ME F344/MF F344
ENGINEERING OPTIMIZATION
Rajesh P Mishra,
1228A
[email protected]
Mute ur call
Plz add Engineering
Optimization group of
facebook (Rajesh Mishra)
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
Example: Product Mix Decision
DJJ Enterprises makes automotive parts, Camshafts &
Gears
Unit Profit: Camshafts $25/unit, Gears $18/unit
Resources needed: Steel, Labor, Machine Time. In total,
5000 lbs steel available, 1500 hours labor, and 1000
hours machine time.
Camshafts need 5 lbs steel, 1 hour labor, 3 hours
machine time.
Gears need 8 lbs steel, 4 hours labor, 2 hours machine
time.
How many camshafts & gears to make in order to
maximize profit?
Understanding the Problem
Text-Based
Formulation
Decision Variables:
Number of
camshafts to make,
number of gears to
make
Objective Function:
Maximize profit
Constraints: Dont
exceed amounts
available of steel,
labor, and machine
time.
Algebraic Formulation
Decision Variables
C = number of camshafts to make
G = number of gears to make
Objective Function
Maximize 25C + 18G (profit in $)
Constraints
5C + 8G <= 5000 (steel in lbs)
1C + 4G <= 1500 (labor in hours)
3C + 2G <= 1000 (machine time in hours)
C >= 0, G >= 0 (non-negativity)
Important Concepts
Linear Program: The objective function and constraint
are linear functions of the decision variables.
Therefore, this is a Linear Program.
Feasibility
Feasible Solution. A solution is feasible for an LP if all
constraints are satisfied.
Infeasible Solution. A solution is infeasible if one or more
constraints is violated.
Check the solutions C=75, G=200; and C=300, G=200 for
feasibility.
Optimal Solution. The optimal solution is the feasible
solution with the largest (for a max problem) objective
value (smallest for a min problem).
Solving Linear Programming Problems
Trial and error: possible for very small problems;
virtually impossible for large problems.
Graphical approach: It is possible to solve a 2-variable
problem graphically to find the optimal solution (not
shown).
Simplex Method. This is a mathematical approach
developed by George Dantzig. Can solve small problems
by hand.
Computer Software. Most optimization software actually
uses the Simplex Method to solve the problems. Excels
Solver Add-In is an example of such software.
Solver can solve LPs of up to 200 variables. Enhanced
versions of Solver are available from Frontline Systems
(http://www.solver.com).
Wild West produces two types of hats. Type I
hat requires twice as much labor as a Type II.
If all the available labor time is dedicated to
Type II alone, the company can produce a total
of 400 Type II hats in a day. The respective
market limits for the two types of hats are 150
and 200 hats per day. The profit is $8 per Type
I hat and $5 per Type II hat. Formulate the
problem as an LPP so as to maximize the
profit.
Solution: Assume that Wild West
produces x1 Type I hats and x2 Type II hats
per day.
Per day Profit got =
8 x1 + 5 x2
Assume the time spent in producing
one type II hat is c minutes.
Labour Time spent is (2 x1 + x2) c minutes
The objective is to find x1, x2 so as to
maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:
(2 x1 + x2 ) c 400 c
150
x1
x2
200
x1, x2 0, integers
That is: The objective is to find x1, x2 so
as to
maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:
2 x1 + x2 400
150
x1
x2
200
x1, x2 0, integers
Trim Loss problem: A company has to
manufacture the circular tops of cans. Two
sizes, one of diameter 10 cm and the other
of diameter 20 cm are required. They are
to be cut from metal sheets of dimensions
20 cm by 50 cm. The requirement of
smaller size is 20,000 and of larger size is
15,000. The problem is : how to cut the
tops from the metal sheets so that the
number of sheets used is a minimum.
Formulate the problem as a LPP.
A sheet can be cut into one of the following three
patterns:
10
10
Pattern I
Pattern II
20
10
20
10
10
Pattern III
20
Pattern I: cut into 10 pieces of size 10 by 10
so as to make 10 tops of size 1
Pattern II: cut into 2 pieces of size 20 by 20
and 2 pieces of size 10 by 10 so as to make
2 tops of size 2 and 2 tops of size 1
Pattern III: cut into 1 piece of size 20 by 20
and 6 pieces of size 10 by 10 so as to make
1 top of size 2 and 6 tops of size 1
So assume that x1 sheets are cut
according to pattern I, x2 according to
pattern II, x3 according to pattern III
The problem is to
Minimize z = x1 + x2 + x3
Subject to 10 x1 + 2 x2 + 6 x3 20,000
2 x2 + x3 15,000
x1, x2, x3 0, integers
A Post Office requires different number of
full-time employees on different days of the
week. The number of employees required
on each day is given in the table below.
Union rules say that each full-time
employee must receive two days off after
working for five consecutive days. The Post
Office wants to meet its requirements using
only full-time employees. Formulate the
above problem as a LPP so as to minimize
the number of full-time employees hired.
