Optimum Design

Problem Formulation
Cheng-Liang Chen
PSE
LABORATORY
Department of Chemical Engineering
National TAIWAN University
Chen CL 1
Optimum Design Problem Formulation
Introduction
Formulation of an optimum design problem involves transcribing
a verbal description of a problem into a well-dened mathematical
statement (Mathematical Model)
A Mathematical Model of a system is a set of mathematical
relations (equalities, inequalities, logical conditions) which
represent an abstraction of the real world system under
consideration
Mathematical Models can be developed using
Fundamental approaches (eg, Newtons Law)
Empirical methods (eg, empirical or black-box models)
Methods based on analogy
The correct formulation of a problem takes roughly 50% of the
total eort needed to solve it
Chen CL 2
Optimum Design Problem Formulation
Problem Formulation Process
Step 1: Project/Problem Statement
Are the project goals clear ?
Step 2: Data and Information Collection
Is all the information available to solve the problem ?
Step 3: Identication/Denition of Design Variables
What are these variables for describing the system ?
How do I identify them ?
Step 4: Identication of a Criterion (Objective Function) to Be
Optimized
How do I know that my design is the best ?
(to judge whether or not a given design is better than others)
Step 5: Identication of Constraints
What restrictions do I have on my design (the system) ?
Chen CL 3
Optimum Design Problem Formulation
Key Elements
Variables (continuous, integers)
Parameters
Constraints
Equalities:
mass/energy balances, equilibrium relations, physical property calculations
Inequalities:
allowable operating regimes, specication of qualities, performance
requirements, bounds on availabilities and demands,
Mathematical relations
(algebraic/dierential, linear/nonlinear, )
Chen CL 4
Optimum Design Problem Formulation
Model Structure
min
x,y
f(x, y) Objective, Performance measure
s.t. h(x, y) = 0 Equalities constraints
g(x, y) 0 Inequalities constraints
x X R
n
Continuous variables
y Y Integer or Binary variables
Chen CL 5
A Two-Bar Structure Design
Problem Description
Problem: design a two-member bracket
to support a force W without structural
failure (given material)
Objective: minimize its mass while also
satisfying certain fabrication and space
limitations
Given: bracket material;
a
; W, ;
Chen CL 6
A Two-Bar Structure Design
Design Variables
First step in proper formulation:
to identify Design Variables
(parameters chosen to describe design of a system)
DVs for two-bar structures:
cross-sectional shapes; h, s, d
o
1
, d
i
1
, d
o
2
, d
i
2
?
Chen CL 7
A Two-Bar Structure Design
Notes
DVs should be independent of each other as far as possible
case (1): d
o
, d
i
or d
o
, d
i
, t and let t = 0.5(d
o
d
i
) instead of d
o
, d
i
, t
case (2): d
o
, r
d
i
do
There is a minimum number of DVs required to formulate a design
problem properly
It is good to designate as many independent parameters as possible
as DVs at the initial design problem formulation phase. Later on,
some of the DVs can be always given a xed value
Vector of Design Variables: x
x =
_

_
h
s
d
o
1
d
i
1
d
o
2
d
i
2
_

_
=
_

_
x
1
x
2
x
3
x
4
x
5
x
6
_

_
=
_

_
height h of the truss
span s of the truss
outer diameter of member 1
inner diameter of member 1
outer diameter of member 2
inner diameter of member 2
_

_
Chen CL 8
A Two-Bar Structure Design
Cost (Objective) Function
Cost (Objective) Function:
a criterion to compare various designs (to be minimized)
Cost (Objective) Function should be dependent on
Design Variables
Ex: Mass of a circular tube two-bar structure
x
1
= height h of the truss x
2
= span s of the truss
x
3
= outer dia. of member 1 x
4
= inner dia. of member 1
x
5
= outer dia. of member 2 x
6
= inner dia. of member 2
f(x) =
_
_
x
3
2
_
2

_
x
4
2
_
2
+
_
x
5
2
_
2

_
x
6
2
_
2
_ _
x
2
1
+
_
x
2
2
_
2
_
1/2
=

8
_
4x
2
1
+x
2
2
_
x
2
3
+x
2
5
x
2
4
x
2
6
_
(total mass)
Chen CL 9
Design Constraints (Restrictions)
Feasible (Acceptable) Design:
a design that meets all requirements
Infeasible (Unacceptable) Design
Implicit Constraints
Linear and Nonlinear Constraints
Equality and Inequality Constraints
Chen CL 10
A Two-Bar Structure Design
Design Constraints
F
1
sin +F
2
sin = W cos
F
1
cos F
2
cos = W sin
=
_
h
2
+ (0.5s)
2
F < 0 for compression
F
1
=
W
2
_
sin
h
+ 2
cos
s

