ME F344/MF F344

ENGINEERING OPTIMIZATION
Lect:
Rajesh P Mishra,
Assistant Professor,
Mechanical Engineering,
1228A
rpm@pilani.bits-pilani.ac.in
Tutorials:
Kailash Choudhary
Narpat Ram Sangwa
Nitesh Sihag

Mute ur call

Scope and Objective of the Course

Engineers, scientists, analysts and managers
are often faced with the challenge of making
trade-offs between different factors in order
to achieve desirable outcomes.
Optimization is the process of choosing these
trade-offs in the best way.
Optimization problems, having reached a
degree of maturity over the past several years,
are encountered in physical sciences,
engineering, economics, industry, planning,
and many other areas of human activity.

Scope and Objective of the Course

Objective of the course is set to familiarize the students
with standard methods of solving optimization
problems.
This course deals with details of various aspects
associated with optimization.
These include description of optimization techniques,
namely,
Linear
Programming
and
Nonlinear
Programming, and their applications to various
engineering and science disciplines including economics
and finance.
Multi-objective optimization which handles optimization
aspects of more than one objective is also discussed.
A brief and informative description of Nontraditional
optimization techniques such as Genetic Algorithms,
Differential Evolution, etc. is also provided.

Text Book & Reference Books

T1 HA Taha, Operations Research: An Introduction,
Pearson Education/PHI, 9/E, 2012.
R1 SS Rao, Engineering Optimization: Theory and Practice,
New Age International (P) Limited, Third Edition, 1996
R2 FS Hillier and GJ Lieberman, Introduction to Operations
Research, TMH, 8/E, 2006.
R3 WL Winston, Operations Research: Applications and
Algorithms, Thomson Learning, 4th Edition, 2004
R4 JC Pant, Introduction to Optimization: Operations
Research, Jain Brothers, New , 6/E, 2004.
R5 A Ravindran, DT Philips and JJ Solberg, Operations
Research: Principles and Practice, John Wiley & Sons,
Singapore, Second Edition, 1987
R6 GC Onwubolu and BV Babu, New Optimization
Techniques in Engineering, Springer-Verlag, Heidelberg,
Germany, First Edition, 2004.

Course Plan
Topics to be Covered
Introduction to optimization
Two variable LP model, Graphical LP solution, Selected LP applications,
Convex Set

LP model in equation form, Transition from graphical to algebraic solution

The Simplex Method, Generalized simplex tableau in matrix form,
Artificial starting solution

Special cases in the simplex method

Definition of Dual Problem, Duality, Primal-Dual Relationships,
Economic Interpretation of Duality, Additional simplex algorithms (Dual
Simplex Method, Generalized Simplex Algorithm),
Post optimal Analysis

Course Plan
Definition of transportation problem, The transportation Algorithm,
The Assignment Model
Goal Programming Formulation,
Goal Programming Algorithms: The Weights Method and The Preemptive
Method
Formulation of IP problem
Branch and Bound method for solving IPP
Cutting Plane method
Unconstrained problems, Convex and concave functions,
Elimination Methods: Fibonacci Method and Golden Section Method,
Gradient of a Function, Descent Methods: Steepest Descent Method and
Conjugate Gradient Method,
Karush-Kuhn-Tucker (KKT) Conditions,
Quadratic Programming,

Evaluation Scheme
Component

Duration

Marks

Weightage
(%)

Date &
Time

Remarks

Mid Semester

1.5 hours

30

30

10/3

CB

Evaluative Tutorial

20

20

Tut class

OB

Comprehensive

3 hours

50

50

6/5/2015

CB

and other important information

Make-Up Policy: Only genuine cases will be entertained (Prior
permission will be needed for make up, usually make-up will be
held within a week after the regular test)
Problems: Students are strongly advised to work out all the
problems in the text-book and do similar problems from the
reference books. It is also strongly recommended that the students
should try out the algorithms on computers to get a better
understanding of the subject.
Chamber Consultation Hours: To be announced in the class by the
respective Instructors.
Notice: Notices concerning this course will be displayed on FD I
Notice Board.
INSTRUCTOR-IN-CHARGE
(ME F344/MF F344)

What is management sciences/

Operation Research (OR)?
In general, the organization goal is to optimize
the use of available resources.
Management science/OR is a discipline that
adapts the scientific approach to problem
solving to decision making.

