Optimization

Techniques

DR . MUHA MMA D S HAF I Q

DE PA RTMENT OF I N DU STRI AL E N GI NEER ING
U N I V ERSITY OF E N G INEERING A N D T ECHN OLOGY
Optimization
What does optimization mean?
To obtain best result under given circumstances
Maximization, Minimization………Optimization
e.g. allocation of resources (material, machines, men
Engineering Optimization
Using OT to achieve designed/ desired/ optimal solution in engineering related problems
Local Optimization
Global Optimization
Why to Optimize?
Individual (shopping, time utilization,
Organization
(Allocation of scarce resources)
Supply chain
Constraint
A limitation/ restriction/ given circumstance
Resources (cash in hand) to buy a car/ house
Types:
Financial
Technical
Social
etc
Applications
Sourcing Operations
Financial Management
Production Planning
Marketing
Transportation Planning
E-business
System Design
Manufacturing
Health Care
Travelling
Write 03 examples from
Cooking daily life
Optimization Techniques
•Very broad discipline covering a variety of Optimization
Tools/techniques such as:
◦ Linear Programming
◦ Network Models
◦ Integer Programming
 Constrained optimization problems
◦ Dynamic Programming  Unconstrained optimization
◦ Non linear programing problems
◦ Heuristic techniques
◦ Simulated Annealing
◦ Genetic Algorithms
◦ Particle Swarm optimization
◦ Ant colony
◦ Neural Networks
Engineering Optimization is part of
Operation Research

Operations Research (OR) is an interdisciplinary branch of applied mathematics

and formal science that uses methods like mathematical modeling, statistics, and
algorithms to arrive at optimal or near optimal solutions to complex problems.
• Initiated during the World War II by British and US Military
• Logistics (supply-chain management)

• Entered into civilian sector after the war:

• Manufacturing
• Transportation
• Logistic
• Finance
• Health Care
Decision making
Objective
Constraints
Assumptions
Alternatives
Scope/imitations
Solution types
Feasible (satisfy all constraints)
Suboptimal
Optimal (best feasible)

Sub-optimization: conflicting individual objectives

Tractability and Validity
Tractability: degree to which the model admits convenient analysis, how much analysis is
practical
Validity: degree to which inferences drawn can be used for real system
Steps for Optimization Study

1. To Define Problem
◦ Objectives
◦ Alternatives
◦ Constraints
◦ Scope/ Limitations

2. Model development
◦ Mathematical relations
 Phases of Optimization Study Cont.
3. Solving the Model
◦ Standard mathematical techniques
◦ Heuristics
◦ Meta heuristic
◦ Simulation.
◦ Sensitivity Analysis (Observe the behavior of optimum solution under parametric change)

4. Validation
◦ The proposed model fulfill the objective for which it has been developed?

5. Implementation of the Solution

◦ Translate results into understandable operating instructions
Solving Optimization Models

Exact algorithm (always optimal)

that always solve an optimization problem to optimality unless NP
Heuristics algorithm (optimality not guaranteed)
a technique designed for solving a problem more quickly when classic methods
are too slow, or for finding an approximate solution when classic methods fail to
find any exact solution
Metaheuristic algorithm (Search technique)
Iterative generation process which guide subordinate heuristic by combining
intelligently different concepts of exploring and exploiting the search space
Balance between explore and exploit
Metaheuristic algorithm
Search technique
Iterative generation process which guide subordinate heuristic by combining intelligently
different concepts of exploring and exploiting the search space
Balance between explore (diversification) and exploit (intensification)

Why to use?
Exact algorithms has unattractive features to solve large problems
Simplicity, robustness, flexibility
Deterministic vs stochastic
Deterministic: values of all parameters are assumed to be known with certainty
Stochastic: contain probability/ uncertainty
Stakeholders
1. Tool makers
2. Analysts
3. Users
Evolutionary algorithms
Multiobjective optimization
Multimodal optimization
Constrained optimization
Combinatorial optimization
Common features of EA
1. Population based
2. Fitness driven
3. Variation driven
Job of an engineer?
Design and build system that works
Find best settings/ parameters for the system (optimization)
 Mathematical model
Collection of variables and relationships needed to describe important features of the problem
Applications
1. Product mix problem
2. Blending problem
3. Diet problem
4. Shortest path problem
5. Vehicle routing problem
6. Location selection
7. Production planning
8. Inventory management
Marks Distribution
Mid Term Examination 20
Assignments/Quiz 20
Term project/Paper 20
Final Exam 40
Total marks 100