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MM656 (1)

The document outlines the syllabus and key concepts of a course on simulations and optimization, covering topics such as multi-objective programming, linear programming, and multivariable optimization techniques. It discusses necessary and sufficient conditions for optimization, including the use of Jacobian and Hessian matrices, as well as methods for solving constrained and unconstrained optimization problems. Additionally, it provides examples and problems related to optimization in practical scenarios.

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23 views

MM656 (1)

The document outlines the syllabus and key concepts of a course on simulations and optimization, covering topics such as multi-objective programming, linear programming, and multivariable optimization techniques. It discusses necessary and sufficient conditions for optimization, including the use of Jacobian and Hessian matrices, as well as methods for solving constrained and unconstrained optimization problems. Additionally, it provides examples and problems related to optimization in practical scenarios.

Uploaded by

virendrakumawat28
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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2/14/2025

MM -656
Simulations and Optimization

Sumit Saxena
Email- [email protected]

Recap
" Multi-objective programming problem
" Classical optimization technique
" Necessary condition fx) exists andf")=0
" Problems with classical optimization
" Sufficient condition
" Jacobian Matrix
" Hessian Matrix
B,

" Multivariable optimization

1
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Syllabus
Linear programming models and applications,
simplex algorithm for linear programming.
Geometry of simplex algorithm, Duality and
sensitivity analysis. One dimensional
minimization, Febonacci, Golden section and
Quadratic interpolation methods, Unconstrained
optimization, Univariate, Conjugate direction,
gradient projection methods. Experimental
design-Orthogonal Matrix, Factorial Design,
TaguchiTechniques. Error Analysis. Next event
simulation, satistical analysis of results, monte
carlo simulations, logical and statistical validity.

Optimization Techniques

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Multivariable Optimization
with no constraint

" The Necessary Condition:- Iff (X) has an


extreme point (maximum or minimum) at X=
X* and if the first partial derivatives of f (X)
exist at X*, then f(X*)=0

iN=x)==Lx)=0

Multivariable Optimization
with no constraint
The Sufficient Condition: a stationary point X*
is an extreme point if the matrix of second
partial derivatives (Hessian matrix) of f (X)
evaluated at X* is

(i) Positive definite when X* is a relative minimum


point.
(ii) Negative definite when X is a relative maximum
point.
https://www.youtube.com/watch?v=xsP-S7yKaRA

3
Multivariable Optimization
with Equality constraint
consider the optimization of continuous
" We
functions subjected to equality constraints:

Minimizef= f (X)
subject to g, (X) =0, j=1, 2,. ..m
X={x,, X, ..
msn elsethe problem is over definedand there is no
solution

Solution by direct substitution


Problem with n variables and m equality constraints, is
theoretically possible to solve simultaneously the m
equality constraints and express any set of mvariables
in terms of the remaining n- m variables.

When these expressions are substituted into the


original objective function, there results a new
objective function involving only n -m vaiables.
" The new objective function is not subjected to any
constraint, and hence its optimum can be found by
using the unconstrained optimization techrniques

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2/14/2025

Example
Figure shows two frictionless rigid bodies (carts) A and B
connected by three linear elastic springs having spring
constants k,, ky, and k The springs are at their natural
positions when the applied force P=0. Find the di_placements
x,and x, under the force P byusing the principle of minimum
potential energy.
twiw

Solution

The system will be in equilibrium under the


load Pif the potential energy (U) is a minimum

" U=strain energy of springs - work done by


external forces

- IHkxjttksay -x)?+tkixjl- Pxz

5
2

Solution
minimum of Uare
The necessary conditions for the
aU
= kx - ka(x - X)=0

9U
= kaa2 - N)+ ky2-P= 0
equilibriumstaf
Values of x and x, corresponding tothe
Pk3 P(k2 + k3)
ikky +kyk3 +kks k1kz + k1kg + kzk3

Solution
" The sufficiency conditions for the minimum at
(x1,x) can also be verified by testing the
positive definiteness of the Hessian matrix ofU.
au

au

Since the Hessian matrix is positive definite the (x,,x, )


corresponds to minima

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Problem

" Find the extreme points of the function and


identify if they are Relative maxima/minima or
saddle point

fa.) =x+x+2r;+4r+6

Example
" Find the dimensions of a box of largest volume
that can be inscribed in a sphere of unit
radius.

7
Solution

origin of the Cartesian coordinate


"Let the the center of the sphere
system x,, X,, X, be at
2X,,and 2x3
"The sides of the box be 2x,,
" Volume of Box is
|fa, x, x) = 8x2*3
surface of the
" Cornersof the box lie on the
sphere of unit radius
tx+xj=

Solution -(contd.)
Use equality constraint to eliminate any one of
the design variables from the objective function.
" Rewriting equation of constraint
*3 = (l--x/2
" The new Objective Function becomes

fa,) = 8r1x2(1-x-x)2|
Can be maximized as an unconstrained function
in two variables.

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Solution -contd.)
" The necessary conditions for the maximum of
fgives
af

8f

Solution - (contd.)
Simplifying the equations we get
1-2x-xj=0
I-x;-2r; =0
" On solving we get x==l/W3 x=l/3.
8
" Maximum Volume of box Smax
One can calculate the Hessian Matrix to verify
if volume is maximum

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