9/2/20

CE 771: Optimization in Civil

Engineering

Multivariable optimization: Unconstrained

Problems and Solutions

Assignment Problem 1
• Find the optimal solution for following equation
𝑓 𝑥!, 𝑥" = 𝑥!" + 2𝑥"" − 4𝑥! − 2𝑥!𝑥"

• Necessary condition for optimal point:

𝑑𝑓
= 2𝑥! − 4 − 2𝑥" = 0 ∴ 𝑥! − 𝑥" = 2 (𝑎)
𝑑𝑥!

𝑑𝑓
= 4𝑥" − 2𝑥! = 0 ∴ 𝑥! − 2𝑥" = 0 (𝑏)
𝑑𝑥"
By solving equation (𝑎) and (𝑏) we get 𝑥! = 4, 𝑥" = 2

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 2

1
 9/2/20

Solution
• Sufficiency conditions :
2 −2
Hessian Matrix 𝐴 =
−2 4
• Principal Determinants 𝐴! = 2 and 𝐴" = 4

• So both determinants are positive indicating at point (4, 2) there

exist a minima

• Minimum value of 𝑓(4, 2) = −8

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 3

Assignment Problem 2
Find the optimal solution for following equation

𝑓 𝑥!, 𝑥" = (𝑥!" − 𝑥2)"+𝑥""

• Necessary condition for optimal point:

!"
• = 4 𝑥$% − 𝑥% 𝑥$ = 0, ∴ 𝑥$ = 0, 𝑥$ = 𝑥% 𝑎
!#!
!"
• = −2 𝑥$% − 𝑥% +2𝑥% = 0, ∴ 𝑥$ = 2𝑥% 𝑏
!#"

By solving equation (𝑎) and (𝑏) we get 𝑥! = 0, 𝑥" = 0

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 4

2
 9/2/20

Solution
• Sufficiency conditions :

12𝑥!" − 4𝑥" −4𝑥! 0 0

Hessian Matrix 𝐴 = =
−4𝑥! 4 0 4

• Principal determinant 𝐴! = 0 and 𝐴" = 0

• So there exist a saddle point at 𝑥 = 0,0

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 5

Class discussion Problem 1

Figure shows two frictionless rigid bodies
(carts) A and B connected by three linear
elastic springs having spring constants k1, k2
and k3. The springs are at their natural
positions when the applied force P is zero.
Find the displacements x1 and x2 under the
force P by using the principle of minimum
potential energy.

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 6

3
 9/2/20

Solution
According to the principle of minimum potential energy, the system will be in
equilibrium under the load P if the potential energy is a minimum. The potential
energy of the system is given
Potential energy (U) = strain energy of springs − work done by external forces
! ! !
= 𝑘 𝑥" + 𝑘# 𝑥" − 𝑥! " + 𝑘!𝑥"" − 𝑃𝑥"
" " ! " "
The necessary conditions for the minimum of U are
$%
= 𝑘"𝑥! − 𝑘# 𝑥" − 𝑥! = 0 (E1)
$&&
$%
$&'
= 𝑘!𝑥" + 𝑘# 𝑥" − 𝑥! − 𝑃 = 0 (E2)

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 7

Solution Contd.
The values of x1 and x2 corresponding to the equilibrium state, obtained by solving
Eqs. (E1)and (E2), are given by
()( (()' *)( )
𝑥!∗ = 𝑥"∗=
)& )' *)& )( *)' )( )& )' *)& )( *)' )(
The sufficiency conditions for the minimum at be verified by 𝑥!∗ , 𝑥"∗ can also
testing the positive definiteness of the Hessian matrix of 𝑈. The Hessian matrix of U
evaluated at 𝑥!∗ , 𝑥"∗ is
$' % $' %
$&&' $&& $&' 𝑘" + 𝑘# −𝑘#
𝐽| &&∗ ,&'∗ = =
$' % $' % −𝑘# 𝑘! + 𝑘#
$&& $&' $&''
&&∗ , &'∗

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 8

4
 9/2/20

Solution Contd.
The determinants of the square submatrices of 𝐽 are
𝐽! = 𝑘" + 𝑘# = 𝑘" + 𝑘# > 0
𝑘 + 𝑘# −𝑘#
𝐽" = " = 𝑘!𝑘" + 𝑘!𝑘# + 𝑘"𝑘# > 0
−𝑘# 𝑘! + 𝑘#
Since the spring constants are always positive. Thus the matrix 𝐽 is positive definite
and hence, 𝑥!∗ , 𝑥"∗ corresponds to the minimum of potential energy.

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 9

Class Discussion Problem 2

Find the solution of the multivariable unconstrained optimization
problem :

𝑓 𝑥, 𝑦 = 𝑥2 – 𝑥𝑦 + 𝑦2 + 3𝑥

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 10

10

5
 9/2/20

Solution

Necessary condition for the optimum point

$/
$&
= 2𝑥 − 𝑦 + 3 = 0 ∴ 𝑥 = −2
$/
$0
= −𝑥 + 2y = 0 ∴ y = −1
To find whether the solution found corresponds to a maximum or a minimum we
apply the sufficiency conditions to 𝑓 𝑥, 𝑦 . The second-order partial derivatives of f
at 𝑥 ∗ , 𝑦 ∗ are given by :
$' / $' /
$& '
= 2, 𝑎𝑡 (𝑥 ∗ , 𝑦 ∗ ) $0'
= 2, 𝑎𝑡 (𝑥 ∗ , 𝑦 ∗ )
$' / $' /
= −1, 𝑎𝑡 (𝑥 ∗ , 𝑦 ∗ ) = −1, 𝑎𝑡 (𝑥 ∗ , 𝑦 ∗ )
$&$0 $1$&

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 11

11

Solution Contd.
Since,
"
$' / $' / $' / $' /
$& '
=2 >0 𝑎𝑛𝑑 $& ' $0'
− $&$0
=3 >0

• Hence the point 𝑥 ∗ , 𝑦 ∗ corresponds to the minimum of f

• 𝑓23& = −3

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 12

12

6
 9/2/20

1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 13

13