SOLUTIONS MANUAL

CHAPTER 1
Problem 1.1
Minimize: f(x,y) = xy
Subject to: (x-8) (y-12) = 300
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom =1
Independent variable: y

Solution:
Eliminate x using the equality constraint
xy 12 x 8 y 96 300
204 8 y
x
y 12
8 y 2 204 y
f ( x, y )
y 12
f (16 y 204)( y 12) (8 y 2 204 y )

0
y
( y 12) 2
(16 y 204)( y 12) (8 y 2 204 y ) 0
8 y 2 192 y 2448 0
y 33.21 cm, 9.21 cm
Neglecting the physically unrealizable negative value,
y * 33.21 cm
x*

204 8(33.21)
33.21 12

x* 22.14 cm

Alternative Solution:
Minimize:

area = (w + 8) ( z + 12)

St.

wz = 300

area

= wz + 8z + (2w + 96)

300
+96
z
1
d(area) = 0 = 8 + 3600 = 0
z
2
z = 450
z* = + 21.21
w* = 14.14
= 300 + 8z 12

x* = 8 + 14.14 = 22.14
y* = 12 + 21.21 = 33.21
Problem 1.2
Since thickness is uniform, we just need to minimize the surface area of the inside of the
box.
Minimize: f = b2 + 4bh
Subject to: b2h = 1000
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable = b
b>0
h>0
Solution:
Eliminate h using the equality constraint
h

1000
b2

f b2

4000
b

df
4000
2b 2 0
db
b
2b3 4000 0
b 12.6 cm
d2 f

2 8000 / b3 0 at b 12.6 (not reqd.) minimum.

2
db

b* 12.6 cm
1000
h*
(12.6) 2
h* 6.3 cm
Note: Another viewpoint. Let t = thickness of material. If by material, the volume is
used, then the volume of a side is (b) (t) (h) and of the bottom is (b) (t) (b) so that the
f
objective function would be
.
t
Problem 1.3
Maximize: A = bh
b
Subject to: h = 10-(b/2) and
2
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable: b
2

Solution:
A b(10 (b / 2) 2 ) 10b b 3 / 4
dA / db 10 3b 2 / 4 0
b* 3.65
d 2 A / db2 6b / 4 0 at b* 3.65 (not reqd.) maximum
h* 10 (3.65 / 2) 2 6.67
A* (3.65)(6.67) 24.35
Note: It is easier to maximize of the rectangle as it is symmetric, and b>0, h > 0.

Problem 1.4
Let x1 x0 h, x2 x0 2h
Let f B0 B1 ( x x0 ) B2 ( x x0 )( x x1 )
f ( x0 ) f 0 B0 B1 ( x0 x0 ) B2 ( x0 x0 )( x0 x1 )
B0 f 0
f ( x1 ) B0 B1 ( x1 x0 ) B2 ( x1 x0 )( x1 x1 ) f1
f1 B0 f1 f 0

B1 =
x1 x0
h
f ( x2 ) B0 B1 ( x2 x0 ) B2 ( x2 x0 )( x2 x1 ) f 2
B2

f 2 B0 B1 ( x2 x0 ) f 2 2 f1 f 0

( x2 x0 )( x2 x1 )
2h 2

Problem 1.5
Minimize

d x2 y 2

y 2 x 2 3x 1
Subject to
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable: x

To avoid using the square root, minimizing d is the same as minimizing

D d 2 x 2 y 2 x 2 (2 x 2 3x 1) 2
4 x 4 12 x3 14 x 2 6 x 1
dD / dx 16 x 3 36 x 2 28 x 6 0
8 x 3 18 x 2 14 x 3 0

You need solutions of a cubic equation (Ref: R.H. Perry and C.H. Anilton, Chemical
Engineers Handbook, 5th ed., p.2-9, or use a computer code.
3
2
A cubic equation has the form x a1 x a2 x a3 0
2

