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A schematic view of
modeling/optimization process
Real-world
problem
assumptions,
abstraction,data,
simplifications
makes sense?
change the model,
assumptions?
Solution to
real-world
problem
Mathematical
model
optimization
algorithm
interpretation
Solution to
model
What is a model?
Model: A schematic description
of a system, theory, or phenomenon that
accounts for its known or inferred properties
and maybe used for further study of its characteristics.
Mathematical models
are abstract models
describe the mathematical relationships
among elements in a system
Mathematical models in
Optimization
The general form of an optimization model:
min or max f(x1,,xn)
(objective function)
subject to gi(x1,,xn) 0
(functional constraints)
x1,,xn S (set constraints)
x1,,xn are called decision variables
In words,
the goal is to find x1,,xn that
satisfy the constraints;
achieve min (max) objective function value.
Types of
Optimization Models
Stochastic
(probabilistic
information on data)
Discrete, Integer
(S = Zn)
Linear
(f and g are linear)
Deterministic
(data are certain)
Continuous
(S = Rn)
Nonlinear
(f and g are nonlinear)
Job 1
Job 4
Job 2
14
time
a
1
s
d
1
2
b
1
5
t
2
Integer Programming
Network Algorithms
Dynamic Programming
Approximation Algorithms