Math443/543

Mathematical Modeling and

Optimization

A schematic view of
modeling/optimization process
Real-world
problem

assumptions,
abstraction,data,
simplifications

makes sense?
change the model,
assumptions?

Solution to
real-world
problem

Mathematical
model

optimization
algorithm

interpretation

Solution to
model

What is a model?
Model: A schematic description
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)

Discrete, Integer
(S = Zn)

Linear
(f and g are linear)

Deterministic
(data are certain)

Continuous
(S = Rn)

Nonlinear
(f and g are nonlinear)

What is Discrete Optimization?

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. (Cant be processed simultaneously).
Job k has processing time pk .
Here is an example of a possible schedule:
Job 3

Job 1

Job 4

Job 2

Goal: Find a schedule which minimizes

the average completion time of the jobs.

14

time

Examples of Discrete Optimization

Models: Shortest Path Problem
In a network, we have distances on arcs ;
source node s and sink node t .
3

a
1
s

d
1

2
b

1
5

t
2

Goal: Find a shortest path from the source to the sink.

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