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OR Part1 Lecture1 Introduction

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Combinatorial Optimization

Lecture 1: Introduction to Operations Research

Le Hai Yen, Institute of Mathematics, VAST

Master IATOM, USTH, Hanoi

2024

Lecture 1: Introduction to Operations Research 1 / 30


Table of contents

1 Course informations

2 What is Operations Research


Definitions
Principles

3 Introduction to Optimization

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Course informations

ˆ Course name: Combinatorial Optimization


ˆ Lecturers:
✉ Lê Xuân Thanh
✉ Lê Hải Yến (lhyen@math.ac.vn)
ˆ Course length: 30 hours
ˆ Course structure:
➢ Introduction to Operations Research (2 hours)
➢ Linear Programming (10 hours)
➢ Integer Programming (6 hours)
➢ Classical combinatorial optimization problems (12 hours)
ˆ Course materials:
ˆ B. Korte and J. Vygen. Combinatorial Optimization Theory and
Algorithms, 6th edition. Springer Berlin, Heidelberg, 2018.
ˆ G. L. Nemhauser and L. A. Wolsey. Integer and Combinatorial
Optimization. Wiley, 1988.

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Rules

ˆ Exams without any document


ˆ Attend all sessions
ˆ Arrive in class on time
ˆ During sessions:
ˆ no cell phone
ˆ open to discussion
ˆ practice on exercises
ˆ At home:
ˆ learn the course
ˆ practice on homeworks

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Table of contents

1 Course informations

2 What is Operations Research


Definitions
Principles

3 Introduction to Optimization

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Terminologies

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History

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History

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Definition

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Hình: Source: http://modelmath.onmason.com/math-modeling/

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Process of OR

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Process of OR

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Process of OR

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Process of OR

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Process of OR

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Process of OR

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OR Tools

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Table of contents

1 Course informations

2 What is Operations Research


Definitions
Principles

3 Introduction to Optimization

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Optimization models
Decision variables,
An objective function,
Constraints.

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The optimization problem

Minimize/Maximize f (x)
subject to x ∈S
where:
f : objective function
S : feasible domain typically represented by a set of inequalities
ci (x) ≤ 0, i = 1, 2, ..., m.

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Example 1: The diet problem

Goal: Minimize cost of food subject to providing sufficient daily


nutrition (Fat > 35g, Carbohydrates> 130g, Protein> 76g).
3 food items: peanut butter, bananas and chocolate.
Peanut butter Banana Chocolate
Price 20 cents 10 cents 15cents
Fat 130g 1g 12g
Carbohydrates 51.6g 51g 22g
Protein 64.7g 2g 2g

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Example 1: The diet problem

Variables: x1 servings of peanut butter, x2 servings of bananas, x3


servings of chocolate;
Cost of food: 20x1 + 10x2 + 15x3 ;
Constraints: x1 ≥ 0, x2 ≥ 0, x3 ≥ 0 and

130x1 + 1x2 + 12x3 ≥ 35;

51.6x1 + 51x2 + 22x3 ≥ 130;


64.7x1 + 2x2 + 2x3 ≥ 76.

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The diet problem

min 20x1 + 10x2 + 15x3


subject to 130x1 + 1x2 + 12x3 ≥ 35
51.6x1 + 51x2 + 22x3 ≥ 130
64.7x1 + 2x2 + 2x3 ≥ 76
x1 , x2 , x3 ≥ 0.

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Mathematical formulation of an optimization problem

Distinguish:
1 Parameters (defining the problem): given data
2 Decision variables through which we control the solution: unknowns
3 steps:
1 Definition of the Decision variables (or optimization variables)
(x ∈ Rn or xi ∈ {0, 1} . . .)
2 “Expression“ of the objective function(s),f (x), in terms of these
decision variables
3 “Expression” of the constraints in terms of these decision variables
(typically represented by a set of inequalities
ci (x) ≤ 0, i = 1, 2, ..., m).

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Black-box problems
objective/constraint functions given by a computer (or an experimental)
simulation:
no closed analytic form for f
derivatives not available
costly evaluations of f

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Optimization : Classification

continuous optimization: S ⊆ Rn
discrete (or combinatorial) optimization: S finite or countable
optimal control: S = set of functions
stochastic optimization: random data
multi-criterion optimization:f : S ⇒ Rm (several objective functions)

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Traditional Courses in Optimization

Continuous (convex) optimization: f and S convex, functions ∈ C 2


algorithms based on 1st-order necessary conditions (KKT) in order to
find a local optimum
software: requires subroutines x 7→ f (x) and x 7→ ∇f (x)
Combinatorial optimization:
linear programming: f linear and S polyhedral
Integer linear programming (ILP): f linear + S polyhedral + x ∈ Nn
Graph theory (ex: shortest path, traveling salesman problem etc.)

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Combinatiorial Optimization vs Continuous Optimization

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Modeling an Optimization problem

Homework 1: Rolling mill

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Modeling an Optimization problem

Homework 2: Knapsack

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