Water Resources Development and

Management

Optimization
(Linear Programming)

CVEN 5393

Feb 14, 2011

History of optimization

The history of optimization techniques is that of

operations research.

(1) The beginning of Operations Research (OR) has generally

been attributed to the military services early in World War II.
(2) When the war ended, the success of OR in the war effort
spurred interest in applying OR outside the military as well.
(3) Two other factors that played a key role in the rapid growth
of OR during this period.
One was the substantial progress that was made early in
improving the techniques of OR.
The other was the onslaught of the computer revolution.
(4) In the field of civil and environmental engineering, the most
active applications OR have taken place in water resources
and water environment.
Optimization modeling

Concept of optimazation model

The general form of an optimization model can be
expressed by the following model.

(1.1)

Subject to

(1.2)

Where F(X) is objective function and

gi(X)=bi are constraint conditions.
Types of optimazation models

Uniobjective model
The model expressed by Equations (1.1)
and (1.2) has only a single objective and
is called Uniobjective model

Multiobjective model

(1.3)

Subject to

(1.4)
Types of optimazation models

Deterministic model
If a model does not take in account the
uncertainty in mode variables or parameters, it
is called a deterministic model.
Stochastic model
A model which explicitly considers the
uncertainty of a system is called stochastic
models.
Linear Programming (LP)

The development of LP has been ranked among the most

important scientific advances of the mid -20th century.

The adjective linear means that all the mathematical functions

in an LP model are required to be linear functions. The word
programming does not refer here to computer programming;
rather, it’s essentially a synonym for planning.

The most common type of LP application involves the general

problem of allocating limited resources among competing
activities in a best possible way.

LP has numerous other important applications as well. In fact,

any problem whose mathematical model fits the very general
format for the linear programming model is a linear
programming problem.
Blending Water Supply
Example 2: Cleaning Up the River
These two functions are as follows.
 Transportation/Shipping Example

The Fagersta Steelworks currently is working

two mines to obtain its iron ore. This iron ore is
shipped to either of two storage facilities.
When needed, it then is shipped on to the
company’s steel plant. The diagram below
depicts this distribution network, where M1
and M2 are the two mines, S1 and S2 are the
two storage facilities, and P is the steel plant.
The diagram also shows the monthly amounts
produced at the mines and needed at the
plant, as well as the shipping cost and the
maximum amount that can be shipped per
month through each shipping lane.

40 tons $2,000/ton S1 $400/ton

produced M1 30 tons max. 70 tons max.
$1,700/ton
30 tons max.
P 100 tons
needed
$1,600/ton
50 tons max. $800/ton
$1,100/ton 70 tons max.
60 tons M2 S2
produced 50 tons max.

Management now wants to determine the most

economic plan for shipping the iron ore from the
mines through the distribution network to the
steel plant.
(a) Formulate a linear programming model for this
problem.

The decision variables are defined as follows:

xm1-s1 : number of units (tons) shipped from Mine 1 to

Storage Facility 1,
xm1-s2 : number of units (tons) shipped from Mine 1 to
Storage Facility 2,
xm2-s1 : number of units (tons) shipped from Mine 2 to
Storage Facility 1,
xm2-s2 : number of units (tons) shipped from Mine 1 to
Storage Facility 2,
xs1 -p : number of units (tons) shipped from Storage
Facility 1 to the Plant,
xs2 -p : number of units (tons) shipped from Storage
Facility 2 to the Plant.

The total shipping cost is:

Z = 2000 xm1-s1 + 1700 xm1-s2 + 1600 xm2-s1 + 1100 xm2-s2 +

400 xs1-p + 800 xs2-p
The constraints we need to consider are:

Supply constraint on M1 and M2:

xm1-s1 + xm1-s2 = 40
xm2-s1 + xm2-s2 = 60

Conservation-of-flow constraint on S1 and S2:

xm1-s1 + xm2-s1 - xs1-p = 0

xm1-s2 + xm2-s2 - xs2-p = 0

Demand constraint on P:

xs1-p + xs2-p = 100

Capacity constraints:

xm1-s1  30, xm1-s2  30

xm2-s1  50, xm2-s2  50
xs1-p  70, xs2-p  70

Non-negativity constraints:

xm1-s1  0, xm1-s2  0
xm2-s1  0, xm2-s2  0
xs1-p  0, xs2-p  0
The resulting linear programming model for this problem is:

Minimize Z = 2000 xm1-s1 + 1700 xm1-s2 + 1600 xm2-s1 + 1100

xm2-s2
+ 400 xs1-p + 800 xs2-p,
subject to
xm1-s1 + xm1-s2 = 40
xm2-s1 + xm2-s2 = 60
xm1-s1 + xm2-s1 - xs1-p = 0
xm1-s2 + xm2-s2 - xs2-p = 0
xs1-p + xs2-p = 100
xm1-s1  30, xm1-s2  30
xm2-s1  50, xm2-s2  50
xs1-p  70, xs2-p  70
and
xm1-s1  0, xm1-s2  0
xm2-s1  0, xm2-s2  0
xs1-p  0, xs2-p  0
 Additional LP Problems

Water Resources Problems

Reservoir Systems
Water Quality

Industrial Applications / Graphical Solutions

Common Terminology for LP Model

Objective Function:
The function being maximized or minimized is called the objective
function.

Constraint:
The restrictions of LP Model are referred to as constraints.
The first m constraints in the previous model are sometimes called
functional constraints.
The restrictions xj ≤ 0 are called nonnegativity constraints.

Feasible Solution:
A feasible solution is a solution for which A feasible
all the constraints are satisfied. solution is
located in the
feasible region.
An infeasible
Infeasible Solution: solution is
An infeasible solution is a solution outside the
for which at least one constraint is feasible region.
violated.

Feasible Region:
The feasible region is the collection of
all feasible solutions.
Common Terminology for LP Model

No Feasible Solutions:
It is possible for a problem to have no feasible solutions.

An Example

Fig. 3.4 The Wyndor

Glass Co. problem
would have no feasible
solutions if the
constraint 3x1 + 5x2 ≤
50 were added to the
problem.

In this case,
there is no
feasible region
Common Terminology for LP Model

Optimal Solution:
An optimal solution is a feasible solution that has the maximum or
minimum of the objective function.

Multiple Optimal
Solutions:
It is possible to have
more than one optimal
solution.

An Example

Fig. 3.5 The Wyndor Glass

Co. problem would have
multiple optimal solutions
if the objective function
were changed to Z = 3x1 +
2x2
Common Terminology for LP Model

Unbounded Objective:
If the constraints do not
prevent improving the
value of the objective
function indefinitely in
the favorable direction,
the LP model is called
having an unbounded
objective.

An Example

Fig. 3.6 The Wyndor Glass

Co. problem would have no
optimal solutions if the
only functional constrait
were x1 ≤ 4, because x2 then
could be increased
indefinitely in the feasible
region without ever
reaching the maximum
value of Z = 3x1 + 2x2
Common Terminology for LP Model

Corner-Point Feasible (CPF) Solution:

A corner-point feasible (CPF) is a solution that lies at a corner of
the feasible region.

Fig. 3.7 The five dots are

the five CPF solutions for
the Wyndor Glass Co.
problem
Common Terminology for LP Model

Relationship between optimal solutions and CPF solutions :

Consider any linear programming problem with feasible solutions
and a bounded feasible region. The problem must posses CPF
solutions and at least one optimal solution. Furthermore, the best
CPF solution must be an optimal solution. Therefore, if a problem
has exactly one optimal solution, it must be a CPF solution. If the
problem has multiple optimal solutions, at least two must be CPF
solutions.

(2,6)

(4,3)

The prototype model has The modified problem has

exactly one optimal multiple optimal solution,
solution, (x1, x2)=(2,6), two of these optimal
which is a CPF solution solutions , (2,6) and (4,3), are
CPF solutions.
Tabular Standard Form of an LP Model
Matrix Standard Form of an LP Model To help you
distinguish between
matrices, vectors,
and scalars, we use
BOLDFACE
CAPITAL letters to
represent matrices,
bold lowercase
letters to represent
vectors, and
italicized letters in
ordinary print to
represent scalars.