2 Optimum Design Problem Formulation PDF
2 Optimum Design Problem Formulation PDF
Optimum Design
Problem Formulation
Cheng-Liang Chen
PSE
LABORATORY
Chen CL
Chen CL
Key Elements
Inequalities:
allowable
operating
regimes,
specication
qualities,
of
Mathematical relations
(algebraic/dierential, linear/nonlinear, )
performance
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Model Structure
Problem Description
min f (x, y)
x,y
s.t. h(x, y) = 0
g(x, y) 0
Inequalities constraints
x X Rn Continuous variables
yY
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Design Variables
Notes
case (1): do, di or do, di, t and let t = 0.5(do di) instead of do, di, t
case (2): do, r ddoi
h
x1
height h of the truss
s
x
span s of the truss
2
d i1
x4
inner diameter of member 1
do2
x5
outer diameter of member 2
d i2
x6
inner diameter of member 2
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Implicit Constraints
2
2
2 2 x
2
1/2
2
x1 + 22
f (x) = x23 x24 + x25 x26
=
4x21 + x22 x23 + x25 x24 x26 (total mass)
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Design Constraints
A1 =
A2 =
= h2 + (0.5s)2 F < 0 for compression
F1 =
F2 =
W sin
2
h
W sin
2
h
stress 1
IF
sin
x1
2
IF
sin
x1
+2
F1
A1
cos
s
cos
2 s
2
4 (x3
2
4 (x5
sin
x1
+ 2 cos
x2
< 2 cos
F2 is a tensile force
x2
F2
sin
2W
cos
a
A
=
2
2
2
x1
x2
(x x )
2
xi xi xiu
i = 1, . . . , 6
2 cos
F2 is a compressive force
x2
2W
sin
cos
2
a
F
=
2
A2
x1
x2
(x2x2)
min f (x)
x
T
x = [x1 x2 . . . x6]
= {x | all are satised}
2W
(x23x24)
x24)
x26)
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Summary
DVs
D, H
f (D, H) = DH + 2 4 D2
min f (x)
x
2
4D H
400
3.5 D 8
min f (x)
x
x = {All Var.s}
= {x|All Constraints}
8 H 18
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Problem: A company owns two saw mills and two forests. Each
forest can yield up to 200 logs/day. The cost to transport the
logs is 15 cents/km/log. At least 300 logs are needed each day.
Formulate the problem to minimize transportation cost each day.
DV: R, H
A = 2R2 + 2RH
Distance (km)
R H = V
Rmin R Rmax
Hmin H
Hmax
min f (x)
x
x = {All Var.s}
= {x|All Constraints}
Mill capacity
(log/day)
24.0
20.5
240
17.2
18.0
300
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DVs:
Constraints:
x1 + x2 240 (Mill A handling limitation)
Cost Function:
xi 0
i = 1, 2, 3, 4
min f (x)
x
x = {All Var.s}
= {x|All Constraints}
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Sales Prices
gasoline 36/bbl
crude oil #1 24/bbl Renery kerosene 24/bbl
crude oil #2 15/bbl
fuel oil 21/bbl
residual 10/bbl
gasoline (x3)
kerosene (x4)
fuel oil (x5)
residual (x6)
processing cost
0.5
1.0
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x1 0
x2 0
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21
x1 = number of C1 to be bolted
x3 = number of C2 to be bolted
x5 = number of C3 to be bolted
Problem:
A cabinet is assembled from components C1, C2, and C3. Each
cabinet requires eight C1, ve C2, and fteen C3 components.
Assembly of C1 needs either ve bolts or ve rivets; C2 six bolts or
six rivets; and C3 three bolts or three rivets. The cost of putting
a bolt, including the cost of the bolt, is 0.70 for C1, 1.00 for C2
and 0.60 for C3. Similarly, riveting costs are 0.60 for C1, 0.80 for
C2 and 1.00 for C3. A total of 100 cabinets must be assembled
daily. Bolting and riveting capacities per day are 6000 and 8000,
respectively. We wish to determine the number of components to
be bolted and riveted to minimize the cost.
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Formulation 1:
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Formulation 2:
x2 = number of C1 to be riveted
x4 = number of C2 to be riveted
x6 = number of C3 to be riveted
(required # of C1s)
x3 + x4 = 5 100
(required # of C2s)
x5 + x6 = 15 100
(required # of C3s)
(bolting capacity)
(riveting capacity)
xi 0
i = 1, . . . , 6
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Formulation 3:
x1 = total # of bolts required for all C1; x2 = total # of bolts required for all C2;
x3 = total # of bolts required for all C3; x4 = total # of rivets required for all C1;
x5 = total # of rivets required for all C2; x6 = total # of rivets required for all C3;
x2 + x5 =
(for C1)
x3 + x4 = 5
(for C2)
x5 + x6 = 15 (for C3)
x1 + x2 + x3 6000
(bolting capacity)
x4 + x5 + x6 8000
(riveting capacity)
xi 0
i = 1 to 6
xi 0
i = 1 to 6
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Problem:
Straight columns as structural elements are used in many civil,
mechanical, aerospace, agricultural and automotive structures. The
problem is to design a minimum weight tubular column of length
supporting a load P without buckling or over-stressing. The
column is xed at base and free at the top (a cantilevel column).