Let p (3a2 a1 ) / 3, q (27 a3 9a1a2 2a1 )27

and R ( p / 3)3 (q / 2) 2 . If R>0, then the cubic equation has one real root and two
complex conjugate roots. The real root is x1 A B a1 / 3 where
A 3 ( q / 2) R
B 3 ( q / 2) R
For our problem, a1 18 / 8 2.25,
a2 14 / 8 1.75, a3 3 / 8 0.375
p 0.0625, q 0.09375, R 2.2063 x103
Since R > 0, there is one real root.
A = 0.4544355 , B = -0.0458311.
x* 0.341 and y * 0.209
d 2 D / dx 2 48 x 2 72 x 28 9.03 at x 0.341 minimum.
(-0.341, 0.209) is closest to the origin.
2
Note: You can use a least squares method too. If we have f C0 C1 x C2 x , this is
C0 B0 B1 x0 B2 x0 x1
equivalent to
C1 B1 B2 ( x0 x1 )
C2 B2

df / dx B1 B2 ( x x0 ) ( x x1 ) 0
Total no. of variables = 1
No equality constraints
No. of degrees of freedom = 1
x*

( x0 x1 ) B2 B1 x0 x1
f1 f 0

h
2 B2
2
f 2 2 f1 _

f 0

d 2 f / dx 2 2 B2 .
f has a maximum at x* if B2 0; f has a minimum at x* if B2 0.

Problem 1.6
Maximize: V r 2 h
Subject to:
r = R cos
h = 2R sin
0 < < /2
Total no. of variables = 3
No. of equality constraints = 2
No. of degrees of freedom = 1
Independent variable =
Solution:
Eliminate r and h using the equality constraints.
V 2R 3 cos 2 sin
dv / dB 2R 3 2 cos sin ( sin ) cos 3 0
2 cos sin 2 cos3 0
2 cos (1 cos 2 ) cos3 0
cos (2 3cos 2 ) 0
cos 0 and sin 1, or
cos = 2/3 and sin 1/ 3
d 2V / d 2 2R 3 (2sin 3 7 cos 2 sin )
At cos 0,sin 1,
d 2V / d 2 4 R 3 0 minimum
At cos 2 / 3,sin 1/ 3,
d 2V / d 2 8R 3 / 3 0 maximum
2 1
V * 2R 3

3 3

V*

4
3 3

Problem 1.7
0<x<1
f(x) > 0

Problem 1.8
Let nA = no. of trucks of type A
nB= no. of trucks of type B
nC = no. of trucks of type C
Objective function
Minimize f = 2100nA + 3600nB + 3780nC (ton-mile/day)
Constraints
1.

10,000 nA + 20,000 nB + 23,000 nC < 600,000 ($)

2.

nA + 2nB + 2nC < 145

(drivers)

3.

nA + nB + nC < 30

(trucks)

4.

nA > 20 nB > 0 nC > 0

(physical requirement)

Problem 1.9
Minimize
f(x) = 19.4x1-1.47 + 16.8x2-1.66 + 91.5x3-0.30

Constraints
0 < x3 < 0.05

x0 > x1 > x2 > x3

x2 > 0
x1 > 0
Problem 1.10
Minimize:

f ( x) 4 x1 x22 12

Subject to:

25 x12 x22 0
10 x1 x12 10 x2 x22 34 0
( x1 3) 2 ( x2 1) 2 0
x1 , x2 0

No. variables: 2

x1 and x2

One equation reduces the number of independent variables to 1, say x1 (or x2).
Problem 1.11

1.

2.

3.

Objective function. Maximize C4

Variables C1, C2, C3
1, 2, 3, 4

(dependent) C4 is in the objective function

(independent)

Equality constraints

20 so that

Vi 20
q 71
i

Material balances

C1 C2 2 kC1

4.

C2 C3 3 kC2

C3 C4 4 kC3

Inequality constraints

i 0

Ci possibly

Problem 1.12
1.

