OPTIMIZATION PROBLEM (CONT.

• General form of optimization problem:

min f (x)
x

subject to : g ( x)  0
h ( x)  0
x X   n

x  x  x
Examples
 EXAMPLE 1: MINIMUM WEIGHT
TUBULAR COLUMN DESIGN

• Length l given
• Load P given
• Design variables:
• Radius R  [Rmin, Rmax]
• Wall thickness t  [tmin, tmax] P
• Objective: minimum mass
R
• Constraints: buckling, stress
l
t
 TUBULAR COLUMN DESIGN
P  2 EI
A  2Rt I  R t
3
 Pcrit 
A 4l 2
Design problem:

min lA
 l  2Rt min   l  2Rt
R ,t R ,t

PP P
s.t.  max max s.t. 1  0
2ARt 2Rt   max
 32 ER
EI 3t P  4l 2
P 1  0
44l 2l 2  ER t
3 3

Rmin  R  Rmax Rmin  R  Rmax

t min  t  t max t min  t  t max
R 10t
t  1  0
10 R
 TUBULAR COLUMN DESIGN (2)

• Alternative formulation:
 
A   Ro  Ri
2 2  4

I  Ro  Ri
4
4

P
 min
Ro , Ri

  l   Ro 2  Ri 2 
P
  max
Ro s.t.

 Ro  Ri
2 2

l Ri P
 3E
16l 2
R
o
4
 Ri
4

Ri  Ro  
Ro min  Ro  Ro max
Ri min  Ri  Ri max
 EXAMPLE 2

Cycle Trends is introducing two new lightweight bicycle

frames, the Deluxe and the Professional, to be made from
aluminum and steel alloys. The anticipated unit profits are
Rs.10 for the Deluxe and Rs.15 for the Professional.
The number of units of each alloy needed per frame is
summarized on the next slide. A supplier delivers 100 units
of the aluminum alloy and 80 units of the steel alloy
weekly.
How many Deluxe and Professional frames should Cycle
Trends produce each week in order to maximize the profit.
Units of each alloy needed per frame

ALUMINUM ALLOY STEEL ALLOY

DELUXE 2 3

PROFESSIONAL 4 2
 Formulation

Decision Variables

x1 = number of Deluxe frames produced weekly

x2 = number of Professional frames produced weekly

Objective
Maximize total weekly profit

Max z = 10x1 + 15x2

Consraints
Main Constraints:
Availability of Aluminum Alloy
2x1 + 4x2 < 100

Availability of Steel Alloy

3x1 + 2x2 < 80
Variable Constraints:
Non negativity restrictions
x1 > 0, x2 > 0 on the decision variables
LPP in Final Form

Max z = 10x1 + 15x2 (maximizing the profit)

Subject to

2x1 + 4x2 < 100 ( aluminum constraint)

3x1 + 2x2 < 80 ( steel constraint)

x1 , x 2 > 0 (non-negativity constraints)

EXAMPLE 3: DESIGN OF A CANTILEVER
BEAM

Consider the design of a hollow square-cross-section

cantilever beam to support a load of 20 kN at its end. The
beam, made of steel, is 2 m long. A minimum-mass beam
is desired.
 EXAMPLE 3: DESIGN OF A CANTILEVER
BEAM

The failure conditions for the beam are as follows:

(1) the material should not fail under the action of the load
(2) the deflection of the free end should be no more than 1
cm. The width-to-thickness ratio for the beam should be
no more than 8.
(3) The width and thickness of the beam must be within the
following limits:
EXAMPLE 3: DESIGN OF A CANTILEVER
BEAM

Objective Function:
Mass is proportional to cross sectional area of beam hence
minimization of cross section…

Min.

Constraint 1:
EXAMPLE 3: DESIGN OF A CANTILEVER
BEAM
Constraint 2:

Constraint 3:

Constraint 4:

10 40
 Example 4

A manufacturer produces two types of products M1 and M2.

Each M1 product requires 4 hours of grinding and 2 hours of
polishing, where as M2 product requires 2 hours of grinding
and 5 hours of polishing. The manufacturer has 2 grinders
and 3 polishers. Each grinder works for 40 hours a week and
each polisher works for 60 hours a week. Profit on M1 is Rs.
3 per unit and profit on M2 is Rs. 4 per unit. whatever is
produced in a week is sold in the market.

How should the manufacturer allocate his production

capacity to two types of products so that the profit is
maximum in a week?
Formulation
Decision Variables:
x1 = number of M1 model produced weekly
x2 = number of M2 model produced weekly

Objective:
Maximize total weekly profit
Max z = 3x1 + 4x2
Consraints
Main constraints

For grinding

4x1 + 2x2  2*40

For polishing

2x1 + 5x2  3*60

Variable Constraints:
x1 > 0, x2 > 0
Final form of the LPP

Max z = 3x1 + 4x2

Subject to
4x1 + 2x2  80
2x1 + 5x2  180

x1 ≥ 0, x2 ≥ 0
 Example 5

Paper cutting machines are available to cut standard news

print rolls into sub rolls. Each standard roll is of 180 cm width
and a number of them must be cut to produce smaller sub
rolls at the current orders for 30 of width 70 cm, 60 of width
50 cm and 40 of width 30 cm.

