Graphical Optimization

Arora: Chapter 3

Safaaldarabseh@ttu.edu.jo
 Standard Design Optimization Model
Find an n-vector 𝑥റ = 𝑥1 , 𝑥2 , … . . , 𝑥𝑛 of design
variables to
Minimize a cost function:
f 𝑥റ = 𝑓 𝑥1 , 𝑥2 , … . . , 𝑥𝑛
Subject to the p equality constraints
ℎ𝑗 𝑥റ = 0, 𝑗 = 1 𝑡𝑜 𝑝
and the m inequality constraints
𝑔𝑖 𝑥റ ≤ 0, 𝑖 = 1 𝑡𝑜 𝑚
Note that the simple bounds on design variables, such as 𝑥𝑖 ≥ 0, or 𝑥𝑖𝐿 ≤ 𝑥𝑖 ≤ 𝑥𝑖𝑈 ,
where 𝑥𝑖𝐿 and 𝑥𝑖𝑈 are the smallest and largest allowed values for 𝑥𝑖, are assumed to
be included in the inequality constraints
 Notes on the Standard Design
Optimization Model
• All design problems can be transcribed into this
form
• Standard Model is only for minimization.
– To maximize a function F(x), set f(x) = -F(x).
• Standard Model is only for “≤” type constraints.
– To enforce a constraint G(x) ≥ 0 use g(x) = -G(x) ≤ 0.
• Problems from all fields of engineering can be
transcribed into this form. Form is independent
of design application.
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 Mathematical Observations
1. Functions f(x), hj(x), gi(x) must depend on design variables
2. Number of equality constraints must be less than number
of design variables
3. No restriction on number of inequality constraints
4. If p = m = 0, the problem is unconstrained
5. If f(x), hj(x), gi(x) are all linear in x, the problem is a linear
programming problem
– Otherwise, it is a nonlinear programming problem
6. The optimum design does not change, and the optimum
cost function value does change if
– Problem functions are scaled by multiplying it with a positive
constant
– A constant is added to the cost function
– Inequality constraints can be scaled by any positive constant
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 Definitions
• Feasible Set: the set of all feasible designs (S)
𝑆 = 𝑥റ ℎ𝑗 𝑥റ = 0, 𝑗 = 1 𝑡𝑜 𝑝; g 𝑖 𝑥റ ≤ 0, 𝑖 = 1 𝑡𝑜 𝑚
• At a point x*, an inequality constraint gi(x*)
can be
– Active (satisfied at equality)
– Inactive (strictly satisfied)
– Violated
• Equality constraints can only be active or violated
 Design Variable Types
• Discrete design variable: value must be
selected from a given finite set of values
• Integer design variable: must have integer
value
• Discrete and integer programming problems
use these types of variables
• Typically, solve the problem assuming
continuous variables and then check closest
discrete or integer solutions
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 Types of Optimization Problems
• Continuous/Discrete/Mixed Variable: design variables
have continuous/discrete/mixed values
• Smooth/Nonsmooth: functions are/are not continuous
and differentiable
• Network: represented by paths or flows between
points
• Dynamic Response: system has transient dynamic
inputs, some time-dependent constraints
• Design Variables as Functions: variables are not
parameters, but functions of one or more variables

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Chapter 3

GRAPHICAL OPTIMIZATION

Idea: A problem with only two design

variables can be solved graphically.
Best taught by example.

8
 Profit Maximization Problem (Arora Problem 2.6)

A manufacturer sells products A and B.

Profit from A is $10/kg and profit from B is $8/kg.
Available raw materials for the products are 100 kg of C
and 80 kg of D.
To produce 1 kg of A, we need 0.4 kg of C and 0.6 kg of D.
To produce 1 kg of B, we need 0.5 kg of C and 0.5 kg of D.
The markets for the products are 70 kg for A and 110 kg
for B.
How much of A and B should be produced to maximize
profit?