F
2
=
W
2
_
sin
h
2
cos
s

A
1
=

4
(x
2
3
x
2
4
)
A
2
=

4
(x
2
5
x
2
6
)
stress
1

F
1
A
1
=
2W
(x
2
3
x
2
4
)
_
sin
x
1
+ 2
cos
x
2
_

a

IF
sin
x
1
2
cos
x
2
F
2
is a compressive force

2

F
2
A
2
=
2W
(x
2
5
x
2
6
)
_
sin
x
1
2
cos
x
2
_

a

IF
sin
x
1
< 2
cos
x
2
F
2
is a tensile force

2

F
2
A
2
=
2W
(x
2
5
x
2
6
)
_
sin
x
1
2
cos
x
2
_

a

x
i
x
i
x
iu
i = 1, . . . , 6
Chen CL 11
A Two-Bar Structure Design
Optimum Design Problem
min
x
f(x)
x = [x
1
x
2
. . . x
6
]
T
= {x | all are satised}
Find values of design variables x
1
, x
2
, x
3
, x
4
, x
5
and x
6
to minimize the cost function f(x)
subject to all of the above-mentioned constraints
Chen CL 12
Major Steps for Problem Formulation
Summary
Identify and dene design variables x
Identify cost function and develop an expression for it in terms of
design variables, f(x)
Identify constraints and develop expressions for them in terms of
design variables searching space (x)
Formulate design problem
min
x
f(x)
Chen CL 13
Optimum Design Problem Formulation
Design of A Beer Can
Fabrication, handling, asthenic, shipping considerations impose
following restrictions on size:
Diameter should be no more than 8 cm and not be less than 3.5
cm
Height should be no more than 18 cm and no less than 8 cm
The can is required to hold at least 400 m
Design objective: to minimize total surface area of sheet metal
DVs : D, H
f(D, H) = DH + 2

4
D
2

4
D
2
H 400
3.5 D 8
8 H 18

min
x
f(x)
x = {All Var.s}
= {x|All Constraints}
Chen CL 14
Optimum Design Problem Formulation
Minimum Cost Cylindrical Tank Design
Problem: Design a minimum cost (surface area) cylindrical tank
closed at both ends to contain a xed volume of uid V .
DV: R, H
A = 2R
2
+ 2RH
f(R, H) = c(2R
2
+ 2RH)
R
2
H = V
R
min
R R
max
H
min
H H
max

