Gupta Santosh K - Optimization For Engineers

NEW AGE
ENGINEERING
OPTIMIZATION
FOR
ENGINEERS
MANOJKUMAR RAMTEKE
DEOKI N SARAF
SANTOSH K GUPTA
NEW AGE
OPTIMIZATION FOR ENGINEERS
ENGINEERING MANOJKUMAR RAMTEKE
Associate Professor
Department of Chemical Engineering, Indian Institute of Technology, New Delhi, India
OPTIMIZATION DEOKI N SARAF
FOR Former Professor
Department of Chemical Engineering, Indian Institute of Technology, Kanpur, India
ENGINEERS
SANTOSH K GUPTA
Professor
Department of Chemical Engineering, University of Petroleum and Energy Studies (UPES)
MANOJKUMAR RAMTEKE
Dehradun, India
DEOKI N SARAF
SANTOSH K GUPTA ISBN : 978 93 89802 44 3
Price : 399.00
Pub Date : 2021
Format : Paperback
Extent : 350 Pages
Contents:
About the Book:
Ÿ Introduction to Optimization
This textbook is written for a basic course on engineering optimization. It covers an entire range of topics from conventional/traditional optimization
techniques to more advanced multi-objective meta-heuristic algorithms. Apart from general concepts of optimization discussed in Chapter 1, the book Ÿ Conventional Techniques of
makes the students understand the transitions from: Optimization
Ÿ single-variable unconstrained methods to unconstrained multi-variable methods and, further, to constrained multi-variable methods.. Ÿ Mathematical Programming
Ÿ optimization of linear problems to integer problems and, further, to non-linear problems. Ÿ Multi-Objective Optimization (Moo)
Ÿ single-objective optimization to multi-objective optimization and, further, to many-objective optimization. and Metaheuristic Algorithms
Ÿ continuous-search space optimization to discrete-search space optimization and, further, to advanced computing methodologies. Ÿ Combinatorial Optimization
Ÿ optimization of test problems and industrial applications.
Ÿ Industrial Optimization: Some Case
in the remaining Chapters 2 – 6. Studies
About the Authors:
Manojkumar Ramteke is currently an Associate Professor in the Department of Chemical Engineering, Indian Institute of Technology, New Delhi, India. He
did his B. Tech. from Dr. Babasaheb Ambedkar Technological University, Lonere (Maharashtra), India and both M. Tech. and Ph. D. from the Indian Institute
of Technology, Kanpur, India. His research areas include modeling and multi-objective optimization of industrial processes; scheduling, planning and control
of process operations; advance metaheuristic algorithms (adaptations of GA, DE, PSO, SA), machine learning and novel computing methods (DNA
computing and bio-electronics). He has published several research papers in these areas and has also authored/co-authored several book chapters in edited
books.
E-mail IDs: ramtekemanoj@gmail.com, mcramteke@chemical.iitd.ac.in
Deoki N Saraf retired as Professor of Eminence from DIT University, Dehradun, India nearly two years ago. Earlier, he had superannuated from the
Department of Chemical Engineering, Indian Institute of Technology, Kanpur. He graduated with a B. Tech. degree from the Indian School of Mines
(now ISM-IIT), Dhanbad. He obtained M.S. and Ph.D. degrees from the University of California, Berkeley, USA. His research areas have been
modeling, simulation, optimization and advanced control of chemical and petroleum engineering processes. He is a Fellow of the Indian National
Academy of Engineering, New Delhi and the Institution of Engineers (India). He has published over 150 technical papers in refereed journals.
E-mail IDs: dnsaraf@yahoo.com, dnsaraf@iitk.ac.in
Santosh K Gupta is currently Distinguished Professor, Department of Chemical Engineering, University of Petroleum and Energy Studies (UPES),
Dehradun, India. He retired from the Indian Institute of Technology (IIT), Kanpur, India. He did his B. Tech. from IIT Kanpur, M.S. and Ph.D from the
University of Pennsylvania, Philadelphia, USA. His current research interests include: bio-mimetic approaches in genetic algorithm and simulated
annealing, multi-objective optimization of industrial processes, on-line optimizing control of polymerization reactors, and modeling of complex
polymerization systems. He received the Herdillia Award of the Indian Institute of Chemical Engineers for Excellence in Basic Research in Chemical
Engineering in 1987. He is a Fellow of the Indian Academy of Sciences, Bangalore, India, The National Academy of Sciences, India (NASI) and the
Indian National Academy of Engineering, New Delhi, India. He is the author of seven books and has over 200 publications in refereed journals.
E-mail IDs: skgupta@iitk.ac.in, skgupta@ddn.upes.ac.in
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OPTIMIZATION
FOR
ENGINEERS
MANOJKUMAR RAMTEKE
Associate Professor
Department of Chemical Engineering
Indian Institute of Technology
New Delhi, India
DEOKI N SARAF
Former Professor
Indian Institute of Technology, Kanpur
SANTOSH K GUPTA
Professor
University of Petroleum and Energy Studies (UPES)
Dehradun, India
Committed to Educate the Nation
IN INDIA
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Preface
This textbook is written for a basic course on engineering optimization. From
our experience on teaching the optimization courses at IIT Kanpur, IIT Delhi and
UPES Dehradun, we could clearly see that courses on optimization have changed
rapidly in the last two decades. Though conventional optimization techniques were
described extensively in several classical textbooks, there was an urgent need of
having a textbook which can extend from conventional optimization techniques to
more advanced multi-objective meta-heuristic algorithms.
In this textbook, the first chapter familiarizes the students to general concept of
optimization using some common examples. Also, the classification of different
classes of optimization problems is presented.
The second chapter summarizes most (but not all) of the classical/traditional
optimization techniques. This chapter makes the student understand the transition
from single variable unconstrained methods to unconstrained multi-variable methods
and, further, to constrained multi-variable methods. For a better understanding, these
are grouped and are analyzed using a comparative analysis within the group. This
makes it easier for the students to understand the inherent concepts of the different
techniques. Several references have been provided at the end of each chapter for
readers who want to go in detail.
The third chapter describes several mathematical programming approaches.
This chapter makes the student understand the transition from optimization of
linear problems to integer formulations and, further, to non-linear formulations.
Why finding the optimum solution becomes difficult when we move from linear
to integer and to non-linear formulations, is explained graphically. Not only the
trend-setting Simplex algorithm but also Gomory’s integer cut method, branch and
bound method, generalized reduced gradient method, etc., which are regularly used
in process optimization, are described with solved examples.
The fourth chapter is on meta-heuristic algorithms. This chapter makes a student
understand the transition from single-objective optimization to two-objective
optimization and, further, to many-objective optimization. In this chapter, commonly
used meta-heuristic algorithms such as genetic algorithm, simulated annealing,
particle swarm algorithm and ant-colony optimization are described in detail
and several other meta-heuristic algorithms are summarized. Additionally, the
performance metrics for comparing the performance of meta-heuristic algorithms
and commonly used benchmark optimization problems, are described.
The fifth chapter is on combinatorial optimization. This chapter makes the
student understand the transition from continuous-search space optimization
vii

