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 ENGINEERING OPTIMIZATION

Engineering Optimization: Methods and Applications, Second Edition. A. Ravindran, K. M. Ragsdell and
G. V. Reklaitis © 2006 John Wiley & Sons, Inc. ISBN: 978-0-471-55814-9
 ENGINEERING
OPTIMIZATION
Methods and Applications

SECOND EDITION

A. Ravindran
Industrial and Manufacturing Engineering
Pennsylvania State University

K. M. Ragsdell
Engineering Management and Systems Engineering
University of Missouri–Rolla

G. V. Reklaitis
Chemical Engineering
Purdue University

John Wiley & Sons, Inc.

This book is printed on acid-free paper.嘷
⬁

Copyright 䉷 2006 by John Wiley & Sons. All rights reserved

Published by John Wiley & Sons, Inc., Hoboken, New Jersey

Published simultaneously in Canada

No part of this publication may be reproduced, stored in a retrieval system, or transmitted in

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Library of Congress Cataloging-in-Publication Data:

Ravindran, A., 1944–
Engineering optimization: methods and applications / A. Ravindran, K. M. Ragsdell,
G. V. Reklaitis.—2nd ed.
p. cm.
Includes bibliographical references and indexes.
ISBN-13 978-0-471-55814-9 (cloth)
ISBN-10 0-471-55814-1 (cloth)
1. Engineering—Mathematical models. 2. Mathematical optimization. I. Ragsdell,
K. M. II. Reklaitis, G. V., 1942– III. Title.
TA342.R44 2006
620⬘.0042—dc22
2005044611

Printed in the United States of America

10 9 8 7 6 5 4 3 2 1
 CONTENTS

Preface xiii

1 Introduction to Optimization 1
1.1 Requirements for the Application of Optimization
Methods / 2
1.1.1 Defining the System Boundaries / 2
1.1.2 Performance Criterion / 3
1.1.3 Independent Variables / 4
1.1.4 System Model / 5
1.2 Applications of Optimization in Engineering / 6
1.2.1 Design Applications / 8
1.2.2 Operations and Planning Applications / 15
1.2.3 Analysis and Data Reduction Applications / 20
1.2.4 Classical Mechanics Applications / 26
1.2.5 Taguchi System of Quality Engineering / 27
1.3 Structure of Optimization Problems / 28
1.4 Scope of This Book / 29
References / 30

2 Functions of a Single Variable 32

2.1 Properties of Single-Variable Functions / 32
2.2 Optimality Criteria / 35
2.3 Region Elimination Methods / 45
2.3.1 Bounding Phase / 46
2.3.2 Interval Refinement Phase / 48
2.3.3 Comparison of Region Elimination Methods / 53
2.4 Polynomial Approximation or Point Estimation Methods / 55
2.4.1 Quadratic Estimation Methods / 56

v
vi CONTENTS

2.4.2 Successive Quadratic Estimation Method / 58

2.5 Methods Requiring Derivatives / 61
2.5.1 Newton–Raphson Method / 61
2.5.2 Bisection Method / 63
2.5.3 Secant Method / 64
2.5.4 Cubic Search Method / 65
2.6 Comparison of Methods / 69
2.7 Summary / 70
References / 71
Problems / 71

3 Functions of Several Variables 78

3.1 Optimality Criteria / 80
3.2 Direct-Search Methods / 84
3.2.1 The S 2 (Simplex Search) Method / 86
3.2.2 Hooke–Jeeves Pattern Search Method / 92
3.2.3 Powell’s Conjugate Direction Method / 97
3.3 Gradient-Based Methods / 108
3.3.1 Cauchy’s Method / 109
3.3.2 Newton’s Method / 111
3.3.3 Modified Newton’s Method / 115
3.3.4 Marquardt’s Method / 116
3.3.5 Conjugate Gradient Methods / 117
3.3.6 Quasi-Newton Methods / 123
3.3.7 Trust Regions / 127
3.3.8 Gradient-Based Algorithm / 128
3.3.9 Numerical Gradient Approximations / 129
3.4 Comparison of Methods and Numerical Results / 130
3.5 Summary / 137
References / 137
Problems / 141