min
x
f(x)
x = {All Var.s}
= {x|All Constraints}
Chen CL 15
Optimum Design Problem Formulation
Saw Mill Operation
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.
Distance (km) Mill capacity
Mill Forest 1 Forest 2 (log/day)
A 24.0 20.5 240
B 17.2 18.0 300
Chen CL 16
Optimum Design Problem Formulation
Saw Mill Operation
DVs:
x
1
: number of logs shipped from Forest 1 to Mill A
x
2
: number of logs shipped from Forest 2 to Mill A
x
3
: number of logs shipped from Forest 1 to Mill B
x
4
: number of logs shipped from Forest 2 to Mill B
Cost Function:
f(x) = 24(0.15)x
1
+ 20.5(0.15)x
2
+ 17.2(0.15)x
3
+ 18(0.15)x
4
= 3.6x
1
+ 3.075x
2
+ 2.58x
3
+ 2.7x
4
Chen CL 17
Optimum Design Problem Formulation
Saw Mill Operation
Constraints:
x
1
+x
2
240 (Mill A handling limitation)
x
3
+x
4
300 (Mill B handling limitation)
x
1
+x
3
200 (Forest 1 supply limitation)
x
2
+x
4
200 (Forest 2 supply limitation)
x
1
+x
2
+x
3
+x
4
300 (Market minimum demand)
x
i
0 i = 1, 2, 3, 4
min
x
f(x)
x = {All Var.s}
= {x|All Constraints}
Chen CL 18
Optimum Design Problem Formulation
Oil Renery
Costs 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
vol % yield max allowable
#1 #2 prod (bbl/day)
gasoline (x
3
) 80 44 24, 000
kerosene (x
4
) 5 10 2, 000
fuel oil (x
5
) 10 36 6, 000
residual (x
6
) 5 10
processing cost 0.5 1.0
Chen CL 19
Let x
1
, x
2
denote (bbl/day) of crude #1 and #2, respectively
Max:
prot
..
f(X) =
income
..
36x
3
+ 24x
4
+ 21x
5
+ 10x
6
(24x
1
+ 15x
2
)
. .
raw material cost
(0.5x
1
+x
2
)
. .
processing cost
s.t. 0.8x
1
+ 0.44x
2
= x
3
0.05x
1
+ 0.1x
2
= x
4
0.1x
1
+ 0.36x
2
= x
5
0.05x
1
+ 0.1x
2
= x
6
x
3
24000 x
4
2000 x
5
6000
or Max: f(x
1
, x
2
) = 8.1x
1
+ 10.8x
2
s.t. 0.8x
1
+ 0.44x
2
24000
0.05x
1
+ 0.1x
2
2000
0.1x
1
+ 0.36x
2
6000 x
1
0 x
2
0
Chen CL 20
Optimum Design Problem Formulation
Design of A Cabinet
Problem:
A cabinet is assembled from components C
1
, C
2
, and C
3
. Each
cabinet requires eight C
1
, ve C
2
, and fteen C
3
components.
Assembly of C
1
needs either ve bolts or ve rivets; C
2
six bolts or
six rivets; and C
3
three bolts or three rivets. The cost of putting
a bolt, including the cost of the bolt, is 0.70 for C
1
, 1.00 for C
2
and 0.60 for C
3
. Similarly, riveting costs are 0.60 for C
1
, 0.80 for
C
2
and 1.00 for C
3
. 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.
Chen CL 21
Formulation 1:
x
1
= number of C
1
to be bolted x
2
= number of C
1
to be riveted
x
3
= number of C
2
to be bolted x
4
= number of C
2
to be riveted
x
5
= number of C
3
to be bolted x
6
= number of C
3
to be riveted
f(x) = 0.7(5)x
1
+ 0.60(5)x
2
+ 1.00(6)x
3
+
0.80(6)x
4
+ 0.60(3)x
5
+ 1.00(3)x
6
= 3.5x
1
+ 3.0x
2
+ 6.0x
3
+ 4.8x
4
+ 1.8x
5
+ 3.0x
6
x
1
+x
2
= 8 100 (required # of C
1
s)
x
3
+x
4
= 5 100 (required # of C
2
s)
x
5
+x
6
= 15 100 (required # of C
3
s)
5x
1
+ 6x
3
+ 3x
5
6000 (bolting capacity)
5x
2
+ 6x
4
+ 3x
6
8000 (riveting capacity)
x
i
0 i = 1, . . . , 6
Chen CL 22
Formulation 2:
x
1
= total # of bolts required for all C
1
; x
2
= total # of bolts required for all C
2
;
x
3
= total # of bolts required for all C
3
; x
4
= total # of rivets required for all C
1
;
x
5
= total # of rivets required for all C
2
; x
6
= total # of rivets required for all C
3
;
f(x) = 0.7x
1
+ 1.0x
2
+ 0.6x
3
+ 0.6x
4
+ 0.8x
5
+ 1.0x
6
x
1
+x
4
= 8 5 100 = 4000 (for C
1
)
x
2
+x
5
= 5 6 100 = 3000 (for C
2
)
x
3
+x
6
= 15 3 100 = 4500 (for C
3
)
x
1
+x
2
+x
3
6000 (bolting capacity)
x
4
+x
5
+x
6
8000 (riveting capacity)
x
i
0 i = 1 to 6
Chen CL 23
Formulation 3:
x
1
= # of C
1
s to be bolted on 1 cabinet; x
2
= # of C
1
s to be riveted on 1 cabinet;
x
3
= # of C
2
s to be bolted on 1 cabinet; x
4
= # of C
2
s to be riveted on 1 cabinet;
x
5
= # of C
3
s to be bolted on 1 cabinet; x
6
= # of C
3
s to be riveted on 1 cabinet;
f(x) = 100[5(0.7)x
1
+ 5(0.6)x
2
+ 6(1.0)x
3
+
6(0.8)x
4
+ 3(0.6)x
5
+ 3(1.0)x
6
]
= 350x
1
+ 300x
2
+ 600x
3
+
480x
4
+ 180x
5
+ 300x
6
x
1
+x
2
= 8 (for C
1
)
x
3
+x
4
= 5 (for C
2
)
x
5
+x
6
= 15 (for C
3
)
100(5x
1
+ 6x
3
+ 3x
5
) 6000 (bolting capacity)
100(5x
2
+ 6x
4
+ 3x
6
) 8000 (riveting capacity)
x
i
0 i = 1 to 6
Chen CL 24
Optimum Design Problem Formulation
Insulated Spherical Tank Design
Problem: The goal is to choose insulation thickness t to minimize the cooling
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 = 4r
2
, t << r
insulation cost = c
1
At = c
1
4r
2
t
annual heat gain =
(365)(24)(T)A
c
2
t
Watt-hours
purchasing cost for ref. equip = c
3
G
annual running cost = c
4
G
total cost f(t) = c
1
4r
2
t +
A
c
2
t
(c
3
+ uspwf(0.1, 10)c
4
) (365)(24)(T)
= at +
b
t
t t
min
uspwf : uniform series present worth factor
Chen CL 25
Optimum Design Problem Formulation
Minimum Weight Tubular Column Design
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
2
EI/4
2
. 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.
Chen CL 26
Formulation 1:
R : mean radius
R >> t
A = 2Rt
I = R
3
t
mass = (A)
= 2Rt
Material crushing const:
P
A
=
P
2Rt

