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CHE657 First Tutorial Problems


CHE657:
(Total = 50 points)

1. (20 points) Solving Optimization by Graphical Method


Consider the following two nonlinear constrained optimization problems:
problem
(a) (10 points)
f ( x1 , x 2 ) = 2 x1 + 3 x2
s.t.
x12 + x 22 20

(b) (10 points)


f ( x1 , x2 ) = x1 + 2 x 2
s.t.
x12 + x 22 1

x1 x 2 8

2 x1 + x 2 2

x1 , x 2 0

x1 , x 2 0

Determine the maximum of the two problems by graphical method.

2. (10 points) Formulation of an Optimization Problem


Three high-value
value chemical products, A, B, and C are to be produced from two raw
materials, namely RawMat
wMat 1 and RawMat 2. The production of 1 batch of A requires 4
kg of RawMat 1 and 2.5 kg RawMat 2 and 3.5 hours of labor. On the other hand, the
production of 1 batch of B requires 1 kg of RawMat 1 and 3.5 kg of RawMat 2 and 2
hours of labor. Finally, the production of 1 batch of C requires 8.5 kg of RawMat 1 and 4
kg of RawMat 2 and 5 hours of labor.
In terms of resource capacities for one week of production, 1,000 kg of RawMat 1 and
1,200 kg of RawMatt 2 are available, while 20 employees each working 40 hours are used.
The following marketing data are available:

(a) Formulate this optimization problem in which the goal is to determine the number of
batches products A, B,, and C are to be produced in a week so as to maximize the total
profit. Also, classify the problem. Note that a partial batch cannot be produced.
(b) Propose a feasible but not necessarily optimal solution to this optimization problem.
Try to come up with the best
be solution by trial-and-error.

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3. (20 points) Solving Two Optimization Problems by Calculus


(a) (10 point) As a chemical engineer, youve been asked to design and determine the
radius r and the height h of a right-circular cylinder of largest volume that can be
inscribed in a right-circular cone with a radius of 6 meters and a height of 10 meters as
shown in the figure below. Also compute this maximum volume of the cylinder and
prove that volume calculated is a maximum.

10 m

6m

(b)(10 points) A plank is used to reach over a fence of 8 ft high to support a wall that is 1
ft behind the fence (see the figure below). What is the length of the shortest plank that
can be used?
wall

plank

8 ft

1 ft

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1. (20 points) Solving Optimization by Graphical Method


(a) Let us solve the problem by graphical method:
For this problem, first we are tracing the graph of the constraints of the problem considering
inequalities as equations in the first quadrant (since x1 0 and x2 0). We get the following
shaded region as opportunity set OABCD.

Fig. 1 Optimal solution by graphical method


The point which maximizes the value f = 2x1 + 3x2 and lies in the convex region OABCD
have to find. The desired point is obtained by moving parallel to 2x1 + 3x2 = k for some k, so
long as 2x1 + 3x2 = k touches the extreme boundary point of the convex region. According to
this rule, we see that the point C(2, 4) gives the maximum value of f. Hence we can find the
optimal solution at this point by:

fMAX = 2(2) + 3(4) = 16 at x1 = 2 and x2 = 4


(b) Let us solve the above problem by graphical method:
For this problem, we see that our objective function is linear and constraints are non-linear
and linear. Constraints one is a circle of radius 1 with center (0, 0) and constraints two is a
straight line. In this case tracing the graph of the constraints of the problem in the first
quadrant, we get the following shaded region as feasible region.

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Fig. 2 Optimal solution by graphical method

Changing the two inequalities into equalities and solving them:


x12 + x 22 = 1
2 x1 + x 2 = 2
We get

3 4
( x1 , x 2 ) = (1,0 ), ,
5 5

The extreme points of the convex region are O(0, 0), A(1,0), B(3/5, 4/5), and C(0, 1).
By moving according to the above rule we see that the line x1 + 2x2 = k touches (3/5, 4/5) the
extreme point of the convex region. Hence the required solution of the given problem is:

fMAX = (3/5) + 2(4/5) = 2.2 at x1 = 3/5 and x2 = 4/5

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2. (10 points) Formulation of an Optimization Problem

Solution:
We first define the decision variables (there are 3 of them) in this problem, which are:
x1 = the number of batches Product A is to be produced in a week
x2 = the number of batches Product B is to be produced in a week
x3 = the number of batches Product A is to be produced in a week
The objective function is to maximize the total profit within a week of production:
Maximize P = 10 x1 + 5 x 2 + 15 x 3

which is subject to the following sets of constraints:


RawMat 1 : 4 x1 + x 2 + 8.5 x 3 1000

Capacity constraints:
RawMat 2 : 2.5 x1 + 3.5 x 2 + 4 x 3 1200
Labor :

Market demand constraints:

3.5 x1 + 2 x 2 + 5 x 3 800

Product A : x1 40
Product B : x 2 100
Product C : x3 30

Non-negativity constraints:

x1 , x 2 , x 3 0 and must be integers

So this is an integer linear programming problem (ILP)

Using LINDO, we get the following non-integer optimal solution:


P = 2269 .23

x1 = 61.54, x 2 = 100, x 3 = 76 .92

Solving as an ILP, LINDO gives the following optimal solution:


P = 2265

x1 = 62, x 2 = 101, x 3 = 76

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3. (20 points) Solving Two Optimization Problems by Calculus

Solution:
(a) We must use the theorem of similar triangles to relate r to h.
10- h
2

The objective function is: Maximize V = r h

r
h

6m

10 h 10
=
r
6

h=

30 5r
3

30 5r
2
3
Therefore, V = r 2
= (30r 5r )
3 3
dV
= (60r 15r 2 ) = 0
dr
3

h=

10
meters
3

r (4 r ) = 0

r = 4 meters

Therefore, the maximum volume = 167.55 m3

Prove that this is the maximum volume:


d 2V
= (60 30r ) = 20 which is less than zero.
3
dr 2

So the volume calculated is a maximum volume.

(b) This is a fairly difficult problem to solve.

L
8

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By the theorem of similar triangles,

L=

y
=
sin

y
8

8
y
=
x x +1

y=

8( x + 1)
x

y 64 + x 2 8( x + 1) 64 + x 2
=
8
8x

64 + x 2
64 + x 2
x

L = 64 + x 2 +

64 + x 2

64 + x 2
=0
x2

x 3 + x 2 (64 + x 2 ) = 0

x 3 = 64

dL
=
dx

x
64 + x 2

This results in y = 10 ft

x = 4 ft

L = 10 2 + 5 2 = 5 5 or 11.18 ft