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1.1. Questions: D N Y DD NN YY

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Process Modelling and Optimisation

Tutorial 1

Summer Semester 2012


Department of Chemical Engineering
Malte Behrens, Sergio Lucia
Chair of Process Dynamics and Operations,
Prof. Sebastian Engell

1.1. Questions
Describe different classes of optimization problem.

1.2. Scalar Optimization


The following optimisation problem is given:
1 5
4
min
x x 4 x 3 + 8x 2
x[ 3, 5 ] 5
3
a. Determine a minimum numerically.
Hint: To evaluate the function for given x values, first define the function in Matlabs
command window by typing:
f=inline('1/5*x.^5 - x.^4 - 4/3*x.^3 +8*x.^2')
Now you can evaluate the functions easily, e.g.: f(5) ans = 33.33 )
Apply 3 steps of the Golden Cut Interval Reduction method (t=0.61).
Start with the interval [-2.0, 5.0].
Interval Reduction algorithm (slightly different than in lecture):

x1(0 ) = a (0 ) + (1 t ) b (0 ) a (0 )
for

x 2(0 ) = b (0 ) (1 t ) b (0 ) a (0 )

i = 0,1,2, do

( ) ( )

f x2(i ) f x1(i )

if
a

(i +1)

=a

b (i +1) = x2(i )
( i +1 )

x2

= x1(i )

a
-2.0

(i +1)

= x1

(i )

b (i +1) = b (i )

x1(i +1) = a (i +1) + (1 t ) b ( i +1) a (i +1)

i
0
1
2
3

( ) ( )

f x2(i ) < f x1(i )

if

(i )

b
5.0

x1(i +1) = x2(i )

x2(i +1) = b (i +1) (1 t ) b ( i +1) a (i +1)

x1

x2

f(x1)

f(x2)

f(x2)> f(x1)

Then use 3 steps of the Newton method, start from x=0.5.

b. Use the necessary and the sufficient condition of a minimum to determine the global
minimum analytically. And also analyse the limits of the feasible region.
c. Plot the function f using: x=-3:0.1:5; plot(x,f(x)). Why cant you find the global
minimum using the given numerical methods?

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Process Modelling and Optimisation

Tutorial 1

1.3. Problem: Determining the roots of a polynomial by


optimization
Given is the following polynomial:
P( x) = x 3 4.4 x 2 9.1x + 21.4

It is known that only one of the roots of this polynomial is negative.


a.

Use the enclosure of the minimum procedure to bound the negative root. Take step size
s =1

b.

Taking golden ratio t = 0.618 determine the value of the negative root of the given
polynomial using the interval reduction method. The desired decimal accuracy is

= 10 3 .
c.

How is it possible to numerically determine the other roots of the polynomial?

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