Mathematical Modeling and the

Management Science/Operation
Research Process
Mathematical Modeling
A process that translates observed phenomena
into mathematical expressions.

 The Management Science/OR Process

By and large, the Management Science/OR
process can be described by the following steps
procedure.
Problem definition

Mathematical modeling

Solution of the model

 Basic Steps of the Management Science/OR

Process
1- Defining the Problem.
2- Building a Mathematical Model.
3- Solving a Mathematical Model.
4- Validate
5- Implementation

Phases Of An OR Study
Definition of the problem

Nonlinear programming
Linear programming
Integer programming

Construction of the model

Dynamic programming

Solution of the model

Network programming

Validation of the model

Implementation of the solution

14

1- Defining the Problem

Management Science/ OR is Applied When Designing and implementing new operations.
Evaluating ongoing Operations and Procedures.
Determining and recommending corrective
actions.

How to Start and How to Proceed

Identify the problem.
Observe the problem from various points of view.
Keep things simple.
Identify constraints.
Work with management, get feedback .

2- Building a Mathematical Model

Identify Decision Variables
Which factors are controllable?

Quantify the Objective and Constraints

Formulate the function to be optimized (profit,
cost).
Formulate the requirements and/or restrictions.

Construct a Model Shell

Help focus on the exact data required.

Gather Data - Consider time / cost issues.

Mathematical modeling formulation: The general OR model

can be organized in the following general format:-

Maximize or minimize Objective Function

subject to
Constraints

18

Example: The ABC garment company

manufactures men's
shirts and
womens Salwar suit for Walmark
Discount stores. Walmark will accept
all the production supplied by ABC.
The production process includes
cutting, sewing and packaging. ABC
employs 25 workers in the cutting
department, 35 in the sewing
department and 5 in the

packaging department. The factory

works one 8-hour shift, 5 days a week.
The following table gives the time
requirements and the profits per unit
for the two garments:

Minutes per unit

Garment Cutting

Sewing

Packaging Unit
profit($)

Shirts

20

70

12

8.00

Salwar

60

60

12.00

Determine the optimal weekly

production schedule for Burroughs.

Solution: Assume that ABC produces x1

shirts and x2 salwar suit per week.
Profit got = 8 x1 + 12 x2

Time spent on cutting = 20 x1 + 60 x2 mts

Time spent on sewing = 70 x1 + 60 x2 mts

Time spent on packaging = 12 x1 + 4 x2 mts

The objective is to find x1, x2 so as to

maximize the profit z = 8 x1 + 12 x2
satisfying the constraints:

20 x1 + 60 x2 25 40 60
70 x1 + 60 x2 35 40 60
12 x1 + 4 x2 5 40 60

x1, x2 0, integers

This is a typical optimization problem.

Any values of x1, x2 that satisfy all
the constraints of the model is called
a feasible solution. We are
interested in finding the optimum
feasible solution that gives the
maximum profit while satisfying all
the constraints.

More generally, an optimization

problem looks as follows:
Determine the decision variables
x1, x2, , xn so as to optimize an
objective function f (x1, x2, , xn)
satisfying the constraints
gi (x1, x2, , xn) bi (i=1, 2, , m).

Linear Programming Problems(LPP)

An optimization problem is called a
Linear Programming Problem (LPP) when
the objective function and all the
constraints are linear functions of the
decision variables, x1, x2, , xn. We also
include the non-negativity restrictions,
namely xj 0 for all j=1, 2, , n.
Thus a typical LPP is of the form:

Optimize (i.e. Maximize or Minimize)

z = c1 x1 + c2 x2+ + cn xn
subject to the constraints:
a11 x1 + a12 x2 + + a1n xn b1
a21 x1 + a22 x2 + + a2n xn b2
. . .
am1 x1 + am2 x2 + + amn xn bm
x1, x2, , xn 0

 Thanks