Requirements of full-time employees
day-wise
Day
1 - Monday
2 - Tuesday
3 - Wednesday
4 - Thursday
5 - Friday
6 - Saturday
7 - Sunday
No. of full-time
employees required
10
6
8
12
7
9
4
Solution: Let xi be the
number of full-time
employees employed at the
beginning of day i (i = 1, 2, ,
7). Thus our problem is to
find xi so as to
Minimize
z x1 x2 x3 x4 x5 x6 x7
Subject to
x1 x4 x5 x6 x7 10 (Mon)
x1 x2 x5 x6 x7 6 (Tue)
x1 x2 x3 x6 x7 8 (Wed)
x1 x2 x3 x4 x7 12 (Thu)
x1 x2 x3 x4 x5 7 (Fri)
x2 x3 x4 x5 x6 9 (Sat)
x3 x4 x5 x6 x7 4 (Sun)
xi 0.
integers
BITS wants to host a Seminar for five
days. For the delegates there is an
arrangement of dinner every day. The
requirement of napkins during the 5
days is as follows:
Day
Napkins
Needed
80
50
100
80
150
Institute does not have any napkins in the
beginning. After 5 days, the Institute has no more
use of napkins. A new napkin costs
Rs. 2.00. The
washing charges for a used one are Rs. 0.50. A
napkin given for washing after dinner is returned the
third day before dinner. The Institute decides to
accumulate the used napkins and send them for
washing just in time to be used when they return.
How shall the Institute meet the requirements so
that the total cost is minimized ? Formulate as a LPP.
Solution Let xj be the number of napkins
purchased on day j, j=1,2,..,5
Let yj be the number of napkins given for washing
after dinner on day j, j=1,2,3
Thus we must have
x1 = 80, x2 = 50, x3 + y1 = 100, x4 + y2 = 80
x5 + y3 = 150
Also we have
y1 80, y2 (80 y1) + 50
y3 (80 y1) + (50 y2) + 100
Thus we have to Minimize z =
2(x1+x2+x3+x4+x5)+0.5(y1+y2+y3)
Subject to
x1 = 80, x2 = 50, x3 +y1 =100,
x4 + y2 = 80, x5 + y3 = 150,
y1 80, y1+y2 130, y1+y2+y3 230,
all variables 0, integers
Formulating Transportation Problems
Powerco has three electric power plants
that supply the electric needs of four cities.
The associated supply of each plant and
demand of each city is given in the table 1.
The cost of sending 1 million kwh of
electricity from a plant to a city depends on
the distance the electricity must travel.
Transportation tableau
A transportation problem is specified by
the supply, the demand, and the shipping
costs. So the relevant data can be
summarized in a transportation tableau.
The transportation tableau implicitly
expresses the supply and demand
constraints and the shipping cost between
each demand and supply point.
Table 1. Shipping costs, Supply, and Demand for
Powerco Example
From
To
City 1 City 2
City 3 City 4
Plant 1
$8
$6
$10
$9
Plant 2
Plant 3
Demand
(Million kwh)
$9
$14
45
$12
$9
20
$13
$16
30
$7
$5
30
Transportation Tableau
Supply
(Million kwh)
35
50
40
Solution
1. Decision Variable:
Since we have to determine how much
electricity is sent from each plant to each city;
Xij = Amount of electricity produced at plant i
and sent to city j
X14 = Amount of electricity produced at plant 1
and sent to city 4
2. Objective function
Since we want to minimize the total cost of shipping
from plants to cities;
Minimize Z = 8X11+6X12+10X13+9X14
+9X21+12X22+13X23+7X24
+14X31+9X32+16X33+5X34
3. Supply Constraints
Since each supply point has a limited production
capacity;
X11+X12+X13+X14 <= 35
X21+X22+X23+X24 <= 50
X31+X32+X33+X34 <= 40
4. Demand Constraints
Since each supply point has a limited production
capacity;
X11+X21+X31 >= 45
X12+X22+X32 >= 20
X13+X23+X33 >= 30
X14+X24+X34 >= 30
5. Sign Constraints
Since a negative amount of electricity can not be
shipped all Xijs must be non negative;
Xij >= 0 (i= 1,2,3; j= 1,2,3,4)
LP Formulation of Powercos Problem
Min Z = 8X11+6X12+10X13+9X14+9X21+12X22+13X23+7X24
+14X31+9X32+16X33+5X34
S.T.:
X11+X12+X13+X14 <= 35 (Supply Constraints)
X21+X22+X23+X24 <= 50
X31+X32+X33+X34 <= 40
X11+X21+X31 >= 45
(Demand Constraints)
X12+X22+X32 >= 20
X13+X23+X33 >= 30
X14+X24+X34 >= 30
Xij >= 0 (i= 1,2,3; j= 1,2,3,4)
Questions/Queries?