Objective function
Minimize F = p*1.40 + (350 T)1.9
Variables

p*, T

p = p* since water condenses

Constraints:
p * n*

0.01
pT nT

and

log10 p* 8.10765

p* 0
inequality
T* 0

1750.286
equality
235.0 T 273.15

Let pT = 14.7 psia

1. One technique of solution would be to apply NLP to the above statement.
2. Another technique would be to assume p* is at its bound so that p* = 0.01(14.7) psia.
Introduce this value into the Antoine eq., solve for T, and then calculate F. (This
procedure implies 2 equality constraints exist as the problem has no degrees of
freedom).
Problem 1.13
(a)

The independent variable is not time but temperature (via the ks). Think of the
solution of the two ODEs -- t is fixed.

(b)

The dependent variables are A and B.

(c)

Equality constraints are the 4 equations (including initial conditions).

(d)

The inequality constraint is T < 282F.

Also implicit are T > 0
A>0
B>0
t>0

(e)

Any answer is ok, as for example:

-

get analytical solution of A and B vs T and minimize

convert ODEs to difference equations (constraints) and minimize
approximate solution via collocation (constraints) and minimize
introducing the following transformations:
y1

A
A0

y2

B
A0

u k1 ,

u2
k2
2

simplifies the optimization problem to:

Maximize:

Subject to:

y2 (1.0)
y&1 (u u 2 / 2) y1
y&2 uy1
y1 (0) 1 , y2 (0) 0
0u5

Note that the control variable u(t) is the rate constant k1, and directly corresponds to
temperature. This insight eliminates the exponential terms and simplifies the structure of
the problem.
Problem 1.14
(a)

The problem consists of (at constant T and p)

10

Minimize: G ( io RT l n p RT l n xi ) ni
i

RT ln x i (ni )
i
i

n
n
RT ln K x ni in
i

= RT ln p +
constant

o
i

subject to the element balances:

aik ni bk for each of the elements k = 1 M

and inequality constraints

ni 0
with ni xi n.

(b)

For C + D A + B

nA
n
Kx T
nC
nT

nB
nT
nD
nT

The element balances are based on

At start (bk)
C
1

CO
H2O

CO2
H2

At equilibrium
O
1

n *CO

H
-

n* CO

2n *H 2O

n *H 2O

n *CO2

2n *CO2

2n *H 2

Total moles n* =

Total moles = 2

n*CO n* H 2 O n* H 2 n*CO2

As variables use xi or ni (either are ok)

C
O
H

balance: 1 = nCO nCO

balance: 2 = 2nCO nCO nH O
balance: 2 = 2nH nH O
2

11

Kx
xi

xCO2 xH 2

xCO xH 2O

nCO2 N H 2
nCO N H 2O

ni
so that nT cancels
nT

Problem 1.15

k 1
k

kPV P
W 1 1 2
k 1 P1

P
2 3
P2

dW kPV
k

1
p
2
1 1

dP2 k 1 k p1

1/ k

1
2 k 1

p
2

p1 k p3

1
k

p2 k
1

p1 p3 k

1
k 1

p1
k

p 3

p 2

1
k

p3
2
p2

p2 k 1 p 3 k

p1 p1 p 2
p2

k 1
k

p3
0
p22
0

p2 p1 p3
p2

p1 p3 (1)(4) = 2 atm

Problem 1.16
(a)

C 50 0.1P

9000
($ / bbl)
P

dC
9000
0.1 2 0
dP
P
P* 300 bbl/day

12

(b)

f 300 50 0.1P

9000
($ / bbl)
P

9000 $ Pbbl

f 300 50 0.1P

P bbl day

(c)

df
300 50 0.2 P 0 0
dp
250
P*
1250 bbl / day
0.2

(d)

