Types of Optimization

Types of Optimization
Linear Programming (LP)
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
Quadratic Programming (QP)
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
Quadratic Programming (QP)
Constrained Optimization
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
Quadratic Programming (QP)
Constrained Optimization
Unconstrained Optimization
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
Quadratic Programming (QP)
Constrained Optimization
Unconstrained Optimization
Multi-objective Optimization
 Types of Optimization
Linear Programming (LP)
Nonlinear Programming (NLP)
Integer Programming (IP)
Quadratic Programming (QP)
Constrained Optimization
Unconstrained Optimization
Multi-objective Optimization
Stochastic Optimization
Types of Optimization
Definition: Linear optimization
 Types of Optimization
Definition: Linear optimization
• Definition:
• Linear optimization, or linear programming, is a mathematical method
used to maximize or minimize a linear objective function while
adhering to linear constraints.
 Types of Optimization
Definition: Linear optimization
• Definition:
• Linear optimization, or linear programming, is a mathematical method
used to maximize or minimize a linear objective function while
adhering to linear constraints.

• Example: Consider a bakery aiming to maximize profit from selling

cakes and pastries, while constrained by baking time and ingredient
availability.
 Types of Optimization
Definition: Linear optimization
• Definition:
• Linear optimization, or linear programming, is a mathematical method
used to maximize or minimize a linear objective function while
adhering to linear constraints.

• Example: Consider a bakery aiming to maximize profit from selling

cakes and pastries, while constrained by baking time and ingredient
availability.

• Objective Function: Maximize profit = 10x + 5y (where x is the

number of cakes, and y is the number of pastries).
 Types of Optimization
Definition: Linear optimization
• Definition:
• Linear optimization, or linear programming, is a mathematical method used to maximize or
minimize a linear objective function while adhering to linear constraints.

• Example: Consider a bakery aiming to maximize profit from selling cakes and pastries,
while constrained by baking time and ingredient availability.

• Objective Function: Maximize profit = 10x + 5y (where x is the number of cakes, and y is
the number of pastries).

• Constraints: Baking time and ingredient availability limit the production quantities of
cakes and pastries.

• Result: Through linear optimization, the bakery can determine the optimal production mix,
maximizing profit while meeting resource constraints.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize

objective functions that are nonlinear in nature, subject to nonlinear
constraints.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize

objective functions that are nonlinear in nature, subject to nonlinear
constraints.
• Example: Consider a manufacturing company aiming to minimize
production costs by optimizing the use of labor and materials, with
constraints on production capacity and resource availability.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize objective

functions that are nonlinear in nature, subject to nonlinear constraints.
• Example: Consider a manufacturing company aiming to minimize production costs by
optimizing the use of labor and materials, with constraints on production capacity and
resource availability.
• Objective Function: Minimize cost = f(x), where f(x) represents a nonlinear function of
decision variables.
• Constraints: Nonlinear relationships between decision variables and constraints impose
limitations on production processes and resource allocation.
• Solution Approach: Employ advanced optimization algorithms such as gradient descent,
genetic algorithms, or interior point methods to find the optimal solution.
• Result: Through nonlinear optimization, the manufacturing company can identify the
most cost-effective production plan, balancing efficiency and resource utilization.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize

objective functions that are nonlinear in nature, subject to nonlinear
constraints.
• Example: Consider a manufacturing company aiming to minimize
production costs by optimizing the use of labor and materials, with
constraints on production capacity and resource availability.
• Objective Function: Minimize cost = f(x), where f(x) represents a
nonlinear function of decision variables.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize

objective functions that are nonlinear in nature, subject to nonlinear
constraints.
• Example: Consider a manufacturing company aiming to minimize
production costs by optimizing the use of labor and materials, with
constraints on production capacity and resource availability.
• Objective Function: Minimize cost = f(x), where f(x) represents a
nonlinear function of decision variables.
• Constraints: Nonlinear relationships between decision variables and
constraints impose limitations on production processes and resource
allocation.
 Types of Optimization
Definition: Nonlinear optimization
• Definition:

