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Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois- University of Illinois- Chicago Chapter 6 Optimization Techniques
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Page 1: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing

Second Edition 2004

ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche

University of Illinois-Chicago

University of Illinois-Chicago

Chapter 6

Optimization Techniques

Page 2: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.2 System Modeling

6.1 INTRODUCTION

6.2 SYSTEM MODELINGAnalysis and design

Figure 6.1 Simple beam

I

My

EI

PL

3

3

(6.2)

(6.3)

Page 3: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.2 System Modeling

Example 6.1

F

2r

h

Consider a tree trunk, which can be modeled by a beam as shown in figure 6.2. On a windy day, one can determine the wind speed or force that would cause the tree to break.

3max

4

r

Fh

4

4rI

(6.4)

Page 4: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.2 System Modeling

Example 6.2

A second example involves the modeling of an automobile wheel and tire.

rMKJ ..

Figure 6.3 (a) Automobile wheel and tire Figure 6.3 (b) Model representing the tire and shaft

(6.5)

Page 5: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.2 System Modeling

l

GIK p

32

4dI p

29 /1080 mNG

radmNK /.455.2

4810006136.0 mI p

J

Kn

M = MO sin (ω t)

(6.6)

(6.7)

(6.8)

Page 6: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.3 Design Optimization

6.3 DESIGN OPTIMIZATIONFormulation of an optimum design

There are four steps to the formulation of an optimum design:1. Identifying the design parameters.2. Defining the design constraints.3. Defining the objective functions4. Evaluating alternatives.

Design Parameters Constraints

m)1,(i 0,,........., 21 nxxx

0),( 22121 Vxxxx

jnj Lxxx ,,........., 21

(6.9)

(6.10)

(6.11)

Page 7: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Evaluation Example 6.3

Consider a rectangular box used for storing important documents. Define the objective function if C denotes the cost per unit area of the metal used for fabrication of the box. Define the constraint equations and the limits on their design variables.

CHAPTER 6 6.3 Design Optimization

Page 8: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Solution:

A = 2LH + 2HW + 2WL

T = C (2LH + 2HW + 2WL)

V =LWH

= V – LWH = 0

1LL 1WW

1HH

As shown in the example, the steps that generally follow in formulation of a design problem are Identification of the design variables.Selection of a cost function and developing an expression for it in terms of the design variables.Identification of constraints and developing expressions for them in terms of design variables.

CHAPTER 6 6.3 Design Optimization

Page 9: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.4 Optimal Design Concept

6.4 OPTIMAL DESIGN CONCEPT

Questions: How is each design described?What is the criterion for best “design”?What are the available means?

Design optimization

Select a set of variables.Select an objective function.Determine a set of constraints.Solutions will be based on finding the values for the variables that would minimize or maximize the objective function and satisfy the constraints at the same time.

Page 10: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.4 Optimal Design Concept

Page 11: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Example 6.4

Figure 6.5 A hollow cylinder with thickness t

CHAPTER 6 6.4 Optimal Design Concept

Page 12: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

tdd io 202 tdd io

tddtddh iio 2),,( 0 smax

J

dM ot )2/(maxmax

0max s

0)2/(max JdM ot

032

44

io ddJ

0)(

1644

0

sdd

dM

i

ot

(6.12)

(6.13)

(6.14)

(6.15)

(6.16)

(6.17)

(6.18)

CHAPTER 6 6.4 Optimal Design Concept

Page 13: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.5 Unconstrained Optimization

6.5 UNCONSTRAINED OPTIMIZATIONSingle Variable minimization

0)( * xf

0)( * xf

0)( * xf

Figure 6.6 Function f showing local, global and strong minimum

),,....,,,,....,,( 2121 tqqqqqqf nn (6.20)

(6.19)

Page 14: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Example 6.5

Find whether the function 3xf has a minimum or maximum for ]1,1[x

CHAPTER 6 6.5 Unconstrained Optimization

Page 15: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Solution:

Figure 6.7 Tank

CHAPTER 6 6.5 Unconstrained Optimization

Page 16: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

xL

xxL

xf

4

2201020*

4*2

22

xLxxLxf 20101010 22

xLxf 3020 2

120*4

2

Lx

2

480

xL

22 480

3020x

xxf

xxf

1440020 2

xL

(6.21)

(6.22)

(6.23)

(6.24)

(6.25)

(6.26)

CHAPTER 6 6.5 Unconstrained Optimization

Page 17: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Example 6.7

mx

x

x

xxxf

86.4

59.114

1440040

014400

40

3

3

2

(6.27)

CHAPTER 6 6.5 Unconstrained Optimization

Page 18: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

(6.28)

(6.29)

(6.30)

(6.31)

CHAPTER 6 6.5 Unconstrained Optimization

Page 19: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

(6.32)

(6.33)

CHAPTER 6 6.5 Unconstrained Optimization

Page 20: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.5 Unconstrained Optimization

Page 21: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

(6.34)

(6.35)

CHAPTER 6 6.5 Unconstrained Optimization

Page 22: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

6.6 CONSTRAINED OPTIMIZATION

j

m

jjoTT

1

Example 6.9

Solve for the optimal design problem of example 6.6 by the method of Lagrange multipliers.

(6.36)

(6.37)

CHAPTER 6 6.6 Constrained Optimization

Page 23: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

(6.38)

(6.39)

CHAPTER 6 6.6 Constrained Optimization

Page 24: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

(6.40)

(6.41)

(6.42)

(6.43)

(6.44)

(6.41)

(6.42)

(6.43) (6.44) (6.40)

(6.43) (6.44)

Page 25: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

(6.45)

(6.46)

(6.47)

(6.48)

(6.49)

Page 26: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

(6.50)

(6.51)

(6.52)

(6.53)

(6.54)

(6.55)

Page 27: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

Page 28: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

Page 29: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.6 Constrained Optimization

Page 30: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.7 Fibonacci Method

6.7 FIBONACCI METHOD

6.7.1 Fibonacci algorithm

Period 1

Period 2

Period 3

Period 4

Period 5

Figure 6.10 Rabbit’s multiplication at each mature period

Page 31: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

Figure 6.11 Initial setup of the uncertainty interval

CHAPTER 6 6.7 Fibonacci Method

Page 32: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.7 Fibonacci Method

Page 33: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

gx2

v0sinΘt

CHAPTER 6 6.7 Fibonacci Method

Page 34: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

80

CHAPTER 6 6.7 Fibonacci Method

Page 35: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.7 Fibonacci Method

Page 36: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.8 Newton’s Method

6.8 NEWTON’S METHOD

k

kkk f

fxx

1 (6.72)

Page 37: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.9 Linear Programming

f

x

Linear approximationto f at x

k+1 k

-1

x = x - (f ) fk k

'

f fkk

'

xk

Figure 6.13 Newton’s method

6.9 LINEAR PROGRAMMING

i

ii xkT (6.74)

Page 38: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

(6.75)

CHAPTER 6 6.9 Linear Programming

Page 39: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.9 Linear Programming

Page 40: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

1 2 3 4 5 6

X1

X2

C

D

1

4

5

3

2

Figure 6.14 Graphical solution

CHAPTER 6 6.9 Linear Programming

Page 41: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.10 Geometric Programming

6.10 GEOMETRIC PROGRAMMING

33212

111

5

32 xxxxxxT

puuuT ......21

ps

p

p

ss

s

u

s

u

s

uG

...

21

2

2

1

1

ss p 'where the are chosen properly to minimize T.

(6.76)

(6.77)

(6.78)

Page 42: Principles of Computer-Aided Design and Manufacturing Second Edition 2004 ISBN 0-13-064631-8 Author: Prof. Farid. Amirouche University of Illinois-Chicago.

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6

Principles of Computer-Aided Design and Manufacturing Second Edition 2004 – ISBN 0-13-064631-8

Author: Prof. Farid. Amirouche, University of Illinois-Chicago

CHAPTER 6 6.11 Other Optimization Techniques

Search methodsExhaustive Search.Grid search.Random search.Simplex search.

Gradient methodsSteepest descentConjugate gradients

Second-derivative methodsNon-linear programming

Johnson’s methodPowell’s method for unconstrained situations.

6.11 OTHER OPTIMIZATION TECHNIQUES


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