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Introduction, Modeling, Graphical Method

This document provides an overview of an optimization techniques course syllabus. The course covers topics such as introduction to optimization problems, graphical methods, classical optimization techniques, linear programming, unconstrained optimization techniques, and constrained optimization techniques. The course aims to teach several optimization methods for solving different types of optimization problems as there is no single best universal algorithm. Optimization has various applications in areas like engineering design, operations research, management sciences, and economics.

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0% found this document useful (0 votes)
115 views

Introduction, Modeling, Graphical Method

This document provides an overview of an optimization techniques course syllabus. The course covers topics such as introduction to optimization problems, graphical methods, classical optimization techniques, linear programming, unconstrained optimization techniques, and constrained optimization techniques. The course aims to teach several optimization methods for solving different types of optimization problems as there is no single best universal algorithm. Optimization has various applications in areas like engineering design, operations research, management sciences, and economics.

Uploaded by

vishnavj
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 56

Optimization Techniques (ME-403)

(Introduction, Problem formulation, Graphical method)

By:
Dr. Janardhan V
Department of Mechanical Engineering
School of Technology

1
Overview of Syllabus
ME 403T OPTIMIZATION TECHNIQUES
Teaching Scheme Examination Scheme
Theory Practical Total
L T P C Hrs/Week
MS ES IA LW LE/Viva Marks
3 0 -- 6 3 30 60 10 -- -- 100

UNIT-I
Introduction: Objective function, constraints, design variables, feasible and infeasible solutions,
classification of optimization problems, applications.
Graphical Method: different cases - Feasible and infeasible solutions, redundant constraints, unbound
solutions, unique solution.
Classical Optimization techniques: single variable, multivariable optimization techniques
UNIT -II
Linear Programming: Problem formulation, simplex method, transportation and assignment problems
UNIT- III
Unconstrained Optimization Techniques: elimination methods, interpolation methods, direct and indirect
search methods
UNIT- IV
Constrained Optimization Techniques: Random Search Methods, Methods of Feasible Directions, Penalty
2
Function Methods, Geometric Programming
References
• F Hillier, G Lieberman, Introduction to Operation Research, Mc Graw Hill
• H Taha, Operation Research –, Pearson Education.
• A Verma, Operation Research, S.K. Kataria and Sons.
• V Kapoor, Operation Research, Sultan Chand & Sons
• S S Rao, Engineering Optimization, New Age International
• K Deb, Optimization for Engineering Design: Algorithms and Examples,
Prentice-Hall of India
• C Pearce, E Hunt , Optimization: Structure and Applications, Springer
• A. Ravindran, G. Reklaitis, K. M. Ragsdell, Engineering Optimization:
Methods And Applications, Wiley

3
What is Optimization
Optimization is the act of obtaining the best result under
given circumstances

Minimization
Maximization

Optimization can be defined as the process of finding


the conditions that give the maximum or minimum
value of a function

4
General Process

5
Which Method is Best ?

 Many algorithms for optimization – so which is the best one?

 NFL theorem: If any algorithm A outperforms another algorithm B in the


search for an extremum of an objective function, then algorithm B will
outperform A over other objective functions (Wolpert and Macready,
1997).

 In other words there is no universal algorithm for all problems.

Hence,
Several optimization methods have been developed
for solving different types of optimization problems.

6
FIND

7
Applications
1. Design of aircraft and aerospace structures for minimum weight
2. Finding the optimal trajectories of space vehicles
3. Design of civil engineering structures such as frames, foundations, bridges, t owers,
chimneys, and dams for minimum cost
4. Minimum-weight design of structures for earthquake, wind, and other types of random
loading
5. Design of water resources systems for maximum benefit
6. Optimal plastic design of structures
7. Optimum design of linkages, cams, gears, machine tools, and other mechanical
components
8. Selection of machining conditions in metal-cutting processes for minimum production cost
9. Design of material handling equipment, such as conveyors, trucks, and cranes, for
minimum cost
10. Design of pumps, turbines, and heat transfer equipment for maximum efficiency
11. Optimum design of electrical machinery such as motors, generators, and transformers
12. Optimum design of electrical networks
13. Shortest route taken by a salesperson visiting various cities during one tour
14. Optimal production planning, controlling, and scheduling
15. Optimum design of chemical processing equipment and plants
16. Design of optimum pipeline networks for process industries
17. Selection of a site for an industry
18. Planning of maintenance and replacement of equipment to reduce operatingcosts
19. Inventory control
20. Optimum design of control systems
AND MANY MANY MORE
Mathematical Expression
Find
Minimize or Maximize
 x1 
f (X ) x 
 2
Subjected to: . 
X  
gi ( X )  0 . 
. 
hi ( X )  0  
 xn 
Where:

LLi  X i  ULi

9
Classification
1. Based on Design variables
- Continuous problem
-Discrete Problem
-Mixed variable problem

2. Based on Equations Involved


- Linear programming problem
-Non-linear programming problem
Classification
3. Based on Presence of constraints
- Constrained Problem
-Unconstrained Problems