Buckling load for such a column is given as 2EI/42. Here I
is the moment of inertia for the cross-section of the column and
E is the material property called modulus of elasticity (Youngs
modulus). The material stress for the column is dened as P/A,
where A is the cross-sectional area. The material allowable stress
under axial load is a, and material mass density is . Formulate
the design problem.
cost for a spherical tank. The cooling costs include the cost of installing and
running the refrigeration equipment, and the cost of installing the insulation.
Assume a 10-year life, 10% annual interest rate and no salvage value.
DV: t (meter)
A = 4r2,
t << r
insulation cost = c1At = c14r2t
)A
Watt-hours
annual heat gain = (365)(24)(T
c2 t
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Formulation 1:
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Formulation 2:
R
mean radius
R >> t
Ri
inner radius
Ro
outer radius
2Rt
A = (Ro2 Ri2)
R3t
I =
mass
(A)
2Rt
P
P
=
a
A
2Rt
2EI
3ER3t
Buckling load constraint: P Pcr =
=
42
42
Rmin R Rmax
Material crushing const:
tmin t tmax
4
4 (Ro
Ri4)
mass = (A)
= (Ro2 Ri2)
P
P
=
a
2
A
(Ro Ri2)
2EI
3E 4
(R Ri4)
Buckling load constraint: P
=
42
162 o
Romin Ro Romax
Material crushing const:
Rimin Ri Rimax
R o Ri
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Three measurements
nd MA to minimize deviations between input and output
Optimization Applications
Material Balance Reconciliation
MB: MA + MC = MB
Obj:
2
2
f (MA) = (MA + 11.1
92.4) + (M
A + 10.8
94.3)
2
+ (MA + 11.4
93.8)
MA = 82.4
= MB MC
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Optimization Applications
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A21x2
A12x1+A21x2
A12x1
A12x1+A21x2
P = y1 P + y 2 P
2
2
= f1 (A12, A21)
= f2 (A12, A21)
= 1x1P1sat + 2x2P2sat
= ef1()x1P1sat + ef2()x2P2sat
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Water
1,4-Dioxane
Ai
Bi
Ci
8.071
7.432
1730.630
1554.679
223.426
240.337
log Pisat
Bi
Ai T +C
i
0.
28.1
.1
34.4
1.0
17.5
Find A12, A21 to minimize sum of errors between P exp and P pred
f (A12, A21) =
11
k=1
Pkexp Pkpred
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Resource Limitations:
Optimization Applications
Project Selection in Manufacturing
$450, 000
Description
modify existing
production line
build existing
production line
automate new
production line
install plating line
build waste
recovery plant
sub-contract
waste disposal
2
3
4
5
6
1st year
expenditure
2nd year
expenditure
Engineering
hours
Net present
value
$300, 000
4, 000
$100, 000
$100, 000
$300, 000
7, 000
$150, 000
$200, 000
2, 000
$35, 000
$50, 000
$50, 000
$100, 000
$300, 000
6, 000
3, 000
$75, 000
$125, 000
$100, 000
$200, 000
600
$60, 000
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Other Limitations:
a new or modernized production line must be provided (project
1 or 2)
automation is feasible only for new line
either project 5 or project 6 can be selected, but not both
Objective:
determine which projects maximize the net present value subject
to various constraints
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Solution:
x1
(g4 1)
g5 = x2 x3 0
g6 = x5 + x6 1
xj {0, 1}
(0 g6 1)
$10, 000
Engineering hours:
II
x2
x3
x4
x5
x6
f
265, 200
225, 000
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Superstructure
Variables
Binary variables zi denote
the existence of trays in the
column,
zi = N (total
# of trays)
Objective
Continuous
variables
represent the liquid ow
rates Li and compositions
xi, vapor ow rates Vi and
compositions yi, the reux
Ri and vapor boilup V Bi,
and the column diameter
Di
Assumptions
Equi-molar ow, constant relative volatility, total condenser, and
partial boiler
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T R = {1, . . . , N },
AF = {Nf + 1, . . . , N },
BF = {2, . . . , Nf 1}
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Phase Equilibrium
