Академический Документы
Профессиональный Документы
Культура Документы
Assignment Problem 1
• Find the optimal solution for following equation
𝑓 𝑥!, 𝑥" = 𝑥!" + 2𝑥"" − 4𝑥! − 2𝑥!𝑥"
𝑑𝑓
= 4𝑥" − 2𝑥! = 0 ∴ 𝑥! − 2𝑥" = 0 (𝑏)
𝑑𝑥"
By solving equation (𝑎) and (𝑏) we get 𝑥! = 4, 𝑥" = 2
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 2
1
9/2/20
Solution
• Sufficiency conditions :
2 −2
Hessian Matrix 𝐴 =
−2 4
• Principal Determinants 𝐴! = 2 and 𝐴" = 4
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 3
Assignment Problem 2
Find the optimal solution for following equation
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 4
2
9/2/20
Solution
• Sufficiency conditions :
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 5
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 6
3
9/2/20
Solution
According to the principle of minimum potential energy, the system will be in
equilibrium under the load P if the potential energy is a minimum. The potential
energy of the system is given
Potential energy (U) = strain energy of springs − work done by external forces
! ! !
= 𝑘 𝑥" + 𝑘# 𝑥" − 𝑥! " + 𝑘!𝑥"" − 𝑃𝑥"
" " ! " "
The necessary conditions for the minimum of U are
$%
= 𝑘"𝑥! − 𝑘# 𝑥" − 𝑥! = 0 (E1)
$&&
$%
$&'
= 𝑘!𝑥" + 𝑘# 𝑥" − 𝑥! − 𝑃 = 0 (E2)
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 7
Solution Contd.
The values of x1 and x2 corresponding to the equilibrium state, obtained by solving
Eqs. (E1)and (E2), are given by
()( (()' *)( )
𝑥!∗ = 𝑥"∗=
)& )' *)& )( *)' )( )& )' *)& )( *)' )(
The sufficiency conditions for the minimum at be verified by 𝑥!∗ , 𝑥"∗ can also
testing the positive definiteness of the Hessian matrix of 𝑈. The Hessian matrix of U
evaluated at 𝑥!∗ , 𝑥"∗ is
$' % $' %
$&&' $&& $&' 𝑘" + 𝑘# −𝑘#
𝐽| &&∗ ,&'∗ = =
$' % $' % −𝑘# 𝑘! + 𝑘#
$&& $&' $&''
&&∗ , &'∗
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 8
4
9/2/20
Solution Contd.
The determinants of the square submatrices of 𝐽 are
𝐽! = 𝑘" + 𝑘# = 𝑘" + 𝑘# > 0
𝑘 + 𝑘# −𝑘#
𝐽" = " = 𝑘!𝑘" + 𝑘!𝑘# + 𝑘"𝑘# > 0
−𝑘# 𝑘! + 𝑘#
Since the spring constants are always positive. Thus the matrix 𝐽 is positive definite
and hence, 𝑥!∗ , 𝑥"∗ corresponds to the minimum of potential energy.
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 9
𝑓 𝑥, 𝑦 = 𝑥2 – 𝑥𝑦 + 𝑦2 + 3𝑥
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 10
10
5
9/2/20
Solution
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 11
11
Solution Contd.
Since,
"
$' / $' / $' / $' /
$& '
=2 >0 𝑎𝑛𝑑 $& ' $0'
− $&$0
=3 >0
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 12
12
6
9/2/20
1st Semester of 2020-21 Academic year CE 771: Optimization in Civil Engineering (Online course) 13
13