Optimization

MEL 806
Thermal System Simulation (2-0-2)
Dr. Prabal Talukdar
Associate Professor
Department of Mechanical Engineering
IIT Delhi

Introduction

In the preceding lectures, we focused our attention on obtaining a

workable, feasible, or acceptable design of a system. Such a design
satisfies the requirements for the given application, without violating
any imposed constraints. A system fabricated or assembled
b
because
off this
thi design
d i is
i expected
t d to
t perform
f
the
th appropriate
i t tasks
t k
for which the effort was undertaken.
However, the design would generally not be the best design, where
th d
the
definition
fi iti off b
bestt iis b
based
d on cost,
t performance,
f
efficiency
ffi i
or
some other such measure.
In actual practice, we are usually interested in obtaining the best
quality
lit or performance
f
per unit
it cost,
t with
ith acceptable
t bl environmental
i
t l
effects. This brings in the concept of optimization, which minimizes
or maximizes quantities and characteristics of particular interest to a
given application
application.

Example
p

Optimization is by no means a new concept. In our daily lives, we

attempt to optimize by seeking to obtain the largest amount of goods
or output per unit expenditure, this being the main idea behind
clearance sales and competition.
In the academic world, most students try to achieve
the best grades with the least amount of work,
hopefully without violating the constraints imposed by
ethics
thi
and
d regulations
l ti
The value of various items, including consumer products like
televisions, automobiles, cameras, vacation trips, advertisements,
and
d even education,
d
ti
per d
dollar
ll spent,
t iis often
ft quoted
t d tto iindicate
di t th
the
cost effectiveness of these items.

Optimization
p
in design
g

The need to optimize is similarly very important in design and has

become particularly crucial in recent times due to growing global
competition. It is no longer enough to obtain a workable system that
performs the desired tasks and meets the given constraints. At the
very least,
l
t severall workable
k bl d
designs
i
should
h ld b
be generated
t d and
d th
the
final design, which minimizes or maximizes an appropriately chosen
quantity, selected from these
Diff
Different
t product
d t characteristics
h
t i ti may be
b off particular
ti l interest
i t
t in
i
different applications and the most important and relevant ones may
be employed for optimization. For instance, weight is particularly
important in aerospace and aeronautical applications
applications, acceleration
in automobiles, energy consumption in refrigerators, and flow rate in
a water pumping system. Thus, these characteristics may be chosen
for minimization or maximization
maximization.

Workable/Optimum
p
design
g

Workable designs are

obtained over the
allowable ranges of the
design variables in order
t satisfy
to
ti f the
th given
i
requirements and
constraints
O ti i ti ttries
Optimization
i to
t find
fi d
the best solution, one
that minimizes or
maximizes a feature or
quantity of particular
interest in the application
under consideration

The optimum
p
design
g in a domain of
acceptable designs

Basic concepts
p of optimization
p
Objective function
Any optimization process requires specification of a
quantity or function that is to be minimized or maximized.
This function is known as the objective function, and it
represents the aspect or feature that is of particular
interest in a g
given circumstance.
Though the cost, including initial and maintenance costs,
and profit are the most commonly used quantities to be
optimized,
ti i d many others
th
aspects
t are employed
l
d ffor
optimization, depending on the system and the
application.

Examples
p of Objective
j
Function
The objective
j
functions that are optimized
p
for thermal systems
y
are frequently
q
y
based on the following characteristics:
1. Weight
2. Size or volume
3 Rate of energy consumption
3.
4. Heat transfer rate
5. Efficiency
6. Overall profit
7. Costs incurred
8. Environmental effects
9. Pressure head needed
10 Durability and dependability
10.
11. Safety
12. System performance
13. Output delivered
14. Product quality

Let us denote the objective function

that is to be optimized by U, where U
is a function of the n independent
variables in the p
problem x1, x2, x3, . . .
, xn. Then the objective function and
the optimization process may be
expressed as
U = U (x1, x2, x3, . . . , xn) Uopt
where Uopt denotes the optimal value
of U. The xs represent the design
variables
i bl as well
ll as the
h operating
i
conditions, which may be changed to
obtain a workable or optimal design
Global maximum of the objective function
U in an acceptable design domain
of the design variable x1.

Constraints

The constraints in a given design problem arise due to limitations on

the ranges of the physical variables, and due to the basic
conservation principles that must be satisfied.

The restrictions on the variables may arise

due to the space, equipment, and materials
being employed. These may restrict the
dimensions of the system,
y
the highest
g
temperature that the components can safely
attain, allowable pressure, material flow rate,
force generated, and so on. Minimum values
of the temperature may be specified for
thermoforming of a plastic and for ignition to
occur in an engine.
Thus,
Th s both minim
minimum
m and ma
maximum
im m values
al es
of the design variables may be involved

Equality
q
y Constraints

Many constraints arise because of the conservation laws,

particularly those related to mass, momentum, and energy in
thermal systems.
Thus, under steady-state conditions, the mass inflow into the system
must equal the mass outflow. This condition gives rise to an
equation that must be satisfied by the relevant design variables, thus
restricting the values that may be employed in the search for an
optimum.
ti
There are two types of constraints, equality constraints and
inequality constraints. As the name suggests, equality constraints
are equations
ti
th
thatt may b
be written
itt as

Inequality
q
y Constraints

Similarly, inequality constraints indicate the maximum or minimum

value of a function and may be written as

The m equality and n equality constraints are given for a general

optimization
ti i ti problem
bl
iin tterms off th
the ffunctions
ti
G and
d H,
H which
hi h are
dependent on the n design variables x1, x2, ----- , xn.

Example
p

The equality constraints are most commonly obtained from

conservation laws; e.g., for a steady flow circumstance in a control
volume, we may write

or

It is generally easier to deal with equations than with inequalities

because many methods are available to solve different types of
equations
ti
and
d systems
t
off equations
ti
whereas
h
no such
h schemes
h
are
available for inequalities

Therefore, inequalities are often converted into equations before

applying optimization methods. A common approach employed to
convert an inequality into an equation is to use a value larger than
the constraint if a minimum is specified and a value smaller than the
constraint
t i t if a maximum
i
iis given.
i
F
For iinstance,
t
th
the constraints
t i t may
be changed as follows

where C1 and C3 are chosen quantities, often known as slack

variables, that indicate the difference from the specified limits

Mathematical Formulation
The various steps involved in the formulation of the problem are
1. Determination of the design variables, xi where i = 1, 2, 3, . . . , n
2. Selection and definition of the objective function, U
3 Determination of the equality constraints
3.
constraints, Gi = 0,
0 where i = 1,
1 2
2, 3
3,
... , m
4. Determination of the inequality constraints, Hi or Ci, where i = 1,
2 3
2,
3, . .ll
5. Conversion of inequality constraints to equality constraints, if
appropriate

 Therefore
Therefore, the general mathematical
formulation for the optimization of a
system may be written as

 If the number of equality

q
y constraints m is equal
q
to the
number of independent variables n, the constraint
equations may simply be solved to obtain the variables
and there is no optimization problem
problem.
If m > n, the problem is overconstrained and a unique
solution is not possible because some constraints have
to be discarded to obtain a solution.
If m < n, an optimization problem is obtained.
The
Th inequality
i
lit constraints
t i t are generally
ll employed
l
d tto
define the range of variation of the design parameters

Optimization
p
methods
There are several methods that may be employed for solving
the mathematical problem to optimize a system or a process
process.
Each approach has its limitations and advantages over the
others. Thus, for a given optimization problem, a method may
b particularly
be
ti l l appropriate
i t while
hil some off th
the others
th
may nott
even be applicable.
The choice of method largely depends on the nature of the
equations representing the objective function and the
constraints.
Because of the complicated nature of typical thermal systems,
numerical solutions of the governing equations and
experimental results are often needed to study the behavior of
the objective function as the design variables are varied and
to monitor the constraints.

 However,, in several cases,, detailed numerical results

are generated from a mathematical model of the system
or experimental data are obtained from a physical model,
and these are curve fitted to obtain algebraic equations
to represent the characteristics of the system.
Optimization of the system may then be undertaken
based on these relatively simple algebraic expressions
and equations

Calculus methods

The use of calculus for determining the optimum is based on

derivatives of the objective function and of the constraints. The
derivatives are used to indicate the location of a minimum or a
maximum. At a local optimum, the slope is zero for U varying with a
single
i l d
design
i variable
i bl x1 or x2.

Lagrange
g g multipliers
p

An important method that employs calculus for optimization is the

method of Lagrange multipliers.
The objective function and the constraints are combined through the
use of constants known as Lagrange multipliers, to yield a system of
algebraic equations.
These equations are then solved analytically or numerically to
obtain the optimum as well as the values of the multipliers.
However, curve fitting often requires extensive data that may involve
detailed experimental
p
measurements or numerical simulations of the
system. Since this may demand a considerable amount of effort and
time, particularly for thermal systems, it is generally preferable to
use other methods of optimization that require relatively smaller
numbers of simulations.

Example
p
From Stoecker

Search Methods

In the simplest approach, the objective function is calculated at

uniformly spaced locations in the domain, selecting the design with
the optimum value. This approach, known as exhaustive search, is
not very imaginative and is clearly an inefficient method to optimize
a system
t
Because of the effort involved in experimentally or numerically
simulating typical thermal systems, particularly large and complex
systems,
t
it is
i important
i
t t to
t minimize
i i i th
the number
b off simulation
i l ti runs or
iterations needed to obtain the optimum
Search methods such as dichotomous, Fibonacci, univariate, and
steepest
t
t ascentt start
t t with
ith an initial
i iti l d
design
i and
d attempt
tt
t tto use a
minimum number of iterations to reach close to the optimum

 The exact optimum is generally not obtained

even for continuous functions because only a
finite number of iterations are used. However, in
actual engineering practice, components,
materials, and even dimensions are not
available
il bl as continuous
ti
quantities
titi b
butt as
discrete steps.
For instance,
instance a heat exchanger would typically
be available for discrete heat transfer rates such
as 50
50, 100
100, 200 kW
kW, etc

Search methods can easily be applied to such circumstances,

whereas calculus methods demand continuous functions.
Consequently, search methods are extensively used for the
optimization of thermal systems.

Linear and Dynamic Programming

Linear p
programming
g
g is an important
p
optimization
p
method
and is extensively used in industrial engineering,
operations research, and many other disciplines.
However,
H
th
the approach
h can b
be applied
li d only
l if th
the
objective function and the constraints are all linear.
Large systems of variables can be handled by this
method, such as those encountered in air traffic control,
transportation networks, and supply and utilization of raw
materials.
materials
However, thermal systems are typically represented by
q
nonlinear equations.

Dynamic
y
Programming
g
g

Dynamic programming is used to obtain the best path through a

series of stages or steps to achieve a given task, for instance, the
optimum configuration of a manufacturing line, the best path for the
flow of hot water in a building, and the best layout for transport of
coall iin a power plant.
l t

Dynamic
y
Programming
g
g
Therefore,, the result obtained from dynamic
y
programming is not a point where the objective function
is optimum but a curve or path over which the function is
optimized.
optimized
The optimum path is the one over which a given
objective function, say, total transportation cost, is
minimized.
Though unique optimal solutions are generally obtained
in practical systems
systems, multiple solutions are possible and
additional considerations, such as safety, convenience,
availability of items, etc., are used to choose the best
design

Geometric Programming
g
g

Geometric programming is an optimization method that can be

applied if the objective function and the constraints can be written as
sums of polynomials. The independent variables in these
polynomials may be raised to positive or negative, integer or
noninteger exponents, e.g.,
Curve fitting of experimental data and numerical results for thermal
systems often leads to polynomials and power-law variations.
Therefore, geometric programming is particularly useful for the
optimization of thermal systems if the function to be optimized and
the constraints can be represented as sums of polynomials
However,
o e e,u
unless
ess e
extensive
te s e data a
and
d numerical
u e ca ssimulation
u at o results
esu ts
are available for curve fitting, and unless the required polynomial
representations are obtained, the geometric programming method
cannot be used for common thermal systems.
Alternative: search methods

Other Optimization
p
Methods
Among the methods that may be
mentioned are genetic algorithms (GAs),
artificial neural networks (ANNs),
(ANNs) fuzzy
logic, and response surfaces.