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Lec 1 Intro To OT
Lec 1 Intro To OT
Introduction to Optimization
Books
Recommended Books:
1.
2.
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Optimization
Optimization is derived from the Latin word
optimus, the best and characterizes the
activities involved to find the best.
People have been optimizing for ages, but the
roots for modern day optimization can be
traced to the Second World War.
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Operational Research
Operational
Operational Research
Research was
was defined
defined by
by the
the Operational
Operational
Research
ResearchSociety
Societyof
ofGreat
GreatBritain
Britainas
asfollows:
follows:
"Operational
"Operational research
research isis the
the application
application of
of the
the methods
methods of
of science
science
to
to complex
complex problems
problems arising
arising inin the
the direction
direction and
and management
management of
of
large
large systems
systems of
of men,
men, machines,
machines, materials
materials and
and money
money inin
industry,
industry, business,
business, government,
government, and
and defense.
defense. The
The distinctive
distinctive
approach
approach isis to
to develop
develop aa scientific
scientific model
model of
of the
the system,
system,
incorporating
incorporating measurements
measurements of
of factors
factors such
such as
as chance
chance and
and risk,
risk,
with
with which
which to
to predict
predict and
and compare
compare the
the outcomes
outcomes of
of alternative
alternative
decisions,
decisions, strategies
strategies or
or controls.
controls. The
The purpose
purpose isis to
to help
help
management
managementdetermine
determineits
itspolicy
policyand
andactions
actionsscientifically."
scientifically."
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Use of Computers
Without computers, Operation Research and optimization
would not be what they are today.
Earlier mathematical models (such as calculus, Lagrange
multipliers) relied on sophistication of technique to solve
the problem.
Methods of mathematical optimization (e.g., Linear
Programming) rely far less on mathematical
sophistication than they do on an unusual adaptability
to the mode of solution inherent in the modern digital
computer.
The simplicity of these methods of mathematics coupled with
their iterative processes makes them very useful.
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things in common.
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The variables that do not affect the goals are clearly not
important.
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Optimization
All engineering tasks involve either minimization or
maximization of an objective function.
It will be very difficult to discuss formulation of each
type of engineering optimization problem in one course.
However a designer can learn different types of
optimization techniques and latter choose optimal
algorithm for his or her problem.
First we shall learn optimal problem formulation.
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Optimization Problem
Some define the formulation of problem as
taking statements,
defining general goals and requirements of a given
activity, and
converting them into a series of well-defined
mathematical statements.
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variables.
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Maximizing Area
EXAMPLE 1: Find the dimensions of the rectangular
garden of greatest area that can be fenced off (all four sides)
with 300 meters of fencing.
SOLUTION
x
y
(Constraint Equation)
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Maximizing Area
- CONTINUED
(Objective Equation)
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Maximizing Area
-CONTINUED
A = xy
A = x(150 x)
Finally we get
A = 150x x2
4000
3000
2000
1000
0
0
50
100
150
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Maximizing Area
-CONTINUED
A = 150x x2
x = 75
2(75) + 2y = 300;
y = 75
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Minimizing Cost
EXAMPLE 2:
Below is a picture of the garden. The red side represents the side that is fenced.
y
x
x
y
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Minimizing Cost
EXAMPLE 2: -CONTINUED
(Objective Equation)
Now we will determine the constraint equation. The only piece of information
we have not yet used in some way is that the area is 75 square feet. Using this,
we create a constraint equation as follows.
75 = xy
(Constraint Equation)
Now we rewrite the constraint equation, isolating one of the variables therein.
75 = xy
75/y = x
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Minimizing Cost
EXAMPLE 2: -CONTINUED
Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
The objective equation is:
C = 20x + 15y
C = 20(75/y) + 15y;
Simplify,
Cost (C)
C = 1500/y + 15y
2000
1800
1600
1400
1200
1000
800
600
400
200
0
0
50
100
150
y
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Minimizing Cost
EXAMPLE 2: -CONTINUED
C = 1500/y + 15y
Differentiating we get:
C = -1500/y2 + 15
y = 10.
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Minimizing Cost
EXAMPLE 2: -CONTINUED
75 = xy
75 = x(10)
7.5 = x
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EXAMPLE 3:
(Volume) A canvas wind shelter for the beach has a back, two
square sides, and a top. Find the dimensions for which the
volume will be 250 cubic feet and that requires the least possible
amount of canvas.
SOLUTION
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A = xx + xx + xy + xy
(Objective Equation)
(Constraint Equation)
250/x2 = y
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Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
A = 2x2 + 2xy
A = 2x2 + 2x(250/x2)
Simplify.
4000
3500
+ 500/x
3000
Area (A)
A=
2x2
2500
2000
1500
1000
500
0
-5
15
25
35
45
x
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It appears from the graph that there is exactly one relative extremum, a
relative minimum around x = 5. To know exactly where this relative
minimum is, we need to set the first derivative equal to zero and solve (since
at this point, the function will have a slope of zero).
A = 2x2 + 500/x
Differentiating we get
A = 4x 500/x2
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250 = x2y
Replace x with 5.
250 = (5)2y;
y = 10
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