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x1 9 (Saudi)
x2 6 (Venezuelan) (2.4)
Objective Functions
• Objective Functions in optimization models quantity the
decision consequences to be maximized or minimized.
[2.4]
min 20 x1 + 15 x2 (2.5)
Standard Model
The standard statement of an optimization model has the
form
max or min (objective function(s))
s.t. (main constraints)
(variable-type constraints) [2.5]
• min 20 x1 + 15 x2 (total cost)
s.t. 0.3 x1 + 0.4 x2 2.0 (gasoline)
0.4 x1 + 0.2 x2 1.5 (jet fuel) (2.6)
0.2 x1 + 0.3 x2 0.5 (lubricants)
x1 9 (Saudi)
x2 6 (Venezuelan)
x1 , x2 0 (nonnegativity)
2.2 Graphic Solution and
Optimization Outcomes
• Graphic solution solves 2 and 3-variable optimization
models by plotting elements of the model in a
coordinate system corresponding to the decision
variables.
• Feasible set (or region) of an optimization model is the
collection of choices for decision variables satisfying all
model constraints. [2.6]
• Graphic solution begins with a plot of the choices for
the decision variables that satisfy variable-type
constraints.
Feasible Set (Region)
Variable-type Constraints
x2
8
7
6
5
4
3
2
1
1 2 3 4 5 6 7 8 9 10 x1
Feasible Set (Region)
Main Constraints
• The set of points satisfying an equality constraint plots
as a line or curve. [2.8]
• The set of points satisfying an inequality constraint plots
as a boundary line or curve, where the constraint holds
with equality, together with all points on whichever side
of the boundary satisfy the constraint as an inequality.
[2.9]
Feasible Set (Region)
Main Constraints
x2
8
7
6
5
4
3
2
1
1 2 3 4 5 6 7 8 9 10 x1
Feasible Set (Region)
Main Constraints
• The feasible set (or region) for an optimization model is
plotted by introducing constraints one by one, keeping
track of the region satisfying all at the same time. [2.10]
Feasible Set (Region)
Variable-type Constraints
x2
8
7
6
x2 6
5
4 x1 9
3
2
1
1 2 3 4 5 6 7 8 9 10 x1
Objective Functions
1 2 3 4 5 6 7 8 9 10 x1
Optimal Solutions
3
2
1
1 2 3 4 5 6 7 8 9 10 x1
Optimal Values
3
2
1
1 2 3 4 5 6 7 8 9 10 x1
Infeasible Models
5
4
3
x2 2
2
1
1 2 3 4 5 6 7 8 9 10 x1
Unbounded Models
1 2 3 4 5 6 7 8 9 10 x1
2.3 Large-scale Optimization
Models and Indexing
• Indexing or subscripts permit representing collections of
similar quantities with a single symbol.
EXAMPLE 2.2:
Pi Hybrids
Pi Hybrid, a large manufacturer of corn seed, operates
l=20 facilities producing seeds of m=25 hybrid corn
varieties and distributes them to customers in n=30 sales
regions. They want to know how to carry out these
production and distribution operations at minimum cost.
Parameters:
• Cost per bag of producing each hybrid at each facility
• Corn processing capacity of each facility in bushels
• Number of bushels of corn must be processed
• Demand (bags) of each hybrid in each region
• Cost of shipping (per bag) from facility to region
Indexing
𝑙 𝑚 𝑙 𝑚 𝑛
s.t. σ𝑚
ℎ=1 𝑎ℎ 𝑥𝑓,ℎ ≤ 𝑢𝑓 𝑓 = 1, … , 𝑙
σ𝑙𝑓=1 𝑦𝑓,ℎ,𝑟 = 𝑑ℎ,𝑟 ℎ = 1, … , 𝑚; 𝑟 = 1, … , 𝑛
σ𝑛𝑟=1 𝑦𝑓,ℎ,𝑟 = 𝑥𝑓,ℎ 𝑓 = 1, … , 𝑙; ℎ = 1, … , 𝑚
𝑥𝑓,ℎ ≥ 0 𝑓 = 1, … , 𝑙; ℎ = 1, … , 𝑚
𝑦𝑓,ℎ,𝑟 ≥ 0 𝑓 = 1, … , 𝑙; ℎ = 1, … , 𝑚; 𝑟 = 1, … , 𝑛
How Models Become Large
• Optimization models become large mainly by relatively
small number of objective function and constraint
elements being repeated many times for different
periods, locations, products, and so on. [2.26]
2.4 Linear and Nonlinear
Programs
The general form of a mathematical program or (single
objective) optimization model is
min or max f(x1, …, xn)
subject to:
≤
𝑔𝑖 (𝑥1 ,…, 𝑥𝑛 ) = 𝑏𝑖 𝑖 = 1, … , 𝑚
≥
Where f, g1,…,gm are given functions of decision variables
x1,…,xn, and b1, …, bm are specified constant parameters.
