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module
Process Engineering Course
Juan Carlos Serrato B
jcserratob@unal.edu.co
Office 320 Building 453
Optimization module
1. Optimization problem formulation (3 weeks)
Optimization software
GAMS
BARON
SIMPLEX
DUPLEX
Davison
Powell
lp_solve
CPLEX
..
Optimization methods
Deterministic methods
Branch and bound
Benders decomposition
Outer approximation
Conjugate gradient (Fletcher Reeves)
Interval analysis (Box)
SLP
SQP
Optimization methods
Metaheuristic methods
Genetic algorithms
Neural networks
Simulated annealing
Ant Colony
Particle swarm
Tabu search
Optimization problem
formulation
Why is very important to formulate
adequately an optimization problem?
Chapter 1
WHY OPTIMIZE?
Chapter 1
OPTIMIZATION
Interdisciplinary Field
Max Profit
Min Cost
Max Efficiency
Requires
1. Critical analysis of process
2. Definition of performance objective
3. Prior experience (engr. judgment)
Chapter 1
Chapter 1
Chapter 1
Chapter 1
Chapter 1
Chapter 1
i 1
Chapter 1
Optimization problem
formulation
How to formulate an optimization problem
How to define an objetive function
How to choose optimization variables
Chapter 1
economic model
2. Equality Constraints
3. Inequality Constraints
Process model
1. min f(x)
x nx1
2. subject to h( x ) 0
(m1)
3. g( x ) 0
(m 2 )
(feasible
2
region :)
3
dependent variables
independent variables
Chapter 1
Chapter 1
to
the
Step 2
develop objective function
inventory, storage cost = k1D
production cost
= k2
per run
(could be nonlinear)
C k1 D n(k 2 k3 D)
Q
n
D
Q
C k1 D k 2 k3Q
D
(set up
cost)
k3
operating
cost per unit
Step 3
Chapter 1
evaluate constraints
integer
n
continuous
D>0
Step 4
simplification none necessary
Chapter 1
Step 5
computation of the optimum
k 2 10,000
k3 4.0
Q 105
D opt 31,622
check if minimum?
d 2C 2k 2Q
0
2
3
dD
D
flat optimum
30,000 D 70,000
good answer
k1 2
0
3/ 2
dD
D
2D
analytical solution?
Step 6
Sensitivity of the optimum
subst Dopt into C
C opt 2 k1k 2Q k3Q
C opt
kQ
2
k1
k1
31,620
C opt
k1Q
k 2
k2
3.162
C opt
Q
k3
100,000
C opt
kk
1 2 k3
Q
Q
4.316
Chapter 1
opt
k 2Q
k1
D opt
k 2Q 1
k1
k1 2k1
15,810
D opt
k 2Q 1
k 2
k1 2k 2
1.581
D opt
0
k3
D opt
k 2Q 1
Q
k1 2Q
0.158
k1 1.0
k 2 10,000
k3 4.0
Q 100,000
k1 / k1
ln k1
C
k1
Chapter 1
k1 1.0
C opt
k 2Q
31,620
k1
k1
S kC1 0.0683
S kD1 0.5
S kC2 0.0683
S kD2 0.5
S kC3 0.863
SQD 0.5
S QC 0.932
S kD3 0
opt
C
k1
31620(1.0)
C
S k1
0.0683
opt
k1 C
463,240
abs. sens. on D
k1 k 2 Q k3
abs. sens. on C
k3 k1 Q k 2
Feed A is pure
Reaction A B, first order, isothermal
Operational conditions in tower are constant: P, T, R, etc
Production rate is constant (Qb) (mol/h)
Objetive function:
Analyzing reactor
Isothermal k=constant
Integrating
Defining conversion
Analyzing tower
Operational Cost
Problem definition
Problem solution
Problem solution
Chapter 1
PIPELINE PROBLEM
variables
parameters
V
p
f
Re
D
m
pipe cost
electricit y cost
# open days/yr
pump efficiency
Equality Constraints
Chapter 1
D2
v m
4
Re Dv /
2 L
p 2 v
f
D
f .046 Re 0.2
Chapter 1
Chapter 1
L 2
p 2 f v
D
f .046 Re 0.2
pump power cost Co m
substituting for p,
4.8 0.2 2.8 2.0
Coper Co D m
Cinv C1 D1.5
smooth tubes
(annualized )
D2
4
Chapter 1
Co 0.2 2 2.8
m
C1
C
(D opt ) o
C1
0.16
.32m.45 .03
4
(sensitivity analysis)
2
Dopt
optimum velocity
Chapter 1
non-viscous liquids
gases (effect of )
3 to 6 ft/sec.
30 to 60 ft/sec.
fL ln p
2 p1
2
S1V12
p
.323
p1 p2
24
D
Chapter 1
Chapter 1
define:
Chapter 1
P1 P2 50
Experimental data needed?
Mathematical Statement
Min C
x1
Chapter 1
x2
a. operating ranges
& requirements
18 P1 30
14 P2 25
P1 + P2 = 50
b. availability of
blast furnace gas
x3 + x4
c. operating
characteristics
P11 (x1)
P12 (x3)
fuel oil
BFG
gen 1
P21 (x2)
P22 (x4)
fuel oil
BFG
gen 2
P1 P11 P12
P2 P21 P22
Chapter 1
Solution
NLP
piece-wise LP
Copt 3.05
P1 30
P2 20
4 ineq. const.
6 eq. const.
No fuel oil is used in generator 1.
In generator 2, fuel oil provides 58%
of the power (rest is BFG).