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ESM 503 Spring 2017 Systems Optimization Dr.

Ali Diabat i

Lecture # 1
January 9, 2017
Introduction to Optimization Modeling

What is Operations Research (OR)?

The representation of real-world systems by mathematical models together with the use of
quantitative methods (algorithms) for solving such models, with a view to optimizing.(Beasley)

The study of how to form mathematical models of complex engineering and management
problems and how to analyze them to gain insight about possible solutions. (Rardin)

The OR Approach
ESM 503 Spring 2017 Systems Optimization Dr. Ali Diabat ii

Optimization Models
Definition Optimization models (also called mathematical programs) represent problem choices
variables and seek values that maximize or minimize objective functions of the decision
variables subject to constraints on variable values expressing the limits on possible decision
choices.

Example 1

Consider forming a maximum-area rectangle out of a piece of wire of length L inches. What
should be the best width and height of the rectangle?
ESM 503 Spring 2017 Systems Optimization Dr. Ali Diabat iii

Example 2

Imagine that you have a 5-week business commitment between Abu Dhabi and Amman.
You fly out of Abu Dhabi on Mondays and you return on Wednesdays. A regular round-
trip ticket costs AED1500, but a 20% discount is grnated if the round-trip dates span a
weekend. A one-way ticket in either direction costs 75% of the regular price. How should
you buy the tickets for the 5-week period?
ESM 503 Spring 2017 Systems Optimization Dr. Ali Diabat iv

Essential Concepts & Terminology


Simulation models vs optimization models

Feasible solution(s)

Feasible set (or region)

Optimal solution(s)

Tractability vs validity

Exact optimal vs heuristics/metaheuristics

Deterministic vs stochastic models

Main constraints vs variable-type constraints

Unique vs alternative optimal solutions

Infeasible models

Unbounded models

Binding constraints

Linear Programming (LP)

Nonlinear Programming (NLP)

Integer Programming (IP)

Mixed Integer Programming (MIP)

Nonlinear Mixed Integer Programming (NLMIP)

Sensitivity analysis
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Example 3

Assuming that xi are decision variables, determine the type of the following optimization
models:

(a)
max 3x1 + 14x2 + 7x3

s.t. 10x1 + 5x2 + 18x3 25


xi = 0, 1, i = 1, 2, 3

(b)
max 44x1 + 2x2 + 98x3

s.t. 12x1 + 92x2 + 88x3 95


xi 0 i = 1, 2, 3

(c)
min 7x1 x2 + 17x2 x3 + 27x1 x3
3
X
s.t. xj = 2
j=1
xj 0 j = 1, 2, 3

(d)
min 7x1 + sin(x2 ) + 8/x3

s.t. 4x1 + 16x2 + x3 29


0 xj 1 j = 1, 2, 3

(e)
max 12x1 + 4x2

s.t. x1 x2 x3 = 1
x1 , x2 0
x3 = 0, 1

(f)
min 18x1 x2 + 14x3

s.t. x1 3x2
xj 1 j = 1, 2, 3
x3 integer