Professional Documents
Culture Documents
Bùi Minh Trí. Tối ưu hóa (lý thuyết và bài tập). NXB KHKT, Hà Nội, 2005.
CuuDuongThanCong.com
Introduction
CuuDuongThanCong.com
Introduction
CuuDuongThanCong.com
Outline
Problem formulation
Nature and organization of Optimization problems
Developing models for optimization (constraints or
process model)
Formulation of the objective function
Optimization theory and methods
Optimization of unconstrained functions
Linear programming with constraints
Nonlinear programming with constraints
Multi-objective optimization
Applications of Optimization
CuuDuongThanCong.com
Optimization
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Problem formulation
Examples of applications of optimization
Determining the best sites for plant location
…
Equality constraints (equations)
Inequality constraints (inequalities) } Model of process
or equipment
Economic model
CuuDuongThanCong.com
Problem formulation
Optimal solution
Degrees of freedom
Underdetermined
Overdetermined
CuuDuongThanCong.com
Problem formulation
An optimization problem:
Minimize: f (x) objective function
Subject to: h(x) = 0 equality constraints
g(x) ≥ 0 inequality constraints
where x = (x1 · · · xn ) ∈ X ⊂ Rn
h(x) is a vector of equations of dim. m1
g(x) is anvector of equations of dim.
o m2
D = x ∈ X|h(x) = 0, g(x) ≥ 0
CuuDuongThanCong.com
Problem formulation
tA1 tA 2
tB1 tB2
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Formulation of the objective function
CuuDuongThanCong.com
Formulation of the objective function
Example
CuuDuongThanCong.com
Formulation of the objective function
Example
CuuDuongThanCong.com
Formulation of the objective function
Example
CuuDuongThanCong.com
Problem formulation
Problem formulation
CuuDuongThanCong.com
Problem formulation
CuuDuongThanCong.com
Outline
Problem formulation
Nature and organization of Optimization problems
Developing models for optimization (constraints or
process model)
Formulation of the objective function
Optimization theory and methods
Optimization of unconstrained functions
Linear programming with constraints
Nonlinear programming with constraints
Multi-objective optimization
Applications of Optimization
CuuDuongThanCong.com
Scope of course
OPTIMIZATION OF UNCONSTRAINED UNCONSTRAINED
FUNCTIONS: ONE-DIMENSIONAL SEARCH MULTIVARIABLE OPTIMIZATION
Optimization problems
MULTI-OBJECTIVE OPTIMIZATION
(OR MULTI-OBJECTIVE PROGRAMMING)
CuuDuongThanCong.com