Optimization methods

for Engineers

N.V.S. Raju
Professor of Mechanical Engineering and Vice-Principal
JNTUH College of Engineering
Karimnagar, A.P.

Delhi-110092
2014
Optimization methods for Engineers
N.V.S. Raju

© 2014 by PHI Learning Private Limited, Delhi. All rights reserved. No part of this book may
be reproduced in any form, by mimeograph or any other means, without permission in writing
from the publisher.

ISBN-978-81-203-4744-1

The export rights of this book are vested solely with the publisher.

Published by Asoke K. Ghosh, PHI Learning Private Limited, Rimjhim House, 111, Patparganj
Industrial Estate, Delhi-110092 and Printed by Rajkamal Electric Press, Plot No. 2, Phase IV,
HSIDC, Kundli-131028, Sonepat, Haryana.
 Dedicated to
My Wife
Mrs Prasanna Lakshmi
 Contents

Foreword   xv
Preface   xvii
Acknowledgements   xix
1.  Optimization—An Overview 1–14
Learning Objectives   1
1.1 Optimization   1
1.2 Origin and Development of Optimization Methods   2
History and Development   2
Chief Contributors   3
1.3 Mathematical Models   4
Based on Certainty   4
Based on Time Reference   4
Based on Physical Appearance   5
Based on Purpose and Nature   5
Based on Method of Solution   5
1.4 Optimization Methods in Engineering—Modelling and Application   6
1.5 Characteristics of Optimization Models   6
1.6 Limitations of Optimization Models   7
1.7 Method of Optimization   8
Defining the Problem and Collecting the Relevant Data   8
Refining the Data and Formulating the Problem   9
Identifying and Fitting a Suitable Optimization Model   9
Analyzing and Deriving the Solutions from the Model   10
Validating the Model and Testing Its Solution   10
Sensitivity Analysis and Controlling the Solution   10
Decision-making and Implementing the Solution   10
1.8 Application in Engineering Areas   11
Summary   12
Key Concepts   12
Review Exercises   13
2.  Formulation of Optimization Problems 15–43
Learning Objectives   15
2.1 Decision Variables or Design Vector   15
v
vi  Contents

2.2 Objective Function   16

2.3 Design Constraints   17
Types of Constraints   17
2.4 Boundary Conditions   18
2.5 Formulation   19
2.6 Distinction between Linear Programming and Nonlinear Programming Problems   35
Summary   36
Key Concepts   36
Review Exercises   36
Formulation and Computational Exercises   37

3.  Solutions by Graphical Methods for Optimization Problems 44–74

Learning Objectives   44
3.1 Strengths of Graphical Methods   44
3.2 Limitations (Weaknesses) of Graphical Methods   45
3.3 Graphical Solution Procedure (Algorithm)   45
Step 1: Setting the Axes on a Graph Sheet   45
Step 2: Plotting the Constraint Set on a Graph Sheet   46
Step 3: Representing the Constraint Set   47
Step 4: Identifying the Feasible Region   47
Step 5: Searching for the Optimal Solution   48
3.4 Redundant Constraint   51
3.5 Types of Solutions   54
Solutions   55
Feasible Solutions   55
Basic Feasible Solutions   55
Optimal Solutions   56
3.6 Types of Feasible Regions   56
3.7 Types of Optimal Solutions   58
Infeasible Solutions   58
Unique Solutions   58
Multiple Optimal Solutions   59
Unbounded Solutions   60
Summary   69
Key Concepts   69
Review Exercises   70
Formulation and Computational Exercises   71

4. Nonlinear Programming Problems—Classical Optimization

Techniques and Basic Concepts 75–92
Learning Objectives   75
4.1 Categorization of Classical Optimization   75
With Reference to the Methodology of Approach   76
With Reference to the Number of Variables   76
With Reference to Constraints   76
 Contents  vii
4.2 Functions in Optimization Problems   77
Single Variable Function   77
Multivariable Function   78
4.3 Optimization Methods for Single Variable Functions   78
4.4 Maxima–Minima   78
Local and Global Maxima and Minima Values of Functions   79
4.5 Search Methods   83
4.6 Multivariable Functions   83
Some Important Definitions for Recapitulation   86
Summary    89
Key Concepts   90
Review Exercises   90
Formulation and Computational Exercises   91

