Operations Research and

Optimization – 21
ORO-21
 Dr Aamer Ahmed
• Qualification:
• PhD Manufacturing System Design and Optimization
• MS Design and innovation (Mechanical and Manufacturing Engineering)
• BSc Mechanical engineering

• Research Interest:
• Computer Aided Process Planning,
• Manufacturing Processes
• PLM Solutions
• Manufacturing Systems and their Design
• Optimization and Process Plan Optimization
• Analysis and Generation Kinematic Machine Configurations
• Reconfigurable Process Plans and Reconfigurable Manufacturing Systems
• Computer Integrated Manufacturing
• Ontologies

• Research Projects
– Machine Kinematics
– Optimization of Manufacturing Process plans
– Algorithmic Design
– Mathematical modelling of Machining Tolerances
– Modelling and simulation of mechanical systems
Grading Policy
Grade Distribution:
 
Activity
 
Final Exam 50
Sessional Exam 30
  Quizzes/ Assignments 10
Term Project 10
Class policy and Academic Honesty
I highly encourage you to ask questions and
discuss the course material with me and your
classmates
However, I expect that the work you submit for
this course will be original
No cheating, fabrication, falsification and
forgery, multiple submission, plagiarism,
complicity and computer misuse
Please switch off / put on silent your cell phones
Adhere to the fixed date for assignment / project
submission.
Books
Recommended Books:
1. Introduction to Optimum design by Jasbir
S. Arora
2. Kalyanmoy Deb, Optimization for
engineering design, algorithms and
examples, Prentice Hall (2005).
3. Operations research By Hamdy A. Taha
4. Operations Research: Applications and
Algorithms by Wayne L Wintson
Course Overview
• An important aspect of the optimal design process is the
formulation of the design problem in a mathematical form which
is acceptable to an optimization algorithm. However, there is no
unique way of formulating every engineering design problem.
• A number of single-variable function optimization algorithms will
be discussed. The working principles of these algorithms are
simpler and, therefore, easier to understand.
• Also number of algorithms for optimizing unconstrained
objective functions having multiple variables will be presented.
Then various algorithms for solving constrained optimization
problems will be presented.
• Nontraditional optimization algorithms, which are very different
in principle than the above algorithms, will be introduced.
These include Genetic Algorithms search, Simulated Annealing
method etc.
Course Outline
Page 4 of 5
Basic and support material to be Homework/reports and their due
Week
covered dates

Introduction to Operations
Research (OR) Operations
Research definition and origin.
(1)
Essential features of the OR
approach. Quantification of
factors. Stages in OR study.

Introduction to Foundation
mathematics and statistics
(2) Linear Programming (LP), LP Tutorial 1
and allocation of resources, LP
definition, Linearity requirement

Expressing LP problems,
Limitations or constraints,
(3) Tutorial 2, Assignment 1
Maximization Then
Minimization problems.

Linear Programming – Graphical

Solutions, Introduction To
(4)
Graphical LP Maximization
solution

Graphical LP Minimization
solution, Introduction, Simplex
(5) Tutorial 3
method definition, formulating
the Simplex model.

Linear Programming – Simplex

(6) First Exam Method for Maximizing.
Contd.
Simplex maximizing example for
(7) Tutorial 4
similar
Class policy and Academic Honesty
I highly encourage you to ask questions and
discuss the course material with me and your
classmates
However, I expect that the work you submit for
this course will be original
No cheating, fabrication, falsification and
forgery, multiple submission, plagiarism,
complicity and computer misuse
Please switch off / put on silent your cell phones
Adhere to the fixed date for assignment / project
submission.
Optimization
Optimization is derived from the Latin word
“optimus”, the best and characterizes the
activities involved to find “the best”.
People have been “optimizing” for ages, but the
roots for modern day optimization can be
traced to the Second World War.
Often Synonym with Operations research
Operations Research
Operational Research originated from the activities
performed by multidisciplinary teams formed in the
British armed forces involved in solving complex
strategic and tactical problems in World War II.
All persons selected were talented men + wartime pressure
+ synergism generated from the interactions of different
disciplines
Due to their success, other allied nations adopted the same
approach.
Because the work assigned to these groups were in the
nature of military operations their work became known
as operational research in the United Kingdom and as
operations research in the United States.
The abbreviation OR is commonly used for both operational
research and operations research.
Wartime examples: radar deployment, anti-aircraft fire
control, fleet convoy sizing, submarine detection.
Operational Research
Operational Research was defined by the Operational
Research Society of Great Britain as follows:

