Operation Research II

Hadi Sutanto Saragi S.T., M.Eng

 Operation Research Deals With
Optimization and Decision Making

Why you should learn Optimization ??

You’re An Engineer
If you are an engineer or about to
become one, if you are a financial
analyst, or if you deal with numbers to
determine how desirable or
undesirable the performance of a
system or a design is, then optimization
will almost certainly be able to help
you do a better job—without fail.
Optimization
Optimization applies to most
engineering activities,
management operations activities
and numerous other fields where
performance (or goodness) can be
numerically quantified.
Optimization
if you are trying to design a system that must
perform a certain way, you have
unsuccessfully tried all that you know, and
you have already asked the experts for help
without success,
then there is a good chance that
optimization will help you succeed.
Optimization
Optimization can also perform an intelligent
search in a complex environment that may
not be clear to the human mind.
Optimization essentially makes it obsolete to
engage in the typical trial-and-error
process, as we search for a good design.
Optimization
It is also important, and of interest, to discover how
to change the design in order to reduce that
deformation. Optimization provides a reliable and
systematic way to obtain this reduction.
Importantly, this powerful benefit of optimization
applies to a plethora of analysis software in
engineering, management, finance and numerous
other fields.
Optimization
Optimization can be viewed as a process that
searches methodically for better answers,
better solutions, or better designs that a human
being may not be able to find through
experience, intuition, or courageous trial-and-error.
Optimization can be defined as the
Art of making things better. Interestingly, optimization
very often does not simply allow us to
do something better, but it may also make it possible
to do something that we did not
otherwise know how to do.
Optimization
Interestingly, many people do not like that
definition as it may not be reasonable, or
even possible, to do something in the very
best possible way.

Designing a product and doing all we can

to increase profit as much as is
practically possible is also very desirable.
Optimization
Now, we may ask how this is different
from what all engineers, all financial
analysts, and most other professionals
try to do?
Optimization
Without optimization, we accomplish this
by using experience, intuition, and just
plain luck! With optimization, we do it in
a systematic way, where we use the
power of a computer to examine more
possibilities than any human being could
ever attempt. Furthermore, the
optimization approach makes sure that
the search is done as efficiently as
possible.
Optimization
Since you have made the decision to
educate yourself in the art and science
of optimization. So what ??
What you going to do??
Design Process
 Analysis, Design And Optimization

Analysis and Optimization are two activities integral

to the Process of Design.
Analysis
What is analysis ?

Analysis by itself is a broad term and generally refers to

the process of dissecting a complex system,
topic, phenomena, incident, or substance into smaller
(and likely more tractable) parts to acquire a better
understanding of it.
Design
What is Design ?
Design, in general terms, can be defined as the
creation of a plan and/or strategy for
constructing a physical system or process.
Engineering design itself could be readily classified into
multiple (often overlapping) categories based on the
“object of design” such as
product design,
systems design,
industrial design,
and process design.
Optimization
What is optimization ?

Mathematical optimization is the process of

maximizing and/or minimizing one or more
objectives without violating specified design
constraints, by regulating a set of variable
parameters that influence both the objectives and
the design constraints.
Optimization activity

Whether in academic research or in an industrial R&D

setting, design, analysis, and optimization are generally
undertaken as strongly interrelated activities toward
developing better products and technologies.
Relationship Between Design, Analysis and
Optimization
 Optimization

optimization problems can be classified along seven major

categories

1. Linear vs. Nonlinear

2. Constrained vs. Unconstrained
3. Discrete vs. Continuous
4. Single vs. Multiobjective
5. Single vs. Multiple Minima
6. Deterministic vs. Nondeterministic
7. Simple vs. Complex
Linear vs. Nonlinear
Are the functions J(x), g(x), and h(x) linear or nonlinear
functions of x?
When the objective function and the constraints are all
linear, the problem is called a linear programming (LP)
problem.
Constrained vs. Unconstrained

Does the optimization problem have constraints?

When the optimization problem does have constraints,
we call it a constrained optimization problem. When
we do not have any constraints at all, the problem is an
unconstrained optimization problem.
 Discrete vs. Continuous
Are any of the design variables discrete, or are they all
continuous?
If any design variable is discrete, we no longer have a
continuous optimization problem.
(i) the design variables could be restricted to take only the values of 0 or 1.
(ii) the design variables are restricted to take on only integer values.
(iii) the design variables are restricted to take on only a given prescribed
set of real values.
Single vs. Multiobjective

Most are multiobjective in nature.

Single vs. Multiple Minima

Does the optimization problem have a single

minimum/maximum (optimum), or multiple
optimum values.

Solving optimization problems that have several

optima is referred to as global optimization. This
optimization case is much more difficult to handle
than single optimum optimization.
 Deterministic vs. Nondeterministic

In recent years, designers have realized that information is

almost never exact. They began to understand that there is a
high cost associated with low/tight tolerances. The more
precisely we manufacture a part, the more costly it will be.
We also started to understand that it is not necessary for every
part in a design to have the same tolerance. In addition, there
are certain aspects of the product over which we do not have
direct control. Demand for a product, for example, is
something that we can only estimate. The net result is that
there are some aspects of the design that can be represented
by design variables that are deterministic, while other design
variables might have to be treated as nondeterministic.
(e.g., probabilistic or stochastic).
 Simple vs. Complex Problem

Perhaps the most critical aspect of a problem at hand is

to understand whether it will be Simple or Complex endeavor.
A simple problem can be viewed as one that can be solved
relatively easily by virtue of certain characteristics.