Formulate the problem so as to minimize the amount of

wastages. Ignoring the recycling or other uses for the trim,
assume that the length of each required sub roll is the same
as that of the standard roll.
A standard roll may be cut according to the
following patterns.

Widths Number of sub rolls cut on different

ordered in patterns
cm p1 p2 p3 p4 p5 p6 p7 p8

30 6 4 3 2 2 1 1 0
50 0 1 0 1 2 0 3 2
70 0 0 1 1 0 2 0 1
Trim Loss 0 10 20 0 20 10 0 10
 Formulation

Decision Variables

Let xi be the number of the standard news print rolls pieces

to cut on the pattern pi , i = 1 to 8.

Objective Function

Min z = 10x2 +20x3+ 20x5+ 10x6+ 10x8

Constraints

6x1 +4x2+ 3x3+ 2x4+ 2x5 + x6+ x7 = 40

x2 +x4+ 2x5+ 3x7+ 2x8 = 60

x3 +x4+ 2x6+ x7+ x8 = 30

xi ≥ 0, i = 1 to 8.
LPP in Final Form

Min z = 10x2 +20x3+ 20x5+ 10x6+ 10x8

Subject to
6x1 +4x2+ 3x3+ 2x4+ 2x5 + x6+ x7 = 40

x2 +x4+ 2x5+ 3x7+ 2x8 = 60

x3 +x4+ 2x6+ x7+ x8 = 30

xi ≥ 0, i = 1 to 8.
EXAMPLE 6:

Assume that it is desired to hire some inspectors for

monitoring a production line. A total amount of 1800 species
of products are manufactured every day (8 working hours),
while two grades of inspectors can be found. Maximum, 8
grade A inspector and 10 grade B inspector are available
from the job market. Grade A inspectors can check 25
species/hour, with an accuracy of 98 percent. Grade B
inspectors can check 15 species/hour, with an accuracy of
95 percent. The wage of a grade A inspector is $4.00/hour,
and the wage of a grade B inspector is $3.00/hour. Cost of
poor accuracy is $2.00/species. What is the optimum policy
for hiring the inspectors?
Assume that the
x1 grade A inspectors
x2 grade B inspects are hired,
then
Total cost to be minimized = 48 x1 + 38  x2
+2580.022 x1
+1580.052  x2
=40 x1 +36 x2
Manufacturing constraint
258 x1 +158 x2 1,800
 200 x1 +120 x2 1,800
No. of inspectors available:
0 x1 8
0 x2 10
EXAMPLE 7:

• A women makes sauce (S) and chutney (C) which

she sells to the local store each week. She obtains
a profit of 40 and 50 cents for a pound of C and S,
respectively. C requires 3lb tomatoes and 4 cups of
vinegar; S requires 5lb tomatoes and 2 cups of
vinegar. She can buy 24 lb tomatoes and 3 bottles
of vinegar at discount price each week. The 3
bottles provide 16 cups of vinegar. In order to make
it worthwhile, the store insists on buying at least 3
lbs of goods each week. What combination should
be made in order to maximize profit?
EXAMPLE 1 (BAD FORMULATION)

A chemical factory produces a chemical from two

materials, x and y. x can be purchased for $5 per ton and
y can be purchased for $1 per ton. The manufacturer
wants to determine the amount of each raw material
required to reduce the cost per ton of product to a
minimum. Formulate the problem as an optimization
problem…
SOLUTION (?): LINEAR PROBLEM

Minimize f(x,y) 5 x  y
subject to x  0, y  0

SOLUTION (?)
Minimize f(x,y) 5 x  y
subject to x  0, y  0
 x  0, y  0
 OPTIMIZATION PITFALLS!

• Proper problem formulation critical!

• Choosing the right algorithm
for a given problem
• Many algorithms contain lots
of control parameters
• Optimization tends to exploit
weaknesses in models
• Optimization can result in very sensitive designs
• Some problems are simply too hard / large / expensive
Final form of the LPP

Max z = 3x1 + 4x2

Subject to
4x1 + 2x2  80
2x1 + 5x2  180

x1 ≥ 0, x2 ≥ 0
Assume that the
x1 grade A inspectors
x2 grade B inspects are hired,
then
Total cost to be minimized = 48 x1 + 38  x2
+2580.022 x1
+1580.052  x2
=40 x1 +36 x2
Manufacturing constraint
258 x1 +158 x2 1,800
 200 x1 +120 x2 1,800
No. of inspectors available:
0 x1 8
0 x2 10
Thanks