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You are on page 1of 10

Optimisation and Search is something to optimally

achieve a goal with a minimum of cost in terms of

time, money, energy, power, etc.

HLW, Optimisationand Search, Lecture01, Slide 1 of 20

In this module, we shall be discussing

TWO topics:

1 Why Do We Use Optimisation? 1. Why Do We Use Optimisation?

Where do optimisation problems come from? Where do optimisation problems come from?

2. How to Optimise?

Given an optimisation problem, how to solve it? Given an optimisation problem, how to solve it?

HLW, Optimisationand Search, Lecture01, Slide 2 of 20

2

Motivations of Motivations of optimsation optimsation

LECTURE 01: INTRODUCTION LECTURE 01: INTRODUCTION

Motivations of Motivations of optimsation optimsation

Some basic concepts of optimisation and search Some basic concepts of optimisation and search

HLW, Optimisationand Search, Lecture01, Slide 3 of 20

(I) Why Use Optimization? (I) Why Use Optimization?

There exist a huge range of scenarios in the real world

where people need to make important decisions to try and

hi h b t ibl t ( l ti ) achieve the best possible outcomes (or solutions).

However, the best solutions ARE NOT always straight-

forward and can easily be obtained. This is because:

Many problems have different ways of operating;

HLW, Optimisationand Search, Lecture01, Slide 4 of 20

Many problems have different ways of operating;

It is often important to choose the most beneficial way.

3

Prototype 1: Tank Design Problem Prototype 1: Tank Design Problem

** The tank design problem here is to find the dimensions of

a rectangular open-topped tank in order to obtain the

smallest surface area that encloses a given volume V

*

.

** Denote the height by z and the

lengths of the two edges of the base

by x and y. The volume and surface

area are then

V = xyz and S = xy + 2xz + 2yz

x

y

z

HLW, Optimisationand Search, Lecture01, Slide 5 of 20

** The tank design problem can then be formulated as

Minimize S = xy + 2xz + 2yz

Subject to xyz = V

*

(fixed volume)

Prototype 2: Travelling Salesman Problem Prototype 2: Travelling Salesman Problem

** A salesman has to visit a certain number of cities (places),

where every city has to be visited once,

and only once, and the whole trip

should be as short as possible should be as short as possible.

Then, how should the

salesman arrange his trip?

A B

4

A B

4 4

A B A B

4

Example 1 Example 1

S

HLW, Optimisationand Search, Lecture01, Slide 6 of 20

A B

D C

5

2

2

3

2

A B

D C

5

2

2

3

2

A B

D C

5

2

2

3

2

A B

D C

5

2

2

3

2

A-B-C-D-A: 13 A-B-D-C-A: 11 A-D-B-C-A: 12

4

Prototype 2: Travelling Salesman Problem (Cont.) Prototype 2: Travelling Salesman Problem (Cont.)

Example 2 Example 2

B C

2

3

2 1

3

4

4

B C

D

2

3

2

1

3

4

4

A

D

E

3

5

2

A-E-B-C-D-A: 11

A

D

E

3

5

2

** The total number of candidate solutions would become

enormous when the number of cities (places) is large

HLW, Optimisationand Search, Lecture01, Slide 7 of 20

enormous when the number of cities (places) is large.

For example, if there are 10 cities to travel, the total

number of candidate solutions is 181,440. If there are 20

cities to visit, then the total number of candidate solutions

will become N = 610

16

.

Prototype 3: Optimisation for Control Engineering Prototype 3: Optimisation for Control Engineering

In control engineering, we often need to solve

different types of optimisation problems, e.g.

Parameter Optimisation for systems modelling,

i l ti d d i h i t ffi i t ( simulation and design, e.g., choose appropriate coefficients (or

gains) of a PID controller

System Control where we need to design an input signal

that takes a system from one state (position) to another

using minimum power (fuel or energy).

Path Planning for a robot to

HLW, Optimisationand Search, Lecture01, Slide 8 of 20

minimise the distance to be

travelled to a specified location.

Product Quality Optimizing within a fixed cost budget.

5

Prototype Prototype 4: Optimal Control 4: Optimal Control

** Consider a linear system

x

t+1

=Ax

t

+ Bu

t

, t0.

x

t

R

n

: the system state variable.

u R

m

: the system input variable u

t

R : the system input variable.

A

nn

and B

nm

are known matrices.

The initial value x

0

is known.

** Let c

t

=c(x

t

, u

t

) be a cost measure. Atypical optimal

control problem is to control the system using a

designed control sequence (time series) {u

0

,, u

T

}, such

HLW, Optimisationand Search, Lecture01, Slide 9 of 20

= =

= =

T

t

t t

T

t

t

u x c c J

0 0

) , ( ) u ( Minimize

g q ( ) {

0

, ,

T

},

that the total cost over the time instants {0, 1, , T} is

minimized, i.e.,

Prototype Prototype 5: Two Trivial Examples 5: Two Trivial Examples

** Consider a nonlinear 2D function

9 14 2 2 5 ) , (

2 1 2 1

2

2

2

1 2 1

+ + + = x x x x x x x x f

Do the function have a minimum point? p

If the minimum point exist, how to find it?