4 Linear Programming 149

4.1 Formulation of Linear Programming Models / 149
 CONTENTS vii

4.2 Graphical Solution of Linear Programs in Two Variables / 154

4.3 Linear Program in Standard Form / 158
4.3.1 Handling Inequalities / 159
4.3.2 Handling Unrestricted Variables / 159
4.4 Principles of the Simplex Method / 161
4.4.1 Minimization Problems / 172
4.4.2 Unbounded Optimum / 173
4.4.3 Degeneracy and Cycling / 174
4.4.4 Use of Artificial Variables / 174
4.4.5 Two-Phase Simplex Method / 176
4.5 Computer Solution of Linear Programs / 177
4.5.1 Computer Codes / 177
4.5.2 Computational Efficiency of the Simplex Method / 179
4.6 Sensitivity Analysis in Linear Programming / 180
4.7 Applications / 183
4.8 Additional Topics in Linear Programming / 183
4.8.1 Duality Theory / 184
4.8.2 Dual Simplex Method / 188
4.8.3 Interior Point Methods / 189
4.8.4 Integer Programming / 205
4.8.5 Goal Programming / 205
4.9 Summary / 206
References / 206
Problems / 207

5 Constrained Optimality Criteria 218

5.1 Equality-Constrained Problems / 218
5.2 Lagrange Multipliers / 219
5.3 Economic Interpretation of Lagrange Multipliers / 224
5.4 Kuhn–Tucker Conditions / 225
5.4.1 Kuhn–Tucker Conditions or Kuhn–Tucker
Problem / 226
5.4.2 Interpretation of Kuhn–Tucker Conditions / 228
5.5 Kuhn–Tucker Theorems / 229
viii CONTENTS

5.6 Saddlepoint Conditions / 235

5.7 Second-Order Optimality Conditions / 238
5.8 Generalized Lagrange Multiplier Method / 245
5.9 Generalization of Convex Functions / 249
5.10 Summary / 254
References / 254
Problems / 255

6 Transformation Methods 260

6.1 Penalty Concept / 261
6.1.1 Various Penalty Terms / 262
6.1.2 Choice of Penalty Parameter R / 277
6.2 Algorithms, Codes, and Other Contributions / 279
6.3 Method of Multipliers / 282
6.3.1 Penalty Function / 283
6.3.2 Multiplier Update Rule / 283
6.3.3 Penalty Function Topology / 284
6.3.4 Termination of the Method / 285
6.3.5 MOM Characteristics / 286
6.3.6 Choice of R-Problem Scale / 289
6.3.7 Variable Bounds / 289
6.3.8 Other MOM-Type Codes / 293
6.4 Summary / 293
References / 294
Problems / 298

7 Constrained Direct Search 305

7.1 Problem Preparation / 306
7.1.1 Treatment of Equality Constraints / 306
7.1.2 Generation of Feasible Starting Points / 309
7.2 Adaptations of Unconstrained Search Methods / 309
7.2.1 Difficulties in Accommodating Constraints / 310
7.2.2 Complex Method / 312
7.2.3 Discussion / 320
 CONTENTS ix

7.3 Random-Search Methods / 322

7.3.1 Direct Sampling Procedures / 322
7.3.2 Combined Heuristic Procedures / 326
7.3.3 Discussion / 329
7.4 Summary / 330
References / 330
Problems / 332

8 Linearization Methods for Constrained Problems 336

8.1 Direct Use of Successive Linear Programs / 337
8.1.1 Linearly Constrained Case / 337
8.1.2 General Nonlinear Programming Case / 346
8.1.3 Discussion and Applications / 355
8.2 Separable Programming / 359
8.2.1 Single-Variable Functions / 359
8.2.2 Multivariable Separable Functions / 362
8.2.3 Linear Programming Solutions of Separable
Problems / 364
8.2.4 Discussion and Applications / 368
8.3 Summary / 372
References / 373
Problems / 374

