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Optimization - Lecture 3 - 2023

This document summarizes key concepts from an optimization lecture, including: 1) Standard form involves transforming inequality constraints into equalities using slack and surplus variables with objective function coefficients of 0. 2) Extreme points, also called corners or vertices, of the feasible region are where optimal solutions can be found. Only extreme points need to be considered. 3) A feasible region can be nonexistent, a single point, a line, a polygon, or unbounded, determining if a problem is infeasible, has unique/alternate optimal solutions, or is unbounded. 4) Homework involves constructing and graphically solving a full optimization problem to maximize profit from manufacturing two parts using different machines.

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28 views

Optimization - Lecture 3 - 2023

This document summarizes key concepts from an optimization lecture, including: 1) Standard form involves transforming inequality constraints into equalities using slack and surplus variables with objective function coefficients of 0. 2) Extreme points, also called corners or vertices, of the feasible region are where optimal solutions can be found. Only extreme points need to be considered. 3) A feasible region can be nonexistent, a single point, a line, a polygon, or unbounded, determining if a problem is infeasible, has unique/alternate optimal solutions, or is unbounded. 4) Homework involves constructing and graphically solving a full optimization problem to maximize profit from manufacturing two parts using different machines.

Uploaded by

Ali ًSameer
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture 3

Optimization
4th Stage

Dr. Jihad Al-Joumaa

Petroleum Technology Department


2022-2023
General Notes and Important Information

A linear program in which all the variables are nonnegative and all the constraints are
equalities is said to be in standard form.

Standard form is attained by adding slack variables (slack variable is a variable that is added
to an inequality constraint to transform it into an equality.) to "less than or equal to"
constraints, and by subtracting surplus (refers to the amount by which the values of the
solution exceeds the resources utilized.) variables from "greater than or equal to"
constraints.

Slack and surplus variables represent the difference between the left and right sides of the
constraints.

Slack and surplus variables have objective function coefficients equal to 0.


Extreme Points and the Optimal Solution

The corners or vertices of the feasible


region are referred to as the extreme
points.

An optimal solution to a LP problem


can be found at an extreme point of
the feasible region.

When looking for the optimal


solution, you do not have to evaluate
all feasible solution points. You have
to consider only the extreme points of
the feasible region.
Feasible Region

The feasible region for a two-variable LP problem can be nonexistent, a single point,
a line, a polygon, or an unbounded area.

Any linear program falls in one of three categories:


•is infeasible
•has a unique optimal solution or alternate optimal solutions
•has an objective function that can be increased without bound

A feasible region may be unbounded and yet there may be optimal solutions. This is
common in minimization problems and is possible in maximization problems.
Types of Forms

Standard form
Special Cases

- Alternative Optimal Solutions

In the graphical method, if the objective function line is parallel to a boundary


constraint in the direction of optimization, there are alternate optimal solutions, with
all points on this line segment being optimal.

- Infeasibility
A linear program which is over constrained so that no point satisfies all the
constraints is said to be infeasible.

- Unboundedness
(See example on upcoming slide.).
Special Cases Examples : Solve graphically for the optimal solution:

- Infeasible Problem

There are no points that satisfy both constraints, hence


this problem has no feasible region, and no optimal
solution.
Special Cases Examples : Solve graphically for the optimal solution:

- Unbounded Problem

The feasible region is unbounded and the objective


function line can be moved parallel to itself without
bound so that z can be increased infinitely
Homework
A manufacturing company produces two production tube parts using lathes (‫ )مخرطة‬,
milling Machines (‫ )مطحنة‬, and grinding machines )‫(مجرشة‬.

The different machining times required for each part, the machining times available on
different machines, and the profit on each machine part are given in the following
table. Determine the number of parts I and II to be manufactured per week to maximize
the profit.
Homework

Use all the information you learned and construct a full optimization problem then
solve it graphically.

Construct the objective function, the constraints and adjust your variables.

The answers will be accepted as a cartesian paper that contains (your full name at the
top of the paper, your full formation of the question and the graph solution), your
answers will be accepted as pictures only on your telegram group

Answer the same question using Excel , send your excel file (not a picture) to your
telegram group

Take good care of your answer and the tidiness of your answering paper.

Deadline Saturday - 10 PM
Thank you for listening …
see you next lecture !!

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