• Nonlinear optimization is a mathematical technique used to optimize objective

functions that are nonlinear in nature, subject to nonlinear constraints.
• Example: Consider a manufacturing company aiming to minimize production costs by
optimizing the use of labor and materials, with constraints on production capacity and
resource availability.
• Objective Function: Minimize cost = f(x), where f(x) represents a nonlinear function of
decision variables.
• Constraints: Nonlinear relationships between decision variables and constraints impose
limitations on production processes and resource allocation.
• Solution Approach: Employ advanced optimization algorithms such as gradient descent,
genetic algorithms, or interior point methods to find the optimal solution.
• Result: Through nonlinear optimization, the manufacturing company can identify the
most cost-effective production plan, balancing efficiency and resource utilization.
 Types of Optimization
Integer optimization
• Definition:
• Integer programming is a type of optimization where decision
variables are restricted to integer values. It's particularly useful when
the variables represent discrete choices or quantities that must be
whole numbers.
 Types of Optimization
Integer optimization
• Definition:
• Integer programming is a type of optimization where decision
variables are restricted to integer values. It's particularly useful when
the variables represent discrete choices or quantities that must be
whole numbers.

• Example: You're a project manager scheduling tasks for a team. You

need to decide how many workers to assign to each task, but you can't
assign a fraction of a worker.
 Types of Optimization
Integer optimization
• Definition:
• Integer programming is a type of optimization where decision
variables are restricted to integer values. It's particularly useful when
the variables represent discrete choices or quantities that must be
whole numbers.

• Example: You're a project manager scheduling tasks for a team. You

need to decide how many workers to assign to each task, but you can't
assign a fraction of a worker.

• Objective: Minimize total project completion time.

 Types of Optimization
Integer optimization
• Definition:
• Integer programming is a type of optimization where decision variables are restricted to integer values. It's
particularly useful when the variables represent discrete choices or quantities that must be whole numbers.

• Example: You're a project manager scheduling tasks for a team. You need to decide how many workers to
assign to each task, but you can't assign a fraction of a worker.

• Objective: Minimize total project completion time.

• Constraints: Each task requires a certain number of workers, and the total number of workers available is
limited.

• In integer programming, the decision variables represent whole numbers (integers), such as the number of
workers assigned to each task. This allows you to model real-world scenarios more accurately, where
fractional values are not feasible or meaningful.

• By solving this integer programming problem, you'll find the optimal assignment of workers to tasks while
minimizing the total project completion time and ensuring that integer constraints are satisfied.
 Types of Optimization
Quadratic optimization
• Definition
• Quadratic optimization is about maximizing or minimizing a quadratic
function while considering linear constraints.

• Example: Maximize the area of a rectangular garden (A=xy) given

limited fencing material (2x+2y≤100).

• In this case, quadratic optimization finds the best dimensions for the
garden that maximize its area while adhering to the constraint on
fencing material.
Types of Optimization
Constraint optimization
 Types of Optimization
Constraint optimization
• Definition:

Constraint optimization involves finding the best solution for an

objective function while adhering to certain constraints.
 Types of Optimization
Constraint optimization
• Definition:

Constraint optimization involves finding the best solution for an

objective function while adhering to certain constraints.

• Example: You have $100 to spend on apples and oranges. Apples cost
$2 each, oranges cost $3 each. You want to maximize the total number
of fruits you buy while staying within budget.
 Types of Optimization
Constraint optimization
• Definition:

Constraint optimization involves finding the best solution for an objective

function while adhering to certain constraints.

• Example: You have $100 to spend on apples and oranges. Apples cost $2
each, oranges cost $3 each. You want to maximize the total number of fruits
you buy while staying within budget.

• Objective: Maximize (apples + oranges)

• Constraint: Total cost <= $100

 Types of Optimization
Constraint optimization
• Definition:

Constraint optimization involves finding the best solution for an objective function while
adhering to certain constraints.

• Example: You have $100 to spend on apples and oranges. Apples cost $2 each, oranges cost
$3 each. You want to maximize the total number of fruits you buy while staying within
budget.