They are different because you can sell more

Problem 1.17
Basis: 1 hr
Heat balance for the gas:
q= m
Cp
T
q (3000) (0.3) (195 90) 9.45 x10 4 Btu/hr
Heat balance for cooling water
q m(1) (To 80) m(To 80) Btu/hr

so

q
70 80

For the heat exchanger

q UATLM 8 ATLM Btu/hr
where

so

TLM

q
8TLM

(195 To ) (90 80)

in 0 F
195 To
ln

90 80

Basis: 1 yr.
Annual cooling water cost ($)

13

 9.45 x104 1

To 80 62.4

0.2

(24 x 365)

1000

2.6533 x103
To 80

Annual fixed charges for the exchanger ($)

9.45x104
(0.5)
8TLM

5.9063x103
TLM

dc
1.5C1 D 0.5 L 0.081C2 m3 2 LD 6 0
dD
D

opt

C
0.638 2
C1

0.1538

m0.4615 0.3077

For 1cP(2.42 lb/ft hr) , p 60 lb/ft 3 ,

D opt 0.366ft.
Problem 1.18
(a)

C C1 D1.5 L C2 mP /
where
P 2 V 2 L / Df
0.046 0.2
D 0.2V 0.2 0.2
V 4m / D 2
f

Substituting the expression for f and V into that for P, we get

P 0.1421 1m1.8 0.2 D 4.8 L
The cost function in terms of D is now
C C1 D1.5 L 0.1421C2 2 m 2.8 0.2 D 4.8 L
dc
1.5C1 D 0.5 L 0.682C2 2 m 2.8 0.2 D 5.8 L = 0
dD
14

Solving this equation for D, we get

C
D 0.882 2
C1
From this,

0.1587

0.317 m0.444 0.0317

opt

0.3174

C
1.6367 1
C2

opt

0.366 m0.112 0.0634

0.8413

C opt 0.828C1

C2

0.7618

0.2596C1
(b)

0.1587

C2

0.4755 m 0.666 0.0476

0.2382

04784 m0.6688 0.0478 L

C1 1.42363 x103 $ / hr ft 2.5

for C in $/hr
C2 2.7097 x1013 $hr 2 /ft 2 lb
For 1cP(2.42 lb/ft hr), 60 lb/ft 3
D opt 0.384ft, V opt 1151.5ft/hr
For 0.2cP (0.484 lb/ft hr), 50 lb/ft 3
D opt 0.387ft, V opt 1363.2ft/hr
For 10cP (24.2 lb / ft hr), 80 lb/ft 3
D opt 0.377ft , V opt 895.6ft/hr

Problem 1.19
D
S

opt

Dopt

C
0.882 2
C1
dln Dopt

dln p
d ln D opt

d ln

0.1587

0.317 m0.444 0.0317

0.317
, m ,C2

S Dopt

0.317
, m , C2

15

 dln D opt

dln m

S mDopt

0.444
, ,C2

dln D opt

dln C2

SCDopt

0.1587
, ,m

0.8413

C opt 0.828C1

C2

0.7618

0.2596C1
S
S

Copt

Copt

Sm

Copt

SC2

ln C opt

0.1587

C2

0.2382

ln C

ln

1
(0.4755T1 0.4784T2 )
C opt

1
(0.476T1 0.0478T2 )
C opt

, m ,C2

ln C opt

ln m

Copt

0.4784 m0.6688 0.0478 L

, m ,C2

opt

0.4755 m 0.666 0.0476 L

1
(0.666T1 0.6688T2 )
C opt

1
(0.1587T1 0.2382T2 )
C opt

, , C2

ln C opt

ln C2

, ,m
0.8413

where T1 0.828C1

C2

0.1587

0.4755 0.0476 m0.666

0.4784 0.0478 m0.6688 L

For 60lb/ft 3 and 1cp(2.42 lb/ft hr)
0.7618

and T2 0.2596C1

S C
S C
S mC

opt

opt

opt

C2

0.2382

0.476
0.476
0.666

opt

SCC2 0.163

Problem 1.20
The variables selected could be times, but the selection below is easier to use.
Let Xij be the number of batches of product i (i = 1, 2, 3) produced per week on unit j
(j = A,B,C). We want to maximize the weekly profit.

