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Linear Programming (LP) Linear Programming (LP)
Linear Programming (LP) Linear Programming (LP)
Linear Programming (LP) Linear Programming (LP)
LinearProgramming
Programming(LP)
(LP)
Given
At - tensile strength area, function of d
Db - bolt circle diameter
Pt - total load
Question:
Question:
C - joint constant
Is
Is this
this aa linear
linear or
or
Fi - preload (= 0.75 Sp At) nonlinear model?
nonlinear model?
Find
N - number of bolts, Sp - proof strength, d - diameter
Satisfy
3d ≤ π Db / N good wrench rule
π Db / N ≤ 6d good seal rule
C Pt / N ≤ Sp At - Fi static loading constraint
Fi ≥ (1 - C) Pt / N joint separation constraint
Minimize Z= [ f1(N, d, Sp), f2(N, d, Sp), ..]
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
3
Bolted
BoltedJoint
Joint Design
Design (2)
(2)
Given
d - diameter
At - tensile strength area, function of d
Db - bolt circle diameter
Pt - total load Question:
Question:
C - joint constant Is
Is this
this aa linear
linear or
or
Fi - preload (= 0.75 Sp At) nonlinear problem?
nonlinear problem?
Find
N - number of bolts, Sp - proof strength
Satisfy
3d ≤ π Db / N good wrench rule
π Db / N ≤ 6d good seal rule
C Pt / N ≤ Sp At - Fi static loading constraint
Fi ≥ (1 - C) Pt / N joint separation constraint
Minimize Z= [ f1(N, Sp), f2(N, Sp), ..]
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
4
Historical
Historical Perspective
Perspective
NOTE:
SCOOP began in June 1947 and at the end of the same summer, Dantzig
and associates had developed:
1) An initial mathematical model of the general linear programming
problem.
2) A general method of solution called the simplex method.
BUT,
none of these algorithms have been able to beat Simplex in
actual practical applications.
HENCE,
Simplex (in its various forms) is and will most likely remain
the most dominant LP algorithm for at least the near future
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
7
Fundamental
Fundamental Theorem
Theorem
Extreme
Extremepointpoint(or
(or Simplex
Simplex filter)
filter) theorem:
theorem:
IfIf the
the maximum
maximum or or minimum
minimum value value ofof aa
linear
linear function
function defined
defined over
over aa polygonal
polygonal
convex
convex region
region exists,
exists, then
thenitit is
is to
to be
be found
found
at
at the
theboundary
boundaryof ofthe
theregion.
region.
Convex
Convexset:
set:
AAset
set(or
(orregion)
region)isisconvex
convexif,if,for
forany
anytwo
twopoints
points(say,
(say,x1
x1
and x2) in that set, the line segment joining these points
and x2) in that set, the line segment joining these points
lies
liesentirely
entirelywithin
withinthe
theset.
set.
AApoint
pointisisby
bydefinition
definitionconvex.
convex.
Compare
Compare constraint
constraint conversion
conversion with
with goal
goal
conversions
conversionsusing
usingdeviation
deviation variables
variables
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
11
Different
Different "components"
"components" of
of aaLP
LP model
model
General rules:
• Round-off errors
However,
solution methods to LP problems with integer or Boolean
variables are still far less efficient than those which include
continuous variables only
subject to
x1 + 3x2 - x3 ≤ 6,
x2 + x3 ≤ 4,
3x1 + x2 ≤ 7,
x1, x2, x3 ≥ 0.
a11 x1 + a12 x2 + ••• + a1n xn ≤ b1, a11 x1 + a12 x2 + ••• + a1n xn + xn+1 = b1,
a21 x1 + a22 x2 + ••• + a2n xn ≥ b2, a21 x1 + a22 x2 + ••• + a2n xn - xn+2 = b2,
am1 x1 + am2 x2 + ••• + amn xn ≤ bm, am1 x1 + am2 x2 + ••• + amn xn + xn+k = bm,
In our example problem:
x1 + 3x2 - x3 ≤ 6, x1 + 3x2 - x3 + x4 = 6,
x2 + x3 ≤ 4, x2 + x3 + x5 = 4,
3x1 + x2 ≤ 7, 3x1 + x2 + x6 = 7,
x1 + 3x2 - x3 + x4 = 6,
x 2 + x3 + x5 = 4,
3x1 + x2 + x6 = 7,
cB Basis cj Constants
x1, x2, x3, x4, x5, x6 ≥ 0. 5 2 1 0 0 0
x1 x2 x3 x4 x5 x6
0 x4 1 3 -1 1 0 0 6
0 x5 0 1 1 0 1 0 4
0 x6 3 1 0 0 0 1 7
c row 5 2 1 0 0 0 Z=0
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
20
Step
Step2:
2:Explanation
Explanation
Adjacent Basic Feasible Solution
If we bring a nonbasic variable xs into the basis, our system changes from
the basis, xb, to the following (same notation as the book):
x1 + ā1s xs= b1 x = b −a for i =1, …, m i i is
xr + ārs xr= b r xs = 1
xj = 0 for j=m+1, ..., n and j≠ s
xm + āms xs= bs
The new value of the objective function becomes:
m
Z= ∑ c (b − a
i =1
i i is ) + c s
Use the inner product rule to find the relative profit coefficients
cB Basis cj Constants
5 2 1 0 0 0
x1 x2 x3 x4 x5 x6
0 x4 1 3 -1 1 0 0 6
0 x5 0 1 1 0 1 0 4
0 x6 3 1 0 0 0 1 7
c row 5 2 1 0 0 0 Z=0
c j = c j − cB Pj
c1 = 5 - 0(1) - 0(0) - 0(3) = 5 -> largest positive
c2 = ….
c3 = ….
Step 4: Is this an optimal basic feasible solution?
Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
22
Simplex:
Simplex: Step
Step55
Apply the minimum ratio rule to determine the basic variable to leave the basis.
xi = b i − a is x s for i = 1, ..., m
bi
max x s = min
a is > 0 a is
In our example:
Perform the pivot operation to get the new tableau and the b.f.s.
New iteration:
find entering
variable:
c j = c j − c B Pj
cB = (0 0 5)
c2 = 2 - (0) 8/3 - (0) 1 - (5) 1/3 = 1/3
c3 = 1 - (0) (-1) - (0) 1 - (5) 0 = 1
c6 = 0 - (0) 0 - (0) 0 - (5) 1/3 = -5/3 Georgia Institute of Technology
Optimization in Engineering Design
Systems Realization Laboratory
24
Final
Final Tableau
Tableau
x3 enters basis,
x5 leaves basis
Wrong value!
4 should be 11/3