• Objective: Maximize (apples + oranges)

• Constraint: Total cost <= $100

• By solving this constraint optimization problem, you determine the optimal quantities of
apples and oranges to buy to maximize your fruit intake within your budget.
Types of Optimization
Unconstraint optimization
 Types of Optimization
Unconstraint optimization
• Definition:
• Unconstrained optimization involves optimizing an objective function without
any restrictions or limitations.
 Types of Optimization
Unconstraint optimization
• Definition:
• Unconstrained optimization involves optimizing an objective function without
any restrictions or limitations.

• Example: You want to find the maximum or minimum value of a

mathematical function without any constraints.
 Types of Optimization
Unconstraint optimization
• Definition:
• Unconstrained optimization involves optimizing an objective function without
any restrictions or limitations.

• Example: You want to find the maximum or minimum value of a

mathematical function without any constraints.

• Objective: Maximize or minimize the function f(x)=x2+3x+2.

 Types of Optimization
Unconstraint optimization
• Definition:
• Unconstrained optimization involves optimizing an objective function without any
restrictions or limitations.

• Example: You want to find the maximum or minimum value of a mathematical

function without any constraints.

• Objective: Maximize or minimize the function f(x)=x2+3x+2.

• In unconstrained optimization, you're free to explore the entire domain of the function
to find the point where the objective function reaches its maximum or minimum value
without any external constraints. The goal is to find the optimal value of the objective
function without any limitations.
Types of Optimization
Multi-objective optimization
 Types of Optimization
Multi-objective optimization
• Definition
• Multi-objective optimization involves optimizing multiple conflicting
objectives simultaneously, aiming to find a set of solutions that
represent trade-offs between these objectives.
 Types of Optimization
Multi-objective optimization
• Definition
• Multi-objective optimization involves optimizing multiple conflicting
objectives simultaneously, aiming to find a set of solutions that
represent trade-offs between these objectives.

• Example: Consider a car manufacturer designing a new vehicle. They

want to optimize for both fuel efficiency and safety, but improving one
may compromise the other.
 Types of Optimization
Multi-objective optimization
• Definition
• Multi-objective optimization involves optimizing multiple conflicting
objectives simultaneously, aiming to find a set of solutions that represent
trade-offs between these objectives.

• Example: Consider a car manufacturer designing a new vehicle. They

want to optimize for both fuel efficiency and safety, but improving one
may compromise the other.

• Objectives:
• Maximize fuel efficiency (e.g., maximize miles per gallon).
• Maximize safety (e.g., maximize crash safety ratings).
 Types of Optimization
Multi-objective optimization
• Definition
• Multi-objective optimization involves optimizing multiple conflicting objectives simultaneously,
aiming to find a set of solutions that represent trade-offs between these objectives.

• Example: Consider a car manufacturer designing a new vehicle. They want to optimize for both
fuel efficiency and safety, but improving one may compromise the other.

• Objectives:
• Maximize fuel efficiency (e.g., maximize miles per gallon).
• Maximize safety (e.g., maximize crash safety ratings).

• In multi-objective optimization, the goal is not to find a single optimal solution but to identify a set
of Pareto-optimal solutions. These are solutions where improving one objective would worsen at
least one other objective.
• By solving this multi-objective optimization problem, the car manufacturer can explore trade-offs
between fuel efficiency and safety, allowing them to make informed decisions about the design of
their new vehicle.
Types of Optimization
Stochastic optimization
 Types of Optimization
Stochastic optimization
• Definition
• Stochastic optimization deals with uncertain or variable parameters in
problems.
 Types of Optimization
Stochastic optimization
• Definition
• Stochastic optimization deals with uncertain or variable parameters in
problems.

• Example: Imagine optimizing a supply chain network with changing

demands and costs.
 Types of Optimization
Stochastic optimization
• Definition
• Stochastic optimization deals with uncertain or variable parameters in
problems.

• Example: Imagine optimizing a supply chain network with changing

demands and costs.
• Goal: Minimize supply chain costs.
 Types of Optimization
Stochastic optimization
• Definition
• Stochastic optimization deals with uncertain or variable parameters in
problems.

• Example: Imagine optimizing a supply chain network with changing

demands and costs.
• Goal: Minimize supply chain costs.
• Rules: Maintain inventory levels, meet demand, and deadlines.
• By considering uncertainty, stochastic optimization helps make smart
decisions that handle unpredictable factors like market changes or
disruptions.