SOLUTIONS MANUAL

CHAPTER 1

Problem 1.1

Minimize: f(x,y) = xy
Subject to: (x-8) (y-12) = 300
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom =1
Independent variable: y

Solution:

Eliminate x using the equality constraint

xy 12 x  8 y  96  300
204  8 y
x
y  12
8 y 2  204 y
f ( x, y ) 
y  12
f (16 y  204)( y  12)  (8 y 2  204 y)
 0
y ( y  12) 2

(16 y  204)( y 12)  (8 y 2  204 y)  0

8 y 2  192 y  2448  0
y  33.21 cm, 9.21 cm

Neglecting the physically unrealizable negative value,

y*  33.21 cm

204  8(33.21)
x* 
33.21  12

x*  22.14 cm

1
Alternative Solution:

Minimize: area = (w + 8) ( z + 12)

St. wz = 300

area = wz + 8z + (2w + 96)

 300 
= 300 + 8z 12   +96
 z 
 1 
d(area) = 0 = 8 + 3600   = 0
 z 
2
z = 450
z* = + 21.21
w* = 14.14

x* = 8 + 14.14 = 22.14
y* = 12 + 21.21 = 33.21

Problem 1.2

Since thickness is uniform, we just need to minimize the surface area of the inside of the
box.

Minimize: f = b2 + 4bh
Subject to: b2h = 1000

Total no. of variables = 2

No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable = b
b>0
h>0

Solution:

Eliminate h using the equality constraint

1000
h
b2

4000
f  b2 
b

2
 df 4000
 2b  2  0
db b

2b3  4000  0
b  12.6 cm
d2 f 
 2  2  8000 / b  0 at b  12.6 (not reqd.)  minimum.
3

 db 

b*  12.6 cm
1000
h* 
(12.6) 2
h*  6.3 cm

Note: Another viewpoint. Let t = thickness of material. If by material, the volume is

used, then the volume of a side is (b) (t) (h) and of the bottom is (b) (t) (b) so that the
f
objective function would be .
t

Problem 1.3

Maximize: A = bh
2
 b
Subject to: h = 10-(b/2)2 and   
 2
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable: b

Solution:
A  b(10  (b / 2)2 )  10b  b3 / 4
dA / db  10  3b2 / 4  0
b*  3.65
d2 A / db2  6b / 4  0 at b*  3.65 (not reqd.)  maximum
h*  10  (3.65 / 2)2  6.67
A*  (3.65)(6.67)  24.35
Note: It is easier to maximize ½ of the rectangle as it is symmetric, and b>0, h > 0.

3
Problem 1.4

Let x1  x0  h, x2  x0  2h
Let f  B0  B1 ( x  x0 )  B2 ( x  x0 )( x  x1 )
f ( x0 )  f0  B0  B1 ( x0  x0 )  B2 ( x0  x0 )( x0  x1 )
B0  f 0
f ( x1 )  B0  B1 ( x1  x0 )  B2 ( x1  x0 )( x1  x1 )  f1
f  B0 f1  f0
B1 = 1 
x1  x0 h

f ( x2 )  B0  B1 ( x2  x0 )  B2 ( x2  x0 )( x2  x1 )  f 2

f 2  B0  B1 ( x2  x0 ) f 2  2 f1  f 0
B2  
( x2  x0 )( x2  x1 ) 2h 2

Problem 1.5

Minimize d  x2  y 2
Subject to y  2 x 2  3x  1
Total no. of variables = 2
No. of equality constraints = 1
No. of degrees of freedom = 1
Independent variable: x

To avoid using the square root, minimizing d is the same as minimizing

D  d 2  x 2  y 2  x 2  (2 x 2  3x  1)2
 4 x 4  12 x3  14 x 2  6 x  1

dD / dx  16 x3  36 x 2  28 x  6  0
8x3  18x 2  14 x  3  0

4
You need solutions of a cubic equation (Ref: R.H. Perry and C.H. Anilton, “Chemical
Engineers Handbook”, 5th ed., p.2-9, or use a computer code.

