CBB 4333 Process Optimisation ASSIGNMENT 1

Dr Murni Melati Universiti Teknologi PETRONAS Sept 2012

ASSIGNMENT 1(a): DEGREES OF FREEDOM

No of equations = 3, no of variables = 5, DOF = 2 What is DOF if we add one more equation without introducing new variables to our example? If add two more equations without introducing new variables? Is it still an optimisation problem? What happens if more than two equations are added to the example without adding new variables? Due 4 Oct 2012
2

ASSIGNMENT 1(b): CONTINUITY Give the definition for continuity of a function. (3) State its significance. (4) Prove if this function for profit is continuous (3)
f ( x ) = 8 .1x1 + 10 .8 x 2
Due 11 Oct 2012

ASSIGNMENT 1(c)
Given that the cost per barrel is C = 50 + 0.1P + 9000/P. Identify the stationary points of this cost function. (5 marks) Classify the stationary point. (5 marks)

Due 18 Oct 2012

ASSIGNMENT 1(d): CONVEXITY Give the definition for convexity of a function. (4) State its significance. (4) Classify function as concave or convex. (7) f(x) = 2 x12 + 3 x1 x2 4 x22 + 5 x2 6
Due 18 Oct 2012

ASSIGNMENT 1(e) (15 marks)

f(x) Strictly convex convex
H ( x) = 2 f ( x)

eigenvalues determinant >0

n > 0

Positive definite

Positivesemidefinite Strictly concave Negative definite concave Negative semidefinite Convex and Indefinite concave Due 22 Oct 2012