a
Buckling load constraint: P P
cr
=

2
EI
4
2
=

3
ER
3
t
4
2
R
min
R R
max
t
min
t t
max
Chen CL 27
Formulation 2:
R
i
: inner radius
R
o
: outer radius
A = (R
2
o
R
2
i
)
I =

4
(R
4
o
R
4
i
)
mass = (A)
= (R
2
o
R
2
i
)
Material crushing const:
P
A
=
P
(R
2
o
R
2
i
)

a
Buckling load constraint: P

2
EI
4
2
=

3
E
16
2
(R
4
o
R
4
i
)
R
o
min
R
o
R
o
max
R
i
min
R
i
R
i
max
R
o
R
i
Chen CL 28
Optimization Applications
Material Balance Reconciliation
Chen CL 29
Three measurements
nd M
A
to minimize deviations between input and output
MB: M
A
+M
C
= M
B
Obj: f(M
A
) = (M
A
+ 11.1 92.4)
2
. .
error of 1st measure
+(M
A
+ 10.8 94.3)
2
. .
error of 2nd measure
+ (M
A
+ 11.4 93.8)
2
. .
error of 3rd measure
M
A
= 82.4
= M
B
M
C
Chen CL 30
Optimization Applications
VLE Data Fitting
VLE Data for Water-1,4-Dioxane, 20
o
C
Low Pressure: y
i
P =
i
x
i
P
sat
i
van Laar Model for
i
ln
1
= A
12
_
A
21
x
2
A
12
x
1
+A
21
x
2
_
2
= f
1
(A
12
, A
21
)
ln
2
= A
21
_
A
12
x
1
A
12
x
1
+A
21
x
2
_
2
= f
2
(A
12
, A
21
)
P = y
1
P +y
2
P =
1
x
1
P
sat
1
+
2
x
2
P
sat
2
= e
f
1
()
x
1
P
sat
1
+e
f
2
()
x
2
P
sat
2
Chen CL 31
Antoine Equation for Saturated Pressure log P
sat
i
= A
i

B
i
T+C
i
A
i
B
i
C
i
Water 8.071 1730.630 223.426
1,4-Dioxane 7.432 1554.679 240.337
Experimental VLE Data
x
1
0. .1 1.0
P (mmHg) 28.1 34.4 17.5
Find A
12
, A
21
to minimize sum of errors between P
exp
and P
pred
f(A
12
, A
21
) =
11

