Course Logistics

What is Optimization?
Why should we study?

Optimization Methods and Applications

Minati De

Department of Mathematics, Indian Institute of Technology Delhi, India.

Lecture 1: Introduction

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Table of Contents

1 Course Logistics

2 What is Optimization?

3 Why should we study?

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Course Logistics
Text Books:
Introduction to Linear Optimization
by Dimitris Bertsimas and John Tsitsiklis
NONLINEAR PROGRAMMING Theory and Algorithms
by MOKHTAR S. BAZARAA, HANIF D. SHERALI and C. M. SHETTY
Other References:
Convex Optimization
by Stephen Boyd and Lieven Vandenberghe
LINEAR PROGRAMMING and Network flows
by MOKHTAR S. BAZARAA, John J. Jarvis and HANIF D. SHERALI
Combinatorial Optimization: Algorithms and Complexity
by CH Papadimitriou and K. Steiglitz

Course Webpage: web.iitd.ac.in/∼minati/MTL103/

Weightage
Scribble/Quiz/Assignments: 10%; Minor1: 25%; Minor2: 25%; Major: 40%

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Table of Contents

1 Course Logistics

2 What is Optimization?

3 Why should we study?

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

What is Course Goal?

Learn
Methods/Algorithms to solve optimization problems.
Apply

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Optimization Problems

Minimize f0 (x)
Subject to fi (x) ≤ bi , i = 1, . . . , m.

the vector x = (x1 , ..., xn ) is the optimization variable or

Decision Variable of the problem,
the function f0 : Rn → R is the objective function,
the functions fi : Rn → R, i = 1, . . . , m are the (inequality)
constraint functions, and
the constants b1 , . . . , bm are the limits, or bounds, for the
constraints.

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Optimization Problems

Minimize f0 (x)
Subject to fi (x) ≤ bi , i = 1, . . . , m.

A vector x ∗ is Optimal Solution if

it has the smallest objective value among all vectors that
satisfy the constraints:
for any z with f1 (z) ≤ b1 ,. . ., fm (z) ≤ bm , we have
f0 (z) ≥ f0 (x ∗ ).

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Optimization Problems

Linear and non-linear Program

The optimization problem is called a linear program if the objective
and constraint functions f0 , . . . , fm are linear,i.e., satisfy

fi (αx + βy ) = αfi (x) + βfi (y )

for all x, y ∈ Rn and all α, β ∈ R.

If the optimization problem is not linear, it is called a non-linear
program.

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Optimization Problems

Convex optimization problem

A convex optimization problem is one in which the objective and
constraint functions are convex, which means they satisfy the
inequality
fi (αx + βy ) ≤ αfi (x) + βfi (y )
for all x, y ∈ Rn and all α, β ∈ R with α + β = 1, α ≥ 0, β ≥ 0.

Question
Is Convex optimization a generalization of linear programming?

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Table of Contents

1 Course Logistics

2 What is Optimization?

3 Why should we study?

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Range assignment in wireless networks

Here the inputs are the base-stations.

Each base-station is assigned with a range, and it covers a
circular area centered at that base-station with a radius equal
to its assigned range.
The objective is to maximize the area covered by these
base-stations without any interference. In other words, the
area covered by two different base-stations should not overlap

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Range assignment in wireless networks

Pn 2
Maximize i=1 ri
Subject to ri + rj ≤ dist(pi , pj ), ∀ pi , pj ∈ P, i ̸= j, and
ri ≥ 0 ∀ i = 1, 2, . . . , n.

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

A scheduling Problem in Hospital

A hospital wants to make a weekly night shift schedule for its

nurses
The demand for night shift on day j is an integer dj ,
j = 1, . . . , 7
Every nurse works 5 days in a row on the night shift.
The objective is to find minimum number of nurses the
hospital needs to hire.

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

A scheduling Problem in Hospital

Let xj be the number of nurses starting their week on day j

P7
Minimize i=1 xi
Subject to x1 + x4 + x5 + x6 + x7 ≥ d1
x1 + x2 + x5 + x6 + x7 ≥ d2
x1 + x2 + x3 + x6 + x7 ≥ d3
x1 + x2 + x3 + x4 + x7 ≥ d4
x1 + x2 + x3 + x4 + x5 ≥ d5
x2 + x3 + x4 + x5 + x6 ≥ d6
x3 + x4 + x5 + x6 + x7 ≥ d7
xj ≥ 0, xj integer

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Portfolio optimization

We seek the best way to invest some capital in a set of n

assets.
The variable xi represents the investment in the ith asset, so
the vector x ∈ Rn describes the overall portfolio allocation
across the set of assets.
The constraints might represent a limit on the budget.
The objective or cost function might be a measure of the
overall risk or variance of the portfolio return. In this case, the
optimization problem corresponds to choosing a portfolio
allocation that minimizes risk, among all possible allocations
that meet the firm requirements.

M. De Optimization Methods and Applications

 Course Logistics
What is Optimization?
Why should we study?

Device Sizing in electronic design

Choose the width and length of each device in an electronic

circuit.
the variables represent the widths and lengths of the devices.
The constraints represent a variety of engineering
requirements, such as limits on the device sizes imposed by
the manufacturing process, timing requirements that ensure
that the circuit can operate reliably at a specified speed, and
a limit on the total area of the circuit.
A common objective in a device sizing problem is the total
power consumed by the circuit. The optimization problem is
to find the device sizes that satisfy the design requirements
(on manufacturability, timing, and area) and are most power
efficient.
M. De Optimization Methods and Applications
 Course Logistics
What is Optimization?
Why should we study?

Rocket Control
Consider a rocket that travels along a straight path.
Let xt , vt , at be their position, velocity and acceleration,
respectively, at time t.
xt+1 = xt + vt
vt+1 = vt + at
At origin
x0 = 0, v0 = 0
After T unit of time, land smoothly to the destination
xT = 1, vT = 0
The magnitude |at | of acceleration can be assumed to be the
proportional to the fuel consumption at time t
Objective may be to minimize total fuel consumption or
minimize maximum thrust required.
M. De Optimization Methods and Applications
 Course Logistics
What is Optimization?
Why should we study?

Choosing Paths in a Communication Network

Consider a communication network consisting of n nodes.

A link allowing one-way transmission from node i to node j is
represnted by an ordered pair (i, j).
Let A be the set of all links.
Assume that each link (i, j) ∈ A can carry upto uij bits per
second.
There is a positive charge cij per bit transmitted along the
link (i, j) ∈ A.
Each node k generates b kl bits per second that need to be
transmitted to to node l (direct or indirect).
The problem is to transmit all data to their destinations while
minimizing the total cost.

M. De Optimization Methods and Applications