Introduction to Mathematical Programming

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lecture notes on mathematical programming

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Added: August 03, 2008 This Presentation is Public 
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Slide 1:Topic 1: Introduction to optimization


Slide 2:We use optimization to determine the best case (solution) without actually testing all possible cases.


Slide 3:In formulating an engineering problem: define the boundaries of the problem define the quantitative criterion on the basis of which candidates will be ranked to determine the best select the system variables define the model that will express the relation between variables


Slide 4:What do we need to formulate a problem correctly? We need to understand the problem correctly We need the experience, from our own or from others’


Slide 5:Applications of optimization in Engineering: Design of components or entire systems Planning and analysis of existing operations Engineering analysis and data reduction Control of dynamic systems


Slide 6:1.3 STRUCTURE OF OPTIMIZATION PROBLEMS We call it the constrained optimization problem


Slide 7:When N=1, the problem is called a single-variable problem. When hk and gj are linear functions, the problem is called a linearly constrained problem. The unconstrained optimization problem is of the form: