LINEAR
PROGRAMMING ENGR. FRANCIS ALMIA
USING
DEPARTMENT OF MECHANICAL
ENGINEERING
francisalmia@gmail.com
OPTIMIZATION July 13-14, 2021 9:00-12:00 ; 1:00-4:00
TRAINING CONTENTS
1. MATLAB INTRODUCTION
2. PARTS AND BASIC OPERATIONS OF MATLAB
3. CREATING FUNCTIONS ON MATLAB
4. LINEAR INEQUALITY CONSTRAINT OPTIMIZATION (FMINCON)
A. ANALYTICAL APPROACH
B. MATLAB APPROACH
5. LINEAR EQUALITY CONSTRAINT OPTIMIZATION (FMINCON)
A. ANALYTICAL APPROACH
B. MATLAB APPROACH
6. NONLINEAR CONSTRAINT OPTIMIZATION WITH BOUNDARIES(FMINCON)
INTRODUCING MATLAB
What is MATLAB?
MATLAB (an abbreviation of "matrix laboratory") is a proprietary
multi-paradigm programming language and numeric computing
environment developed by MathWorks. MATLAB allows matrix
manipulations, plotting of functions and data, implementation of
algorithms, creation of user interfaces, and interfacing with programs
written in other languages.
Although MATLAB is intended primarily for numeric computing, an
optional toolbox uses the MuPAD symbolic engine allowing access to
symbolic computing abilities. An additional package, Simulink, adds
graphical multi-domain simulation and model-based design for
dynamic and embedded systems.
CALCULATOR
MATLAB
PARTS OF MATLAB WINDOW
BASIC PARTS AND OPERATIONS OF MATLAB
• ASSIGN VARIABLES AND VALUES
• BASIC MATH OPERATIONS
• SEMICOLONS
• CREATING ARRAYS
• USE OF COMMENTS
• VECTOR INPUT
• PLOTTING
• CLEARING WORKSPACE (clear all)
• CLEARING COMMAND WINDOW (clc)
Creating FUNCTIONS with MATLAB
What is a function?
function, in mathematics, an expression, rule, or law
that defines a relationship between one variable (the
independent variable) and another variable (the
dependent variable).
Example: 𝒚=𝟑 𝒙
y then also can be expressed as f(x), the dependent variable
𝒇 ( 𝒙)=𝟑 𝒙
In MATLAB, functions used in operations must be created in a
specific manner.
Creating FUNCTIONS with MATLAB
Steps in creating functions in MATLAB.
1. Open and go to Editor Window
2. Type “function”, then space
3. “Dep_Variable = Any_Func_Name(Indep_Variable)”, then
Enter
4. Type the “Function_Equation”, then semicolon and enter
5. Type “end”
MATLAB Function
Example
Creating FUNCTIONS with MATLAB
After editing the functions, save it as a MATLAB Script File
1. Click Save or Save As Icon in the Menu Bar
2. Save it to your Working Directory
Note: It is important to save your function scripts in the same
directory of your current working/solver scripts since the
functions are selected in the same directory.
Creating FUNCTIONS with MATLAB
Practice editing these functions:
𝟏 . 𝑺 =𝟐 𝒙𝟐 +𝟑 𝑺𝒄𝒓𝒊𝒑𝒕 𝑵𝒂𝒎𝒆 : 𝑨𝒓𝒄
𝒙𝟒
𝟐 .𝒀 = +𝟐 𝒙 𝑺𝒄𝒓𝒊𝒑𝒕 𝑵𝒂𝒎𝒆 : 𝑳𝒆𝒏𝒈𝒕𝒉
𝟒
𝟑 .𝑪 = 𝒚 𝒙𝟑+ 𝒚 𝑺𝒄𝒓𝒊𝒑𝒕 𝑵𝒂𝒎𝒆 : 𝑪𝒖𝒓𝒗𝒆
LINEAR PROGRAMMING
Sample Problem:
LINEAR INEQUALITY CONSTRAINT
ANALYTICAL APPROACH:
On a chicken farm, the poultry is
given a healthy diet to gain
weight. The chickens have to
consume a minimum of 15 units
of Substance A and another 15
units of Substance B. In the
market there are only two classes
of compounds: Type X, with a
composition of one unit of A to
five units of B, and another type,
Y, with a composition of five
units of A to one of B. The price
of Type X is $10 and Type Y, $30.
What are the quantities of each
type of compound that have to
be purchased to cover the needs
of the diet with a minimal cost?
