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# 1. Optimization is the act of obtaining the best result under given circumstances.

In design, construction and maintenance of any engineering system, engineers have to take much technological and managerial decision at several stages. 2. The ultimate goal of all such decision is either to minimize effort required or to maximize the desired benefit. Since the effort required or the benefit desired in any practical situation can be expressed as a function of certain decision variables. 3. Optimization can be defined as a process of finding the conditions that give the maximum or minimum value of a function.

Operations research is a branch of Mathematics concerned with the application of scientific methods and techniques. They are 1. There is no single method available for solving all optimization problems efficiently.Optimization is a part of operations research. 2. . Classical optimization technique. Computational optimization technique. There are two fundamental methods for solving all optimization problem.

The methods available under this category are given below Methods of direct substitution Lagrange-multiplier method Kuhn-tucker method Gradient method Dynamic programming method etc. Here we will mainly discuss about the first three methods of optimization.1. . Classical optimization technique In the ancient days this type of optimization technique used to applied to solve several optimization problem.

Whether F(x) minimum or maximum value at x = 2 we are finding the 2nd derivative of F(x). Solution: F(x) = (x 1)(3 x) = 4x x² 3 For F(x) to be minimum or maximum at a particular value of x. So we can say that F(x) has its maximum value at x = 2. F (x) = d(4 2x)/dx = 2. dF(x)/dx or F´(x) will become 0.Solving an unconstrained optimization problem by classical optimization technique. Find the value of x. Problem F(x) = (x 1)(3 x) is given. x = 2. dF(x)/dx = 4 2x = 0 or. . for which F(x) has its maximum value.

Problem : F(x) = (x 1) (3 x) is given. dF(x)/dx or F´(x) will become 0. x = 2. for which F(x) has its maximum value. So we can say that F(x) has its maximum value at x = -2. Solution: F(x) = (x 1) (3 x) = 4x x² 3 For F(x) to be minimum or maximum at a particular value of x. F (x) = d(4 2x)/dx = 2.Solving an unconstrained optimization problem by classical optimization technique. Find the value of x. Whether F(x) minimum or maximum value at x = 2 we are finding the 2nd derivative of F(x). dF(x)/dx = 4 2x = 0 or. .

. The volume of the box is given by f (x . x .Now we solve a constrained optimization problem applying the method of direct substitution. Hence the equality constraint can be used to eliminate any one of the design variables from the objective function. SOLUTION Let the origin of the Cartesian coordinate system x . x . x . (E ) This problem has three design variables and one equality constraint. and 2x . and x have to satisfy the constraint x ²+x ²+x ² = 1. 2x . (E2) gives x = (1 x x )^1/2 (E3) Thus the objective function becomes f (x . If we choose to eliminate x . x be at the center of the sphere and the sides of the box be 2x . x ) = 8x x x (E ) Since the corners of the box lie on the surface of the sphere of unit radius. Eq. Problem: Find the dimensions of a box of largest volume that can be inscribed in a sphere of unit radius. x . x ) = 8x x (1 x ² x ²)^1/2 (E4) which can be maximized as an unconstrained function in two variables.

This solution gives The maximum volume of the box as fmax = 8 / 3 3 To find whether the solution found corresponds to a maximum or a minimum.The necessary conditions for the maximum of f give f x = 8x [(1 x ² x ²) ^1/2 x ² / (1 x ² x ²) ^1/2] = 0 f x = 8x [(1 x ² x ²) ^1/2 x ² / (1 x ² x ²) ^1/2] = 0 Equations (E5) and (E6) can be simplified to obtain 1 2x ² x ² = 0 1 x ² 2x ² = 0 From which it follows that from which it follows that x * = x * = 1/ 3 and hence x * = 1/ 3. x *) corresponds to the maximum of f. We apply the sufficiency conditions to f (x1. x *) ²f x x = 16 3 at (x *. (E4). (E5) (E6) . x *) Hence the point (x *. The second-order partial Derivatives of f at (x *. x *) ²f x ² = 32 3 at (x *. x2) of Eq. x *) are given by²f x ² = 32 3 at (x *.

x ) + g(x . x .x . Then we will find the derivative of L(x . . ) with respect to x .x . Then we apply Lagrange multiplier method to optimize f(x . ) = f(x .x ). constraint and an extra variable like this way --L(x . respectively.x ) = 0.Lagrange multiplier method: Problem with two variables and one equality constraint Minimize f(x .x ) subject to constraint g(x .x ) Where L = Lagrange function and = Lagrange multiplier.x ) such a way that substitution is not possible. In this method we will construct a new function which includes the objective function. If there are multiple constraints related with its variables (x .

g(x . SOLUTION If x and x denote the radius of the base and length of the tin. x ) Or L(x . respectively. x ) = x ²x Subject to 2 x ² + 2 x x = Ao = 24 Let. x ) + (2 x ² + 2 x x A0) And the necessary conditions for the maximum of f give L/ x = 2 x x + 4 x + 2 x = 0 (E1) L/ x = x ² + 2 x = 0 (E2) L/ = 2 x ² + 2 x x Ao = 0 (E3) Equations (E1) and (E2) lead to = (x x / 2x + x ) = (1/2) x that is. x . x . (E3) and (E4) give the desired solution as . x ) = 2 x ² + 2 x x 24 = Constraint function The Lagrange function is L(x . x = ( 1/2) x (E4) And Eqs. the problem can be stated as maximize f (x . x ) + g(x . ) = f (x . ) = f (x .Example: Find the dimensions of a cylindrical tin (with top and bottom) made Up of sheet metal to maximize its volume such that the total surface area is equal to Ao = 24 .

x * = (A0/6 )^1/2 . *) = L = 2 x * + 2 L22 = ( ²L/ x ²)| (X*. (2.44). we apply the sufficiency Condition of Eq. *) = 0 g = g / x ²)| (X*. x * = 4. * = 1. *) = 2 x *= 4 *= 2 . the optimum solution becomes x * = 2. and * = (A0/24 )^1/2 This gives the maximum value of f as f * =(A³o/54 )^ ½ If A0 = 24 . *) = 4 x *+ 2 x * = 16 g = g / x | (X*. In this case L = ( ²L/ x ²)| (X*. *) = 2 x * + 4 * = 4 L = ( ²L/ x x )|(X*. x * = (2A0/3 )^1/2. and f * = 16 To see that this solution really corresponds to the maximum of f .

(2. the point (x *. 272_2z + 192_3 = 0 This gives z = (12/17 ) Since the value of z is negative. . x *) corresponds to the maximum of f.44) becomes _______ 4_ z 2_ 16_ 2_ 0 z 4_ 16_ 4_ 0 _______ =0 that is.Thus Eq.

Optimization with multiple decision variables and inequality constraint : Kuhn-Tucker (KT) conditions KT condition: Both necessary and sufficient if the objective function is concave and each constraint is linear or each constraint function is concave.x2.2. Kuhn Tucker Conditions: Optimization Model Consider the following optimization problem Minimize f(X) subject to g(X)=0 for j=1.p where the decision variable vector X = [x1.xn] Kuhn-Tucker conditions for X*= [x1* x2* .Introduction Optimization with multiple decision variables and equality constraint : Lagrange Multipliers. . . . . xn*] to be a local minimum are .