9 Direction Generation Methods Based on Linearization 378

9.1 Method of Feasible Directions / 378
9.1.1 Basic Algorithm / 380
9.1.2 Active Constraint Sets and Jamming / 383
9.1.3 Discussion / 387
9.2 Simplex Extensions for Linearly Constrained Problems / 388
9.2.1 Convex Simplex Method / 389
9.2.2 Reduced Gradient Method / 399
9.2.3 Convergence Acceleration / 403
9.3 Generalized Reduced Gradient Method / 406
9.3.1 Implicit Variable Elimination / 406
9.3.2 Basic GRG Algorithm / 410
x CONTENTS

9.3.3 Extensions of Basic Method / 419

9.3.4 Computational Considerations / 427
9.4 Design Application / 432
9.4.1 Problem Statement / 433
9.4.2 General Formulation / 434
9.4.3 Model Reduction and Solution / 437
9.5 Summary / 441
References / 441
Problems / 443

10 Quadratic Approximation Methods for Constrained Problems 450

10.1 Direct Quadratic Approximation / 451
10.2 Quadratic Approximation of the Lagrangian Function / 456
10.3 Variable Metric Methods for Constrained Optimization / 464
10.4 Discussion / 470
10.4.1 Problem Scaling / 470
10.4.2 Constraint Inconsistency / 470
10.4.3 Modification of H (t) / 471
10.4.4 Comparison of GRG with CVM / 471
10.5 Summary / 475
References / 476
Problems / 477

11 Structured Problems and Algorithms 481

11.1 Integer Programming / 481
11.1.1 Formulation of Integer Programming Models / 482
11.1.2 Solution of Integer Programming Problems / 484
11.1.3 Guidelines on Problem Formulation and Solution / 492
11.2 Quadratic Programming / 494
11.2.1 Applications of Quadratic Programming / 494
11.2.2 Kuhn–Tucker Conditions / 498
11.3 Complementary Pivot Problems / 499
11.4 Goal Programming / 507
11.5 Summary / 518
 CONTENTS xi

References / 518
Problems / 521

12 Comparison of Constrained Optimization Methods 530

12.1 Software Availability / 530
12.2 A Comparison Philosophy / 531
12.3 Brief History of Classical Comparative Experiments / 533
12.3.1 Preliminary and Final Results / 535
12.4 Summary / 539
References / 539

13 Strategies for Optimization Studies 542

13.1 Model Formulation / 543
13.1.1 Levels of Modeling / 544
13.1.2 Types of Models / 548
13.2 Problem Implementation / 552
13.2.1 Model Assembly / 553
13.2.2 Preparation for Solution / 554
13.2.3 Execution Strategies / 580
13.3 Solution Evaluation / 588
13.3.1 Solution Validation / 589
13.3.2 Sensitivity Analysis / 590
13.4 Summary / 594
References / 594
Problems / 597

14 Engineering Case Studies 603

14.1 Optimal Location of Coal-Blending Plants by Mixed-Integer
Programming / 603
14.1.1 Problem Description / 604
14.1.2 Model Formulation / 604
14.1.3 Results / 609
14.2 Optimization of an Ethylene Glycol–Ethylene Oxide
Process / 610
14.2.1 Problem Description / 610
xii CONTENTS

14.2.2 Model Formulation / 612

14.2.3 Problem Preparation / 618
14.2.4 Discussion of Optimization Runs / 618
14.3 Optimal Design of a Compressed Air Energy Storage
System / 621
14.3.1 Problem Description / 621
14.3.2 Model Formulation / 622
14.3.3 Numerical Results / 627
14.3.4 Discussion / 629
14.4 Summary / 630
References / 631

