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Optimization (AE4441)
Delft
University of
Technology
Period 2
Two assignments
Focus on value engineering approach
Solve a value engineering problem with optimization methods
Introduction
Final grade:
Exam holds for 60 % of the final grade
Each of the assignments holds for 20 % of the final grade
A grade > 5.5 for each of the elements is required to pass the
course
Grades are valid for one year only
Introduction
Introduction
2nd part
Assignments related to Chapter 3
Introduction
Chapter 1: Introduction
The field of Operations Research (OR) started in World War II
This research on operations was afterwards introduced in other
organizations
Operations Research aims at determining optimal ways to conduct
activities in an organization
Introduction
Introduction
Introduction
Example
Introduction
Y f ( A) f (C P ) f (C D )
A f ( x1 , x 2 , x3 , x 4 , x5 , x 6 )
C P f ( x1 , x3 , x5 )
C D f ( x1 , x 2 , x3 , x 4 , x5 , x 6 ) days of preventive maintenance
costs (salaries and equipment)
PM PM Re q
x1 1
x2 1
x3 1
x4 1
x5
x 6 minimum technician team size on a SOV
minimum technician team size on a CTV
, and
x1 , x 2 , x3 , x 4 , x5 , x6
Introduction
10
11
Linear Programming
Introduction
Chapter 3
12
Linear Programming
Introduction, continued
Constraints
Decision variables
Objective
function
Chapter 3
13
An example problem
Define the problem
Chapter 3
14
An example problem
Define the problem
Chapter 3
15
An example problem
Gather data
Profit
for each of the new products
Product
Production time
available per week
(Hours)
12
18
$ 3000
$ 5000
Chapter 3
16
An example problem
Decision variables:
Constraints
3x1 + 2xNumber
of hours of production time available per week in plant 3
2 18
and
x1 0
x2 0
Chapter 3
17
An example problem
Maximize
Z = 3x1 + 5x2
Subject to
x1 4
2x2 12
3x1 + 2x2 18
x1 0
x2 0
Chapter 3
18
An example problem
Derive solutions
Chapter 3
19
An example problem
Find optimal solution
Z = 3x1 +
5x2
Feasible
region
Z = 36
Z = 30
Z = 20
Chapter 3
20
An example problem
Optimal solution
For this situation a graphical approach suffices. The optimal solution is:
x1 = 2
x2 = 6
Z = 36
, i.e. maximal profit within the constraints is obtained for a mix of 2
batches of product 1 per week, and 6 batches of product 2 per week.
The resulting total profit is $36000 per week
Chapter 3
21
Linear Programming
Maximize
Objective function
Subject to
a11x1 + a12x2 + + a1nxn b1
a21x1 + a22x2 + + a2nxn b2
Functional
constraints
Nonnegativity
constraints
Chapter 3
22
Linear Programming
Feasible solution:
Nonfeasible solution:
is violated
Optimal solution:
objective
Chapter 3
23
Linear Programming
Chapter 3
24
Linear Programming
Proportionality:
The contribution of each activity j to the value of the
objective function Z is proportional to the level of activity
xj (cjxj)
and
The contribution of activity j to the left-hand-side of each
functional constraint is proportional to the level of
activity xj (aijxj) Proportionality violated
These situations
prevent a
(straightforward) linear
programming approach
to solve for optimal
solutions for the
decision variables.
Chapter 3
25
Linear Programming
The assumptions, additivity
Additivity:
Every function in a linear programming model is the sum
of individual contributions of the respective activities
Functions that do not satisfy this requirement, e.g.:
Z = 3x1 + 5x2 - x1x2
Z = 3x1 + 5x2 + x1x2
Chapter 3
26
Linear Programming
Divisibility:
Decision variables in a linear programming model are
allowed to have any values, including non-integer values,
that satisfy the functional and non-negativity constraints
Chapter 3
27
Summary
Problems dealing with assigning scarce resources to a
series of activities in an optimal way, can often be solved
through linear programming
Summary, continued
The feasible region is the collection of all possible
solutions (levels of activity) that satisfy all constraints
Corner-point feasible (CPF) solutions are located at a
corner of the feasible region
These CPF solutions are of interest because the best
CPF solution must be an optimal solution. If the problem
has multiple optimal solutions at least two must be a CPF
solution
The assumption of a linear objective function subject to
linear constraints is often allowed for real life problems
Chapter 3
29