DEPARTMENT OF CHEMICAL ENGINEERING

CH5170: PROCESS OPTIMIZATION

ASSIGNMENT 1 - DUE DATE: 17/9/10

1. Determine the convexity or concavity of the following functions

(a) f ( x1, x2 ) = ( x1 x 2 ) 2 + x 22
(b) f ( x 1 , x 2 , x 3 ) = x12 + x 22 + x 32
(c) f ( x1 , x2 ) =e x1 + e x2
2. Consider the following problem
Min f (x) = x12 + x2

g1 (x) = x12 + x22 9 0

Subject to g 2 (x) = x1 + x22 1 0

g 3 (x) = x1 + x 2 1 0
Sketch the feasible region and contours of the objective function. Is the feasible region a
convex region? Is the feasible region closed? Identify the optimal solution from the
sketch.
3. Consider the objective function f (x) = 6 x12 + x23 + 6 x1 x2 + 3 x22 . Determine the
stationary points and classify them using the Hessian matrix. (Stationary points are
solutions of x that satisfy the first derivative of the function equal to zero).
4. A cylindrical storage tank of thickness t closed at both ends has to be designed using
a sheet of surface area 5m2 and thickness t. Determine the optimum diameter and height
of the vessel that maximizes the volume of the vessel, assuming that there is no wastage
of material in constructing the tank from the sheet.