A cubic equation has the form x3  a1 x 2  a2 x  a3  0

Let p  (3a2  a1 ) / 3, q  (27a3  9a1a2  2a1 )27

2 3

and R  ( p / 3)3  (q / 2)2 . If R>0, then the cubic equation has one real root and two
complex conjugate roots. The real root is x1  A  B  a1 / 3 where

A  3 (q / 2)  R

B  3 (q / 2)  R

For our problem, a1  18/ 8  2.25,

a2  14 / 8  1.75, a3  3/ 8  0.375
p  0.0625, q  0.09375, R  2.2063 x103

Since R > 0, there is one real root.

A = 0.4544355 , B = -0.0458311.
x*  0.341 and y*  0.209
d2 D / dx2  48x2  72 x  28  9.03 at x  0.341 minimum.

(-0.341, 0.209) is closest to the origin.

Note: You can use a least squares method too. If we have f  C0  C1 x  C2 x 2 , this is
equivalent to C0  B0  B1 x0  B2 x0 x1
C1  B1  B2 ( x0  x1 )
C2  B2

df / dx  B1  B2 ( x  x0 )  ( x  x1 )  0
Total no. of variables = 1
No equality constraints
No. of degrees of freedom = 1

( x0  x1 ) B2  B1 x0  x1  f1  f 0 
x*    h 
2 B2 2  f 2  2 f1 _ f 0 

5
d 2 f / dx 2  2B2 .

f has a maximum at x* if B2  0; f has a minimum at x* if B2  0.

Problem 1.6

Maximize: V  r 2 h

Subject to:
r = R cos 
h = 2R sin 
0 <  < /2

Total no. of variables = 3

No. of equality constraints = 2
No. of degrees of freedom = 1
Independent variable = 

Solution:

Eliminate r and h using the equality constraints.

V  2R3 cos2  sin 

dv / dB  2R3 2cos sin  ( sin  )  cos3    0

2 cos sin 2   cos3   0
2 cos (1  cos 2  )  cos3   0
cos (2  3cos 2  )  0

cos  0 and sin   1, or

cos = 2/3 and sin   1/ 3

d2V / d 2  2R3 (2sin 3   7cos 2  sin  )

At cos  0,sin   1,
d2V / d 2  4 R 3  0  minimum
At cos  2 / 3,sin   1/ 3,
d 2V / d 2  8R3 / 3  0  maximum
 2  1 
V *  2R3    
 3   3 

6
 4
V*  R
3

3 3

Problem 1.7

0<x<1

f(x) > 0

Problem 1.8

Let nA = no. of trucks of type A

nB= no. of trucks of type B
nC = no. of trucks of type C

Objective function

Minimize f = 2100nA + 3600nB + 3780nC (ton-mile/day)

Constraints

1. 10,000 nA + 20,000 nB + 23,000 nC < 600,000 ($)

2. nA + 2nB + 2nC < 145 (drivers)

3. nA + nB + nC < 30 (trucks)

4. nA > 20 nB > 0 nC > 0 (physical requirement)

Problem 1.9

Minimize

f(x) = 19.4x1-1.47 + 16.8x2-1.66 + 91.5x3-0.30

7
Constraints

0 < x3 < 0.05 x0 > x1 > x2 > x3

x2 > 0

x1 > 0

Problem 1.10

Minimize: f ( x)  4 x1  x22  12

Subject to: 25  x12  x22  0

10 x1  x12  10 x2  x22  34  0
( x1  3) 2  ( x2  1) 2  0
x1 , x2  0

No. variables: 2 x1 and x2

One equation reduces the number of independent variables to 1, say x1 (or x2).

