Civil and Environmental Engineering 2219A/B Study Guide - Final Guide: Approximation Error, Main Diagonal, Incremental Search
Document Summary
Organization: objective function goal to maximize/minimize, constraints limitations, conditions that must be satisfied, decision variables controllable inputs, parameters other information required, e. g. quantity required, price. Optimization: select set of decision variables that maximize/minimize objective function subject to constraints; generates best possible strategy. Linear programming (lp): mathematical model for constrained optimization problems, applied for decision making. Graphical method: limited to problems with 2 decision variables; provides insight to geometric and mathematical properties of solution: procedure. Shift objective function in direction of improvement (identify corner points: characteristic solution types. Unique optima, single feasible solution (at a corner point) Based on 2 initial guesses that bracket the root (on either side) Incremental search method: tests values of function at evenly spaced steps to identify function sign change, steps: Choose start point x0 and step size x. Calculate f(x0) and f(x1), where x1 = x0 + x. If f(x) changes sign a root exists on (x0, x1)