CHAPTER 1-1
OPTIMIZATION PROBLEM STATEMENT
Dr. Pramod Sreedharan
Department of Mechanical Engg.
Amrita Vishwa Vidyapeetham
STATEMENT OF AN OPTIMIZATION PROBLEM
DESIGN VECTOR
➢ Any engineering system or component is defined by a set of
quantities some of which are viewed as variables during the design
process.
➢ In general, certain quantities are usually fixed at the outset and
these are called preassigned parameters.
➢ All the other quantities are treated as variables in the design
process and are called design or decision variables xi, i = 1, 2, . . . ,
n.
➢ The design variables are collectively represented as a design vector
X = {x1, x2, . . . , xn} T .
➢ As an example, consider the design of the gear pair shown in Fig. 1.3,
characterized by its
Face width b,
Number of teeth T1 and T2,
Center distance d,
Pressure angle ψ,
Tooth profile, and
Material.
➢ If center distance d, pressure angle ψ, tooth profile, and material of
the gears are fixed in advance, these quantities can be called
preassigned parameters.
➢ The remaining quantities can be collectively represented by a
design vector
X = {x1, x2, x3} T
= {b, T1, T2} T .
➢ If there are no restrictions on the choice of b, T1, and T2, any set of
three numbers will constitute a design for the gear pair.
➢ If an n-dimensional Cartesian space with each coordinate axis
representing a design variable xi (i = 1, 2, . . . , n) is considered, the
space is called the design variable space or simply design space.
➢ Each point in the n-dimensional design space is called a design point
and represents either a possible or an impossible solution to the
design problem.
➢ In the case of the design of a gear pair, the design point {1.0, 20, 40} T
, for example, represents a possible solution, whereas the design
point {1.0, −20, 40.5} T represents an impossible solution since it is
not possible to have either a negative value or a fractional value for
the number of teeth.
DESIGN CONSTRAINTS
➢ In many practical problems, the design variables cannot be chosen
arbitrarily; rather, they have to satisfy certain specified functional
and other requirements.
➢ The restrictions that must be satisfied to produce an acceptable
design are collectively called design constraints.
➢ Constraints that represent limitations on the behavior or
performance of the system are termed behavior or functional
constraints.
➢ Constraints that represent physical limitations on design variables,
such as availability, fabricability, and transportability, are known as
geometric or side constraints.
➢ For example, for the gear pair shown in Fig. 1.3, the face width b
cannot be taken smaller than a certain value, due to strength
requirements.
➢ Similarly, the ratio of the numbers of teeth, T1/T2, is dictated by the
speeds of the input and output shafts, N1 and N2.
➢ Since these constraints depend on the performance of the gear pair,
they are called behavior constraints.
➢ The values of T1 and T2 cannot be any real numbers but can only
be integers.
➢ Further, there can be upper and lower bounds on T1 and T2 due to
manufacturing limitations.
➢ Since these constraints depend on the physical limitations, they are
called side constraints.
CONSTRAINT SURFACE
➢ For illustration, consider an optimization problem with only
inequality constraints gj(X) ≤ 0.
➢ The set of values of X that satisfy the equation gj(X) = 0 forms a
hyper-surface in the design space and is called a constraint surface.
➢ Note that this is an (n − 1)-dimensional subspace, where n is the
number of design variables.
➢ The constraint surface divides the design space into two regions:
one in which gj(X) < 0 and the other in which gj(X) > 0.
➢ Thus, the points lying on the hypersurface will satisfy the constraint
gj(X) critically, whereas the points lying in the region where gj(X) >
0 are infeasible or unacceptable, and the points lying in the region
where gj(X) < 0 are feasible or acceptable.
➢ The collection of all the constraint surfaces gj(X) = 0, j = 1, 2, . . . , m,
which separates the acceptable region is called the composite
constraint surface.
➢ Figure 1.4 shows a hypothetical two-dimensional design space
where the infeasible region is indicated by hatched lines.
➢ A design point that lies on one or more than one constraint surface
is called a bound point, and the associated constraint is called an
active constraint.
➢ Design points that do not lie on any constraint surface are known as
free points. Depending on whether a particular design point belongs
to the acceptable or unacceptable region, it can be identified as one
of the following four types:
1. Free and acceptable point.
2. Free and unacceptable point.
3. Bound and acceptable point.
4. Bound and unacceptable point.
➢ All four types of points are shown in Fig. 1.4.
OBJECTIVE FUNCTION
➢ The conventional design procedures aim at finding an acceptable
or adequate design that merely satisfies the functional and other
requirements of the problem.
➢ In general, there will be more than one acceptable design, and the
purpose of optimization is to choose the best one of the many
acceptable designs available.
➢ Thus, a criterion has to be chosen for comparing the different
alternative acceptable designs and for selecting the best one.
➢ The criterion with respect to which the design is optimized, when
expressed as a function of the design variables, is known as the
criterion or merit or objective function.
➢ The choice of objective function is governed by the nature of
problem. The objective function for minimization is generally taken
as weight in aircraft and aerospace structural design problems.
