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Optimization is the process of finding the best result under given circumstances, often involving the minimization of effort or maximization of benefits through decision variables. The document outlines the formulation of optimization problems, including design vectors and constraints, and introduces classical optimization techniques for single-variable functions. It emphasizes the necessity of mathematical programming methods in operations research to achieve optimal solutions in engineering design and decision-making.

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9 views

UNIT-1 _OT

Optimization is the process of finding the best result under given circumstances, often involving the minimization of effort or maximization of benefits through decision variables. The document outlines the formulation of optimization problems, including design vectors and constraints, and introduces classical optimization techniques for single-variable functions. It emphasizes the necessity of mathematical programming methods in operations research to achieve optimal solutions in engineering design and decision-making.

Uploaded by

Rasul Ahmed
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We take content rights seriously. If you suspect this is your content, claim it here.
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UNIT-1

Introduction and Classical Optimization Techniques


Optimization is the act of obtaining the best result under given circumstances. In design, construction,
and maintenance of any engineering system, engineers have to take many technological and managerial
decisions at several stages. The ultimate goal of all such decisions is either to minimize the effort
required or to maximize the desired benefit. Since the effort required or the benefit desired in any
practical situation can be expressed as a function of certain decision variables, optimization can be
defined as the process of finding the conditions that give the maximum or minimum value of a function.
It can be seen from Fig. 1.1 that if a point x∗ corresponds to the minimum value of function f (x), the
same point also corresponds to the maximum value of the negative of the function, −f (x). Thus without
loss of generality, optimization can be taken to mean minimization since the maximum of a function
can be found by seeking the minimum of the negative of the same function.

In addition, the following operations on the objective function will not change the
optimum solution x∗ (see Fig. 1.2):
1. Multiplication (or division) of f (x) by a positive constant c.
2. Addition (or subtraction) of a positive constant c to (or from) f (x).
There is no single method available for solving all optimization problems efficiently. Hence a number
of optimization methods have been developed for solving different types of optimization problems. The
optimum seeking methods are also known as mathematical programming techniques and are generally
studied as a part of operations research. Operations research is a branch of mathematics concerned with
the application of scientific methods and techniques to decision making problems and with establishing
the best or optimal solutions.

STATEMENT OF AN OPTIMIZATION PROBLEM


An optimization or a mathematical programming problem can be stated as follows.

where X is an n-dimensional vector called the design vector, f (X) is termed the objective function, and
gj (X) and lj (X) are known as inequality and equality constraints, respectively. The number of variables
n and the number of constraints m and/or p need not be related in any way. The problem stated in above
Equation is called a constrained optimization problem.† Some optimization problems do not involve
any constraints and can be stated as
Design Vector
Any engineering system or component is defined by a set of quantities some of which are viewed as
variables during the design process. In general, certain quantities are usually fixed at the outset and
these are called preassigned parameters. All the other quantities are treated as variables in the design
process and are called design or decision variables xi , i = 1, 2, . . . , n. The design variables are
collectively represented as a design vector X = {x1, x2, . . . , xn}T.

Design Constraints

In many practical problems, the design variables cannot be chosen arbitrarily; rather,they have
to satisfy certain specified functional and other requirements. The restrictions that must be
satisfied to produce an acceptable design are collectively called design constraints. Constraints
that represent limitations on the behaviour or performance of the system are termed behavior
or functional constraints. Constraints that represent physical limitations on design variables,
such as availability, fabricability, and transportability, are known as geometric or side
constraints.
Constraint Surface
Figure shows a hypothetical two-dimensional design space where the infeasible region is
indicated by hatched lines. A design point that lies on one or more than one constraint surface
is called a bound point , and the associated constraint is called an active constraint . Design
points that do not lie on any constraint surface are known as free points. Depending on whether
a particular design point belongs to the acceptable or unacceptable region, it can be identified
as one of the following four types:
1. Free and acceptable point
2. Free and unacceptable point
3. Bound and acceptable point
4. Bound and unacceptable point
Objective Function
The conventional design procedures aim at finding an acceptable or adequate design that
merely satisfies the functional and other requirements of the problem. In general, there will be
more than one acceptable design, and the purpose of optimization is to choose the best one of
the many acceptable designs available. Thus a criterion has to be chosen for comparing the
different alternative acceptable designs and for selecting the best one. The criterion with respect
to which the design is optimized, when expressed as a function of the design variables, is known
as the criterion or merit or objective function.
Objective Function Surfaces
The locus of all points satisfying f (X) = C = constant forms a hypersurface in the design space,
and each value of C corresponds to a different member of a family of surfaces. These surfaces,
called objective function surfaces, are shown in a hypothetical two-dimensional design space
in Figure

Classical Optimization Techniques


Single Variable Optimization
Consider the function f(x) defined foraxb≤≤. To find the value of x* ∈ such that x = x[,]ab*
maximizes f(x) we need to solve a single-variable optimization problem. We have the following
theorems to understand the necessary and sufficient conditions for the relative maximum of a
function of a single variable.
'()(fXdf =
Necessary condition: For a single variable function f(x) defined for x which has a relative
maximum at x = x[,]ab∈* , x* ∈ if the derivative exists as a finite number at x = x* then f ‘(x*) =
0. This can be understood from the following.
Sufficient condition: For the same function stated above let f ’(x*) = f ”(x*) = . . . = f (n-1)(x*) =
0, but f (n)(x*) 0, then it can be said that f (x*) is (a) a minimum value of f (x) if f (n)(x*) > 0 and
n is even; (b) a maximum value of f (x) if f (n)(x*) < 0 and n is even; (c) neither a maximum or
a minimum if n is odd.

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