viii Preface
to discrete-search space optimization and, further, to advanced computing

methodologies. In order to keep the content simple, the students are only
introduced to the difficulties faced in combinatorial optimization. Two commonly
used combinatorial problems: the Travelling Salesman Problem (TSP) and the
satisfiability problem are described in detail. Also, the meta-heuristic algorithms
used for solving these are described.
The final (sixth) chapter is on industrial case-studies. In this chapter, both
continuous-search space and discrete-search space problems are described and
solved using meta-heuristic algorithms.
In this textbook, at least one solved example is given on each technique described.
Also, several practice problems are given at the end of each chapter. A solutions
manual is also available for teachers on request from the publishers or authors. The
present book is an elementary textbook. Naturally, we do not claim any originality
except the organization and presentation of material. Several concepts are borrowed
from different books and research papers including our own papers and are presented
in a simple form based on our teaching experience. The sections with stars marked
can be skipped in a first course on optimization.
Finally, we would like to express our gratitude to Professor Sanjeev Garg for
checking several chapters in his optimization course at IIT Kanpur, India. Also, we
would like to express our gratitude to our PhD students: Deepak Sharma, Debashish
Panda and Feleke Bayu (from IIT Delhi), Pranava Chaudhari (IIT Kanpur and
UPES Dehradun), and to our several colleagues at the Institutions we have been
associated with, for helping us immensely in checking these chapters. Also, we are
thankful to students of IIT Delhi, IIT Kanpur and UPES Dehradun for analyzing
these chapters critically in their respective courses. At end, we would like to thank
our family members for providing never-ending support even when we have used
several Sundays for writing the book.

