Engineering design optimization

Lecture 3: Optimization in Spreadsheets

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Lecture 3
Spreadsheets have nice optimization facilities for casual users
P The optimization facility in spreadsheets P Definition of variables, objective function and constraints P Possible problems P Solution of systems of equations P Implicit problems

Exercises:
P Solve problems 2.2, 2.8, 2.12, 2.13, 2.17 with the optimization utility of your favorite spreadsheet.

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

The optimization function

... in modern spreadsheets
P All major spreadsheets can do optimization. P Typical location of the function: Tools 6 nu meric tools 6 optimization. P Design variables are numbers in cells. P Objective function and constraints are cells with formulas. P The formulas can also be data from external programs, but it is a little complicated.
John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Problem 2.3
- solved in a spreadsheet

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Demo
Problem 2.3 solved in a spreadsheet

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Conclusion:
Explicit optimization problems are very easy to solve in a spreadsheet once they are formulated. What can go wrong?
P Unbounded problems: If the solution is that any of the variables should be 4. P Poles: If the objective function or constraints are undefined for certain values of the design variables. P Non-smooth problems. The optimizer relies on sensitivity information. It will not work if the functions are not differentiable. P No feasible solution. If no solution satisfies all the constraints, or if the initial guess violates some constraints. P Local optima.

DEMO in Quattro Pro

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Optimization and problem solving

The optimizer in Excel goes under the name problem solver. This is very well-chosen.
P Many problems are mathematically formulated like equations. If you solve the equations, you solve the problem. P To solve the equations normally, you must have as many variables as you have equations. P Optimization can solve equations. P In optimization, you can have more variables than equations. P In optimization, you can have less variables than equations. P Equations can be linear or nonlinear. P Optimization is a very flexible method for problem solving.

Demo: Equation solving in a spreadsheet

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Implicit problems
What we can do when the functions of the problem are computed by external, implicit algorithms.
Scenario: your objective function and/or constraints are computed by an external CFD, FEM, GIS, data mining, or other numerical application. Method: Windows spreadsheets offer a function usually called soemthing like @DDE, dynamic data exchange. It can request data from another windows application. If your external software is written for windows, then you can most likely link right away. If your external software is not a native windows application, then you need to write connecting software with Visual Basic or similar. New Windows applications use VBA as the macro language. That may open better possibilities to link with external software.

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001

Exercises
.. for lecture 3/10

Solve problems 2.2, 2.8, 2.12, 2.13, 2.17 with the optimization utility of your favorite spreadsheet.

John Rasmussen, Institute of Mechanical Engineering, Aalborg University, 2001