Lecture #4 Komnum - Optimization

KOMPUTASI NUMERIK
LECTURE #4 - OPTIMIZATION
Dr. Aries Subiantoro
Research Center for Advanced Vehicle (RCAVe)
Sources
Presentation based on materials from:
• Chapra chapter 7
• Papalambros & Wilde (2000): Principles of optimal design
3
Chapter Objectives
DTE
ko m n u m
4
Introduction
The difference between roots and optima
5
Optimization Problem Formulation
The mathematical problem formulation is to the

heart of the success of design optimization
6
Example: Airtank Design
7
Example: Airtank Design
8
Design Optimization
Design optimization is the selection of the best

design with the available means
(Papalambros & Wilde, 2000)
9
Design Optimization
1) Select design variables

2) Select objective criterion in terms of design variables
(to minimize or maximize)
3) Determine constraints in terms of design variables
which must be satisfied
4) Determine design variable values which minimize
(maximize) the objective while satisfying all constraints
10
Mathematical Problem Formulation
11
Formulation Examples
12
Example: Airtank Design 1-D
13
Unconstrained Problem
14
Existence
15
Taylor Series Expansion
16
16 3/1/2022 Add a footer
Optimality
17
Example 1
18
Example 2
19
One Variable Minimization
20
One Variable Minimization
21
One Variable Minimization: Sectioning
22
One Variable Minimization: Golden Section
23
Example: Golden Section
Iterasi #1 Iterasi #2
24
One Variable Minimization: Quadratic Interpolation
1 𝛼 −𝛼 𝑓 𝛼 + 𝛼 −𝛼 𝑓 𝛼 + 𝛼 − 𝛼 𝑓(𝛼 )
𝛼 =
2 𝛼 −𝛼 𝑓 𝛼 + 𝛼 −𝛼 𝑓 𝛼 + 𝛼 − 𝛼 𝑓(𝛼 )
25
Example: Quadratic Interpolation
26
Multi Dimensional Optimization
27
Steepest Descent Direction
28
Gradient Algorithm
29
Example
min f (x)  ( x1  3) 2  ( x2  2) 2
x
h1(x1,x2): 2x1 + x2 =8
h2(x1,x2): (x1-1)2 + (x2-4)2 = 4
g1(x1,x2): x1 + x2 ≤ 7
g2(x1,x2): x1 – 0.25x22 ≤ 0
0 ≤x1 ≤10; 0 ≤x2 ≤10;

function retval = obj_ex1(x1, x2)
retval = (x1-3).*(x1-3) + (x2-2).*(x2-2);
inecon1.m
function retval =inecon1(x1, x2)
retval = x1 + x2;
30
Example
inecon2.m
function retval = inecon2(x1,x2)
retval = x1 - 0.25*x2.^2;
eqcon1.m
function retval = eqcon1(x1, x2)
retval = 2*x1 + x2;
eqcon2.m
function retval = eqcon2(x1, x2)
retval = (x1-1).*(x1-1) + (x2-4).*(x2-4);
31
Example
% Minimize f(x1,x2) = (x1-3)**2 + (x2-2)**2
%
% h1(x1,x2) = 2x1 + x2 = 8
% h2(x1,x2) = (x1-1)^2 + (x2-4)^2 = 4
% g1(x1,x2) : x1 + x2 <= 7
% g2(x1,x2) : x1 - 0.25x2^2 <= 0.0
%
% 0 <= x1 <= 10 ; 0 <= x2 <= 10
x1=0:0.1:10; % the semi-colon at the end prevents the echo

x2=0:0.1:10; % these are also the side constraints
% x1 and x2 are vectors filled with numbers starting
% at 0 and ending at 10.0 with values at intervals of 0.1
[X1 X2] = meshgrid(x1,x2);

% generates matrices X1 and X2 correspondin
% vectors x1 and x2
f1 = obj_ex1(X1,X2);% the objecive function is evaluated over the entire mesh

ineq1 = inecon1(X1,X2);% the inequality g1 is evaluated over the mesh
ineq2 = inecon2(X1,X2);% the inequality g2 is evaluated over the mesh
eq1 = eqcon1(X1,X2);% the equality 1 is evaluated over the mesh
32
Example

[C1,h1] = contour(x1,x2,ineq1,[7,7],'r-');
clabel(C1,h1);
set(h1,'LineWidth',2)
% ineq1 is plotted [at the contour value of 8]
hold on % allows multiple plots
k1 = gtext('g1');
set(k1,'FontName','Times','FontWeight','bold','FontSize',14,'Color','red')
% will place the string 'g1' on the lot where mouse is clicked
[C2,h2] = contour(x1,x2,ineq2,[0,0],'r--');
clabel(C2,h2);
k2 = gtext('g2');
set(k2,'FontName','Times','FontWeight','bold','FontSize',14,'Color','red')
[C3,h3] = contour(x1,x2,eq1,[8,8],'b-');
clabel(C3,h3);
k3 = gtext('h1');
set(k3,'FontName','Times','FontWeight','bold','FontSize',14,'Color','blue')
33
Example
% will place the string 'g1' on the lot where mouse is clicked
[C4,h4] = contour(x1,x2,eq2,[4,4],'b--');
clabel(C4,h4);
k4 = gtext('h2');
set(k4,'FontName','Times','FontWeight','bold','FontSize',14,'Color','blue')
[C,h] = contour(x1,x2,f1,'g');
clabel(C,h);
set(h,'LineWidth',1)
% the equality and inequality constraints are not written

% with 0 on the right hand side. If you do write them that way
% you would have to include [0,0] in the contour commands
xlabel(' x_1 values','FontName','times','FontSize',12,'FontWeight','bold');