Manojkumar Ramteke
Deoki N Saraf
Santosh K Gupta
viii

Contents ix
Contents
Preface vii
1. Introdu ct ion t o O pt im iza t ion 1–22
1.1 Introduction 1
1.2 Generalized Optimization Formulation 7
1.3 General Approach to Solving the Optimization Problem 8
1.4 Classification of Optimization Problems 11
1.5 Specialized Optimization Problems 13
1.5.1 Curve fitting optimization 13
1.5.2 Linear programming optimization 16
1.5.3 Multi-objective optimization formulation 17
1.5.4 Combinatorial optimization 19
Appendix A: Vectors and Matrices 20
2. Convent ional T e chn iques of

O pt im iza t ion 23–90
2.1 Introduction 23
2.2 Unconstrained Single-Variable Techniques 23
2.2.1 Basics of single variable optimization 23
2.2.2 Classification of single variable optimization .
techniques 25
2.2.3 Region elimination techniques 26
2.2.4 Point estimation techniques 33
2.2.5 Methods requiring derivatives 38
2.3 Unconstrained Multi-variable Techniques 43
2.3.1 Basics of unconstrained multi-variable optimization 44
2.3.2 Multi-variable direct search methods 46
ix

x Optimization for Engineers
2.3.3 Multi-variable gradient based techniques 52

2.4 Constrained optimization techniques 58
2.4.1 Mathematical substitution 59
2.4.2 Penalty functions 71
3. Mathematical Programming 91–157
3.1 Linear Programming (LP) 91

3.1.1 Graphical method 92
3.1.2 Standard form of linear programming problems 97
3.1.3 Canonical form of linear equations 99
3.1.4 Dantzig’s (1963) simplex algorithm 104
*3.1.5 Two-phase simplex algorithm 113
3.1.6 Duality of linear programs 121
3.1.7 Dual simplex algorithm 123
3.1.8 Karmarkar’s method 127
*3.2 Integer Linear Programming 128
*3.2.1 Gomory’s cutting plane method 130
3.2.2 Branch and bound algorithm 138
*3.3 Non-linear Programming 143
*3.3.1 The Generalized Reduced Gradient (GRG) technique 143
Appendix B: Karmarkar’s (1984) Algorithm and the Affine
Scaling Algorithm 149
4. Multi-Objective Optimization (Moo)

and Metaheuristic Algorithms 158–284
4.1 Introduction 158

4.2 Non-domination and Visualization of MOO Results 161
4.2.1 Pareto optimal plots 162
4.2.2 Coordinate plots 162
4.3 Conventional MOO Techniques 163
4.3.1 Weighted sum method 163
4.4 Metaheuristic Algorithms 165
4.4.1 Genetic Algorithm (GA) 165
4.5 Handling of Constraints 180
4.6 Real-Coded NSGA-II (RNSGA-II) 181

Contents xi
4.7 A more Rigorous Description of Pareto Sets of

Multiple Solutions 189
4.8 Differential Evolution 191
4.8.1 Single-objective DE 191
*4.8.2 Multi-objective DE 197
4.9 Particle Swarm Optimization (PSO) 198
4.9.1 Single-objective PSO 199
4.9.2 Multi-objective PSO 203
4.10 Simulated Annealing (SA) 204
4.10.1 Single-objective SA 207
4.10.2 Multi-objective SA 211
4.11 Ant Colony Optimization (ACO) 212
4.11.1 ACO for discrete search-spaces 213
*4.11.2 ACO for continuous search-spaces 217
4.12 Review of Other Metaheuristic Algorithms 225
4.13 Computational Complexity and Convergence 230
4.14 Tuning of Computational Parameters 230
4.15 Multi-Objective Test Problems 231
4.15.1 ZDT test suite 233
4.15.2 DTLZ test suite 234
4.15.3 WFG test suite 236
4.16 Metrics for Performance Evaluation 244
*4.16.1 Hyper-volume ratio (HR) 245
*4.16.2 Generational distance (GD) 245
4.16.3 Spacing (S) 245
*4.16.4 Wilcoxon signed ranks test 246
*4.17 Many-Objective Optimization Problems 248
5. Combinatorial Optimization 285–315