[2.27]
Two Crude Petroleum
min 20 x1 + 15 x2 f(x1, x2) 20 x1 + 15 x2
s.t. g1(x1, x2) 0.3 x1 + 0.4 x2
0.3 x1 + 0.4 x2 2.0 g2(x1, x2) 0.4 x1 + 0.2 x2
0.4 x1 + 0.2 x2 1.5 g3(x1, x2) 0.2 x1 + 0.3 x2
0.2 x1 + 0.3 x2 0.5 g4(x1, x2) x1
x1 9 g5(x1, x2) x2
x2 6 g6(x1, x2) x1
x1 , x2 0 g7(x1, x2) x2 (2.11)
RHSs:
b1 = 2.0, b2 = 1.5, b3 = 0.5,
b4 = 9, b5 = 6, b6 = 0,
b7 = 0
Linear Functions
s.t. σ𝑛𝑐=1 𝑥𝑐 ≤ 𝑏
𝑥𝑐 ≥ 0 𝑐 = 1, … , 𝑛
2.5 Discrete or Integer Programs
𝑦𝑖 ≤ 𝑝
𝑖=1
𝑥𝑖,𝑗 = 1 𝑗 = 1, … , 𝑛
𝑖∈𝐼𝑗
𝑥𝑖,𝑗 ≤ 𝑦𝑖 𝑖 ∈ 𝐼𝑗 ; 𝑗 = 1, … , 𝑛
Bethlehem Ingot Mold Example
Model
𝑛
s.t. σ𝑚
𝑖=1 𝑦𝑖 ≤ 𝑝
σ𝑖∈𝐼 𝑥𝑖,𝑗 = 1 j = 1, … , 𝑛
𝑥𝑖,𝑗 ≤ 𝑦𝑖 𝑖 ∈ 𝐼𝑗 ; 𝑗 = 1, … , 𝑛
𝑦𝑖 = 0 𝑜𝑟 1 𝑖 = 1, … , 𝑚
𝑥𝑖,𝑗 = 0 𝑜𝑟 1 𝑖 ∈ 𝐼𝑗 ; 𝑗 = 1, … , 𝑛
Integer and Mixed Integer
Programs
• A mathematical program is a discrete optimization
model if it includes any discrete variable at all.
Otherwise, it is a continuous optimization model.
• An optimization model is an integer program (IP) if any
one of its decision variables is discrete. If all variables
are discrete, the model is a pure integer program;
otherwise, it is a mixed-integer program. [2.36]
Integer Linear versus
Integer Nonlinear Programs
• A discrete or integer programming model is an integer
linear program (ILP) if its (single) objective function and
all main constraints are linear. [2.37]
• A discrete or integer programming model is an integer
nonlinear program (INLP) if its (single) objective
function or of its main constraints is linear. [2.38]
Example 2.5:
Purdue Final Exam Scheduling
In a typical term Purdue University picks one of n = 30 final exam
time periods for each of over m = 2000 class units on its main
campus. Most exams involve just one class section, but there are a
substantial number of "unit exams" held at a single time for multiple
sections.
The main issue in this exam scheduling is "conflicts," instances
where a student has more than one exam scheduled during the same
time period. Conflicts burden both students and instructors because a
makeup exam will be required in at least one of the conflicting
courses. Purdue’s exam scheduling procedure begins by processing
enrollment records to determine how many students are jointly
enrolled in each pair of course units. Then an optimization scheme
seeks to minimize total conflicts as it selects time periods for all class
units.
Indexing, Parameters, and Decision
Variables for Purdue Finals Example
• Indexing
i class unit number (i = 1, …, m)
t exam time period number (t = 1, …, n)
• Decision variables
1 if class i is assigned to time period t
xi,t ቊ
0 otherwise
• Input parameters
ei,i’ number of students taking an exam in both
class i and class i’
Nonlinear Objective Function
• Conflicts
1 if i and i′ are both sched at time period t
xi,t xi’,t ቊ
0 if not
• Objective function
𝑚−1 𝑚 𝑛
• Indexing
i land use type (i = 1, …, m)
j planning region (j = 1, …, n)
• Decision variables
xi,j number of undeveloped acres assigned to land
use i in planning region j
Indexing, Parameters, and Decision
Variables for DuPage Land Use Planning
• Input parameters
ci,j compatibility index per acre of land use i in
planning region j
ti,j transportation trip time generated per acre of
land use i in planning region j
ri,j property tax load ratio per acre of land use i in
planning region j
ei,j relative environmental degradation per acre of
land use i in planning region j
fi,j capital costs for community facilities per acre of
land use i in planning region j
Multiple Objectives
𝑚 𝑛
𝑥𝑖,𝑗 ≤ 𝑢𝑖 𝑖 = 1, … , 𝑚
𝑗=1
Additional Constraints of the DuPage
Land Use Planning Example
𝑥7,𝑗 ≥ 𝑜𝑗 𝑗 = 1, … , 𝑛 (all undevelopable land is
assigned to parks and other open space)
si new acres of land use i implied by allocation of an
acre of undeveloped land to single-family residential
di new acres of land use i implied by allocation of an
acre of undeveloped land to multiple-family residential