OPTIMIZATION METHODS D.

Nagesh Kumar Associate Professor Department of Civil Engineering, Indian Institute of Science, Bangalore - 560 012 Email : nagesh@civil.iisc.ernet.in URL: http://www.civil.iisc.ernet.in/~nagesh

Brief Contents Overview of optimization and classification of optimization problems; Optimization using calculus, Kuhn-Tucker Conditions; Linear Programming - Graphical method, Simplex method, Revised simplex method, Sensitivity analysis, Examples of transportation, assignment, water resources and other applications; Dynamic Programming - Introduction, Sequential optimization, computational procedure, curse of dimensionality, Applications in water resources and structural engineering; Other topics in Optimization - Piecewise linear approximation, Multi objective optimization, Multi level optimization; Direct and indirect search methods; Evolutionary algorithms for optimization and search; Applications in civil engineering.

OPTIMIZATION METHODS DETAILED CONTENTS Module 1: Introduction and Basic Concepts (05) Historical Development; Engineering applications of Optimization; Art of Modeling; Objective function; Constraints and Constraint surface; Formulation of design problems as mathematical programming problems; Classification of optimization problems based on nature of constraints, structure of the problem, deterministic nature of variables, separability of functions and number of objective functions; Optimization techniques classical and advanced techniques.

Module 2: Optimization using Calculus (06)

Stationary points - maxima, minima and saddle points; Functions of single and two variables; Global Optimum; Convexity and concavity of functions of one and two variables; Optimization of function of one variable and multiple variables; Gradient vectors; Examples; Optimization of function of multiple variables subject to equality constraints; Lagrangian function; Optimization of function of multiple variables subject to equality constraints; Hessian matrix formulation; Eigen values; KuhnTucker Conditions; Examples.

Module 3: Linear Programming (06) Standard form of linear programming (LP) problem; Canonical form of LP problem; Assumptions in LP Models; Elementary operations; Graphical method for two variable optimization problem; Examples; Motivation of simplex method, Simplex algorithm and construction of simplex tableau; Simplex criterion; Minimization versus maximization problems; Revised simplex method; Duality in LP; Primal-dual relations; Dual Simplex method; Sensitivity or post optimality analysis; other algorithms for solving LP problems Karmarkars projective scaling method.

Module 4: Linear Programming Applications (04) Use of software for solving linear optimization problems using graphical and simplex methods; Examples for transportation, assignment, water resources, structural and other optimization problems.

Module 5: Dynamic Programming (04) Sequential optimization; Representation of multistage decision process; Types of multistage decision problems; Concept of sub optimization and the principle of optimality; Recursive equations Forward and backward recursions; Computational procedure in dynamic programming (DP); Discrete versus continuous dynamic programming; Multiple state variables; curse of dimensionality in DP.

Module 6: Dynamic Programming Applications (06) Problem formulation and applications for Design of continuous beam, Optimal geometric layout of a truss, Water allocation as a sequential process, Capacity expansion, Reservoir operation etc.

Module 7: Integer Programming (03) Integer linear programming; Concept of cutting plane method; Mixed integer programming; Solution algorithms; Examples.

Module 8: Further topics in Optimization (06) Piecewise linear approximation of a nonlinear function; Multi objective optimization Weighted and constrained methods; Multi level optimization; Direct and indirect search methods; Evolutionary algorithms for optimization and search; Applications in civil engineering.

OPTIMIZATION METHODS Lecture Plan

Module

Sub-Module Historical Development; Engineering applications of Optimization; Art of Modeling Objective function; Constraints and Constraint surface; Formulation of design problems as mathematical programming problems Classification of optimization problems Optimization techniques classical and advanced techniques. Stationary points; Functions of single and two variables; Global Optimum Convexity and concavity of functions of one and two variables Optimization of function of one variable and multiple variables; Gradient vectors; Examples. Optimization of function of multiple variables subject to equality constraints; Lagrangian function. Optimization of function of multiple variables subject to equality constraints; Hessian matrix formulation; Eigen values. Kuhn-Tucker Conditions; Examples. Standard form of linear programming (LP) problem; Canonical form of LP problem; Assumptions in LP Models; Elementary operations. Graphical method for two variable optimization problem; Examples. Motivation of simplex method, Simplex algorithm and construction of simplex tableau; Simplex criterion; Minimization versus maximization problems. Revised simplex method; Duality in LP; Primal-dual relations; Dual Simplex method; Sensitivity or post optimality analysis. Other algorithms for solving LP problems Karmarkars projective scaling method. Use of software for solving linear optimization problems using graphical and simplex methods. Examples for transportation, assignment, water resources, structural and other optimization problems.

Hours for SubModule 1

Total Hours

1. Introduction and Basic Concepts

1 1 2 1 1 1

2. Optimization using Calculus

6 1

1 1 1

1 6

3. Linear Programming

1 1 1 4 3

4. Linear Programming Applications

Module

Sub-Module Sequential optimization; Representation of multistage decision process; Types of multistage decision problems; Concept of sub optimization and the principle of optimality. Recursive equations Forward and backward recursions; Computational procedure in dynamic programming (DP). Discrete versus continuous dynamic programming; Multiple state variables; curse of dimensionality in DP. Problem formulation and application in Design of continuous beam and Optimal geometric layout of a truss. Water allocation as a sequential process Capacity expansion and Reservoir operation

Hours for SubModule

Total Hours

5. Dynamic Programming

4 2

6. Dynamic Programming Applications 7. Integer Programming

2 6 2 2 1 3 2 1 2 6 1 1 1 40

8. Advanced Topics in Optimization

Integer linear programming; Concept of cutting plane method. Mixed integer programming; Solution algorithms; Examples. Piecewise linear approximation of a nonlinear function Multi objective optimization Weighted and constrained methods; Multi level optimization. Direct and indirect search methods. Evolutionary algorithms for optimization and search. Applications in civil engineering.

Total