"Operational research is the application of the methods of

science to complex problems arising in the direction and
management of large systems of men, machines, materials
and money in industry, business, government, and defense.
The distinctive approach is to develop a scientific model of the
system, incorporating measurements of factors such as
chance and risk, with which to predict and compare the
outcomes of alternative decisions, strategies or controls. The
purpose is to help management determine its policy and
actions scientifically."
Use of Computers
Without computers, Operation Research and
optimization would not be what they are today.
Earlier mathematical models (such as calculus,
Lagrange multipliers) relied on sophistication of
technique to solve the problem.
Methods of mathematical optimization (e.g., Linear
Programming) rely far less on mathematical
sophistication than they do on an unusual
“adaptability to the mode of solution inherent in the
modern digital computer”.
 The simplicity of these methods of mathematics
coupled with their iterative processes makes
them very useful.
Computers and Linear Programming
Consider the case of Linear Programming
The first large scale computer became available in 1946 at
the University of Pennsylvania, USA.
This was just one year before the development of simplex
method.
The simplex method for linear programming consists only of
a few steps and these steps require only the most basic
mathematical operations which a computer is well suited
to handle.
However, these steps must be repeated over and over
before one finally obtains an answer.
The first successful computer solution of a LP problem was
in January 1952 on the National Bureau of Standards
SEAC computer in USA.
Need for Optimization
Optimization problems arise naturally in many different
disciplines. In engineering design problems often goal is
to maximize or minimize certain parameter or a variable.
 For example optimization algorithms are often used
in aerospace design activity to minimize overall
weight.
 For chemical engineers design and operation of a
process plant should have optimal rate of production.
 A mechanical engineer designs a component to
minimize the cost or to maximize the component life.
 An electrical engineer designs a network to achieve
minimum time for communications.
Need for Optimization
A structural engineer designing a multi-story building must
choose materials in the building with a safe structure
and an economical as well.
A portfolio manager for a large mutual fund company must
choose investments that generate the largest possible
rate of return for its investors
A plant manager in a manufacturing facility must schedule
the plant operations such that the plant produces
products that maximize company's revenues.
A scientist in a research laboratory may be interested in
finding a mathematical function that best describes an
observed physical phenomenon.
Need for Optimization
All these situations have the following three things in
common.
 There is an overall goal, or objective, for the
activity.
For the structural engineer, the goal may be to
minimize the cost of the building,
for the portfolio manager it is to maximize the
rate of return,
for the plant manager it is to maximize the
revenue, and
for the scientist, the goal is to minimize the
difference between the prediction from the
mathematical model and the physical
observation.
Need for Optimization
In addition to the overall goal, there are
constraints, that must be met.
 The structural engineer must meet safety
requirements dictated by applicable building
standards.
 The portfolio manager must keep the risk of
major losses below levels determined by the
company's management.
 The plant manager must meet customer
demands and work within available work force
and raw material limitations.
 For the laboratory scientist, there are no other
significant requirements.
Need for Optimization
In all situations, choices available to meet the
goals and requirements.
The choices are known as optimization variables.
 For example, from safety point of view, it does not
matter whether a building is painted purple or pink,
and therefore the color of a building would not
represent a good optimization variable.
 On the other hand, the height of one story could be a
possible design variable because it will determine
overall height of the building, which is an important
factor in structural safety.
The variables that do not affect the goals are
clearly not important.
Optimization