➢ In civil engineering structural designs, the objective is usually
taken as the minimization of cost.
➢ The maximization of mechanical efficiency is the obvious choice of
an objective in mechanical engineering systems design.
➢ Thus, the choice of the objective function appears to be
straightforward in most design problems.
➢ However, there may be cases where the optimization with respect to
a particular criterion may lead to results that may not be
satisfactory with respect to another criterion.
➢ For example, in mechanical design, a gearbox transmitting the
maximum power may not have the minimum weight.
➢ Similarly, in structural design, the minimum weight design may not
correspond to minimum stress design, and the minimum stress
design, again, may not correspond to maximum frequency design.
➢ Thus, the selection of the objective function can be one of the most
important decisions in the whole optimum design process.
➢ In some situations, there may be more than one criterion to be
satisfied simultaneously.
➢ For example, a gear pair may have to be designed for minimum
weight and maximum efficiency while transmitting a specified
horsepower.
➢ An optimization problem involving multiple objective functions is
known as a multiobjective programming problem.
➢ With multiple objectives there arises a possibility of conflict, and
one simple way to handle the problem is to construct an overall
objective function as a linear combination of the conflicting
multiple objective functions.
➢ Thus, if f1(X) and f2(X) denote two objective functions, construct a
new (overall) objective function for optimization as
f(X) = α1f1(X) + α2f2(X) (1.3)
where α1 and α2 are constants whose values indicate the relative
importance of one objective function relative to the other.
OBJECTIVE FUNCTION SURFACES
➢ The locus of all points satisfying
f(X) = C = constant
forms a hypersurface in the design space, and each value of C
corresponds to a different member of a family of surfaces.
➢ These surfaces, called objective function surfaces, are shown in a
hypothetical two-dimensional design space in Fig. 1.5.
➢ Once the objective function surfaces are drawn along with the
constraint surfaces, the optimum point can be determined without
much difficulty.
➢ But the main problem is that as the number of design variables
exceeds two or three, the constraint and objective function surfaces
become complex even for visualization and the problem has to be
solved purely as a mathematical problem.
➢ The following example illustrates the graphical optimization
procedure.
Example 1.1 Design a uniform column of tubular section, with hinge
joints at both ends, (Fig. 1.6) to carry a compressive load P = 2500 kgf
for minimum cost. The column is made up of a material that has:
Yield stress (σy) = 500 kgf /cm^2 ,
Modulus of elasticity (E) = 0.85 × 10^6 kgf /cm^2 , and
Weight density (ρ) = 0.0025 kgf /cm^3 .
The length of the column = 250 cm.
The stress induced in the column should be less than the buckling
stress as well as the yield stress. The mean diameter of the column is
restricted to lie between 2 and 14 cm, and columns with thicknesses
outside the range 0.2 to 0.8 cm are not available in the market.
The cost of the column includes material and construction costs and
can be taken as 5W + 2d, where W is the weight in kilograms force and
d is the mean diameter of the column in centimeters.
➢ These contours are shown in Fig. 1.7 and it can be seen that the
objective function cannot be reduced below a value of 26.53
(corresponding to point B) without violating some of the
constraints.
➢ Thus, the optimum solution is given by point B with
d* = x1* = 5.44 cm and
t* = x2* = 0.293 cm with
fmin = 26.53.
SOLUTION OF OPTIMIZATION PROBLEMS USING MATLAB
➢ The solution of most practical optimization problems requires the
use of computers.
➢ Several commercial software systems are available to solve
optimization problems that arise in different engineering areas.
➢ MATLAB is a popular software that is used for the solution of a
variety of scientific and engineering problems.
Example 1.11 Find the solution of the following nonlinear optimization
problem (same as the problem in Example 1.1) using the MATLAB
function fmincon:
OPTIMIZATION TECHNIQUES
➢ The various techniques available for the solution of different types
of optimization problems are given under the heading of
mathematical programming techniques in Table 1.1.
➢ The classical methods of differential calculus can be used to find the
unconstrained maxima and minima of a function of several
variables.
➢ These methods assume that the function is differentiable twice with
respect to the design variables and the derivatives are continuous.
➢ For problems with equality constraints, the Lagrange multiplier
method can be used.
➢ If the problem has inequality constraints, the Kuhn–Tucker
conditions can be used to identify the optimum point.
➢ But these methods lead to a set of nonlinear simultaneous equations
that may be difficult to solve.
The most widely circulated journals that publish papers related to
engineering optimization are:
➢ Engineering Optimization,
➢ ASME Journal of Mechanical Design,
➢ AIAA Journal,
➢ ASCE Journal of Structural Engineering,
➢ Computers and Structures,
➢ International Journal for Numerical Methods in Engineering,
➢ Structural Optimization,
➢ Journal of Optimization Theory and Applications,
➢ Computers and Operations Research,
➢ Operations Research,
➢ Management Science,
➢ Evolutionary Computation,
➢ IEEE Transactions on Evolutionary Computation,
➢ European Journal of Operations Research,
➢ IEEE Transactions on Systems, Man and Cybernetics, and
➢ Journal of Heuristics.