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    This document discusses optimization of functions of a single variable. It defines key concepts like domain, range, and optimality criteria for functions. Different types of functions are described, including monotonic and unimodal. Methods for finding local and global optima are presented, such as using first and higher order derivatives to determine maxima, minima, and inflection points. The document also summarizes techniques like region elimination methods, polynomial approximation, and methods that require derivatives like Newton-Raphson, bisection, secant, and cubic search.

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    This document discusses optimization of functions of a single variable. It defines key concepts like domain, range, and optimality criteria for functions. Different types of functions are described, including monotonic and unimodal. Methods for finding local and global optima are presented, such as using first and higher order derivatives to determine maxima, minima, and inflection points. The document also summarizes techniques like region elimination methods, polynomial approximation, and methods that require derivatives like Newton-Raphson, bisection, secant, and cubic search.

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    This document discusses optimization of functions of a single variable. It defines key concepts like domain, range, and optimality criteria for functions. Different types of functions are described, including monotonic and unimodal. Methods for finding local and global optima are presented, such as using first and higher order derivatives to determine maxima, minima, and inflection points. The document also summarizes techniques like region elimination methods, polynomial approximation, and methods that require derivatives like Newton-Raphson, bisection, secant, and cubic search.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    19 views31 pages

    CH 2

    Uploaded by

    prasaad08
    This document discusses optimization of functions of a single variable. It defines key concepts like domain, range, and optimality criteria for functions. Different types of functions are described, including monotonic and unimodal. Methods for finding local and global optima are presented, such as using first and higher order derivatives to determine maxima, minima, and inflection points. The document also summarizes techniques like region elimination methods, polynomial approximation, and methods that require derivatives like Newton-Raphson, bisection, secant, and cubic search.

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    of 31

    Engineering Optimization

    Second Edition Authors: A. Rabindran, K. M. Ragsdell, and G. V. Reklaitis Chapter-2 (Functions of a Single Variable) Presenter: Avishek Nag June 11, 2010

    Page 1

    Dedicated to

    All the neo-graduates whose insatiable urge to learn has not yet dimmed

    Page 2

    What is a Function?

    Is a rule that assigns to every choice of x a unique value y =(x). Domain of a function is the set of all possible input values (usually x), which allows the function formula to work. Range is the set of all possible output values (usually y), which result from using the function formula.
    Page 3

    What is a Function?
    Unconstrained and constrained function
    Unconstrained: when domain is the entire set of real numbers R Constrained: domain is a proper subset of R

    Continuous, discontinuous and discrete

    Page 4

    What is a Function?
    Monotonic and unimodal functions
    Monotonic:

    Unimodal:
    (x) is unimodal on the interval if and only if it is monotonic on either side of the single optimal point x* in the interval. Unimodality is an extremely important functional property used in optimization.
    Page 5

    A monotonic increasing function

    A monotonic decreasing function

    An unimodal function

    Page 6

    Optimality Criteria
    In considering optimization problems, two questions generally must be addressed:
    1. Static Question. How can one determine whether a given point x* is the optimal solution? 2. Dynamic Question. If x* is not the optimal point, then how does one go about finding a solution that is optimal?

    Page 7

    Optimality Criteria
    Local and global optimum

    Page 8

    Page 9

    Identification of Single-Variable Optima


    For finding local minima (maxima)
    AND

    Proof follows

    These are necessary conditions, i.e., if they are not satisfied, x* is not a local minimum (maximum). If they are satisfied, we still have no guarantee that x* is a local minimum (maximum).
    Page 10

    Stationary Point and Inflection Point


    A stationary point is a point x* at which

    An inflection point or saddle-point is a stationary point that does not correspond to a local optimum (minimum or maximum).
    To distinguish whether a stationary point is a local minimum, a local maximum, or an inflection point, we need the sufficient conditions of optimality.
    Page 11

    Theorem
    Suppose at a point x* the first derivative is zero and the first nonzero higher order derivative is denoted by n.
    If n is odd, then x* is a point of inflection. If n is even, then x* is a local optimum.

    Moreover:
    If that derivative is positive, then the point x* is a local minimum. If that derivative is negative, then the point x* is a local maximum.
    Page 12

    An Example

    Thus the first non-vanishing derivative is 3 (odd), and x = 0 is an inflection point.


    Page 13

    An Example

    Stationary points x = 0, 1, 2, 3

    -Local minimum -Local maximum -Local minimum At x = 0 - Inflection point


    Page 14

    Algorithm to Find Global Optima

    Page 15

    An Example

    Stationary points x = -1, 3

    Page 16

    Region Elimination Methods

    Page 17

    Region Elimination Methods


    Bounding Phase
    An initial coarse search that will bound or bracket the optimum

    Interval Refinement Phase


    A finite sequence of interval reductions or refinements to reduce the initial search interval to desired accuracy

    Page 18

    Bounding Phase
    Swanns method

    If is positive
    Else if the inequalities are reversed is negative If

    the minimum lies between


    Page 19

    Interval Refinement Phase


    Interval halving

    Page 20

    Interval Refinement Phase

    Page 21

    Polynomial Approximation or Point-Estimation Technique


    Quadratic Approximation Method

    Page 22

    Page 23

    Page 24

    Successive Quadratic Estimation Method

    Page 25

    Methods Requiring Derivatives


    Newton-Raphson Method

    Page 26

    Bisection Method

    Page 27

    Secant Method

    Page 28

    Cubic Search Method

    Page 29

    Cubic Search Method

    Page 30

    Summary
    We learned
    Functions Optimality criteria Identification of single variable optima
    Region elimination methods Polynomial approximation or point-estimation technique Methods requiring derivatives

    Page 31

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