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Conceptos Básicos de Optimización v2

The document discusses optimization in chemical engineering. It covers developing models for optimization, formulating objective functions, and basic optimization concepts. Some key points include: - Developing optimization models requires considering fundamental laws, empirical data, simplifying complex problems into submodels. - Basic concepts include operations on matrices, derivatives, convex sets, convex functions, and necessary/sufficient conditions for optimization problems. - Examples provided include optimizing insulation thickness on a vessel to minimize heat loss, scheduling production across plants to maximize profits based on material processed and profits per unit.

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Andres Milquez
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44 views31 pages

Conceptos Básicos de Optimización v2

The document discusses optimization in chemical engineering. It covers developing models for optimization, formulating objective functions, and basic optimization concepts. Some key points include: - Developing optimization models requires considering fundamental laws, empirical data, simplifying complex problems into submodels. - Basic concepts include operations on matrices, derivatives, convex sets, convex functions, and necessary/sufficient conditions for optimization problems. - Examples provided include optimizing insulation thickness on a vessel to minimize heat loss, scheduling production across plants to maximize profits based on material processed and profits per unit.

Uploaded by

Andres Milquez
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Optimización en

Ingeniería Química
SEMANA SEIS
Ing. M.Sc. Manuel A. Figueredo
Agenda
• Introduction to Optimization

• Developing Models for Optimization

• Formulation of the Objective Function

• Basic Concepts of Optimization


Introduction to Optimization
Examples
• Assume that the bare Surface of a vessel is a 700 °F
with an ambient temperatura of 70°F. The Surface heat
loss is 4000BTU/(h*ft2). Add 1 in of calcium silicate
insulation and the loss will drop to 250 BTU/(h*ft2). At an
installed cost of $4/ft2 and a Cost of energy at $5/10^6
BTU, how much are the savings? Is it worth of installing
insulation? If the insulation can only be added in 0,5 in
increments, Is it worth of installing additional insulation?
• Make your assumptions. Make a chart to support your
answers.
Example
Example
• We want to Schedule the production in two plants, A and
B, each of which can manufacture two products: 1 and 2.
How should the scheduling take place to maximize
profits, while meeting the market requirements based on
the following data. How many days per year should the
plant opérate processing each kind of product? Also
consider some selling or production limitation.
Material Processed
Profit ($/lb)
Plant (lb/day)
1 2 1 2
A Ma1 Ma2 Sa1 Sa2
B Mb1 Mb2 Sb1 Sb2
Examples
• Three measurements – one answer

A ?? B
(a) 92,4 kg/h
(b) 94,3 kg/h
(c) 93,8 kg/h

C
(a) 11,1 kg/h
Make your assumptions. Make a chart to (b) 10,8 kg/h
support your answers. (c) 11,4 kg/h
General Procedure for Solving
Optimization Problems
Example
Suppose you are a chemical distributor who wishes to
optimize the inventory of a specialty chemical. You expect
to sell Q barrels of this chemical over a given year at a
fixed price with demand spread evenly over the year. If Q =
100,000 barrels (units) per year, you must decide on a
production schedule. Unsold production is kept in inventory.
To determine the optimal production schedule you must
quantify those aspects of the problem that are important
from a cost viewpoint [Baumol(1972)].
Developing Models For
Optimization
• How can you build a model?
– Fundamental Laws vs Empirical
– Can it be described adequately using physical
properties?
– What data are available?
– Is composed of simpler, smaller and easier
submodels?
Developing Models For
Optimization
Developing Models For
Optimization
Basic Concepts
Fundamentals
• Operations between matrix
• Determinants
• Eigenvalues and eigenvectors
• Jacobian and Hessian Matrix
General Form of a NLP Problem
Minimize f(x)
Subject to ai ≤ g(x) ≤ bi i=1,….,m
And lj≤ x ≤uj j=1,….,n
• If ai = bi  ith Equality Constraint
• If ai = -∞ and bi = ∞  Unbounded Constraint
• A vector x is feasible if it satisfies all the constraints.
• The set of all feasible points is a feasible region F
• A local extremum exists if f(x*) ≤ f(x) in a neighborhood
N in F
Feasible Region
What happens if we change the
objective function?
Convex set and a Convex
Function
• A region is defined a convex set in n-dimensioal space if,
for all pairs of poins x1 and x2, in the set, the straight –
line segment joining them is also entirely in the set.
x= γx1+(1- γ) x2 0≤γ≤1
• A function f(x) is said to be convex if the folllowing
relation holds:
f [γx1+(1- γ) x2] ≤ γf(x1)+(1- γ) f(x2) 0≤γ≤1

• If f(x) is convex, -f(x) is concave


The Convex programming
problem
In the problem:
Minimize f(x)
Subject to g(x) ≤ 0 i=1,….,m
• If f(x) is a convex function and each inequiality constraint
is a convex function (so that they form a convex set), the
folllowing property can be shown to be true:
• The local mínimum of f(x) is also the global mínimum
• The local máximum of f(x) is also the global máximum if
the objective function is concave and the constraints
form a convex set
Determination of Convexity and
Concavity
A set of points satisfying:
• xTH(x)x≤1
Is convex if the Hessian matrix H(x) is a real symmetric
positive semidefinite matrix.
Determination of Convexity and
Concavity
Determination of Convexity and
Concavity
Necessary and Sufficient
Conditions
Necessary and Sufficient
Conditions
Necessary and Sufficient
Conditions

• These are sufficient conditions


Necessary and Sufficient
Conditions
Examples
Bibliography
• Himmelblau, Edgar. Optimization of Chemical Process
2nd Edition. McGrawHill.2001

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