16

Objective function: Units: ($/batch) (batch/week) = $/week:

Maximize: f ( X ) 20( X 1 A X 1B X 1C ) 6( X 2 A X 2 B X 2 C ) 8( X 3 A X 3 B X 3C )
Subject to: Sales limits. Units: batch/week
X 3 A X 3 B X 3C 20 (none on 1 and 2)
Hours available on each unit
0.8hr

batch
Unit A

X batch

week
0.8 X 1 A 0.2 X 2 A 0.3 X 3 A 20 hr week
0.4 X 1B 0.3 X 2 B
0.2 X 1C

10
0.1X 3C 5

and non-negativity constraints

xij > 0 , i = 1, 2, 3 , j = A, B, C
Problem 1.21
We have to minimize the pumping rate subject to the constraint that the basin cannot
overflow.

Let rain fall for T hours at a stretch (T should be specified). The volume of rain during
this period is
A(a bT 2 ) in3
The maximum amount of water that can be treated during a time period T is
PmaxT
in3
Thus,
17

A(a bT 2 ) PmaxT

The minimum Pmax is therefore given by

A(a bT 2 ) PmaxT V
1
Pmax A(a bT 2 ) V
T

or

Of course, we must have Pmax > 0

Problem 1.22
Assume: (i) first order reactive, (ii) flat velocity profile
Objective function:
maximize

rx(r , L, )dr
0

Equality constraints:
x DAB 1 x
x
2
k f (1 x) kr x 0
r V
t R r r r
z
x / r 0 at r 0, all z , t (symmetry)
x / r 0 at r 1, all z, t (impenetrable wall)
x = x0 at z = 0, all r,t (feed conversion)
x = xi (r,z ) = 0
Cp

(initial conversion profile)

T
T k 1 T
VG

r (H ) k f (1 x) kr x
t
z R 2 r r r

T / dr 0 at r 0, all z , t (symmetry)
k T / r U (T To ) 0 at r 1, all z , t (heat transfer to jacket)
T Tin 0 at z 0, all r , t (feed temperature)
T Ti ( r , z ) at t 0 (initial temp. profile)
Inequality constraints:
x 0 all r , z , t
T 0 all r , z, t

18

Tmax T 0 at all r , z , t
To To min
To To max

Problem 1.23
C C1 D1.5 L C2 mP /
where
P (2 V 2 L / D) f
f 0.005
V 4m / D 2
Substituting the expressions for P, f and V into the cost function, we obtain C in terms of
D:
C C1 D1.5 L 0.016C2 m3 2 D 5 L
dC
1.5C1 D 0.5 L 0.081C2 m3 2 LD 6 0
dD
D

opt

C
0.638 2
C1

0.1538

m0.4615 0.3077

For 1cP (2.42 lb/ft hr) , 60 lb/ft 3 ,

Dopt = 0.366 ft.
Problem 1.24
C = 7000 + 25002.5 L + 200 DL
(a)

C
250 L(2.5) D1.5 200 L
D

is the absolute sensitivity

19

C
D
C

250 L(2.5) D1.5 200 L

2.5
D
2000 250 D 200 DL
D
(b)

is the relative sensitivity

The relations for sensitivity are the same; the constraints limit the feasible region
of application.

Problem 1.25
ln C a0 a1 ln S a2 (ln S ) 2
dln C

dC
dS
dS
a1
a2 (2)(ln S )
C
S
S
dC
C
C
0 a1 2a2 (ln S )
dS
S
S

or

(a)

a1 2a2 ln S

or

(b)

a1
1
ln
or S e a1 / 2 a2
2a2
S

dC / C
a1 2a2 ln S
dS / S

Problem 1.26
Refer to Section 1.7 of the text.

20