5. Analytical One-dimensional (Single Variable)

Unconstrained Optimization 93–113
Learning Objectives   93
5.1 The Concept   93
5.2 Necessary and Sufficient Conditions   94
5.3 Necessary and Sufficient Conditions for Single Variable Optimization   94
Necessary Conditions (Theorem 5.1)   95
Sufficiency Condition (Theorem 5.2)   97
5.4 Working Rule (Algorithm) for Single Variable Optimization   98
Summary   110
Key Concepts   110
Review Exercises   110
Formulation and Computational Exercises   111

6. Analytical Multidimensional (Multivariable) Unconstrained

Optimization 114–131
Learning Objectives   114
6.1 Classification of Multivariable Optimization Problems   114
6.2 Optimization Techniques to Solve Unconstrained Multivariable Functions   115
Exhibit 6.1: Taylor’s Theorem/Series Expansion   115
6.3 Necessary Condition (Theorem 6.1)   117
6.4 Sufficient Condition (Theorem 6.2)   117
6.5 Working Rule (Algorithm) for Unconstrained Multivariable Optimization   118
Summary   128
Key Concepts   128
Review Exercises   128
Formulation and Computational Exercises   129
viii  Contents

7. Analytical Multidimensional Optimization with

Equality Constraints 132–160
Learning Objectives   132
7.1 Multivariable Optimization with Equality Constraints   132
7.2 Solution Methods for Multidimensional Optimization with Equality Constraints   133
7.3 Direct Substitution Method   133
7.4 Constrained Variation Method   140
7.5 Lagrange Multipliers Method   149
Summary   156
Key Concepts   157
Review Exercises   157
Formulation and Computational Exericses   158

8. Analytical Multidimensional Optimization with Inequality

Constraints 161–180
Learning Objectives   161
8.1 Solution Method   161
8.2 Kuhn–Tucker Conditions for Solving Multivariable Inequality
Constrained Problems   163
Summary   178
Key Concepts   178
Review Exercises   178
Formulation and Computational Exercises   179

9. Numerical Methods for One-dimensional Nonlinear

Programming 181–214
Learning Objectives   181
9.1 The Philosophy   181
9.2 General Method of Solution (The Working Rule: The Procedural Steps)   182
9.3 Classification   182
9.4 Distinction between Analytical and Numerical Methods   182
9.5 Unimodal Function   183
Unimodality Approach   184
9.6 Elimination Methods   184
The Concept   184
9.7 Unrestricted Search   185
The Concept   185
The Working Rule: The Procedural Steps   186
9.8 Exhaustive Search   188
The Concept   188
The Working Rule: The Procedural Steps   189
9.9 Dichotomous Search   190
The Concept   190
The Working Rule: Procedural Steps   192
 Contents  ix
9.10 Interval Halving Method   194
The Concept   194
The Working Rule: Procedural Steps   195
9.11 Fibonacci Search   198
The Concept   198
The Working Rule: Procedural Steps   198
9.12 Golden Section Search Method   202
The Concept   203
The Working Rule: The Procedural Steps   204
9.13 Interpolation Methods—Quadratic Interpolation   205
The Concept   205
The Working Rule: The Procedural Steps   206
9.14 Cubic Interpolation   208
The Concept   208
Working Rule: The Procedural Steps   209
Summary   211
Key Concepts   211
Review Exercises   212
Formulation and Computational Exercises   213

10. Numerical Methods for Unconstrained Optimization of

Multivariable Nonlinear Programming Problems 215–250
Learning Objectives   215
10.1 Classification   216
10.2 Univariate Method   216
The Concept   216
Working Rules: Procedural Steps   217
10.3 Hooke–Jeeves Pattern Search Method   221
The Concept   221
Working Rule: The Procedural Steps   222
10.4 Powell’s Pattern Search Method   225
Working Rules: Procedural Steps (The Algorithm)   225
10.5 Indirect Search Methods   230
10.6 Cauchy’s Steepest Descent Method   232
Working Rules: Procedural Steps   232
10.7 Fletcher–Reeves Method   238
The Working Rule: The Procedure   238
10.8 Newton’s Method   241
The Working Rule: The Procedure   242
Summary   245
Key Concepts   247
Review Exercises   247
Formulation and Computational Exercises   248
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