5.2 TSP 287
*5.3 Local Heuristics for TSP 292
*5.3.1 The Lin Kernighan algorithm 293
*5.3.2 Edge assembly crossover GA 300
*5.3.3 Adapted RNSGA-II for TSP 303

xii Optimization for Engineers
*5.4 Boolean Satisfiability Problem (SAT) 305

5.4.1 Turing machine 306
5.4.2 Cook-Levin theorem 307
5.4.3 DPLL algorithm 307
5.5 Combinatorial Optimization using Advanced
Computing Techniques 310
6. Industr ial O pt im iza t ion:

S ome Case S tud ies 316–336

6.2 Optimization of Phthalic Anhydride Production 316
6.3 Optimization of PMMA Production 323
6.4 Optimization of a Polymer Compounding Plant 330
Index 337

Introduction to Optimization 1
1
Introduction to Optimization
1.1 Introduction
In our day to day life, our entire decision making is subjected to some sort of
optimization. For example, a person on a salary decides whether (s)he should go
for shopping or not based on how much money (s)he has currently with her/him and
how much (s)he might need throughout the month before (s)he gets the next salary.
This is the classical resource allocation optimization which we do intuitively every
day. However, such intuitive decision making is not always possible, particularly
for engineering systems, as these are often associated with complex phenomena
beyond our intuitive understanding. In order to facilitate the decision making, the
engineering systems are represented using model equations z = fmodel (d, x, p), (see
Fig. 1.1) describing the state, z, of the system (Appendix A1 at the end of this chapter
gives a short introduction to vectors and matrices). Using these model equations,
the state, z, of the system can be predicted if the information on input variables, d
and x, and a set of parameters, p, is known. In these input variables, x denote the
decision variables which can be varied at the discretion of an operator (e.g., the
temperature/pressure of superheated steam at one of the inlets of a heat exchanger,
the temperature in a reactor, etc.) whereas d are the variables specified/given (e.g.,
the heat exchanger area, the reactor volume, etc.). The state of the system can be
observed using a set of output variables, y, which may be written, more accurately,
as y (x, p). In many cases, the values of the parameters are fixed and are independent
of the decision variables. In such cases, the output, y, is expressed as y (x).
Optimization, by definition, refers to finding the specific values of decision
variables, x which can lead to optimal value(s) of the performance criteria, I,
referred to as the objective function(s), I (x), using a specific technique. Use of
such optimum input/operating/decision variables improves the profitability of the
system significantly. Due to this advantage, optimization is widely used for industrial
operations. We give two examples below.
The first example is that of heat transfer through an insulated pipe (see Fig. 1.2).
Here, r2 and r1 are the radii of a pipe with and without insulation, and T and T¥ are the
temperature of the fluid inside the pipe and the ambient temperature outside it. In this
system, heat is transferred by conduction (with conductivity, k) through the insulation
of thickness x / ^r2 - r1h and lost from the outer surface of the insulation by convection.
Clearly, increasing the thickness of the insulation decreases the conduction of

2 Optimization for Engineers
Input (Decision) Variables: x
Process Model:
z = fmodel (d, x, p)
Input (Independent) Output variables
Variables: d States of the y (x, p) = f (z)
process:
Parameters: p
Fig. 1.1: Schematic of a system (Gupta and Ramteke, 2015)

heat through it. However, increasing the thickness of the insulation also increases
the outer surface area and, thus, increases the convection of heat. In this system,
the heat loss, Q, from the cylindrical pipe first increases and then decreases with
increase in the insulation thickness, x. Thus, there exists a critical thickness, xcrit,
for which the heat loss is a maximum. Beyond xcrit , increase in insulation thickness
only decreases the heat loss. The model for the system is given as:
_T - T3 i
Q= ...(1.1)
ln _ r2 /r1 i 1
+
2πLk h _ 2πr2 L i
Here, z = Q is the state of the system and the thickness, x, of the insulation is
the decision variable. The independent/given variable in this case is r1, whereas
the parameters are p, h, and k. The critical value, xcrit , for the above system can be
obtained as (k/h) – r1.
T
r1
T
r2
Fig. 1.2: Insulated pipe with insulation of thickness, x