4. Based on Nature of Solution space


- Feasible Problem
- Infeasible problem

5. Based on Nature of Objective function


- Single Objective
- Multi-objective
Problem Formulation (Mathematical Modeling)
-Linear Problem
A furniture manufacturer produces wooden tables and chairs.
Unit profit for tables is $6, and unit profit for chairs is $8.
the only two resources the company uses to produce tables and
chairs are wood (board feet) and labor (hours).
It takes 30 f and 5 hours to make a table, and 20 f
and 10 hours to make a chair.
There are 300 f of wood available and 110 hours of labor
available.
The company wishes to maximize profit
Problem Formulation-Linear Problem
Resource Table (X1) Chair (X2) Available
Wood (f) 30 20 300
Labor (hr) 5 10 110
Unit profit $6 $8

Maximize: Z = 6X1 + 8X2 (objective function)

Subject to:
30X1 + 20X2 < 300 (wood constraint: 300 bf available)
5X1 + 10X2 < 110 (labor constraint: 110 hours available)

X1, X2 > 0 (non-negativity conditions)


Graphical Method
Step 1. Formulate the LP problem

Step 2. Construct a graph and plot the constraint lines

Step 3. Determine the valid side of each constraint line

Step 4. Identify the feasible solution region


Step 5. Find objective function value for all corner points

Step 6. Determine optimal solution


Problem -1
Max Z = 80x1 + 55x2

Subject to
4x1+ 2x2 ≤ 40
2x1 + 4x2 ≤ 32

x1 ≥ 0 , x2 ≥ 0
Problem -1
We know that Max Z = 80x1 + 55x2

At A (0, 8)-- Z = 80(0) + 55(8) = 440


At B (8, 4)-- Z = 80(8) + 55(4) = 860
At C (10, 0)-- Z = 80(10) + 55(0) = 800

The maximum value is obtained at the point B.

So, Max Z = 860 and x1 = 8, x2 = 4


Problem -2
Minimize Z = 10x1 + 4x2

Subject to
3x1 + 2x2 ≥ 60
7x1 + 2x2 ≥ 84
3x1 +6x2 ≥ 72

x1 ≥ 0 , x2 ≥ 0
Problem -2
We know that Min Z = 10x1 + 4x2

At A (0, 42) -- Z = 10(0) + 4(42) = 168


At B (6, 21) -- Z = 10(6) + 4(21) = 144
At C (18, 3) -- Z = 10(18) + 4(3) = 192
At D (24, 0) -- Z = 10(24) + 4(0) = 240

The minimum value is obtained at the point B.

So,Min Z = 144 and x1 = 6, x2 = 21


Problem -3
A manufacturer of furniture makes two products – chairs and
Tables. Processing of this product is done on two machines A and
B. A chair requires 2 hours on machine A and 6 hours on machine
B. A table requires 5 hours on machine A and no time on machine
B. There are 16 hours of time per day available on machine A and
30 hours on machine B. Profit gained by the manufacturer from a
chair and a table is Rs 2 and Rs 10 respectively. What should be the
daily production of each of two products to maximize the profit?
Problem -3
A manufacturer of furniture makes two products – chairs and Tables. Processing of this
product is done on two machines A and B. A chair requires 2 hours on machine A and 6
hours on machine B. A table requires 5 hours on machine A and no time on machine B.
There are 16 hours of time per day available on machine A and 30 hours on machine B.
Profit gained by the manufacturer from a chair and a table is Rs 2 and Rs 10 respectively.
What should be the daily production of each of two products to maximize the profit?
Problem -3
Problem -3
Problem -3
We know that Max Z = 2x1 + 10x2

At A (0, 3.2) -- Z = 2(0) + 10(3.2) = 32


At B (5, 1.2) -- Z = 2(5) + 10(1.2) = 22
At C (5, 0) -- Z = 2(5) + 10(0) = 10

Max Z = 32 and x1 = 0, x2 = 3.2

The manufacturer should produce approximately 3 tables and


no chairs to get the max profit.
Problem -4 Special Cases
Max Z = 4x1 + 3x2
Subject to
4x1+ 3x2 ≤ 24
x1 ≤ 4.5
x2 ≤ 6
x1 ≥ 0 , x2 ≥ 0
Problem -4 Special Cases
We know that Max Z = 4x1 + 3x2

At A (0, 6) -- Z = 4(0) + 3(6) = 18


At B (1.5, 6) -- Z = 4(1.5) + 3(6) = 24
At C (4.5, 2) -- Z = 4(4.5) + 3(2) = 24
At D (4.5, 0) -- Z = 4(4.5) + 3(0) = 18