** Let u

1

,u

2

and y be the system inputs and output (response

or dependent variable). It is empirically known that the

relationship between u

1

,u

2

and y is given by:

u

1

u

2

y

HLW, Optimisationand Search, Lecture01, Slide 10 of 20

1 1 2 2 3 1 2

2

4 1

a u a u a u u

y

a u

+ +

=

+

u

1

u

2

y

u

1

(1) u

2

(1) y(1)

u

1

(2) u

2

(2) y(2)

u

1

(N) u

2

(N) y(N)

How to estimate the

parameters a

k

(k=1,2,3,4)

6

(II) What is Optimisation? (II) What is Optimisation?

** As far back as the 18th Century, the famous

Swiss mathematician and physicist

Leonhard Euler proclaimed that: p

... nothing nothing at all takes place in the Universe

in which some rule of maximum or minimum

does not appear.

** Optimisation is a process of seeking and selecting the best

l ti f t f candidate sol tions

Leonhard Euler

(1707-1783)

http://en.wikipedia.org/wiki/Leonhard_Euler

HLW, Optimisationand Search, Lecture01, Slide 11 of 20

** From mathematical point of view, optimisation is about

the study of maximising or minimising mathematical

functions.

solution from a set of candidate solutions.

Optimization and Mathematical Programming Optimization and Mathematical Programming

** Optimisation often goes by the name mathematical

programming.

** It should be stressed that the word programming here,

which is used in the sense of planning, should not be

confused with computer programming; it was merely a

coincidence that optimisation was given such a name.

HLW, Optimisationand Search, Lecture01, Slide 12 of 20

7

(III) How to Optimize? (III) How to Optimize?

** So far we know that optimisation is important for all

engineering areas and applied sciences. In fact, modelling

and optimisation are what engineering is all about, in the

th t sense that:

Once we have obtained a mathematical model of a system,

we can then select the system parameters in such a way

that the system executes its role optimally with respect a

particular performance criterion.

B h i i h fi d h b l i

HLW, Optimisationand Search, Lecture01, Slide 13 of 20

But the question is: how to find the best solution to a

given problem, so that we can optimally achieve our goal

(in terms of accuracy, time, money, energy, etc.) .

What Do We Learn? What Do We Learn?

** Formulate an optimization problem using models:

How to represent real-world optimization problems using

mathematical models? We will learn and discuss:

Linear Programming Model

Nonlinear Programming Model

HLW, Optimisationand Search, Lecture01, Slide 14 of 20

8

What Do We Learn and Discuss? (cont.) What Do We Learn and Discuss? (cont.)

** Understand Optimization & Search Methods and

Algorithms.

Necessary conditions

Sufficient conditions

Unconstrained optimization

Constrained optimization

HLW, Optimisationand Search, Lecture01, Slide 15 of 20

What Do We Learn and Discuss? ( What Do We Learn and Discuss? (Cont Cont.) .)

** Learn Methods, Algorithms, Toolkits:

Computational methods and algorithms for typical

optimization problems.

PART I: Classical Methods PART I: Classical Methods

Gradient methods

Newton methods

Quasi-Newton methods

Lagrange methods

Penalty methods

HLW, Optimisation and Search, Lecture01, Slide 16 of 26

PART II: Megaheuristic Search

Megaheuristic search methods

Evolutionary methods

Isaac Newton

(1642-1727)

J oseph-Louis Lagrange

(1736-1813)

9

References References

Introduction to Operations Research

F. S. Hillier, and G. J. Lieberman, McGraw Hill, 2005.

HLW, Optimisationand Search, Lecture01, Slide 17 of 20

Seventh Edition

Eighth Edition

References ( References (Cont Cont.) .)

Practical Optimization

Philip E. Gill, Walter Murray,

and Margaret H. Wright, g g

Academic Press, 1981.

Linear and Nonlinear Programming

D. G. Luenberger, and Y. Ye,

Springer, 2008 (3rd ed.).

HLW, Optimisation and Search, Lecture01, Slide 18 of 26

10

References ( References (Cont Cont.) .)

Nonlinear Optimization with

Engineering Application

Michael Bartholomew-Biggs Michael Bartholomew Biggs,

Springer-Verlag, 2008.

Linear and Nonlinear

Programming

S.G. Nash and A. Sofer,

HLW, Optimisationand Search, Lecture01, Slide 19 of 20

S.G. Nash and A. Sofer,

McGraw Hill, 1996.

References ( References (Cont Cont.) .)

Applied Optimization with

MATLAB Programming

P Venkataraman P. Venkataraman,

Wiely-Interscience, 2009.

Genetic Algorithms in Search,

HLW, Optimisationand Search, Lecture01, Slide 20 of 20

Genetic Algorithms in Search,

Optimzation & Machine

Learning

D. E. Goldberg,

Addison-Wesley, 1989.

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