Appendix A Review of Linear Algebra 633

A.1 Set Theory / 633
A.2 Vectors / 633
A.3 Matrices / 634
A.3.1 Matrix Operations / 635
A.3.2 Determinant of a Square Matrix / 637
A.3.3 Inverse of a Matrix / 637
A.3.4 Condition of a Matrix / 639
A.3.5 Sparse Matrix / 639
A.4 Quadratic Forms / 640
A.4.1 Principal Minor / 641
A.4.2 Completing the Square / 642
A.5 Convex Sets / 646

Appendix B Convex and Concave Functions 648

Appendix C Gauss–Jordan Elimination Scheme 651

Author Index 653

Subject Index 659

 PREFACE

We are deeply gratified by the enthusiastic response given to the first edition
of our book by our colleagues and students. We took great care in preparing
the second edition. We added some new material, revised the explanation and
presentation of some topics, and increased the number of problems.
Examples of new material include more application of optimization prob-
lems in Chapter 1, discussion of duality theory and interior point methods for
solving LP problems in Chapter 4, new sections on the generalized Lagrange
multiplier method and generalization of convex functions in Chapter 5, a new
section on goal programming for solving multiobjective optimization prob-
lems in Chapter 11, and the inclusion of software availability for solving
nonlinear programs in Chapter 12.
To make room for the new material and to keep the size of the book down,
we deleted discussion of cutting plane methods in Chapter 8, gradient pro-
jection methods, in Chapter 9 and geometric programming in Chapter 11.
This is a text on the practical aspects of optimization methodology, with a
major focus on the techniques and stratagems relevant to engineering appli-
cation arising in design, operations, and analysis. Attention is given primarily
to techniques applicable to problems in continuous variables that involve real-
valued constraint functions and a single real-valued objective function. In
short, we treat the methodology often categorized as nonlinear programming.
Within this framework a broad survey is given of all-important families of
optimization methods, ranging from those applicable to the minimization of
a single-variable function to those most suitable for large-scale nonlinear con-
strained problems. Included are discussions not only of classical methods,
important for historical reasons and for their role in motivating subsequent
developments in this field, but also of promising new techniques, such as
those of successive quadratic programming and goal programming.
Our development is aimed at imparting an understanding of the logic of
the methods, of the key assumptions that underlie them, and of the compar-
ative merits of the methods. Proofs and mathematical derivations are given
only if they serve to explain key steps or properties of algorithms. Generally,
we simply cite the original literature source for proofs and use the pages of
this book to motivate and explain the key steps underlying the mathematical
constructions. Thus, our aim is to inform the engineer-user of optimization
methodology rather than to prepare the software specialist who will develop
computer implementations of the algorithms. In keeping with this aim, we

