
= 2x1 + 5x2
Now, No. of grinding hrs available is not more than 80 & no. of Polishing hours
available is not more than 180.
So, 4x1 + 2x2 ≤ 80
2x1 + 5x2 ≤ 180
Since -ve no. of models are not produced
So, x1 ≥ 0 & x2 ≥ 0
Hence formulation of the problem
Maximize
Z = 3x1 + 4x2; Objective Function
Subject to
4x1 + 2x2 ≤ 80
2x1 + 5x2 ≤ 180; Constraints
x1 ≥ 0 & x2 ≥ 0
Note: Since the objective function and the constraints are all linear therefore this is a Linear
Programming Problem (LPP).
*********************************************

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Optimization Techniques in Civil Engineering

Module – 1 Lecture Notes – 2

Optimization Problem and Model Formulation

Basic components of an optimization problem:

Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

Constraints can be broadly classified as:

1) Behavioural or Functional constraints: These represent limitations on the behavior

2) Geometric or Side constraints: These represent physical limitations on design variables

Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

Linear programming problem

Subject to the constraints

where ci, aij, and bj are constants.

Methods of linear programming

Graphical Methods Revised Simplex Method

Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

Art of Modeling: Model Building

Model development includes the mathematical description, parameter estimation, input

Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

Example: Formulation of the problem:

Dr. Baboo Rai | NATIONAL INSTITUTE OF TECHNOLOGY PATNA

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