Optimization: Theory and Practice

ChE 356/384 (Unique # 15130, 15310)

Spring Semester 2014
Class Location: CPE 2.220
Class Time: T-Th 5.00 p.m. 6.15 p.m.
Dr. Juan P. Ruiz Instructor
Office: CPE 2.710, Phone: (512) 471-4438, E-mail: jruiz@che.utexas.edu
Office Hours: T-Th 6.15 p.m. 6.45 p.m. and by appointment.
Krystian X. Perez Teaching Assistant
Office: CPE 5.450, Phone: (801) 592-9036, E-mail: krystian.perez@utexas.edu
Office Hours: TBA

Reference Text(s):
-

Thomas F. Edgar, David M Himmelblau and Leon S. Lasdon, Optimization of Chemical

Processes, 2nd Edition, McGraw Hill, New York (2001)*
Lorenz T. Biegler, Nonlinear Programming, Concepts, Algorithms and Applications to
Chemical Processes, SIAM, Philadelphia (2010) **
Lorenz T. Biegler, Ignacio E. Grossmann and Arthur W. Westerberg, Systematic Methods
of Chemical Process Design, Prentice Hall, New Jersey (1997)

Any supplemental information will be provided via Blackboard.

Prerequisites:
ChE 348 (Numerical Methods) and ChE 353 (Transport Phenomena) with a grade of at least C in
each course, or consent of the department.
Knowledge, Abilities and Skills students should have in this course:
1. Be familiar with basic equations for fluid flow, heat transfer, mass transfer,
thermodynamics, and material and energy balances (ChE 353, 322, 317).
2. Be familiar with numerical techniques for linear and nonlinear equations and matrix
techniques (ChE 348).
3. Ability to program in Matlab (ChE 210, 348) or any other programming language.

-1-

Overview:
The main goal of this course is to provide the students with the theoretical and practical tools
necessary to tackle the optimization of complex systems. The first portion of the course
introduces the basic concepts in optimization and how to obtain a mathematical representation
of the optimization problem. The second portion of the course describes different solution
techniques that can be used to actually solve the problems. These techniques heavily depend
on the properties of the mathematical representation. In this course, solution methods for
convex and non-convex and discrete and continuous problems are presented.
Main topics:
1) Mathematical Program Formulations
2) Basic Concepts in Optimization
3) Unconstrained Optimization
4) Linear Programming
5) Nonlinear Programming
6) Mixed-Integer Linear Programming
7) Mixed-Integer Nonlinear Programming
8) Global Optimization
9) Special Topic (Generalized Disjunctive Programming)
Grading Basis:
Homework
Exams
Team Project

25 %
50 %
25 %

Homework:
Homework will be assigned weekly (by Friday); homework keys will be posted on Blackboard.
Homework should be handed by 5.00 p.m. before the start of the class on the Thursday after it
was assigned (typically one week). Homework submitted within one week after the deadline
will receive half credit. No credit will be given to homework submitted after one week of the
due date. The lowest homework grade will be dropped.

-2-

Exams:
Exams will cover information from lecture, assigned homework, suggested problems and
supplemental information posted on blackboard. Each exam will have an In-class part and a
Take-home part.
Exam 1: In-class (Feb 25, 2014 5.00 p.m. - 6.30 p.m.)
Take-home (Due Feb 26 2014 by 5.00 p.m.)
Exam 2: In-class (Apr 15, 2014 5.00 p.m. - 6.30 p.m.)
Take-home (Due Apr 16, 2014 by 5.00 p.m.)
Unless it is the result of an officially excused absence, no make-up exams will be given. Please
notify the instructor as soon as possible.
Team Project:
Working in teams, solve an optimization problem relevant to Chemical Engineering. Formulate
the problem into a mathematical program and find and analyze the solution. The results will be
presented in a final written report and through eight minutes oral presentations. Different
progress reports of the project will be requested and graded during the semester. The final
report should contain the following sections:
Abstract
Introduction
Theory/Modeling
Problem Formulation
Solution Method(s)
Results and Discussion
Conclusion
Attendance and Participation:
You are expected to attend all class meetings.
Academic Dishonesty:
Academic dishonesty will not be tolerated. Any incidences of academic dishonesty, as described
in the Student Code of Conduct will result in an automatic F grade for the course.

-3-

Tentative Course Schedule

Date
14-Jan
16-Jan
21-Jan
23-Jan
28-Jan
30-Jan
4-Feb
6-Feb
11-Feb
13-Feb
18-Feb
20-Feb
25-Feb
27-Feb
4-Mar
6-Mar
11-Mar
13-Mar
18-Mar
20-Mar
25-Mar
27-Mar
1-Apr
3-Apr
8-Apr
10-Apr
15-Apr
17-Apr
22-Apr
24-Apr
29-Apr
1-May

Topic
Introduction to optimization
Development of models and objective functions
Basic concepts in optimization: Classification of
functions, Review of linear algebra
Basic concepts in optimization: Convex analysis
Unconstrained Optimization
Necessary and sufficient optimality conditions
One dimensional case: Methods and applications
Multi-dimensional case: Methods that use derivatives
Multi-dimensional case: Derivative free methods
Continuous Constrained Optimization
Linear Programming: Geometry, Basic definitions
Linear Programming: Simplex Method
Linear Programming: Duality and economic significance
Linear Programming: Applications
Exam #1
Nonlinear Programming: Basic concepts
Nonlinear Programming: Karush-Kuhn-Tucker conditions
Nonlinear Programming: Sequential Quadratic
Programming
Spring Break
Spring Break
Nonlinear Programming: Interior point methods and
nested strategies
Nonlinear Programming: Applications
Discrete-Continuous Constrained Optimization
Mixed-Integer Linear Programming: Introduction
Mixed-Integer Linear Programming: Branch and bound,
Branch and cut
Mixed-Integer Linear Programming: Applications
Mixed-Integer Nonlinear Programming: Branch and
bound method
Mixed-Integer Nonlinear Programming: OuterApproximation method
Mixed-Integer Nonlinear Programming: Applications
Exam #2
Introduction to Global Optimization: Basic concepts
Global Optimization: Spatial branch and bound method
Global Optimization: Applications
Special Topic: Generalized Disjunctive Programming
Project Presentations
-4-

Ref.
Ch. 1*
Ch. 2*,3*
Ch. 4*

Comments

Ch. 4*
Ch. 2**
Ch. 5*
Ch. 6*, 3**

Project teams due

Project topics due

Ch. 7*
Ch. 7*
Ch. 7*
Ch. 7*
Ch. 4**
Ch. 4**
Ch. 5**

Progress Report
#1 due

Ch. 6**

Ch. 9*
Ch. 9*

Ch. 9*

Progress Report
#2 due

Ch. 10*
Ch. 10*

Final Report due