Published online by Cambridge University Press: 05 June 2012
Find x that minimizes F(x) subject to g(x) = 0, h(x) ≤ 0
Introduction
Optimization is the term often used for minimizing or maximizing a function. It is sufficient to consider the problem of minimization only; maximization of F(x) is achieved by simply minimizing − F(x). In engineering, optimization is closely related to design. The function F(x), called the merit function or objective function, is the quantity that we wish to keep as small as possible, such as the cost or weight. The components of x, known as the design variables, are the quantities that we are free to adjust. Physical dimensions (lengths, areas, angles, etc.) are common examples of design variables.
Optimization is a large topic with many books dedicated to it. The best we can do in limited space is to introduce a few basic methods that are good enough for problems that are reasonably well behaved and do not involve too many design variables.
The algorithms for minimization are iterative procedures that require starting values of the design variables x. If F(x) has several local minima, the initial choice of x determines which of these will be computed. There is no guaranteed way of finding the global optimal point. One suggested procedure is to make several computer runs using different starting points and pick the best result.
More often than not, the design is also subjected to restrictions, or constraints, which may have the form of equalities or inequalities. As an example, take the minimum weight design of a roof truss that has to carry a certain loading. Assume that the layout of the members is given, so that the design variables are the cross-sectional areas of the members.
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