Single-objective

Optimization
Problems
 Main components of an optimization problem
Inputs (variables) Output (objective)

System
 Main components of an optimization problem
Inputs Constraints Output

Sys… …tem
 Formulating an optimization problem
Inputs Constraints Output

Sys… …tem

𝑀𝑖𝑛𝑖𝑚𝑖𝑠𝑒: 𝒇 𝒙𝟏 , 𝒙𝟐 , … , 𝒙𝒏
𝑆𝑢𝑗𝑒𝑐𝑡 𝑡𝑜: 𝑪𝒐𝒏𝒔𝒕𝒓𝒂𝒊𝒏𝒕𝒔
 Optimization algorithm
Inputs Constraints Output

Sys… …tem

Optimizer
Example: designing a table
Length

Width
 Example: designing a table
Length
Inputs Constraints Output
2<length<7 2<width<7 Width

Length in [1,10]
Weight

Width in [1,10]
Sys… …tem

Weight = 1*(Length + Width)

The objective is to minimize the weight

Example: designing a table
Length

Width

𝑀𝑖𝑛𝑖𝑚𝑖𝑠𝑒: 𝒇 𝒍𝒆𝒏𝒈𝒕𝒉, 𝒘𝒊𝒅𝒕𝒉 =1*(Length + Width)

𝑆𝑢𝑗𝑒𝑐𝑡 𝑡𝑜: 𝟐 < 𝒍𝒆𝒏𝒈𝒕𝒉 < 𝟕

𝟐 < 𝒘𝒊𝒅𝒕𝒉 < 𝟕
Search landscape of the table problem
Table #1: W=10, L=10
Inputs: Table #2: W=9 , L=10
width , length 20
Table #3: W=10, L=9
Output: 15
Table #4: W=9 , L=9

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Search landscape of the table problem
Table #1: W=10, L=10
Inputs: Table #2: W=9 , L=10
width , length 20
Table #3: W=10, L=9
Output: 15
Table #4: W=9 , L=9

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Example
8 tables
Inputs:
width , length 20

Output: 15

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Example
50 tables
Inputs:
width , length 20

Output: 15

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Example
100 tables
Inputs:
width , length 20

Output: 15

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Example
Inputs:
width , length 20

Output: 15

Weight
10
weight
5

0
10
10
8
5 6
4
2
Length 0 0 Width
Example
Inputs:
width , length 20

Output: 15

Weight
10
weight
5

0
Constraints: 10
10
8
5 6
2< width <7 2
4
Length 0 0 Width
2< length <7
Search landscape
Inputs:
x,y
Output:
f(x,y)

Constraints:
𝑦 ≤ 3.2 ∨ 𝑦 ≥ 3.4
𝑥 ≤ 2.2 ∨ 𝑥 ≥ 2.3
𝑥 − 3 2 + 𝑦 − 1 2 ≥ 0.1
𝑥 + 3 2 + 𝑦 − 1 2 ≥ 0.3
𝑥2 + 𝑦2 ≥ 1
𝑥≠ 𝑦
Search landscape
Inputs:
x,y
Output:
f(x,y)

Constraints:
𝑦 ≤ 3.2 ∨ 𝑦 ≥ 3.4
𝑥 ≤ 2.2 ∨ 𝑥 ≥ 2.3
𝑥 − 3 2 + 𝑦 − 1 2 ≥ 0.1
𝑥 + 3 2 + 𝑦 − 1 2 ≥ 0.3
𝑥2 + 𝑦2 ≥ 1
𝑥≠ 𝑦
Difficulties of a real-world problem

• A large number of local solutions

• A large number of constraints
• Discrete variables
• Deceptive search space
• Multiple objectives
• Dynamically changing
• Uncertainties in inputs, outputs, or constraints
• Etc.