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Classification of Optimization Problems

Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems

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Classification of Optimization Problems

Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems Classification of Optimization Problems

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© © All Rights Reserved
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Introduction and Basic Concepts

(iii) Classification
of Optimization
Problems

D Nagesh Kumar, IISc

Optimization Methods: M1L3

Introduction

Optimization problems can be classified based on


the type of constraints, nature of design variables,
physical structure of the problem, nature of the
equations involved, deterministic nature of the
variables, permissible value of the design variables,
separability of the functions and number of objective
functions. These classifications are briefly discussed
in this lecture.
D Nagesh Kumar, I

Optimization Methods: M1

Classification based on existence of constraints.

Constrained optimization problems: which are


subject to one or more constraints.

Unconstrained optimization problems: in which


no constraints exist.

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the nature of the design


variables

There are two broad categories of classification


within this classification
First category : the objective is to find a set of design
parameters that make a prescribed function of these
parameters minimum or maximum subject to certain
constraints.

For example to find the minimum weight design of a strip


footing with two loads shown in the figure, subject to a
limitation on the maximum settlement of the structure.

D Nagesh Kumar, I

Optimization Methods: M1

The problem can be defined as follows

subject to the constraints

The length of the footing (l) the loads P1 and P2 , the distance between the loads are
assumed to be constant and the required optimization is achieved by varying b and d.
Such problems are called parameter or static optimization problems.

Classification based on the nature of the design


variables (contd.)

Second category: the objective is to find a set of


design parameters, which are all continuous
functions of some other parameter, that minimizes
an objective function subject to a set of constraints.

For example, if the cross sectional dimensions of the


rectangular footing is allowed to vary along its length as
shown in the following figure.

D Nagesh Kumar, I

Optimization Methods: M1

The problem can be defined as follows

subject to the constraints

The length of the footing (l) the loads P 1 and P2 , the distance between the loads are
assumed to be constant and the required optimization is achieved by varying b and d.
Such problems are called trajectory or dynamic optimization problems.

Classification based on the physical structure of the


problem

Based on the physical structure, we can classify


optimization problems are classified as optimal control
and non-optimal control problems.
(i) An optimal control (OC) problem is a mathematical
programming problem involving a number of stages, where
each stage evolves from the preceding stage in a
prescribed manner.

It is defined by two types of variables: the control or design


variables and state variables.

D Nagesh Kumar, I

Optimization Methods: M1

The problem is to find a set of control or design variables such that the
total objective function (also known as the performance index, PI) over
all stages is minimized subject to a set of constraints on the control and
state variables. An OC problem can be stated as follows:

subject to the constraints:

Where xi is the ith control variable, yi is the ith state variable, and fi is the
contribution of the ith stage to the total objective function. gj, hk, and qi
are the functions of xj, yj ; xk, yk and xi and yi, respectively, and l is the
total number of states. The control and state variables xi and yi can be
vectors in some cases.

(ii) The problems which are not optimal control problems are
called non-optimal control problems.

Classification based on the nature of the equations


involved

10

Based on the nature of expressions for the objective


function and the constraints, optimization problems can
be classified as linear, nonlinear, geometric and quadratic
programming problems.

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the nature of the equations


involved (contd.)
(i) Linear programming problem
If the objective function and all the constraints are linear functions of
the design variables, the mathematical programming problem is called
a linear programming (LP) problem.
often stated in the standard form :
subject to

11

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the nature of the


equations involved (contd.)
(ii) Nonlinear programming problem
If any of the functions among the objectives and constraint
functions is nonlinear, the problem is called a nonlinear
programming (NLP) problem this is the most general form of a
programming problem.

12

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the nature of the equations


involved (contd.)
(iii) Geometric programming problem
A geometric programming (GMP) problem is one in which the
objective function and constraints are expressed as polynomials in X.
A polynomial with N terms can be expressed as

13

Thus GMP problems can be expressed as follows: Find X which


minimizes :
subject to:

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the nature of the equations


involved (contd.)

where N0 and Nk denote the number of terms in the objective and kth
constraint function, respectively.

(iv) Quadratic programming problem

A quadratic programming problem is the best behaved nonlinear


programming problem with a quadratic objective function and linear
constraints and is concave (for maximization problems). It is usually
formulated as follows:

Subject to:

where c, qi, Qij, aij, and bj are constants.

14

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the permissible values of


the decision variables

Under this classification problems can be classified as


integer and real-valued programming problems
(i) Integer programming problem

If some or all of the design variables of an optimization problem are


restricted to take only integer (or discrete) values, the problem is called
an integer programming problem.

(ii) Real-valued programming problem

15

A real-valued problem is that in which it is sought to minimize or


maximize a real function by systematically choosing the values of real
variables from within an allowed set. When the allowed set contains
only real values, it is called a real-valued programming problem.

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on deterministic nature of the


variables

Under this classification, optimization problems


can be classified as deterministic and stochastic
programming problems
(i) Deterministic programming problem

In this type of problems all the design variables are


deterministic.

(ii) Stochastic programming problem

16

In this type of an optimization problem some or all the


parameters (design variables and/or pre-assigned parameters)
are probabilistic (non deterministic or stochastic). For example
estimates of life span of structures which have probabilistic
inputs of the concrete strength and load capacity. A
deterministic value of the life-span is non-attainable.
D Nagesh Kumar, I

Optimization Methods: M1

Classification based on separability of the functions

Based on the separability of the objective and constraint


functions optimization problems can be classified as
separable and non-separable programming problems
(i) Separable programming problems

In this type of a problem the objective function and the constraints are
separable. A function is said to be separable if it can be expressed as
the sum of n single-variable functions and separable programming
problem can be expressed in standard form as :

subject to :
where bj is a constant.

17

D Nagesh Kumar, I

Optimization Methods: M1

Classification based on the number of objective


functions

Under this classification objective functions can be


classified as single and multiobjective programming
problems.
(i) Single-objective programming problem in which there is only a
single objective.

(ii) Multi-objective programming problem

A multiobjective programming problem can be stated as follows:

subject to :

18

where f1, f2, . . . fk denote the objective functions to be minimized


simultaneously.

D Nagesh Kumar, I

Optimization Methods: M1

Thank You

19

D Nagesh Kumar, I

Optimization Methods: M1

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