Nitsri Notes PDF
Nitsri Notes PDF
Nitsri Notes PDF
1. Linear Programming
The objective function and the constraints are all linear. It is probably the single-most
applied optimization technique the world over. In integer programming, which is a
variant of linear programming, the decision variables take on integer values. In mixed
integer programming, only some of the variables are integer
2.Nonlinear Programming
The objective function and/or (any of) the constraints involve nonlinear terms.
General solution procedures do not exist. Special purpose solutions, such as quadratic
programming, are available for limited applications. However, linear programming
may still be used in some engineer-ing applications, if a nonlinear function can be
either transformed to a linear function, or approximated by piece-wise linear
segments.
3. Dynamic Programming
Offers a solution procedure for linear or nonlinear problems, in which multistage
decision-making is involved. The choice of technique for a given problem depends
on the configuration of the system being analyzed, the nature of the objective
function and the constraints, the availability and reliability of data, and the depth of detail
needed in the investigation. Linear programming (LP), and dynamic programming (DP)are the
most common mathematical programming models used in water re-sources systems analysis.
Simulation, by itself, or in combination with LP, DP,or both LP and DP is used to
analyze complex water resources systems
Discounting refers to translating future money to its present value, and com-pounding
refers to translating present money to a future period in time. For equivalence
calculation of money at different points of time and for comparison of engineering
alternatives, we need to know the commonly used discounting factors: The following
notation is used in this section.
i= interest rate per year expressed in per cent
P= present sum of money
F = future sum of money
A= annual payment, or payment per period Usually, three values out of these four
would be known and it will be required to compute the fourth
Q. Of the two plans given below, find the most feasible one by various methods.
Classification of Optimization Techniques
Under this category optimization problems can be classified into two groups as
follows: Constrained optimization problems: which are subject to one or more
constraints. Unconstrained optimization problems: in which no constraints exist.
Based on the nature of equations for the objective function and the constraints,
optimization problems can be classified as linear, non-linear, geometric or quadratic
programming problems. This classification is much useful from a computational
point of view since many predefined special methods are available for effective
solution of a particular type of problem.
Under this classification, objective functions can be classified as integer and real-
valued programming problems. (i) Integer programming problem
If some or all of the design variables of an optimization problem are restricted to take
only integer (or discrete) values, the problem is called an integer programming
problem. For example, the optimization problem is to find number of articles needed
for an operation with least effort. Thus, minimization of the effort required for the
operation being the objective, the decision variables, i.e., the number of articles used
can take only integer values. Other restrictions on minimum and maximum number
of usable resources may be imposed. (ii) Real-valued programming problem A real-
valued problem is that in which it is sought to minimize (or maximize) a real function
by systematically choosing the values of real variables from within an allowed set.
When the allowed set contains only real values, it is called a real-valued
programming problem.
However, a standard form for this LPP can be obtained by transforming it as follows:
Objective function can be rewritten as
CANONICAL FORM OF LPP
Q (1) Consider two crops 1 and 2. One unit of crop 1 brings four units of profit and
one unit of crop 2 brings five units of profit. The demand of production of crop 1 is A
units and that of crop 2 is B units. Let x be the amount of water required for A units
of crop 1 and y be the same for B units of crop 2. The linear relations between the
amounts of crop produced (i.e., demands A and B) and the available water (i.e., x and
y) for two crops are shown below.
A = 0.5(x - 2) + 2
B = 0.6(y - 3) + 3
Minimum amount of water that must be provided to 1 and 2 to meet their demand is
two and three units respectively. Maximum availability of water is ten units. Find out
the optimum pattern of irrigation.
Solution: The objective is to maximize the profit from crop 1 and 2, which can be
represented as Maximize f = 4A + 5B
x = 2; y = 8; f’ = 28
Therefore, f = 28+10 = 38
Thus, water allocated to crop A is 2 units and to crop B is 8 units and total profit
yielded is 38 units.
Nonlinear Optimization Models and Solution Procedures
Consider a river from which diversions are made to three water-consuming firms that
belong to the same corporation. Each firm makes a product. Water is needed in
the process of making that product, and is the critical resource. The three firms can
be denoted by the index j = 1, 2, and 3 and their water allocations by xj. Assume the
problem is to determine the allocations xj of water to each of three firms (j = 1, 2, 3)
that maximize the total net benefits, ∑j NBj(x)j , obtained from all three firms. The
total amount of water available is constrained or limited to a quantity of Q.
Three water-using firms obtain water from a river. The amounts xj allocated to each firm j will
depend on the river flow Q
Net benefit functions for three water users, j, and their slopes at allocations xj
Assume the net benefits, NBj(xj), derived from water xj allocated to each firm j, are
defined by:-
These are concave functions exhibiting decreasing marginal net benefits with
increasing allocations. These functions look like hills, as illustrated in Fig. above.