Optimum Design Concept

Part I
Week 5
 Optimization Process
Defining an optimization problem:
1. Choose design variables and their
bounds
2. Formulate objective (best?) Formulation

3. Formulate constraints (restrictions?)

4. Choose suitable optimization
Solution
algorithm
 Formulation
A company manufactures two machines, A and B. Using available
resources, either 28 A or 14 B can be manufactured daily. The sales
department can sell up to 14 A machines or 24 B machines. The
shipping facility can handle no more than 16 machines per day. The
company makes a profit of $400 on each A machine and $600 on
each B machine. How many A and B machines should the company
manufacture every day to maximize its profit?

Objective Function

Constraints – either
inequality or equality

x1, x2 – design
variables
 Solution – Opt Algorithm
Reading Week 4: Refer to Graphical Optimization
pp 81-83 (Arora textbook)
MATLAB Solution

Problem Cases:
Linear Porgramming /
Linear Optimization

Solution Approaches:
Graphical
Formulation design optimization
(Negative null form)

min f (x)
x

subject to : g ( x)  0
h( x)  0
x X   n

x  x  x
 Problem Classes
Linear vs Non Linear

Discrete vs
Continuous
Week 6 Week 7 Week 7

Week 6 Week 8 Week 8

Week 10 Week 10 Week 10

Single vs Multi-
Objective

Constrained vs
Unconstrained
 There are more cases
• Single vs Multiple Minima
(concept of local optimization & global
optimization)
• Deterministic vs Nondeterministic
(concept of probabilistic / statistic)
• Simple vs Complex Problem
(large problem/system)
 Solution Approaches
• Analytical – mathematical problems (indirect methods)
• Numerical – computer software (search methods)

• Experimental – Trial and error approach

• Graphical – plot graph and predict result
 Classification of optimization method

Optimality Criteria Methods—Optimality criteria are the conditions a function

must satisfy at its minimum point.
Search method - Search start with an estimate of the optimum design for the
problem. Usually the starting design will not satisfy the optimality criteria;
therefore, it is improved iteratively until they are satisfied.
Software Options for Optimization
 Optimum Design Concept

1. Point, Sets
2. Notation for constraints
3. Functions
4. Theory of Minimum
5. Taylor Expansion
6. Necessary condition and sufficient conditions
 Point

- A point is an ordered list of numbers.

- (x1, x2) is a point consisting of two numbers
- (x1, x2, ..., xn) is a point consisting of n numbers (n-tuple).

n-vector xi – component of a vector

x1 – first component of a vector
• In 3-D space, the vector x = [x1, x2 , x3 ] represents a point P, as
shown below.
• Similarly, when there are n components in a vector, x is
interpreted as a point in the n-D space, denoted as Rn.

Note*
R1 - line
R2 - plane
R3 - space
 Sets
• Often we deal with sets of points satisfying certain conditions.
• For example, we may consider a set S of all points having three components, with the last
having a fixed value of 3, which is written as
dimension of points in the set properties that distinguish
those points from others not in
the set

S equals “the set of all points (x1, x2 , x3 ) with x3 = 3.”

• Members of a set are sometimes called elements. If a point x is an element of the set S, then
we write x ϵ S. “x is an element of (belongs to) S.”
• The expression “y ϵ S” is read as “y is not an element of (does not belong to) S.”
• If all the elements of a set S are also elements of another set T, then S is said to be a sub-set
of T. S ⊂ T (S is a subset of T) or T ⊃ S (T is a superset of S)
 Example of set, S
• Consider a domain of the (x1 and x2 ) plane enclosed by a circle
of radius 3 with the center point (4, 4).

1. center of the circle (4, 4) is in the set S

because it satisfies the inequality. (4, 4) ϵ S.
2. origin of coordinates (0, 0) does not belong
to the set because it does not satisfy the
inequality (0, 0) ϵ S
3. (3, 3), (2, 2), (3, 2), (6, 6) belong to the set
4. (1, 1), (8, 8), and (21, 2).are not in the set:
 Notation for constraints
• A constraint of this form is a “less than or equal to
type” constraint and is abbreviated as “≤ type.”
• Similarly, there are greater than or equal to type
constraints, abbreviated as “≥ type.”
• Both are called inequality constraints.
 Superscripts/Subscripts notation
• Superscripts are used to represent different vectors and
matrices. For example, x(i) represents the ith vector of a set
and A(k) represents the kth matrix.
• Subscripts are used to represent components of vectors
and matrices. xj is the jth component of x and aij is the i-jth
element of matrix A.
• To indicate the range of a subscript or superscript we use
the notation
 Summation notation
Addition multiplication of an n-dimensional vector x
by an m x n matrix A
 Functions
• f(x), a function of n independent variables x1, x2, ..., xn is written as

• To distinguish between functions, subscripts are used. Thus, the ith

function is written as

Continuous and discontinuous

functions:
(a) continuous functions
(b) continuous functions
(c) not a function – has
infinite values in x1
discontinuous function
 The problem can be restated as :
Find design variable vector x to minimize a cost
function f(x) subject to the equality constraints
hj(x) = 0, j = 1 to p and the inequality constraints
gi(x) ≤ 0, i = 1 to m.
 Minimum
A feasible set S for a design problem as a collection of feasible
designs:

- If there are no constraints - unconstrained problems, the

entire design space is feasible .
- The optimization problem is to find a point in the feasible
design space that gives a minimum value to the cost function.
- x* is used to designate a particular point of the feasible set.
 Global (absolute) Minimum
A function f(x) of n variables has a global
(absolute) minimum at x* if the value of the
function at x* is less than or equal to the value
of the function at any other point x in the
feasible set S.

for all x in the feasible set S.

 Local (Relative) Minimum
A function f(x) of n variables has a local (relative)
minimum at x* if Inequality

holds for all x in a small neighborhood N

(vicinity/small feasible region) of x* in the
feasible set S.
Representation of optimum points

(a) The unbounded domain

and function (no global
optimum). A and C are
local maxima. B and D are
local minima. No global
minimum/maximum.

(b) The bounded domain and

function (global minimum
and maximum exist). E and
F have active constraints.
Example 1: USE OF THE DEFINITION OF MINIMUM POINT:
UNCONSTRAINED MINIMUM FOR ACONSTRAINED
PROBLEM
Representation of unconstrained minimum

Check local
minimum:
At A(0,0), f = 52
At F(4,0). f = 36

At B, C, D, E, G?
B(0,12) , f = 52
E (4,6) . f = 0
Minimum point –
no constraints a re
active