The second example is an industrial condensation polymerization reactor
producing fibre-grade nylon 6 (see Fig. 1.3). There are five reversible reactions
associated with this polymerization. These are given in Table 1.1. The reactants
(molten ε-caprolactam and water) are first mixed in a pre-polymerization tank at
a temperature of 90 °C. This mixture is then transferred to the main reactor where
polymerization takes place, at a temperature of about 250 °C. The temperature in
this well-stirred batch reactor is maintained by the use of condensing vapor at a

temperature of 270°C in a jacket. The temperature of the reaction mass increases

with time, t, from 90°C to about 250°C, leading to vaporization of the volatile
components, ε-caprolactam and water. This leads to a gradual build-up of the
pressure, p(t), in the vapor space in the reactor (since the control valve at the exit
T able 1.1: R eaction scheme for nylon 6 polymerization

(R amteke and G upta, 2009)*
1. Ring Opening: 4. Ring Opening of Cyclic Dimer:

k1 k4
C1 + W S1 C2 + W S2
k1' k 4'
2. Polycondensation: 5. Polyaddition of Cyclic Dimer:
k2 k5
Sn + Sm Sn + m + W Sn + C2 Sn + 2
k 2' k 5'
3. Polyaddition:
k3
S n + C1 Sn + 1
k 3'
*
C1: ε-caprolactam, W: water, C2: cyclic dimer (undesirable side product), Sn: polymer
molecule with chain length, n
is closed initially). All the reactions are reversible and the maximum average
chain length (related to the average molecular weight and the physical proper-
ties of the product) that can be obtained at equilibrium is ~ 10 [= 1/(1 – conver-
sion); Carothers’s equation] at an equilibrium conversion of 90%. However, the
average chain length required for use of the nylon 6 product varies from about
150 to 160.
Demineralized water
N2
Filter N2
Caprolactam Valve To condenser
system
Condensing VT(t) (mol/hr)
vapor at
TJ (t) Vapor phase
at p(t)
Rv, m Rv, W
(mol/hr) (mol/hr) REACTOR
F (kg) Liquid phase
Stirrer
Cold water
Hot water
Condensate Gear Polymer to chip
MIXING VESSEL pump cutting machine
SEPARATOR Extract
Unreacted caprolactam
Fig. 1.3: Polymerization of ε-caprolactam to produce nylon 6 in an industrial

semi-batch reactor (Ramteke and Gupta, 2009)

Further, the polymerization scheme given in Table 1.1 has aminocaproic acid, S1,
as the actual monomer which is produced through the first (ring opening) reaction.
Since S1 has to be produced sufficiently at the beginning, higher concentration of
W is maintained in the reactor. However, in subsequent time, W has to be removed
continuously from the product stream so as to produce longer chain-length polymer
molecules by driving the second (polycondensation) reaction forward. In industrial
operation, this is achieved by keeping the control valve of the reactor closed at the
beginning and then opening it at a specified rate in the later stage. Keeping the
control valve closed at the beginning, keeps the rate of vaporization of W in check
and thus maintains the higher concentration of W in the liquid phase (where the
reactions take place). However, opening the control valve at a specified rate in the
later stage leads to higher rate of vaporization of W from the liquid phase resulting
in removal of more amount of W from the product stream. Clearly, the modulation
of concentration, W(t), of water in the liquid phase can be done by modulating
pressure, p(t), inside the reactor through the control valve, it is more convenient to
use p(t) as a decision variable instead of W(t). In addition, the temperature of the
jacket fluid, TJ, is also a decision variable. A mathematical model of this industrial
reactor comprises of fifteen ordinary differential equations of the initial value type
(ODE-IVP) which describe the state of the system, z:
dzi
= fmodel, i _ z, x, d, p i; i = 1, 2, ......, 15; z _ t = t0 i = z 0
dt
& y = f _ x, d, p i ...(1.2)
In equation 1.2, y (t) is the vector of the output variables, x(t) is the vector of the
decision variables (≡ [p (t), Tj]T), d is the input/given variables, e.g., reactor size,
wall thickness, stirrer size, etc., and the parameters, p, include the rate constants, k,
the heat and mass transfer coefficients, etc. The objectives for this system can be the
minimization of the batch/reaction time, the minimization of the concentration of the
unwanted side products, C2, or the maximization of the ε-caprolactam conversion,
etc. These will be represented in terms of output variables, y (t).
We now present a simple example illustrating optimization.
E xample 1.1: In order to illustrate the several terms used above, consider a simple
system of a conical container having radius, x1, of the base and height, x2, as shown
in Fig. 1.4. The objective, I, of the study is to maximize or minimize the volume,
V, with the constraint, x1 + x2 = 10.
S olution: This problem involves only a single objective function, I, with a single
(independent) decision variable, say, x2, since x1 and x2 are related through the
constraint. It can be formulated, mathematically, as:
2
πx1 x 2
max or min I (x1, x 2) / ...(1.3)
3
subject to (s.t.) the constraint:

x1 + x2 = 10 ...(1.4)

2 2
x2 s= x1 + x2
x1
Fig. 1.4: Conical container with radius, x1, and height, x2

Mathematically, the process of optimization tries to locate the optimal solution
(an optimal point) in the search space, x1, x2, at which the desired objective function
becomes stagnant or stationary, while satisfying the constraint (equation 1.4), for
both minimization and maximization.
In this illustrative problem there are two variables, x1 and x2, out of which only
one is a decision variable since the other can be represented in terms of the former
using the constraint equation, x1 + x2 = 10. The above two-variable constrained
optimization problem can be converted to a single-variable formulation by replacing
x1 by (10 – x2), as follows:
πx 2 _10 - x 2 i2
max or min I _ x 2 i / ...(1.5)
3
This problem is then solved by equating the derivative, dI , to zero:

dx 2
2
dI = 0 = d > πx 2 _10 - x 2 i H = π d 9x _100 - 20x + x 2 iC
dx 2 dx 2 3 3 dx 2 2 2 2
= π d _100x 2 - 20x 2 + x 2 i = π _100 - 40x 2 + 3x 2 i = 0

2 3 2

3 dx 2 3
Þ 3x 22 - 40x 2 + 100 = 0
40 ! 1600 - 4 # 3 # 100
\ x2 = = 40 ! 20 = 3.3333 or 10
6 6
πx 2
and I opt = _10 - x 2 i = 155.06 | x 2opt = 3.3333, or 0 | x 2opt = 10
2
...(1.6)
3

Thus, the classical approach equates the derivative of the objective function
with respect to the decision variable(s) to zero. Further, it requires an additional
criterion to decide whether the obtained optimum solution represents a maximum,
a minimum or a saddle point (i.e., the point at which both maxima and minima
coexists) as follows (see Fig. 1.5):
Z k
] if d I 2 0 and k is even " minima
] dx k
d k- 1
I ] k
k- 1 =
0 [ if d Ik 1 0 and k is even " maxima ...(1.7)
dx ] dxk
] if d I ! 0 and k is odd " saddle point
] k
\ dx
k k
k = 2 if d Ik ! 0; else k = 3,4, ...; continue till d Ik ! 0
dx dx
Maxima
I I I
Saddle point
Minima
x x x
Fig. 1.5: Maxima, minima and a saddle point

The maximum, minimum and saddle points are shown in Fig. 1.5.
For Example 1.1, we have
d 2 I = d π _100 - 40x + 3x 2 i = π - 40 + 6x
dx 2 9 3 2 C
2 _ 2i
dx 22 3
d 2 I | opt 20π 1 0 " the selected optimum is amaxima ...(1.8)

i.e., x = 3.3333 = -
dx 22 2 3
and d 2 I | opt 20π 2 0 " the selected optimum is aminima

x = 10 =
dx 22 2 3
The value, x2 = 3.3333, leads to a maximum value of I max = 155.06 whereas

x2 = 10 leads to a minimum value of Imin = 0. This is further confirmed by
d2I | 2
1 0 and d I2 | x = 10 2 0 for x2 = 3.3333 and x2 = 10, respectively.
2 x = 3.3333
opt opt
dx 2 2
dx 2 2
The mathematical definition of the optimum solution poses several challenges

for real-life optimization problems where, very often, multiple solutions with
stationary values of the functions could be present. Additionally, non-differentiable
functions are commonly present in real-life systems. Thus, obtaining the optimum

solution(s) by differentiating the objective function, as in Example 1.1, is seldom