xiii
xiv PREFACE

have given considerable attention to practical issues such as model formula-

tion, implementation, preparation for solution, starting point generation, and
the selection of execution strategies. A major chapter (Chapter 13) is devoted
to strategies for carrying out optimization studies; another (Chapter 12) re-
views the state-of-the-art optimization software and the results of existing
comparative studies for solving nonlinear programs; and a third (Chapter 14)
discusses three significant engineering case studies. In addition, a considerable
fraction of each chapter is allocated to engineering examples drawn from the
chemical, industrial, and mechanical engineering backgrounds of the authors.
While a number of excellent books are available that deal in detail with the
rich theoretical and numerical analysis issues that are relevant to nonlinear
programming, this book is unique in the features outlined above: broad treat-
ment of up-to-date method; conceptual, rather than formal, presentation; and
focus on issues relevant to engineering studies.
The first edition of the book was developed over a period of eight years
in which various drafts were used in a one-semester interdisciplinary engi-
neering optimization course team-taught by the authors to senior undergrad-
uate and first-year graduate students at Purdue University. For these students,
this course was typically the first systematic exposure to optimization meth-
ods. The students’ mathematical preparation consisted of the calculus and
linear algebra coursework typical of BS engineering curricula; hence, that is
all that is required of the reader of this book. The organization of the book
has also benefited considerably from the authors’ experience in teaching a
television course on engineering optimization broadcast to regional campuses,
nonresident MS, and professional engineering audiences.
The authors have used the first edition as a text in engineering optimization
courses taught at Arizona, Oklahoma, and Purdue universities. The book has
also been used in in-plant training courses, with National Technological Uni-
versity courses, and courses taught live over the Internet. We are therefore
confident that the book can serve as a text for conventional classroom lectures,
for television courses, for on-line courses, and for industrial short courses as
well as for self-study.
Two different course organizations have been followed in teaching from
this text: an all-lecture, one-semester course involving 45 fifty-minute lectures
and a lecture–recitation format involving 30 lectures and 15 recitation–
discussion sessions. In the former case, the entire contents of the book, except
for Chapter 14, can be covered in numerical chapter sequence. In the latter
case, Chapters 1, 13, and 14, as well as additional case studies and examples,
are discussed in the recitation sessions, while the methodology chapters
(Chapters 2–10) and Chapter 12 are covered in the lectures. In this format,
Chapter 11 was omitted because of the limited lecture hours. Homework
problems in both formats should include problems and computer exercises
given at the end of the chapters. Student computer solutions can be carried
out using the software programs referenced in Chapter 12.
The development and evolution of this book have benefited substantially
from the advice and counsel, both conscious and unintentional, of our col-
 PREFACE xv

leagues and mentors in our respective engineering disciplines, who are too
numerous to acknowledge individually. We are indebted for the numerous
questions and pleas for clarification raised by our students in engineering
optimization, who have persevered through various revisions of the manu-
script. Their persistent, often biting, and usually justifiable criticism, overt
and sub rosa, has been a key driving force in the revision process. We wish
to thank our Wiley editor, Robert Argentieri, for his perseverance and pa-
tience. We express our sincere appreciation to Ajay Natarajan, an industrial
engineering doctoral student at Penn State University, for his careful prepa-
ration of the author and subject indexes for the second edition. Finally we
are grateful to the instructors who have adopted our first edition and for their
encouragement and helpful suggestions that made the second edition a reality.

University Park, Pennsylvania A. (RAVI) RAVINDRAN

Rolla, Missouri K. M. RAGSDELL
West Lafayette, Indiana G. V. REKLAITIS
 1
INTRODUCTION
TO OPTIMIZATION

This text is an introduction to optimization theory and its application to prob-

lems arising in engineering. In the most general terms, optimization theory is
a body of mathematical results and numerical methods for finding and iden-
tifying the best candidate from a collection of alternatives without having to
explicitly enumerate and evaluate all possible alternatives. The process of
optimization lies at the root of engineering, since the classical function of the
engineer is to design new, better, more efficient, and less expensive systems
as well as to devise plans and procedures for the improved operation of
existing systems.
The power of optimization methods to determine the best case without
actually testing all possible cases comes through the use of a modest level of
mathematics and at the cost of performing iterative numerical calculations
using clearly defined logical procedures or algorithms implemented on com-
puting machines. The development of optimization methodology will there-
fore require some facility with basic vector–matrix manipulations, a bit of
linear algebra and calculus, and some elements of real analysis. We use math-
ematical concepts and constructions not simply to add rigor to the proceedings
but because they are the language in terms of which calculation procedures
are best developed, defined, and understood.
Because of the scope of most engineering applications and the tedium of
the numerical calculations involved in optimization algorithms, the techniques
of optimization are intended primarily for computer implementation. How-
ever, although the methodology is developed with computers in mind, we do
not delve into the details of program design and coding. Instead, our emphasis
is on the ideas and logic underlying the methods, on the factors involved in
selecting the appropriate techniques, and on the considerations important to
successful engineering application.