All engineering tasks involve either minimization

or maximization of an objective function.
It will be very difficult to discuss formulation of
each type of engineering optimization problem.
However a designer can learn different types of
optimization techniques and later choose
optimal algorithm for his or her problem.
Optimization Problem
Some define the formulation of problem as
 taking statements,
 defining general goals and requirements of a
given activity, and
 converting them into a series of well-defined
mathematical statements.
Others say the formulation of Optimization
problem is:
1. Selecting one or more optimization variables,
2. Choosing an objective function, and
3. Identifying a set of constraints.
The objective function and the constraints must
all be functions of one or more optimization
variables.
Let us have examples on this.
 Maximizing Area
EXAMPLE 1: Find the dimensions of the rectangular
garden of greatest area that can be fenced off (all four sides)
with 300 meters of fencing.
SOLUTION
The garden will be in the shape of a rectangle. The perimeter of it
is to be 300 meters. Let’s make a picture of the garden, labeling
the sides. y
x x
y
Since we know the perimeter is 300 meters, we can now construct
an equation based on the variables contained within the picture.
x + x + y + y = 2x + 2y = 300 (Constraint Equation)
 Maximizing Area - CONTINUED

Now, we wish to maximize is area. Therefore, we will need

an equation that contains a variable representing area.

A = xy (Objective Equation)

Now we will rewrite the objective equation in terms of A (the

variable we wish to optimize) and either x or y. Since it
doesn’t make a difference which one we select, we will
select x.
2x + 2y = 300; This is the constraint equation.

2y = 300 – 2x ; y = 150 – x
Now we substitute 150 – x for y in the objective equation so
that the objective equation will have only one independent
variable.
 Maximizing Area -CONTINUED

The objective equation is given as A = xy

Replace y with 150 – x. A = x(150 – x)
Finally we get A = 150x – x2
Now we will graph the resultant function;
6000

5000

4000
Area (A)

3000

2000

1000

0
0 50 100 150
x
 -CONTINUED
Maximizing Area
Since the graph of the function is obviously a parabola, then the
maximum value of A (along the vertical axis) would be found at the only
value of x for which the first derivative is equal to zero.

The area function is: A = 150x – x2

Differentiating we get: A΄ = 150 – 2x
Let the derivative equal to zero. 150 – 2x = 0; x = 75

Therefore, the slope of the function equals zero when x = 75.

This is the x-value for where the function is maximized. Then,

2x + 2y = 300; 2(75) + 2y = 300; y = 75

So, the dimensions of the garden will be 75 m x 75 m.
 Minimizing Cost
EXAMPLE 2:
A rectangular garden of area 75 square feet is to be surrounded on three sides
by a brick wall costing $10 per foot and on one side by a fence costing $5 per
foot. Find the dimensions of the garden such that the cost of materials is
minimized.
SOLUTION
Below is a picture of the garden. The red side represents the side that is
fenced.
y
x x
y

The quantity that we will be minimizing is ‘cost’. Therefore, our objective

equation will contain a variable representing cost, C.
Minimizing Cost
EXAMPLE 2: -CONTINUED

C = (2x + y)(10) + y(5)

C = 20x + 10y + 5y
C = 20x + 15y (Objective Equation)

Now we will determine the constraint equation. The only piece of information
we have not yet used in some way is that the area is 75 square feet. Using this,
we create a constraint equation as follows.

75 = xy (Constraint Equation)
Now we rewrite the constraint equation, isolating one of the variables
therein.
75 = xy

75/y = x
Minimizing Cost EXAMPLE 2: -CONTINUED

Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
The objective equation is: C = 20x + 15y

Replace x with 75/y: C = 20(75/y) + 15y;

2000
Simplify, 1800
1600
C = 1500/y + 15y 1400
Cost (C)

1200
1000
800
600
400
200
0
0 50 100 150
Graph of the
function. y
Minimizing Cost EXAMPLE 2: -CONTINUED

It appears from the graph that there is exactly one relative

extremum, a relative minimum around x = 10 or x = 15. To
know exactly where this relative minimum is, we need to
set the first derivative equal to zero and solve
The object function is: C = 1500/y + 15y

Differentiating we get: C΄ = -1500/y2 + 15

Set the function equal to 0.