D+BF = 0
DxD + BxB F z = 0
xB yB [1 + xB ( 1)] = 0
i = 2, . . . , N
Total Condenser
VN
Ri D = 0
iAF
yN xD = 0
Partial Boiler
B+
BxD +
iBF
V Bi L2 = 0
iBF
V Bi yB L2x2 = 0
Component Balances
Lixi + Viyi Li+1xi+1 Vi1yi1 RixD = 0
i AF
i = Nf
i BF
Equimolar Flow
Vi Vi1 = 0
i AF
Li Li+1 = 0
i BF
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Diameter
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Product Specications
v kv f f
(L V )/V = 0
4 VNf M W
= 0
Di2
v V
xspec
xD 0
D
xB xspec
0
B
Sequential Tray Constraints
i AF
V Bi Fmax(zi zi1) 0
i BF
In rectifying section, all trays above the tray on which the reux enters have
no liquid ows (no mass transfers)
In stripping section, all trays below the tray on which the boilup enters have
no vapor ows
The reux and reboiler constraints ensure that the reux and boilup enter on
one tray
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zi zi1 0
i AF
zi zi+1 0
i BF
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i = 1 to n
x Rn: multi-variable
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i = 1 to n
max F (x) min f (x) = F (x)
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Constraints
Treatment of Greater Than Type Constraints
Gk (x)
gk (x)
Gk (x) 0
min f (x)
xS
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Active/Inactive/Violated Constraints
An inequality constraint gk (x) 0 is said to be active at a design
point x if it is satised at equality, i.e. gk (x) = 0
An inequality constraint gk (x) 0 is said to be inactive at a
design point x if it is strictly satised, i.e. gk (x) < 0
An inequality constraint gk (x) 0 is said to be violated at a
design point x if its value is positive, i.e. gk (x) > 0
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Graphical Optimization
Prot Maximization Problem
g1 :
g2 :
g3 :
g4 :
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% ProfitMax.m
% for Profit Maximization Problem
%
[x1,x2] = meshgrid(0:0.5:25, 0:0.5:25);
prof = 400*x1+600*x2;
g1 = x1+x2-16;
g2 = x1/28+x2/14-1;
g3 = x1/14+x2/24-1;
g4 = -x1;
g5 = -x2;
cla reset;
axis([0 25 0 25])
set(gca,XTick,[0,5,10,15,20,25],...
YTick,[0,5,10,15,20,25],...
XTickLabel,{0,5,10,15,20,25},...
YTickLabel,{0,5,10,15,20,25},...
FontSize,16,LineWidth,3)
x1
x2
prot
f (x)
x1 + x2
x1
x2
28 + 14
x1
x2
14 + 24
x1
x
=
=
=
=
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xLabel(\bf x_1,FontSize,16,Color,[0,0,0])
yLabel(\bf x_2,FontSize,16,Color,[0,0,0])
title(\bf Profit Maximization Problem,...
FontSize,16,Color,[0,0,0])
hold on
cv = [0 0];
profv = [2000, 5000, 8800, 12000, 15000];
const1 = contour(x1,x2,g1,cv,r,LineWidth,3);
const2 = contour(x1,x2,g2,cv,m,LineWidth,3);
const3 = contour(x1,x2,g3,cv,b,LineWidth,3);
const4 = contour(x1,x2,g4,cv,k,LineWidth,3);
const5 = contour(x1,x2,g5,cv,k,LineWidth,3);
profs = contour(x1,x2,prof,profv,k-);
clabel(profs)
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text( 1.1,
15,\bf g_1,FontSize,12,Color,[1,0,0])
text(
15,
7,\bf g_2,FontSize,12,Color,[1,0,1])
text( 1.1,
22,\bf g_3,FontSize,12,Color,[0,0,1])
text(-0.05,20.75,\bf g_4,FontSize,12)
text(
18, 0.85,\bf g_5,FontSize,12)
plot(4,12,g,Marker,o,MarkerSize,6)
text(
1,
5,\it\bf
Feasible Region,FontSize,14)
text(
15,
20,\it\bf Infeasible Region,FontSize,14)
hold off
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Graphical Optimization
Design Problem with Multiple Solutions
min f (x) = x1 0.5x2
subject to:
2x1 + 3x2 12
2x1 + x2 8
x1 0
x2 0
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Graphical Optimization
Graphical Optimization
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2x1 + x2 0
2x1 + 3x2 6
x1 0
x2 0
P
2Rt
a =
g2(R, t) = P
ER t
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g3(R, t) = R 0,
10(1.0106 )
2Rt
248(1.0 106) 0
= 10(1.0 106)
(207.0109 )R3 t
4(5)(5)
g4(R, t) = t 0
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