k=1
_
P
exp
k
P
pred
k
_
2
Chen CL 32
Optimization Applications
Project Selection in Manufacturing
A micro-electronics manufacturing facility is considering six
projects to improve operations as well as protability
1st year 2nd year Engineering Net present
Project Description expenditure expenditure hours value
1 modify existing $300, 000 0 4, 000 $100, 000
production line
2 build existing $100, 000 $300, 000 7, 000 $150, 000
production line
3 automate new 0 $200, 000 2, 000 $35, 000
production line
4 install plating line $50, 000 $100, 000 6, 000 $75, 000
5 build waste $50, 000 $300, 000 3, 000 $125, 000
recovery plant
6 sub-contract $100, 000 $200, 000 600 $60, 000
waste disposal
Chen CL 33
Resource Limitations:
First year expenditure: $450, 000
Second year expenditure: $400, 000
Engineering hours: $10, 000
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
Chen CL 34
Formulation: x
j
= 1 project j is selected
Max: f = 100000x
1
+ 150000x
2
+ 35000x
3
+ 75000x
4
+ 125000x
5
+60000x
6
s.t. g
1
= 300000x
1
+ 100000x
2
+ 0x
3
+ 50000x
4
+ 50000x
5
+100000x
6
450000
g
2
= 0x
1
+ 300000x
2
+ 200000x
3
+ 100000x
4
+ 300000x
5
+200000x
6
400000
g
3
= 4000x
1
+ 7000x
2
+ 2000x
3
+ 6000x
4
+ 3000x
5
+600x
6
10000
g
4
= x
1
+x
2
1 (g
4
1)
g
5
= x
2
x
3
0
g
6
= x
5
+x
6
1 (0 g
6
1)
x
j
{0, 1}
Chen CL 35
Solution:
x
1
x
2
x
3
x
4
x
5
x
6
f
I .88 .12 .12 .40 1.0 0.0 265, 200
II 1 0 0 0 1 0 225, 000
Chen CL 36
Model for Binary Distillation Design
Objective
Consider the design of a binary distillation column which separates
saturated liquid feed mixture into distillate and bottom product
of specied purity
Objectives are the determination of the number of trays, reux
ratio, ow rates, and compositions in the distillation column that
minimize the total annual cost (TAC)
Assumptions
Equi-molar ow, constant relative volatility, total condenser, and
partial boiler
Chen CL 37
Superstructure Variables
Binary variables z
i
denote
the existence of trays in the
column,

z
i
= N (total
# of trays)
Continuous variables
represent the liquid ow
rates L
i
and compositions
x
i
, vapor ow rates V
i
and
compositions y
i
, the reux
R
i
and vapor boilup V B
i
,
and the column diameter
Di
TR = {1, . . . , N},
AF = {N
f
+ 1, . . . , N},
BF = {2, . . . , N
f
1}
Chen CL 38
Overall Material and Component Balance
D +B F = 0
Dx
D
+Bx
B
Fz = 0
Total Condenser
V
N

iAF
R
i
D = 0
y
N
x
D
= 0
Partial Boiler
B +

iBF
V B
i
L
2
= 0
Bx
D
+
_

iBF
V B
i
_
y
B
L
2
x
2
= 0
Chen CL 39
Phase Equilibrium
x
i
y
i
[1 +x
i
( 1)] = 0
x
B
y
B
[1 +x
B
( 1)] = 0
i = 2, . . . , N
Component Balances
L
i
x
i
+V
i
y
i
L
i+1
x
i+1
V
i1
y
i1
R
i
x
D
= 0 i AF
L
i
x
i
+V
i
y
i
L
i+1
x
i+1
V
i1
y
i1
Fz = 0 i = N
f
L
i
x
i
+V
i
y
i
L
i+1
x
i+1
V
i1
y
i1
V B
i
y
B
= 0 i BF
Equimolar Flow
V
i
V
i1
= 0 i AF
L
i
L
i+1
= 0 i BF
Chen CL 40
Diameter
v k
v
ff
_
(
L

V
)/
V
= 0
Di
2

4 V
N
f
MW
v
V
= 0
Reux and Holdup Constraints
R
i
F
max
(z
i
z
i+1
) 0 i AF
V B
i
F
max
(z
i
z
i1
) 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
Chen CL 41
Product Specications
x
spec
D
x
D
0
x
B
x
spec
B
0
Sequential Tray Constraints
z
i
z
i1
0 i AF
z
i
z
i+1
0 i BF
Economic Objective Function
Cost =
tax
(C
LPS
H
vap
+C
CW
H
cond
)V +f(N, Di)/
pay
f(N, Di) = 12.3[615 + 324Di
2
+ 486(6 + 0.76N)Di] + 245N(0.7 + 1.5Di
2
)
Chen CL 42
A Standard Optimization Problem
min
x,y
Cost
x = all continuous design variables
y = all integer (or binary) design variables
= all constraints mentioned above
Chen CL 43
Standard Design Optimization Model
min
x
f(x) = f(x
1
, x
2
, , x
n
)
subject to:
h
j
(x) = h
j
(x
1
, x
2
, , x
n
) = 0; j = 1 to p
g
k
(x) = g
k
(x
1
, x
2
, , x
n
) 0; k = 1 to m
x
i