Problem 1.11

1. Objective function. Maximize C4

2. Variables C1, C2, C3 (dependent) C4 is in the objective function

1, 2, 3, 4 (independent)

3. Equality constraints

V  20 so that   q  71
Vi 20
i i

Material balances

8
 C1  C2   2 kC1
n

C2  C3   3 kC2
n

C3  C4   4 kC3
n

4. Inequality constraints

i  0 Ci  possibly

Problem 1.12

1. Objective function

Minimize F = p*1.40 + (350 – T)1.9

Variables p*, T p = p* since water condenses

Constraints:

p* n* p*  0
  0.01 and inequality
pT nT T*  0

1750.286
log10 p*  8.10765  equality
235.0  T  273.15

Let pT = 14.7 psia

1. One technique of solution would be to apply NLP to the above statement.

2. Another technique would be to assume p* is at its bound so that p* = 0.01(14.7) psia.

Introduce this value into the Antoine eq., solve for T, and then calculate F. (This
procedure implies 2 equality constraints exist as the problem has no degrees of
freedom).

Problem 1.13

(a) The independent variable is not time but temperature (via the k’s). Think of the
solution of the two ODE’s -- t is fixed.

9
(b) The dependent variables are A and B.

(c) Equality constraints are the 4 equations (including initial conditions).

(d) The inequality constraint is T < 282F.

Also implicit are T > 0

A>0
B>0
t>0

(e) Any answer is ok, as for example:

- get analytical solution of A and B vs T and minimize

- convert ODE’s to difference equations (constraints) and minimize
- approximate solution via collocation (constraints) and minimize
- introducing the following transformations:

A B u2
y1  y2  u  k1 ,  k2
A0 A0 2

simplifies the optimization problem to:

Maximize: y2 (1.0)
y&1  (u  u 2 / 2) y1
y&2  uy1
Subject to:
y1 (0)  1 , y2 (0)  0
0u 5

Note that the control variable u(t) is the rate constant k1, and directly corresponds to
temperature. This insight eliminates the exponential terms and simplifies the structure of
the problem.

Problem 1.14

(a) The problem consists of (at constant T and p)

10
 Minimize: G   ( io  RT l n p  RT l n xi )ni
i

 
= RT ln p +   io  RT  ln xi  (ni )
constant  i i 
 
ni n
 RT ln K x  i
n  ni
subject to the element balances:

i
aik ni  bk for each of the elements k = 1 … M

and inequality constraints

ni  0
nA nB
n nT
with ni  xi n. For C + D  A + B Kx  T
nC nD
nT nT

(b) The element balances are based on

At start (bk) At equilibrium

C H O C H O
CO 1 1 n *CO - n* CO

H2O - 2 1 - 2n *H2O n *H 2O

CO2 - - - n *CO2 - 2n *CO2

H2 - - - - 2n *H2 0

Total moles = 2 Total moles n* =

n*CO  n*H 2O  n*H2  n*CO2

As variables use xi or ni (either are ok)

C balance: 1 = nCO  nCO

2

O balance: 2 = 2nCO  nCO  nH O

2 2

H balance: 2 = 2nH  nH O 2 2

11
 xCO2 xH 2 nCO2 N H 2
Kx  
xCO xH 2O nCO N H 2O
ni
xi  so that nT cancels
nT

Problem 1.15

 k 1 k 1


1 1  P2
kPV  k  
P3 k 
W   2  
k  1  P1   P2  
 

 
1

1

dW kPV1 1  k  1  p  k  1  k  1  p  k  p3  
    
2
     0
3

dP2 k  1  k  p1   p1  k  p2   p22  
 

1 1
 
 p2  k  1   p3  k  p3 
       2   0
 p1   p1   p2   p2 

1 1 1
1/ k 1 1 2
p2 p1 k  p3 k p2 k 0

p 
1
2 k 1
1
  p1 p3  k
1
2

p2  p1 p3
2

p2  p1 p3  (1)(4) = 2 atm

Problem 1.16

9000
(a) C  50  0.1P  ($ / bbl)
P

dC 9000
 0.1  2  0
dP P

P*  300 bbl/day

12
 9000
(b) f  300  50  0.1P  ($ / bbl)
P

 9000  $  Pbbl 
f   300  50  0.1P    
 P  bbl  day 

df
 300  50  0.2 P  0  0
dp
(c)
250
P*   1250 bbl / day
0.2

(d) They are different because you can sell more

Problem 1.17

Basis: 1 hr

Heat balance for the gas:

q= m Cp T
q  (3000) (0.3) (195  90)  9.45 x104 Btu/hr
Heat balance for cooling water
q
q  m(1) (To  80)  m(To  80) Btu/hr so m
70  80

For the heat exchanger

q  UATLM  8 ATLM Btu/hr

q
where so A
8TLM

(195  To )  (90  80)

TLM  in 0 F
 195  To 
ln  
 90  80 

Basis: 1 yr.

Annual cooling water cost ($)

13
  9.45 x104   1  0.2 
    (24 x 365)
 To  80   62.4  1000 
2.6533 x103

To  80

Annual fixed charges for the exchanger ($)

 9.45x104  5.9063x103
  (0.5) 
 8TLM  TLM

dc
 1.5C1D0.5 L  0.081C2 m3  2 LD 6  0
dD

0.1538
C 
D opt
 0.638  2  m0.4615  0.3077
 C1 

For   1cP(2.42 lb/ft hr) , p  60 lb/ft 3 ,

Dopt  0.366ft.

Problem 1.18

(a) C  C1D1.5 L  C2mP / 

where
P  2 V 2 L / Df
0.046 0.2
f 
D 0.2V 0.2  0.2
V  4m /  D2

Substituting the expression for f and V into that for P, we get

P  0.1421 1m1.8  0.2 D4.8 L

The cost function in terms of D is now

C  C1D1.5 L  0.1421C2  2m2.8  0.2 D4.8 L

dc
 1.5C1D0.5 L  0.682C2  2 m2.8  0.2 D 5.8 L = 0
dD

14
 Solving this equation for D, we get

0.1587
C 
D  0.882  2 
opt
 0.317 m0.444  0.0317
 C1 
From this,

0.3174
C 
V opt
 1.6367  1   0.366 m0.112  0.0634
 C2 

C opt  0.828C1
0.8413
C2
0.1587
 0.4755m0.666  0.0476
 0.2596C1
0.7618
C2
0.2382
 04784 m0.6688  0.0478 L

C1  1.42363 x103 $ / hr ft 2.5 


2 
(b) 13
for C in $/hr
C2  2.7097 x10 $hr /ft lb 
2


For   1cP(2.42 lb/ft hr),   60 lb/ft 3

Dopt  0.384ft, V opt  1151.5ft/hr

For   0.2cP(0.484 lb/ft hr),   50 lb/ft 3

Dopt  0.387ft, V opt  1363.2ft/hr

For   10cP(24.2 lb / ft hr),   80 lb/ft 3

Dopt  0.377ft , V opt  895.6ft/hr

Problem 1.19
0.1587
C 
D opt
 0.882  2   0.317 m0.444  0.0317
 C1 
 dln Dopt 
S Dopt
   0.317
 dln p   ,m,C2

 d ln D opt 
S Dopt     0.317
 d ln    ,m,C2

15
  dln D opt 
SmDopt     0.444
 dln m   ,  ,C2

 dln D opt 
SCDopt     0.1587
 dln C 2   ,  ,m
2

C opt  0.828C1
0.8413
C2
0.1587
 0.4755m0.666  0.0476 L
 0.2596C1
0.7618
C2
0.2382
 0.4784 m0.6688  0.0478 L

  ln C opt  1
  opt (0.4755T1  0.4784T2 )
Copt
S 
 p   ,m,C2 C
  ln C opt  1
  opt (0.476T1  0.0478T2 )
Copt
S 
  ln    ,m,C2 C

 ln C opt  1
  opt (0.666T1  0.6688T2 )
Copt
Sm 
 ln m   ,  ,C2 C
 ln C opt  1
  opt (0.1587T1  0.2382T2 )
Copt
SC2 
 ln C2   ,  ,m C

where T1  0.828C1
0.8413
C2
0.1587
 0.4755  0.0476 m0.666
and T2  0.2596C1
0.7618
C2
0.2382
 0.4784  0.0478m0.6688 L
For   60lb/ft 3 and   1cp(2.42 lb/ft hr)

opt

S C   0.476
opt

S C  0.476
opt

S mC  0.666
opt

SCC2  0.163

Problem 1.20

The variables selected could be times, but the selection below is easier to use.

Let Xij be the number of batches of product i (i = 1, 2, 3) produced per week on unit j
(j = A,B,C). We want to maximize the weekly profit.

16
Objective function: Units: ($/batch) (batch/week) = $/week:

Maximize: f ( X )  20( X1A  X1B  X1C )  6( X 2 A  X 2 B  X 2C )  8( X 3 A  X 3B  X 3C )

Subject to: Sales limits. Units: batch/week

X 3 A  X 3B  X 3C  20 (none on 1 and 2)
Hours available on each unit

 0.8hr  X batch 
  
 batch  week 

Unit A 0.8 X 1 A  0.2 X 2 A  0.3 X 3 A  20 hr week

0.4 X 1B  0.3 X 2 B  10
0.2 X 1C  0.1X 3C  5

and non-negativity constraints

xij > 0 , i = 1, 2, 3 , j = A, B, C

Problem 1.21

We have to minimize the pumping rate subject to the constraint that the basin cannot
overflow.

Let rain fall for T hours at a stretch (T should be specified). The volume of rain during
this period is

A(a  bT 2 ) in3

The maximum amount of water that can be treated during a time period T is
PmaxT in3

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Thus,
A(a  bT 2 )  PmaxT V

The minimum Pmax is therefore given by

A(a  bT 2 )  PmaxT  V

Pmax   A(a  bT 2 )  V 
1
or
T

Of course, we must have Pmax > 0

Problem 1.22

Assume: (i) first order reactive, (ii) flat velocity profile

Objective function:

1
maximize  rx(r, L, )dr
0

Equality constraints:

x DAB 1   x  x
 2  r  V  k f (1  x)  kr x  0
t R r r  r  z

x / r  0 at r  0, all z, t (symmetry)
x / r  0 at r  1, all z, t (impenetrable wall)
x = x0 at z = 0, all r,t (feed conversion)
x = xi (r,z ) = 0 (initial conversion profile)

T T k 1   T 
Cp  VG  r   (H ) k f (1  x)  kr x 
t z R 2 r r  r 

T / dr  0 at r  0, all z, t (symmetry)
k T / r  U (T  To )  0 at r  1, all z, t (heat transfer to jacket)
T  Tin  0 at z  0, all r, t (feed temperature)
T  Ti (r, z) at t  0 (initial temp. profile)

Inequality constraints:

18
x  0 all r , z, t
T  0 all r , z, t

Tmax  T  0 at all r , z, t
To  To min
To  To max

Problem 1.23

C  C1D1.5 L  C2mP / 

where
P  (2 V 2 L / D) f
f  0.005
V  4m /   D 2

Substituting the expressions for P, f and V into the cost function, we obtain C in terms
of D:

C  C1D1.5 L  0.016C2m3  2 D5 L

dC
 1.5C1D0.5 L  0.081C2 m3  2 LD 6  0
dD

0.1538
C 
D opt
 0.638  2  m0.4615  0.3077
 C1 

For   1cP(2.42 lb/ft hr) ,   60 lb/ft 3 ,

Dopt = 0.366 ft.

Problem 1.24

C = 7000 + 25002.5 L + 200 DL

C
(a)  250 L(2.5) D1.5  200 L is the absolute sensitivity
D

19
 C
C  D 
 250 L(2.5) D1.5  200 L   is the relative sensitivity
D  2000  250 D  200 DL 
2.5

(b) The relations for sensitivity are the same; the constraints limit the feasible region
of application.

Problem 1.25

ln C  a0  a1 ln S  a2 (ln S )2 (a)

dC dS dS
dln C   a1  a2 (2)(ln S )
C S S

dC C C
 0  a1  2a2 (ln S ) (b)
dS S S

a1 1
or a1  2a2ln S or  ln or S  e a1 / 2 a2
2a2 S
dC / C
 a1  2a2 ln S
dS / S

Problem 1.26

Refer to Section 1.7 of the text.

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