Process Optimization

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Summer Semester 2012

Department of Chemical Engineering
Malte Behrens, Sergio Lucia
Chair of Process Dynamics and Operations
Prof. Sebastian Engell

1. Questions
a) List the three basic elements that define an optimization problem.

An objective function, f(x), that shall be maximized or minimized

Decision variables, x, that can be chosen

Equality constraints ,h(x) = 0, and/or inequality constraints g(x) 0

b) Assign these three elements to the corresponding aspects of the following example
problems:
1. Weight the different ways with cost factors wi (in /kg); define for each
way a variable xi (in kg). The objective function is than:

f (x) = w i x i
The constraints on the demands Da and Db lead to equality constraints:
Da= x1 + x3
Db= x2 + x4
The constraints on the stored amount SA and SB lead to inequality
constraints:
SA x 1 + x 2
SB x3 + x4
No negative values are allowed for x:
xi 0
w1

Storage A

Customer a

w2
w3
Storage B

w4

Customer b

This is a linear program (LP) since f(x), g(x) and h(x) are linear and xi is an
element of R ( x R )
2. The additional products can only be transported in packages of 5 kg. The
variables zi for these products are integers ( z i R ). The optimization
problem is a Mixed Integer Linear Programm (MILP).
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Process Optimization

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3. The objective function is the sum of the differences between the measured
values i, at different temperatures Ti and the calculated values m,i given
by the model output y(Ti, ,)= m,i. To avoid +/- cancelation in the sum,
the differences should be squared:
f (x) = f (, ) =

m,i (, ))

The constraints are:

g(x) 0
c) Which graphical representation could qualitatively belong to which problem? Label
the figures.

x2

Lines of iso
costs

Equality
constraints

Inequality
constraint

x1
Optimum
This figure could belong to problem 1

Lines of iso
costs

z2
Inequality
constraint

Equality
constraints

z1
Integer values z

This figure could belong to problem 2

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Process Optimization

Non linear
inequality
constraint

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Linear
inequality
constraint

x2

Optimum
Lines of iso
costs
x1
This figure could belong to problem 3

d) The definition of convexity can be found in the lecture slides. Figure 3 shows a non
convex problem, because a line between two feasible points which leaves the feasible
region can be drawn:

x2

x1
e) Which definition belongs to which problem?

minn c x
xR

s.t. Ax b = 0

minn c x + 0.5 x Bx
T

xR

s.t. g ( x) 0

xR
zZ m

s.t. h( x, z ) = 0

g ( x, z ) 0

Cx d 0

Problem 1

minn f ( x, z )

Problem 3

Problem 2

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