% label for x-axes
ylabel(' x_2 values','FontName','times','FontSize',12,'FontWeight','bold');
set(gca,'xtick',[0 2 4 6 8 10])
set(gca,'ytick',[0 2.5 5.0 7.5 10])
k5 = gtext({'Chapter 2: Example 1','pretty graphical display'})

set(k5,'FontName','Times','FontSize',12,'FontWeight','bold')
34
Example: Pretty Graphical Display
35
Additional Examples (Filled Labelled Contour)
x1=-1:0.01:1; % the semi-colon at the end prevents the echo
x2=-1:0.01:1; % these are also the side constraints
% x1 and x2 are vectors filled with numbers starting
% at 0 and ending at 10.0 with values at intervals of 0.1
[X1 X2] = meshgrid(x1,x2);

% generates matrices X1 and X2 correspondin
% vectors x1 and x2
% filled contour with default colormap

% help graph3d gives you the choices for colormap
f1 = obj_ex2(X1,X2);% the objecive function is evaluated over the entire mesh
[C1,h1] = contourf(x1,x2,f1,...
[0 0.1 0.3 0.6 0.8 1.0 1.2 1.5 1.8 2.0 2.2 2.4 2.6 2.8 3.0]);
clabel(C1,h1);
colorbar % illustrates the scale
grid
set(gca,'xtick',[-1 -0.5 0.0 0.5 1.0])
set(gca,'ytick',[-1 -0.5 0.0 0.5 1.0])
grid
xlabel(' x_1 values','FontName','times','FontSize',12); % label for x-axes
ylabel(' x_2 values','FontName','times','FontSize',12);
title({'Filled Labelled Contour','default color'}, ...
'FontName','times','FontSize',10)
grid
36
Additional Examples(Filled Labelled Contour)
37
Additional Examples (2D Contour with Gradient Vectors)
% a new figue is used

% basic contour plot superimposed with gradient information
% information is generated on a larger mesh to keep the
% figure tidy. grid is removed for clarity
figure
y1 = -1:0.1:1.0;
y2 = -1:0.1:1;
[Y1,Y2] = meshgrid(y1,y2);
f2 = obj_ex2(Y1,Y2);
[C2,h2] = contour(y1,y2,f2,[0 0.5 0.75 1.0 1.5 1.75 2.0 2.5 2.5 3.0]);
clabel(C2,h2)
[GX, GY] = gradient(f2,0.2);
hold on
quiver(Y1,Y2,GX,GY);
hold off
set(gca,'xtick',[-1 -0.5 0.0 0.5 1.0])
set(gca,'ytick',[-1 -0.5 0.0 0.5 1.0])
title({'2D Contour','with Gradient Vectors'}, ...
38
Additional Examples (2D Contour with Gradient Vectors)
x2
x1
39
Additional Examples (Coarse Mesh Plot)
% a mesh of the function

figure
colormap(cool)
mesh(y1,y2,f2)
set(gca,'xtick',[-1 -0.5 0.0 0.5 1.0])
set(gca,'ytick',[-1 -0.5 0.0 0.5 1.0])
colorbar
title({'Coarse Mesh Plot','colormap - cool'}, ...
grid
40
Additional Examples (Coarse Mesh Plot)
41
Additional Examples (Coarse Surface Plot)
% surface plot with default colormap

figure
colormap(jet)
surf(y1,y2,f2)
grid
colorbar
set(gca,'xtick',[-1 -0.5 0.0 0.5 1.0])
set(gca,'ytick',[-1 -0.5 0.0 0.5 1.0])
title({'Coarse Surface Plot','colormap - jet/default'}, ...
grid

42
Additional Examples (Coarse Surface Plot)
x2
x1
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Unconstrained Optimum – 2D Examples
44
Case Study: 2D Equilibrium Potential Energy
45
Homework
• Chapra chapter 7 nomor: 7.7, 7.16, 7.28 dan 7.34

• Platform pengumpulan tugas: Sistem EMAS
• Deadline: Senin, 7 Maret 2022, pukul 08.00 WIB
• Format file PDF: [NPM]_[Nama]_[Tugas #2]
• Tugas presentasi pekan depan:
• Kelompok V: soal 7.16
• Kelompok VI: soal 7.34
DTE
ko m n u m
46
ThankYou
Aries Subiantoro
021-7270078
aries.subiantoro@ui.ac.id
RCAVe
DTE
ko m n u m
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Tugas
48
Tugas
49

Lecture #4 Komnum - Optimization

Uploaded by

Lecture #4 Komnum - Optimization

Uploaded by

KOMPUTASI NUMERIK

Presentation based on materials from:

The mathematical problem formulation is to the

Design optimization is the selection of the best

(Papalambros & Wilde, 2000)

1) Select design variables

0 ≤x1 ≤10; 0 ≤x2 ≤10;

retval = (x1-3).(x1-3) + (x2-2).(x2-2);

retval = 2*x1 + x2;

retval = (x1-1).(x1-1) + (x2-4).(x2-4);

x1=0:0.1:10; % the semi-colon at the end prevents the echo

[X1 X2] = meshgrid(x1,x2);

f1 = obj_ex1(X1,X2);% the objecive function is evaluated over the entire mesh

eq1 = eqcon1(X1,X2);% the equality 1 is evaluated over the mesh

% the equality and inequality constraints are not written

xlabel(' x_1 values','FontName','times','FontSize',12,'FontWeight','bold');

k5 = gtext({'Chapter 2: Example 1','pretty graphical display'})

[X1 X2] = meshgrid(x1,x2);

% filled contour with default colormap

% a new figue is used

% a mesh of the function

% surface plot with default colormap

xlabel(' x_1 values','FontName','times','FontSize',12); % label for x-axes

• Chapra chapter 7 nomor: 7.7, 7.16, 7.28 dan 7.34

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