x
i
x
i
u
; i = 1 to n
f(x): objective function
h
j
(x): equality constraints
g
k
(x): inequality constraints
x R
1
: single variable x R
n
: multi-variable
Chen CL 44
Standard Design Optimization Model
min
x
f(x) = f(x
1
, x
2
, , x
n
)
subject to:
h
j
(x) = h
j
(x
1
, x
2
, , x
n
) = 0; j = 1 to p
g
k
(x) = g
k
(x
1
, x
2
, , x
n
) 0; k = 1 to m
x
i

x
i
x
i
u
; i = 1 to n
Linear Program if all f, h
j
, g
k
are linear to x
Nonlinear Program if any one of f, h
j
, g
k
is nonlinear
Integer Program if x
i
s are integer values
Mixed-Integer Program if some x
i
s are integer values
Mixed-Integer Linear Program
Mixed-Integer Nonlinear Program
Chen CL 45
Maximization Problem Treatment
max F(x) min f(x) = F(x)
Chen CL 46
Constraints
Treatment of Greater Than Type Constraints
G
k
(x) 0
g
k
(x) = G
k
(x) 0
Constraint Set (Feasible Region)
S = {x | h
j
(x) = 0, j = 1, . . . , p; g
k
(x) 0, k = 1, . . . , m}

min
xS
f(x)
Chen CL 47
Active/Inactive/Violated Constraints
An inequality constraint g
k
(x) 0 is said to be active at a design
point x

if it is satised at equality, i.e. g

k
(x) = 0
An inequality constraint g
k
(x) 0 is said to be inactive at a
design point x

if it is strictly satised, i.e. g

k
(x) < 0
An inequality constraint g
k
(x) 0 is said to be violated at a
design point x

if its value is positive, i.e. g

k
(x) > 0
Chen CL 48
Graphical Optimization
Prot Maximization Problem
A company manufactures two machines, A and B. Using available
resources either 28 A or 14 B machines can be manufactured each
day. The sales department can sell up to 14 A machines or 24 B
machines. The shipping facility can handle no more than 16
machines each day. The company makes a prot of 400 on each A
machine and 600 on each B machine. How many A and B machines
should the company manufacture every day to maximize prot ?
Chen CL 49
x
1
= # of A machine manufactured each day
x
2
= # of B machine manufactured each day
prot = 400x
1
+ 600x
2
f(x) = (400x
1
+ 600x
2
)
g
1
: x
1
+x
2
16 (shipping and handling constraint)
g
2
:
x
1
28
+
x
2
14
1 (manufacturing constraint)
g
3
:
x
1
14
+
x
2
24
1 (limitation on sales department)
g
4
: x
1
0; g
5
: x
2
0
x

= (4, 12); f(x

) = 8800
Chen CL 50
% 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)
Chen CL 51
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)
Chen CL 52
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
Chen CL 53
Graphical Optimization
Design Problem with Multiple Solutions
min f(x) = x
1
0.5x
2
subject to:
2x
1
+ 3x
2
12
2x
1
+x
2
8
x
1
0
x
2
0
Chen CL 54
Graphical Optimization
Design Problem with Unbounded Solution
max F(x) = x
1
2x
2
s.t. : 2x
1
x
2
0
2x
1
+ 3x
2
6
x
1
0;
x
2
0

min f(x) = x
1
+ 2x
2
s.t. : 2x
1
+x
2
0
2x
1
+ 3x
2
6
x
1
0
x
2
0
Chen CL 55
Graphical Optimization
Minimum Tubular Weight Column
P = 10 MN, E = 207 GPa, = 7833 kg/m
3
, = 5 m,
a
= 248 MPa
f(R, t) = 2Rt = 2(7833)(5)Rt = 2.4608 10
5
Rt kg
g
1
(R, t) =
P
2Rt

a
=
10(1.010
6
)
2Rt
248(1.0 10
6
) 0
g
2
(R, t) = P

3
ER
3
t
4
2
= 10(1.0 10
6
)

3
(207.010
9
)R
3
t
4(5)(5)
0
g
3
(R, t) = R 0, g
4
(R, t) = t 0
Chen CL 56
Thank You for Your Attention
Questions Are Welcome