Lecture 12

KIL1005: NUMERICAL METHODS FOR ENGINEERING
SEMESTER 2, SESSION 2022/2023
LECTURE 12: OPTIMISATION: ONE

DIMENSIONAL UNCONSTRAINED
OPTIMISATION
DR MAHAR DIANA HAMID

DEPARTMENT OF CHEMICAL ENGINEERING
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ATTENDANCE
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INTRODUCTION
• Optimization is the process of creating something that is as effective as
possible.
• Mathematical perspective: finding the minimum or the maximum (optimum

value) of a function of several variables.
• Optimum is the location where the curve is flat:
Maximum: f ’( x)=0 and f ’’( x)<0
Minimum: f ’( x)=0 and f ’’( x)>0
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OPTIMIZATION AND ENGINEERING PRACTICES
• Typically deals with finding the ‘best result’ or optimum solution of a problem. Hence for
engineering practices, they are often termed as best design or pre descriptive model.
• However, in doing so, engineers are constrained by the limitations of the physical world and
also cost.
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Examples of optimizations of chemical engineering problems:
1. Designing a pump and fan for the maximum efficiency at a minimum
cost.
2. Designing a heat transfer equipment with the minimum surface area
at a fixed efficiency.
3. Designing a waste water treatment system to meet water quality
standard at the minimum cost.
For an optimization problem, there are certain elements that are

needed to be fulfilled:
1. Objective function: designing a waste water treatment system
2. Design variables: water quality standard, feed flow rate, output
concentration etc.
3. Constraints: Minimum cost.
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ONE-DIMENSIONAL UNCONSTRAINED OPTIMIZATION
• This sections deals with the
maximum or minimum of a
function of a single variable
f(x) which is one dimension.
• Multidimensional problems
involve functions that
depend on two or more
dependent variables; for
example, f( x,y )
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• In multimodal functions,
both local and global optima
can occur. In almost all
cases, we are interested in
finding the absolute highest
or lowest value of a function.
• You will learn about:
1. Golden-section search
2. Newton’s method
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GLOBAL OPTIMUM VS. LOCAL OPTIMUM
• A global optimum represents the very best solution while a local optimum is better
than its immediate neighbors – Cases that include local optima are called multimodal
• Generally desire to find the global optimum
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GOLDEN-SECTION SEARCH
• Search algorithm for finding a minimum on an interval with a
single minimum (unimodal interval)
• Uses the golden ratio to determine location of two interior
points x1 and x2; by using the golden ratio, one of the interior
points can be re-used in the next iteration.
• For a unimodal function:
1. First pick two points that will bracket your extremum [xl , xu ].
2. Pick an additional third point within this interval to determine
whether a maximum occurred.
3. Then pick a fourth point to determine whether the maximum has
occurred within the first three or last three points
4. The key is making this approach efficient by choosing intermediate
points wisely thus minimizing the function evaluations by replacing
the old values with new values.
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• Two results can occur:
• If f(x1)>f(x2 ) then the domain of x to the left of x2 from xl to x2 , can
be eliminated because it does not contain the maximum. Then, x2
becomes the new xl for the next round.
• If f(x2 )>f(x1 ), then the domain of x to the right of x1 from xl to x2 ,
would have been eliminated. In this case, x1 becomes the new xu for
the next round.
• New x1 is determined as before
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• The real benefit from the use of golden ratio is because the
original x1 and x2 were chosen using golden ratio, we do not need
to recalculate all the function values for the next iteration.
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NEWTON’S METHOD be 3rd years
C will
just skip taught in
• A similar approach to Newton- Raphson method can be used to find an optimum of

f(x) by defining a new function g(x)=f‘(x). Thus because the same optimal value x*
satisfies both f‘(x*)=g(x*)=0
• We can use the following as a technique to the extremum of f(x).
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• It is an open method used to find the minimum and maximum of
f(x).
• Disadvantages:
• Impractical for cases where derivatives cannot be conveniently
evaluate.
• Can only be used when the initial guess values are close to optimum.
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KIL1005: NUMERICAL METHODS FOR ENGINEERING

SEMESTER 2, SESSION 2022/2023

LECTURE 12: OPTIMISATION: ONE

DR MAHAR DIANA HAMID

• Mathematical perspective: finding the minimum or the maximum (optimum

• Optimum is the location where the curve is flat:

Maximum: f ’( x)=0 and f ’’( x)<0

Minimum: f ’( x)=0 and f ’’( x)>0

For an optimization problem, there are certain elements that are

• A similar approach to Newton- Raphson method can be used to find an optimum of

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