a viable option for real-life optimization problems. These are discussed in detail
in subsequent chapters.
1.2 Generalized Optimization Formulation
In general, the optimization formulation comprises of the maximization or

minimization of m simultaneous objective functions, Ii or fi (sometimes we will be
using, Ii , and at other times, fi) subject to p inequality and q equality constraints,
as well as bounds, x lL and x lU , on the n decision variables. These can be written as:
Objective functions, Ii or fi:
min or max Ii (x1, x 2,..., x n) / fi _ x1, x 2,..., x n i; i = 1, 2,..., m ...(1.9)
S ubject to
Inequality constraints:
g j (x1, x 2,..., x n) 2 0; j = 1, 2,..., p ...(1.10)
Equality constraints:
h k (x1, x 2,..., x n) = 0; k = 1, 2,..., q; where q 1 n ...(1.11)
Bounds:
L U
x l # xl # x l ; l = 1, 2,..., n ...(1.12)
In the above formulation, m = 1 corresponds to a single objective optimization
(SOO) problem whereas m > 1 corresponds to a multiobjective optimization (MOO)
problem. Until the early 1980s (e.g., Chankong and Haimes, 1983), engineering
optimizations were usually of the SOO kind, even when multiple objectives were
naturally present. In such cases, the several objectives were combined into a single
objective function, I*, using appropriate (but not defined too precisely) weighting
factors, w1:
min or max I * (x1, x 2,..., x n) / w1 I1 _ x1, x 2,..., x n i + w 2 I 2 _ x1, x 2,..., x n i
+ ... + w m I m _ x1, x 2,..., x n i ...(1.13)

Recently, however, many modern techniques have been developed to handle
multiple objectives independently. These are discussed in detail in subsequent
chapters.
Equations 1.10 – 1.12 represent constraints. These are of two types: inequality
and equality. The former requires the value of the left hand side (LHS) of the
equation to be larger than zero, as in equation 1.10, whereas the latter requires the
LHS equal to zero, as in equation 1.11. These constraints could involve several (or
all the) variables from among x1, x2, ... , xn, as for example in equations 1.10 and
1.11. The bounds in equation 1.12 can also be considered as constraints but each of

these involve only a single decision variable, and are, therefore, classified separately.
These two classes of constraints are usually handled in different ways. The equality
constraints are often simplified by reducing the number of independent variables,
as in Example 1.1, though this is possible only if they are linear in nature. In the
case of nonlinear equality constraints, the method of Lagrange multipliers is used
to eliminate the constraints, whereas for nonlinear inequality constraints (equation
1.10) or for combinations of nonlinear equality and inequality constraints, the Kuhn
Tucker procedure is used. These techniques are discussed in Chapter 2.
Another method of handling constraints is by adding penalty functions. This is
nothing but a penalization of the objective function in case of constraint violation.
There are two types of penalty techniques, the hard and the bracketed penalties.
In the former, a fixed penalty value is added in the objective function for each
constraint violation, whereas in the latter, the penalty to be added is proportional to
the extent of the constraint violation. These, again, are discussed in detail in Chapter
2. The constraints in the form of bounds on the decision variables (equation 1.12)
are handled in a similar manner as described above. In some cases, particularly in
modern meta-heuristic methods, the bounds are satisfied a-priori by generating the
trial solutions specifically between the given bounds.
1.3 General Approach to Solving the

Optimization Problem
In general, six steps (Edgar et al., 2001) are involved in tackling the optimization
of any engineering system. These are as follows:
(1) Perform a detailed analysis of the given system to define the specific
characteristics of interest and enlist the total number of variables involved.
(2) Define the objectives of the study and represent these mathematically in
terms of the variables identified in Step 1.
(3) Represent the given system in terms of mathematical expressions (referred
as the model of the system). The model comprises of various physical
principles (e.g., mass, momentum and energy balances), laws of science,
empirical expressions, implicit concepts and various restrictions based on
safety, design, operational practices or social requirements. Identify the
decision variables and obtain the degrees of freedom.
(4) If the problem formulation is too complex to handle with the computational
resources available, then either break it into smaller manageable parts or
simplify the model. It is to be noted that the model should not be simplified
too much so as to lose physical relevance.
(5) Solve the mathematical problem developed using a suitable optimization
technique.
(6) Analyze the results obtained. Find the sensitivity of the results with respect to
the key parameters and variables. Check the validity of different assumptions
used in formulating the model.
These steps are further explained using a slightly modified cone-design problem
described in Example 1.1. In the modified problem, the objective is to minimize
the total surface area for a specified volume, V. The problem is described next.