CONSTRAINT OPTIMIZATION IN MATLAB
NUMERICAL (MATLAB) APPROACH:
FMINCON
OPTIMIZATION SOLVER
OVERVIEW
1) DESCRIBE THE SYSTEM
2) MODEL SYSTEM USING EQUATION
3) DEFINE OBJECTIVE FUNCTION (MATLAB)
4) DEFINE CONSTRAINTS (MATLAB)
5) OPTIMIZE OBJECTIVE FUNCTION GIVEN CONSTRAINTS
CONSTRAINT OPTIMIZATION IN MATLAB
FUN (function) MATLAB INPUT:
OPTIMIZED FUNCTION
function Function_Name = Script_Name(x);
Dimension = x(1)…
…Dimesion = x(n);
Function_Name = Equation;
end
OBJECTIVE FUNCTION
function Func_Obj_Name =
Obj_Script_Name(x)
Function_Name = - Main_Script_Name(x);
end
CONSTRAINT OPTIMIZATION IN MATLAB
INITIAL GUESS MATLAB INPUT:
X0 = [ x(1) x(2) x(3)];
CALL THE SOLVER:
Dimension_Sol_Name = fmincon (@Obj_Script_Name,X0,A,B,Aeq,Beq,LB,UB,@Const_Name,[])
SET OPTIMIZED MAIN FUNCTION:
Opt_Main_Function = Function_Name (Dimension_Sol_Name)
CHECK:
Opt_Sub_Function = Function_Name (Dimension_Sol_Name)
LINEAR INEQUALITY CONSTRAINT INPUT
Linear inequality constraints have the form A·x ≤ b.
When A is m-by-n, there are m constraints on a variable x with n components.
You supply the m-by-n matrix A and the m-component vector b.
Pass linear inequality constraints in the A and b arguments.
For example, suppose that you have the following linear inequalities as constraints:
LINEAR PROGRAMMING
Sample Problem:
LINEAR EQUALITY CONSTRAINT
ANALYTICAL APPROACH:
A company manufactures and
sells two models of lamps, L1 and
L2. To manufacture each lamp,
the manual work involved in
model L1 is 20 minutes and for
L2, 30 minutes. The mechanical
(machine) work involved for L1 is
20 minutes and for L2, 10
minutes. The manual work per
month is 100 hours and the
machine must be 80 hours per
month. Knowing that the profit
per unit is 15 and 10 for L1 and
L2, respectively, determine the
quantities of each lamp that
should be manufactured to obtain
the maximum benefit.
LINEAR PROGRAMMING
NONLINEAR EQUALITY AND INEQUALITY CONSTRAINT OPTIMIZATION
with BOUNDARIES
OBJECTIVE FUNCTION: 𝑭 ( 𝑿 ) = 𝒙 𝟏 𝒙 𝟒 ( 𝒙𝟏 + 𝒙 𝟐+ 𝒙 𝟑 ) + 𝒙 𝟑
NONLINEAR INEQUALITY 𝒙𝟏 𝒙𝟐 𝒙 𝟑 𝒙 𝟒 ≥ 𝟐𝟓
CONSTRAINT:
NONLINEAR EQUALITY 𝒙𝟐 𝟐 𝟐 𝟐
𝟏 + 𝒙 𝟐 + 𝒙 𝟑 + 𝒙 𝟒 = 𝟒𝟎
CONSTRAINT:
BOUNDARIES: 𝟏≤ 𝒙 𝟏 , 𝒙 𝟐 , 𝒙𝟑 , 𝒙 𝟒 ≤ 𝟓
INITIAL GUESS: 𝒙 𝟎=(𝟏, 𝟓 , 𝟓 ,𝟏)
LINEAR PROGRAMMING
NONLINEAR CONSTRAINT INPUT
CREATE INEQUALITY CONSTRAINT FUNCTION
function [c,ceq] = Const_Name(x);
c = LARGE__VALUE_INEQUALITY – SMALL_VALUE_INEQUALITY;
ceq = RIGHT_EQUATION_SIDE – LEFT_EQUATION_SIDE;
end
BOUNDARY INPUT
ASSIGN LB AND UB AS MATRIX
lb =LOWER_LIMIT*ONES(NO_OF_VARIABLES);
ub =UPPER_LIMIT*ONES(NO_OF_VARIABLES);
MATLAB OPTIMIZATION EXERCISE
LINEAR INEQUALITY CONSTRAINT
A COMPANY RECEIVES IN SALES $20 PER BOOK AND $18 PER CALCULATOR.
THE COST PER UNIT TO MANUFACTURE EACH BOOK AND CALCULATOR ARE $5
AND $4 RESPECTIVELY. THE MONTHLY (30 DAY) COST MUST NOT EXCEED
$27,000 PER MONTH. IF THE MANUFACTURING EQUIPMENT USED BY THE
COMPANY TAKES 5 MINUTES TO PRODUCE A BOOK AND 15 MINUTES TO
PRODUCE A CALCULATOR. HOW MANY BOOKS AND CALCULATORS SHOULD
THE CMOPANY MAKE TO MAXIMIZE PROFIT? DETERMINE THE MAXIMUM PROFIT
IF THE COMPANY EARNS IN A 30 DAY PERIOD.
OPTIMIZED SALES = $ 110,934
OPTIMIZED PROFIT = $ 83,934