Max Z = 24, which is achieved at both B and C corner points

It can be achieved not only at B and C but every point between


B and C

Hence the given problem has multiple optimal solutions


Problem -5 Special Cases
Max Z = 3x1 + 2x2 There is no common feasible region
Subject to generated by two constraints together
x1+ x2 ≤ 1
x1+ x2 ≥ 3 Hence there is no optimal solution
x1 ≥ 0 , x2 ≥ 0
Problem -6 Special Cases
Max Z = 3x1 + 5x2 There exists infinite number of points in the
Subject to feasible region which is unbounded
2x1+ x2 ≥ 7
x1+ x2 ≥ 6
x1+ 3x2 ≥ 9
x1 ≥ 0 , x2 ≥ 0
Problem -5 Special Cases
Problem -6
Problem -7
Mathematical Modelling-1
A company manufactures two products X and Y, which require, the
following resources. The resources are the capacities machine M1, M2, and
M3. The available capacities are 50, 25 and 15 hours respectively in the
planning period. Product X requires 1 hour of machine M2 and 1 hour of
machine M3. Product Y requires 2 hours of machine M1, 2 hours of
machine M2 and 1 hour of machine M3. The profit contribution of
products X and Y are Rs.5/- and Rs.4/- respectively.
Mathematical Modelling-1
A company manufactures two products X and Y, which require, the following resources. The
resources are the capacities machine M1, M2, and M3. The available capacities are 50, 25 and
15 hours respectively in the planning period. Product X requires 1 hour of machine M2 and 1
hour of machine M3. Product Y requires 2 hours of machine M1, 2 hours of machine M2 and
1 hour of machine M3. The profit contribution of products X and Y are Rs.5/- and Rs.4/-
respectively.
Mathematical Modelling-1
Mathematical Modelling-2
A retail store stocks two types of shirts A and B. These are packed in
attractive cardboard boxes. During a week the store can sell a maximum of
400 shirts of type A and a maximum of 300 shirts of type B. The storage
capacity, however, is limited to a maximum of 600 of both types combined.
Type A shirt fetches a profit of Rs. 2/- per unit and type B a profit of Rs. 5/-
per unit. How many of each type the store should stock per week to
maximize the total profit? Formulate a mathematical model of the problem.
Mathematical Modelling-2
A retail store stocks two types of shirts A and B. These are packed in attractive
cardboard boxes. During a week the store can sell a maximum of 400 shirts of type A
and a maximum of 300 shirts of type B. The storage capacity, however, is limited to a
maximum of 600 of both types combined. Type A shirt fetches a profit of Rs. 2/- per
unit and type B a profit of Rs. 5/- per unit. How many of each type the store should
stock per week to maximize the total profit? Formulate a mathematical model of the
problem.
Mathematical Modelling-3
A company manufactures three products namely X, Y and Z. Each of the product
require processing on three machines, Turning, Milling and Grinding. Product X
requires 10 hours of turning, 5 hours of milling and 1 hour of grinding. Product Y
requires 5 hours of turning, 10 hours of milling and 1 hour of grinding, and Product
Z requires 2 hours of turning, 4 hours of milling and 2 hours of grinding. In the
coming planning period, 2700 hours of turning, 2200 hours of milling and 500 hours
of grinding are available. The profit contribution of X, Y and Z are Rs. 10, Rs.15 and
Rs. 20 per unit respectively. Find the optimal product mix to maximize the profit.
Mathematical Modelling-4
A firm manufactures three types of coils each made of a different alloy. The flow
process chart is given in the figure below. The problem is to determine the amount of
each alloy to produce, within the limitations of sales and machine capacities, so as to
maximize the profits. Coils for each alloy are 400 feet long and weigh 5 tons. Set up
objective function and restrictions to set up matrix.

1
30 hr/10 ton
Mathematical Modelling-4
Mathematical Modelling-4
30 hr/10 ton
Mathematical Modelling-5
Mathematical Modelling-5
Mathematical Modelling-5
Mathematical Modelling-5
Mathematical Modelling-5
Mathematical Modelling-6
Mathematical Modelling-6
Mathematical Modelling-6
Problem Formulation (non-linear)
Design a uniform column of tubular section, with hinge joints at
both ends, as shown in figure to carry a compressive load P = 2500
kgf for minimum cost.
The column is made up of a material that has a yield stress (σy ) of
500 kgf/cm2, modulus of elasticity (E) of 0.85 × 106 kgf/cm2,
and weight density (ρ) of 0.0025 kgf/cm3. The length of the
column is 250 cm.
The stress induced in the column should be less than the
buckling stress as well as the yield stress.
The mean diameter of the column is restricted to lie between 2
and 14 cm, and columns with thicknesses outside the range 0.2
to 0.8 cm are not available in the market.
The cost of the column includes material and construction costs
and can be taken as 5W + 2d, where W is the weight in kilograms
force and d is the mean diameter of the column in centimeters.
Problem Formulation
Problem Formulation
Problem Formulation
Problem Formulation
Problems for non-linear
objective functions

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