Lecture 2

Optimization
4th Stage

Dr. Jihad Al-Joumaa

Petroleum Technology Department

2022-2023
 Classical Optimization Techniques

The classical methods of optimization are useful in finding the optimum

solution of continuous and differentiable functions.

These methods are analytical and make use of the techniques of differential
calculus in locating the optimum points. Since some of the practical problems
involve objective functions that are not continuous and/or differentiable, the
classical optimization techniques have limited scope in practical applications.

However, a study of the calculus methods of optimization forms a basis for

developing most of the numerical techniques of optimization.
 Introduction to Linear Programming
The maximization or minimization of some quantity is the objective in all linear
programming problems.

All LP (Linear Programming) problems have constraints that limit the degree to which
the objective can be pursued.

A feasible solution satisfies all the problem’s constraints.

An optimal solution is a feasible solution that results in the largest possible objective
function value when maximizing (or smallest when minimizing).

A graphical solution method can be used to solve a linear program with two variables
If both the objective function and the constraints are linear, the problem is referred to as a
linear programming problem.

Linear functions are functions in which each variable appears in a separate term raised to
the first power and is multiplied by a constant (which could be 0).

Linear constraints are linear functions that are restricted to be "less than or equal to",
"equal to", or "greater than or equal to" a constant.

Problem formulation or modeling is the process of translating a verbal statement of a

problem into a mathematical statement.
Guidelines for Model Formulation

Understand the problem thoroughly.

Describe the objective.

Describe each constraint.

Define the decision variables.

Write the objective in terms of the decision variables.

Write the constraints in terms of the decision variables

Example : A Maximization Problem

Maximize 5x1 + 7x2 Objective function

Subjected to x1 < 6 constraints

2x1 + 3x2 < 19
x1 + x2 < 8

Where x1, x2 > 0 variables

Graphical Solution

On graph (cartesian) paper start

graphing the constraints

First constraint x1 < 6

Graphical Solution

On graph (cartesian) paper start graphing

the constraints

(assume x1 = 0 to calculate point 0,x2)

then assume x2 = 0 to calculate point
x1,0)

Which are the endpoints of the line

second constraint 2x1 + 3x2 < 19

Graphical Solution

On graph (cartesian) paper start graphing

the constraints

(assume x1 = 0 to calculate point 0,x2)

then assume x2 = 0 to calculate point
x1,0)

Which are the endpoints of the line

Third constraint x1 + x2 < 8

Graphical Solution

Final figure of constraints

Graphical Solution

After determining the area of

the solution ,
now we graph the Objective
function in the same way after
giving any solution to the
equation (35 for example)

objective function 5x1 + 7x2

Graphical Solution

Now we move the objective function

line toward the highest possible area
of crossing with the area of solution

The circle is the last point of

crossing between the solution area
and the objective function line

objective function 5x1 + 7x2

Graphical Solution
Now we read the coordinates of
this point

The maximization solution is

x1= 5 and x2 = 3
And the value of the equation will
be 46

Which means according to all the

constraints we have these are the
only two numbers that give the
highest solution to the equation
given.

Note that if the constraint were

different the solution will be
different as well
 Summary of the Graphical Solution Procedure for
Maximization Problems

Prepare a graph of the feasible solutions for each of the constraints.

Determine the feasible region that satisfies all the constraints simultaneously.

Draw an objective function line.

Move parallel objective function lines toward larger objective function values
without entirely leaving the feasible region.

Any feasible solution on the objective function line with the largest value is an
optimal solution.
HW: Use cartesian graph paper for
solution and take clear picture with
Minimize 5x1 + 2x2 your full name in the upper corner of
the paper.
s.t. 2x1 + 5x2 > 10
The homework will be accepted until
4x1 - x2 > 12 10 PM next Saturday
x1 + x2 > 4
Any dirty paper or not clear will not
Where x1, x2 > 0 be accepted

Note that in Minimizing problems , we have to make

the objective function line moves towards the less
values.
Thank you for listening …
see you next lecture !!