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Lecture 12-03-21

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Lecture 12-03-21

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rabeyia manzoor
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ME 801

Optimization Of Engineering Systems


Graphical Optimization

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Graphical Optimization

• Simple method for solving optimization problems involving


one or two variables.

• Minima (or maxima can be read) simply from a graph of the


objective functions.

• All constraint functions are plotted, and a set of feasible


designs (the feasible set) for the problem is identified.

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Graphical Optimization

• Objective function contours are then drawn, and the optimum


design is determined by visual inspection.

• Further the optimality conditions and performance of


numerical optimization algorithms are described later in the
course.

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Graphical Solution Process

• Optimization problem formulation

• Coordinate System Set-up

• Inequality Constraint Boundary Plot

• Identification of Feasible Region for an Inequality

• Identification of Feasible Region

• Plotting Objective Function Contours

• Identification of Optimum Solution

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Graphical Solution Process
Profit Maximization Problem

Maximize

Linear programming Problem

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Graphical Solution Process
1. Coordinate System Set-up
By looking at the constraint functions, a coordinate
system for the profit maximization problem can be set up
using a range of 0 to 25 along both the x and y axes.

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Graphical Solution Process
2. Inequality Constraint Boundary Plot
Let us consider the inequality
To represent the constraint graphically, we first need to plot the constraint
boundary; i.e., plot the points that satisfy the constraint as an equality

Line F–J then represents the boundary of the feasible region for the
inequality constraint.
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Graphical Solution Process
3: Identification of Feasible Region for an Inequality

Thus all constraints are plotted on the graph and the feasible region for each
constraint is identified.
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Graphical Solution Process
4: Identification of Feasible Region

The intersection of feasible regions for all constraints provides the feasible region for the
profit maximization problem, indicated as ABCDE in Fig. Any point in this region or on its
boundary provides a feasible solution to the problem.
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Graphical Solution Process
5. Plotting Objective Function Contours

• We plot the objective function on the graph and locate its optimum points.

• For the present problem, the objective is to maximize the profit, P = 400x1 +
600x2, which involves two variables: x1, and x2.

• The function needs to be represented on the graph so that the value of P can
be compared for different feasible designs and the best design can be
located.

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Graphical Solution Process
5. Plotting Objective Function Contours

• However, because there is an infinite number of feasible points, it is not


possible to evaluate the objective function at every point.

• One way to overcome this is to plot the contours of the objective function.

• A contour is a curve on the graph that connects all points having the same
objective function value. A collection of points on a contour is also called the
level set. If the objective function is to be minimized, the contours are also
called iso-cost curves.

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Graphical Solution Process
Contours

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Graphical Solution Process
5. Plotting Objective Function Contours
• To obtain this value, consider a point in the feasible region and evaluate
the profit function there.
• For example, at point (6,4), P is P = 6 x 400 + 4 x 600 = 4800. To plot the P =
4800 contour, we plot the function 400x1 + 600x2 = 4800.

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Graphical Solution Process
6. Identification of Optimum Solution
To locate an optimum point for the objective function, we need at least two
contours that pass through the feasible region.
Contours for P = 2400, 4800, and 7200 are plotted in Fig. below.

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Design Problem with Multiple Solutions

• Sometimes a constraint is parallel to the objective function,


then there are multiple solutions to the problem.
• Consider the following design problem:

In this problem, the second constraint is parallel to the cost


function. Therefore, there is a possibility of multiple
optimum designs.

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Design Problem with Multiple Solutions

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Problem with Unbounded Solution
Some design problems may not have a bounded solution. This situation can
arise if we forget a constraint or incorrectly formulate the problem.

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Infeasible Problem
Happens when there are conflicting requirements or inconsistent constraint
equations. Also, when we put too many constraints on the system, i.e., the
constraints are so restrictive that no feasible solution is possible.

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