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 Problem Formulation in the standard model
1. Problem description
2. Data and information collection
3. Design variables
𝑥1 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝐴
𝑥2 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝐵
𝑥1
𝑥റ = 𝑥
2
4. Objective function: maximize the profit
𝑓 𝑥1 , 𝑥2 = 10𝑥1 +8 𝑥2
Maximize 𝑓 𝑥1 , 𝑥2 is the same as minimization of a
transformed function
𝑓 𝑥1 , 𝑥2 = −10𝑥1 − 8 𝑥2
5. Formulation of constraints
 Problem Formulation in the standard model
5. Formulation of constraints
C Available 0.4 𝐴 + 0.5𝐵 ≤ 100
0.4𝑥1 + 0.5𝑥2 ≤ 100

D Available 0.6 𝐴 + 0.5𝐵 ≤ 80

0.6𝑥1 + 0.5𝑥2 ≤ 80

Markets 𝑥1 ≤ 70
𝑥2 ≤ 110

Non- negative variable design 𝑥1 ≥ 0 𝑂𝑅 − 𝑥1 ≤ 0

𝑥2 ≥ 0 𝑂𝑅 −𝑥2 ≤ 0
 Graphical Optimization Steps
1. Set up coordinate system
2. Plot inequality constraint boundaries
g1 : 0.4𝑥1 + 0.5𝑥2 = 100
𝑥1 , 𝑥2 = 250, 0 , 0,200

g 2 : 0.6𝑥1 + 0.5𝑥2 = 80
𝑥1 , 𝑥2 = 133.3, 0 , 0,160
g 3 : 𝑥1 = 70
g 4 : 𝑥2 = 110
g 5 : 𝑥1 ≥0
g 6 : 𝑥2 ≥0
 Graphical Optimization Steps
3. Plot objective function contours
Maximize 𝑓 𝑥1 , 𝑥2 = 10𝑥1 +8 𝑥2
Choose
100 = 10𝑥1 +8 𝑥2
𝑥1 , 𝑥2 = 10, 0 , 0,12.5
400 = 10𝑥1 +8 𝑥2
𝑥1 , 𝑥2 = 40, 0 , 0,50
1000 = 10𝑥1 +8 𝑥2
𝑥1 , 𝑥2 = 100, 0 , 0,25
 Graphical Optimization Steps
4. Locate optimum points
Intersection of g 2 𝑎𝑛𝑑 g 4
g 2 : 0.6𝑥1 + 0.5𝑥2 = 80
g 4 : 𝑥2 = 110
0.6𝑥1 + 0.5 𝑥2 = 110 = 80
then 𝑥1 =41.67
𝑓 𝑥1 , 𝑥2 = 10 𝑥1 = 41.67 +8 𝑥2 = 110
𝑓 41.67,110 = 1296.7
Intersection of g 2 𝑎𝑛𝑑 g 3
g 2 : 0.6𝑥1 + 0.5𝑥2 = 80
g 3 : 𝑥1 = 70
0.6 𝑥1 = 70 + 0.5𝑥2 = 80
then 𝑥2 =76
𝑓 𝑥1 , 𝑥2 = 10 𝑥1 = 70 +8 𝑥2 = 76
𝑓 70,76 = 1308
 Graphical Optimization Steps
1. Set up axes and coordinate system
2. Plot first inequality constraint boundary (if linear, find
two points on boundary and join them)
3. Identify feasible region for the inequality constraint
– Test point on one side
– Infeasible region “shaded out”
– Note: if this were an equality constraint, the feasible
region would only be the line itself
4. Repeat steps 2-3 for all constraints
– Identify feasible region for the problem
5. Plot objective function contours
6. Locate optimum point
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Profit Maximization Problem (Arora , pg. 65-66)
A company manufactures two machines, A and B.
• Using available resources, up to 28 A or 14 B machines can be
manufactured daily.
• The sales department can sell up to 14 A machines or 24 B
machines per day.
• The shipping facility can handle no more than 16 machines
per day.
• The company makes a profit of $400 on each A machine and
$600 on each B machine.
How many A and B machines should the company manufacture
every day to maximize its profit?

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 Problem Formulation
1. Design Variables
x1 = number of A machines manufactured daily
x2 = number of B machines manufactured daily
2. Optimization Criterion Maximize
daily profit P = 400 x1 + 600 x2
3. Constraints
Shipping: x1 + x2 ≤ 16
Manufacturing: x1 / 28 + x2 /14 ≤ 1
Sales: x1 / 14 + x2 /24 ≤ 1
Non-negativity: x1, x2 ≥ 0