-1500/y2 + 15 = 0;
15y2 = 1500
y2 = 100; y = 10.
Minimizing Cost EXAMPLE 2: -CONTINUED

Therefore, we know that cost will be minimized when y =

10. Now we will use the constraint equation to determine
the corresponding value for x.

The constraint equation is: 75 = xy

Replace y with 10: 75 = x(10)

Let us solve for x: 7.5 = x

So the dimensions that will minimize cost,

are x = 7.5 ft and y = 10 ft.
Minimizing Surface Area EXAMPLE 3:

(Volume) A canvas wind shelter for the beach has a back, two
square sides, and a top. Find the dimensions for which the
volume will be 250 cubic feet and that requires the least possible
amount of canvas.

SOLUTIO Below is a picture of the wind shelter.

N

x
y
x
The quantity that we will be maximizing is ‘surface area’.
Therefore, our objective equation will contain a variable
representing surface area, A.
Minimizing Surface Area
EXAMPLE 3: -CONTINUED

Sum of the areas of the sides: A = xx + xx + xy + xy

A = 2x2 + 2xy (Objective Equation)

Now we will determine the constraint equation. The only piece of
information we have not yet used in some way is that the volume
is 250 ft3. Using this, we create a constraint equation as follows.

250 = x2y (Constraint Equation)

Now we rewrite the constraint equation, isolating one of the

variables therein.
250 = x2y; 250/x2 = y
Minimizing Surface Area
EXAMPLE 3: -CONTINUED
Now we rewrite the objective equation using the substitution we just acquired
from the constraint equation.
The objective equation is: A = 2x2 + 2xy
Replace y with 250/x2 : A = 2x2 + 2x(250/x2)

Simplify. 4000
3500
A = 2x + 500/x
2
3000
2500
Area (A)

Now we use this 2000

1500
equation to sketch a
1000
graph of the function.
500
0
-5 5 15 25 35 45
x
Minimizing Surface Area
EXAMPLE 3: -CONTINUED
It appears from the graph that there is exactly one relative extremum, a
relative minimum around x = 5. To know exactly where this relative
minimum is, we need to set the first derivative equal to zero and solve (since
at this point, the function will have a slope of zero).
A = 2x2 + 500/x
Differentiating we get A΄ = 4x – 500/x2
Then set the function equal to 0. 4x - 500/x2 = 0

4x = 500/x2
4x3 = 500
x3 = 125
x=5
Minimizing Surface Area
EXAMPLE 3: -CONTINUED

The constraint equation: 250 = x2y

Replace x with 5.
250 = (5)2y; y = 10
So the dimensions that will minimize surface area,
are x = 5 ft and y = 10 ft.
Optimization Problem
Formulation of an optimization problem involves
taking statements, defining general goals and
requirements of a given activity, and
transcnbing them into a series of well-defined
mathematical statements. More precisely, the
formulation of an optimization problem
involves:
1. Selecting one or more optimization variables,
2. Choosing an objective function, and
3. Identifying a set of constraints.
The objective function and the constraints must
all be functions of one or more optimisation
variables.
Building Design problem
To save energy costs for heating and cooling, an
architect is considering designing a partially
buried rectangular building. The total floor
space needed is 20,000 m2 . Lot size limits the
building plan dimension to 50 m. It has already
been decided that the ratio between the plan
dimensions must be equal to the golden ratio
(1.618) and that each story must be 3.5 m
high. The heating and cooling costs are
estimated at $100 per m2 of the exposed
surface area of the building. The owner has
specified that the annual energy costs should
not exceed $225 ton. Formulate the problem of
determining building dimensions to minimize