Math443/543 Mathematical Modeling and Optimization

A schematic view of modeling/optimization process assumptions, abstraction,data,simplifications Real-world problem Mathematical model makes sense? change the model, assumptions? optimization algorithm Solution to real-world problem Solution to model interpretation

What is a model? Model: A schematic description Mathematical models of a system, theory, or phenomenon that accounts for its known or inferred properties and maybe used for further study of its characteristics. Mathematical models are abstract models describe the mathematical relationships among elements in a system In this class, mathematical models dealing with discrete optimization

Mathematical models in Optimization The general form of an optimization model: min or max f(x1,…,xn) (objective function) subject to gi(x1,…,xn) ≥ 0 (functional constraints) x1,…,xn  S (set constraints) x1,…,xn are called decision variables In words, the goal is to find x1,…,xn that satisfy the constraints; achieve min (max) objective function value.

Types of Optimization Models Stochastic (probabilistic information on data) Deterministic (data are certain) Discrete, Integer (S = Zn) Continuous (S = Rn) Linear (f and g are linear) Nonlinear (f and g are nonlinear)

What is Discrete Optimization? is a field of applied mathematics, combining techniques from combinatorics and graph theory, linear programming, theory of algorithms, to solve optimization problems over discrete structures.

Examples of Discrete Optimization Models: Traveling Salesman Problem (TSP) There are n cities. The salesman  starts his tour from City 1,  visits each of the cities exactly once,  and returns to City 1. For each pair of cities i,j there is a cost cij associated with traveling from City i to City j . Goal: Find a minimum-cost tour.

Examples of Discrete Optimization Models: Job Scheduling There are 4 jobs that should be processed on the same machine. (Can’t be processed simultaneously). Job k has processing time pk . Here is an example of a possible schedule: Goal: Find a schedule which minimizes the average completion time of the jobs. Job 3 Job 1 Job 4 Job 2 2 6 14 9 time

Examples of Discrete Optimization Models: Shortest Path Problem In a network, we have distances on arcs ; source node s and sink node t . Goal: Find a shortest path from the source to the sink. 3 a d 4 1 1 1 4 7 2 s c t 2 2 1 2 5 b e

Problems that can be modeled and solved by discrete optimization techniques Scheduling Problems (production, airline, etc.) Network Design Problems Facility Location Problems Inventory management Transportation Problems

Problems that can be modeled and solved by discrete optimization techniques Minimum spanning tree problem Shortest path problem Maximum flow problem Min-cost flow problem Assignment Problem

Solution Methods for Discrete Optimization Problems Integer Programming Network Algorithms Dynamic Programming Approximation Algorithms