See MATLAB code for graphical solution_ page 76

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 Graphical Optimization Steps
1. Set up coordinate system
2. Plot inequality constraint boundaries
g1 : 𝑥1 + 𝑥2 = 16
𝑥1 , 𝑥2 = 16, 0 , 0,16
𝑥1 𝑥2
g2: + =1 14𝑥1 + 28𝑥2 = 392
28 14
𝑥1 , 𝑥2 = 28, 0 , 0,14
𝑥1 𝑥2
g3: + =1 24𝑥1 + 14𝑥2 = 336
14 24
𝑥1 , 𝑥2 = 14, 0 , 0,24
g 4 : 𝑥1 ≥0
g 5 : 𝑥2 ≥0
 Graphical Optimization Steps
3. Plot objective function contours
Maximize 𝑓 𝑥1 , 𝑥2 = 400𝑥1 +600 𝑥2
Choose
4800 = 400𝑥1 +600 𝑥2
𝑥1 , 𝑥2 = 6, 0 , 0,4
8800 = 400𝑥1 +600 𝑥2
𝑥1 , 𝑥2 = 4, 0 , 0,12
 Graphical Optimization Steps
4. Locate optimum points
Intersection of g1 𝑎𝑛𝑑 g 2
g1 : 𝑥1 + 𝑥2 = 16 → 𝑥1 = 16 − 𝑥2
g 2 : 14𝑥1 + 28𝑥2 = 392
14(𝑥1 = 16 − 𝑥2 ) + 28𝑥2 = 392
then 𝑥2 =12 and 𝑥1 = 4
𝑓 𝑥1 , 𝑥2 = 400 𝑥1 = 4 +600 𝑥2 = 12
𝑓 4,12 = 8800
Intersection of g1 𝑎𝑛𝑑 g 3
g1 : 𝑥1 + 𝑥2 = 16 → 𝑥1 = 16 − 𝑥2
g 3 : 24𝑥1 + 14𝑥2 = 336
24 𝑥1 = 16 − 𝑥2 + 14𝑥2 = 336
then 𝑥2 =4.8 and 𝑥1 = 11.2
𝑓 𝑥1 , 𝑥2 = 400 𝑥1 = 11.2 +600 𝑥2 = 4.8
𝑓 11.2, 4.8 = 7360
 Minimize
𝑓 𝑥1 , 𝑥2 = −𝑥1 − 0.5𝑥2
Subject to
g1 :2𝑥1 + 3𝑥2 ≤ 12
𝑥1 , 𝑥2 = 0, 4 , 6, 0
g 2 :2𝑥1 + 𝑥2 ≤ 8
𝑥1 , 𝑥2 = 0, 8 , 4, 0
g 3 : −𝑥1 ≤ 0
g 4 : −𝑥2 ≤ 0

Intersection of g1 𝑎𝑛𝑑 g 2
g1 : 2𝑥1 + 3𝑥2 = 12 → 𝑥1 = 6 − 1.5𝑥2
g 2 : 2𝑥1 + 𝑥2 = 8
2 𝑥1 = 6 − 1.5𝑥2 + 𝑥2 = 8
then 𝑥2 =2 and 𝑥1 = 3
𝑓 𝑥1 , 𝑥2 = − 𝑥1 = 3 − 0.5 𝑥2 = 2
𝑓 3, 2 = −4

Figure 3.7 Example problem with multiple solutions.

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Introduction to Optimum Design 3e. Copyright © 2012 Elsevier, Inc. All rights reserved.
 Minimize
𝑓 𝑥 = −𝑥1 + 2𝑥2
Subject to
−2𝑥1 + 𝑥2 ≤ 0
−2𝑥1 + 3𝑥2 ≤ 6
−𝑥1 ≤ 0
−𝑥2 ≤ 0

Figure 3.8 Example problem with an unbounded solution.

Underconstrained

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Introduction to Optimum Design 3e. Copyright © 2012 Elsevier, Inc. All rights reserved.
 Minimize
𝑓 𝑥 = 𝑥1 + 2𝑥2
Subject to
3𝑥1 + 2𝑥2 ≤ 6
2𝑥1 + 3𝑥2 ≥ 12
𝑥1 ≤ 5
𝑥2 ≤ 5
𝑥1 ≥ 0
𝑥2 ≥ 0

Figure 3.9 Infeasible design optimization problem.

No feasible region

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Introduction to Optimum Design 3e. Copyright © 2012 Elsevier, Inc. All rights reserved.
 Minimum Weight Tubular Column
Design a minimum-mass tubular column of length l supporting a
load P without buckling or overstressing. The column is fixed at
the base and free at the top, as shown below.

Figure 2.7 (a) Tubular column; (b) formulation 1; (c) formulation 2.

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Introduction to Optimum Design 3e. Copyright © 2012 Elsevier, Inc. All rights reserved.
Figure 3.10 A graphical solution to the problem of designing a minimum-weight tubular column.

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Introduction to Optimum Design 3e. Copyright © 2012 Elsevier, Inc. All rights reserved.