E xample 1.2: For a conical container of radius, x1, and height, x2 shown in Fig. 1.4,
minimize a total surface area, I, in order to minimize its cost for a fixed volume, V,
of 100 m3. The variables, x1 and x2, are restricted to lie between the bounds, 0 – 10.
S olution:
S tep 1: From the analysis of the given system (see Fig. 1.4), the characteristic
of interest is to minimize the cost of construction. The total number of variables
involved are, x1, x2, and V and there is one parameter, π, in this problem.
S tep 2: The amount of material required for constructing the conical container is
proportional to its total surface area. Thus, the objective of the study is to minimize
the total surface area:
Objective function:
2
min I (x1, x 2) / πx1 + πx1 s ; where s is the slanted height. ...(1.14)
S tep 3: The model for the given system is formulated based on physical principles
(i.e., the total surface area = surface area of the circular base + the slanted area). The
surface area of the circular base is πx12 whereas the slanted surface area is πx1 s.
Here, the slanted height is given by s = x12 + x 22 (Pythagoras’ theorem). Similarly,
πx12 x 2
the volume, V, of the conical container is equal to V = . The volume, radius
3
and the height of the conical container are restricted to values of 100 m3, 0 – 10
and 0 – 10, respectively.
The objective function is subject to:
Constraints:
πx12 x 2 3
= 100 m ...(1.15)
3
Bounds:
0 # x1 # 10 m ; 0 # x 2 # 10 m ...(1.16)
Out of the two variables, x1 and x2, only one is a decision variable since the other
can be replaced using the constraint on the volume:
x 2 = d 3002 n ...(1.17)
πx1
Thus, the two-variable formulation is converted to a single-variable formulation
as follows:
Objective function:
2 1/ 2
min I (x1) / πx12 + πx1 > x12 + d 3002 n H ...(1.18)
πx1
2 πx1 π2 x16 + 300 2 2 π2 x16 + 90, 000

= πx1 + 2 = πx1 + ;
πx1 x1

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to discrete-search space optimization and, further, to advanced computing

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1. Introdu ct ion t o O pt im iza t ion 1–22

2. Convent ional T e chn iques of

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2.3.3 Multi-variable gradient based techniques 52

3. Mathematical Programming 91–157

3.1 Linear Programming (LP) 91

4. Multi-Objective Optimization (Moo)

4.1 Introduction 158

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4.7 A more Rigorous Description of Pareto Sets of

5. Combinatorial Optimization 285–315

5.1 Introduction 285

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*5.4 Boolean Satisfiability Problem (SAT) 305

6. Industr ial O pt im iza t ion:

6.1 Introduction 316

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Input (Decision) Variables: x

Fig. 1.1: Schematic of a system (Gupta and Ramteke, 2015)

Fig. 1.2: Insulated pipe with insulation of thickness, x

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temperature of 270°C in a jacket. The temperature of the reaction mass increases

T able 1.1: R eaction scheme for nylon 6 polymerization

1. Ring Opening: 4. Ring Opening of Cyclic Dimer:

F (kg) Liquid phase

Fig. 1.3: Polymerization of ε-caprolactam to produce nylon 6 in an industrial

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subject to (s.t.) the constraint:

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Fig. 1.4: Conical container with radius, x1, and height, x2

This problem is then solved by equating the derivative, dI , to zero:

= π d _100x 2 - 20x 2 + x 2 i = π _100 - 40x 2 + 3x 2 i = 0

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Fig. 1.5: Maxima, minima and a saddle point

d 2 I | opt 20π 1 0 " the selected optimum is amaxima ...(1.8)

and d 2 I | opt 20π 2 0 " the selected optimum is aminima

The value, x2 = 3.3333, leads to a maximum value of I max = 155.06 whereas

The mathematical definition of the optimum solution poses several challenges

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solution(s) by differentiating the objective function, as in Example 1.1, is seldom

1.2 Generalized Optimization Formulation

In general, the optimization formulation comprises of the maximization or