Chapter 1

Optimization problems

What is optimization problem?

Optimization is the use of specific methods to determine
the most costeffective and efficient solution to a problem
or design for a process
For design, optimization is used for the largest
production, the greatest profit, the minimum cost, the
least energy usage, and so on.
For plant operations, optimization is applied to improve
yields of valuable products, reduce of energy
consumption and maintenance costs, higher processing
rates, longer times between shutdowns

Example 1

Insulation of
thickness ,
Hot fluid,

Air

Cost $

Optimal insulation thickness. The addition of insulation

should save money through reduced heat losses; on the
other hand, the insulation material can be expensive. The
amount of added insulation needed can be determined by
optimization.

Heat loss
insulation thickness

Fixed cost

Example 2

Column

Recycle

Feed

Reactor

conversion

Product

Cheaper reactor, lower conversion, then higher separation cost

Expensive reactor, higher conversion, then lower separation cost

Hierarchy of levels of optimization

Management

Allocation &
Scheduling

Design

Individual
equipment

Project evaluation
Product selection
Corporate budget
Investment

Operations

Carry out monthly, weekly

Plant operating controls
Shipping, transportation,
product distribution
Maintenance schedule

Choice of process
Operating conditions
Configuration of the plant
Process arrangement
Optimum design

Popular problems in optimization

1

Cost minimization

Profit maximization

Schedule optimization

Process improvement: efficiency, yields, selection

Environment effects improvement

Optimization problems in Chemical Eng.

1

Determining the best sites for plant location

Routing tankers for the distribution of materials and products

Sizing and layout of a pipeline

Design equipment and an entire plant

Scheduling maintenance and equipment replacement

Optimization problems in Chemical Eng.

6

Operating equipment: tubular reactors, columns, absorbers

Evaluating plant data to construct a model of a process

Minimizing inventory charges

Allocating resources or services among several processes

10

Planning and scheduling construction

Key problem of optimization

You must be able to translate a verbal
statement or concept of the desired
objective into mathematical terms

The features of optimization problems

Optimization problems are described in mathematical form:
The objective function (economic criterion)
The constraints (the process model)
The objective function represents such factors as profit,
cost, energy, and yield in terms of the key variables of the
process being analyzed
The constraints describe the interrelationships of the key
variables such as mass & energy conservation, empirical
relations in equality or inequality forms

The features of optimization problems

Optimization problems are described in mathematical form:
Minimize:

Subject to: = 0
0

objective function
equality constraints
inequality constraints

where is a vector of variables 1 , 2 , ,

is a vector of equations of dimension 1
is a vector of inequalities of dimension 2
the total number of constraints is = 1 + 2

The features of optimization problems

A feasible solution of the optimization problem is a set of
variables that satisfy the constraints

An optimal solution is a set of values of the variables that

satisfy the constraints and provide an optimal value for the
objective function (maybe one or more)

Example 3
2 =?
1 = 170
= 500
= 1

=?

=?

Unit price of water:

Overall heat transfer coefficient:
Operating cost conversion:
= 10
Capital cost $ : 0.484

2 = 80
1 = 25
=?
= 4.2

Design a shelltube with minimum cost

Example 3
Variables: , , , 2

1
2

, , , 2 0
Constraints:
1 2 10
1

Objective function: = 0.484 +

Example 3
Develop the process model
= 1 2
= 2 1
1 2 2 1
=
1 2
ln
2 1

Example 3
Optimization problem is minimization of
= 0.484 +
The constraints:
equalities

1 : 1 2 = 0
2 : 2 1 = 0
1 2 2 1
3 :
=0
2
ln 1
2 1
:

10

inequalities 1 :1 , ,2 , 0
25
2

Classification of optimization problems

1

One or Many objectives

Unconstrained vs Constrained optimization

Continuous vs Discrete optimization

Linear vs nonlinear optimization

Classification of optimization problems

5

Lumped vs Distributed optimization (space)

Steady vs Unsteady optimization (time)

Deterministic vs Stochastic optimization (error)

Degrees of freedom
=0
For the constraints as
0

where is a vector of variables 1 , 2 , ,

the number of equality constraints (for industry) is
There is only one root, simulation problems
= = 0
There are more than one root, optimization problems
= > 0
Normally, inequality constraints dont affect the

Example 4
Examine the following optimization problem. State the total
number of variables, number of independent variables and

Minimize:

= 41 22 12

Subject to:

25 12 22 = 0
101 12 + 102 22 34 0
1 3 2 + 2 1 2 0
1 , 2 0

Size of optimization problems

< 100

, small size problems
< 500

< 400

, medium size problems
< 1000
+ > 106 , large size problems

General procedure for solving

optimization problems

Analyze the process and define the process

variables

Determine the criterion for optimization and

specify the objective function with coefficients

Develop the process model including both

equality and inequality constraints. ?

General procedure for solving

optimization problems

If the problem is too large: (a) simplify the

objective function and model, (b) break it up

Apply a suitable optimization technique to

solve the problem

Examine the sensitive of the results to

changes in the coefficients in the problem

Constraints formulation
The constraints describe the physical bounds of the
variables, empirical relations, physical and chemical laws
(mass and energy balances, thermodynamics, chemical
reaction kinetics, physiochemical models)
Mathematical models are employed in all areas of science,
engineering, business, equipment design, interpret data,
and so on.

General procedure for

constraints formulation
Experience,
reality

Formulate model objectives, evaluation

criteria, costs of development

Management
objectives

Select key variables, physical principles

to be applied, test plan to be used

Problem definition
phase

Computer simulation,
software development

Develop model

Estimate parameters

Observations, data

Design phase

Evaluate and verify model

Apply model

Evaluation phase

The categories of formulation

Algebraic equations
Systematical models
(physical theory)

Integral equations
Differential equations

Formulation

Linear equations
Exponential equations

Empirical models
(empirical data, blackbox)

Logarithmic equations
Polynomial equations
Power equations
Rational equations

Difference equations

Example 5
Build a linear empirical model from the experimental data as
shown below:
Experiment
number

Example 5

Form of linear empirical model: =

=1
unknown
coefficients

Application of linear least square

for coefficients determination

=
=1

=1

Normally,

Example 5
1 , 2 , , is estimated by necessary condition:

=0
1

=0
2

=0

Example 5
1 , 2 , , is estimated by necessary condition:

1 1 1 + 2 1 2 + + 1 = 1
=1

=1

=1

=1

1 2 1 + 2 2 2 + + 2 = 2
=1

=1

=1

=1

1 1 + 2 2 + + =
=1

=1

=1

=1

Example 5
Vectors definition:
1
2
=

11
21
=

Then, =

12
22

1
2

1
2
=