Engineering Optimization: Methods and Applications, Second Edition. A. Ravindran, K. M. Ragsdell and 1
G. V. Reklaitis © 2006 John Wiley & Sons, Inc. ISBN: 978-0-471-55814-9
2 INTRODUCTION TO OPTIMIZATION

1.1 REQUIREMENTS FOR THE APPLICATION OF

OPTIMIZATION METHODS

To apply the mathematical results and numerical techniques of optimization

theory to concrete engineering problems, it is necessary to clearly delineate
the boundaries of the engineering system to be optimized, to define the quan-
titative criterion on the basis of which candidates will be ranked to determine
the ‘‘best,’’ to select the system variables that will be used to characterize or
identify candidates, and to define a model that will express the manner in
which the variables are related. This composite activity constitutes the process
of formulating the engineering optimization problem. Good problem formu-
lation is the key to the success of an optimization study and is to a large
degree an art. It is learned through practice and the study of successful ap-
plications and is based on the knowledge of the strengths, weaknesses, and
peculiarities of the techniques provided by optimization theory. For these
reasons, this text is liberally laced with engineering applications drawn from
the literature and the experience of the authors. Moreover, along with pre-
senting the techniques, we attempt to elucidate their relative advantages and
disadvantages wherever possible by presenting or citing the results of actual
computational tests.
In the next several sections we discuss the elements of problem formulation
in a bit more detail. In Section 1.2 we follow up this discussion by examining
a few application formulations.

1.1.1 Defining the System Boundaries

Before undertaking any optimization study, it is important to clearly define
the boundaries of the system under investigation. In this context a system is
the restricted portion of the universe under consideration. The system bound-
aries are simply the limits that separate the system from the remainder of the
universe. They serve to isolate the system from its surroundings, because, for
purposes of analysis, all interactions between the system and its surroundings
are assumed to be frozen at selected representative levels. Nonetheless, since
interactions always exist, the act of defining the system boundaries is the first
step in the process of approximating the real system.
In many situations it may turn out that the initial choice of boundary is
too restrictive. To fully analyze a given engineering system, it may be nec-
essary to expand the system boundaries to include other subsystems that
strongly affect the operation of the system under study. For instance, suppose
a manufacturing operation has a paint shop in which finished parts are
mounted on an assembly line and painted in different colors. In an initial
study of the paint shop, we may consider it in isolation from the rest of the
plant. However, we may find that the optimal batch size and color sequence
we deduce for this system are strongly influenced by the operation of the
fabrication department that produces the finished parts. A decision thus has
 1.1 REQUIREMENTS FOR THE APPLICATION OF OPTIMIZATION METHODS 3

to be made whether to expand the system boundaries to include the fabrication

system. An expansion of the system boundaries certainly increases the size
and complexity of the composite system and thus may make the study much
more difficult. Clearly, to make our work as engineers more manageable, we
would prefer as much as possible to break down large complex systems into
smaller subsystems that can be dealt with individually. However, we must
recognize that such a decomposition may constitute a potentially misleading
simplification of reality.

1.1.2 Performance Criterion

Given that we have selected the system of interest and have defined its bound-
aries, we next need to select a criterion on the basis of which the performance
or design of the system can be evaluated so that the best design or set of
operating conditions can be identified. In many engineering applications, an
economic criterion is selected. However, there is a considerable choice in the
precise definition of such a criterion: total capital cost, annual cost, annual
net profit, return on investment, cost–benefit ratio, or net present worth. In
other applications a criterion may involve some technological factors—for
instance, minimum production time, maximum production rate, minimum en-
ergy utilization, maximum torque, maximum weight, and so on. Regardless
of the criterion selected, in the context of optimization the best will always
mean the candidate system with either the minimum or maximum value of the
performance index.
It is important to note that within the context of the optimization methods
discussed in this book, only one criterion or performance measure can be
used to define the optimum. It is not possible to find a solution that, say,
simultaneously minimizes cost and maximizes reliability and minimizes en-
ergy utilization. This again is an important simplification of reality, because
in many practical situations it would be desirable to achieve a solution that
is best with respect to a number of different criteria.
One way of treating multiple competing objectives is to select one criterion
as primary and the remaining criteria as secondary. The primary criterion is
then used as an optimization performance measure, while the secondary cri-
teria are assigned acceptable minimum or maximum values and are treated
as problem constraints. For instance, in the case of the paint shop study, the
following criteria may well be selected by different groups in the company:

1. The shop foreman may seek a design that will involve long production
runs with a minimum of color and part changes. This will maximize
the number of parts painted per unit time.
2. The sales department would prefer a design that maximizes the inven-
tory of parts of every type and color. This will minimize the time be-
tween customer order and order dispatch.
4 INTRODUCTION TO OPTIMIZATION

3. The company financial officer would prefer a design that will minimize
inventories so as to reduce the amount of capital tied up in parts inven-
tory.

These are clearly conflicting performance criteria that cannot all be optimized
simultaneously. A suitable compromise would be to select as the primary
performance index the minimum annual cost but then to require as secondary
conditions that the inventory of each part not be allowed to fall below or rise
above agreed-upon limits and that production runs involve no more than some
maximum acceptable number of part and color changes per week.
In summary, for purposes of applying the methods discussed in this text,
it is necessary to formulate the optimization problem with a single perform-
ance criterion. Advanced techniques do exist for treating certain types of
multicriteria optimization problems. However, this new and growing body of
techniques is quite beyond the scope of this book. The interested reader is
directed to recent specialized texts [1, 2].

1.1.3 Independent Variables

The third key element in formulating a problem for optimization is the selec-
tion of the independent variables that are adequate to characterize the possible
candidate designs or operating conditions of the system. There are several
factors to be considered in selecting the independent variables.
First, it is necessary to distinguish between variables whose values are
amenable to change and variables whose values are fixed by external factors,
lying outside the boundaries selected for the system in question. For instance,
in the case of the paint shop, the types of parts and the colors to be used are
clearly fixed by product specifications or customer orders. These are specified
system parameters. On the other hand, the order in which the colors are
sequenced is, within constraints imposed by the types of parts available and
inventory requirements, an independent variable that can be varied in estab-
lishing a production plan.
Furthermore, it is important to differentiate between system parameters that
can be treated as fixed and those that are subject to fluctuations influenced
by external and uncontrollable factors. For instance, in the case of the paint
shop, equipment breakdown and worker absenteeism may be sufficiently high
to seriously influence the shop operations. Clearly, variations in these key
system parameters must be taken into account in the formulation of the pro-
duction planning problem if the resulting optimal plan is to be realistic and
operable.
Second, it is important to include in the formulation all the important
variables that influence the operation of the system or affect the design def-
inition. For instance, if in the design of a gas storage system we include the
height, diameter, and wall thickness of a cylindrical tank as independent var-
iables but exclude the possibility of using a compressor to raise the storage
 1.1 REQUIREMENTS FOR THE APPLICATION OF OPTIMIZATION METHODS 5

pressure, we may well obtain a very poor design. For the selected fixed pres-
sure, we would certainly find the least-cost tank dimensions. However, by
including the storage pressure as an independent variable and adding the
compressor cost to our performance criteria, we could obtain a design with a
lower overall cost because of a reduction in the required tank volume. Thus,
the independent variables must be selected so that all important alternatives
are included in the formulation. In general, the exclusion of possible alter-
natives will lead to suboptimal solutions.
Finally, another consideration in the selection of variables is the level of
detail to which the system is considered. While it is important to treat all key
independent variables, it is equally important not to obscure the problem by
the inclusion of a large number of fine details of subordinate importance. For
instance, in the preliminary design of a process involving a number of dif-
ferent pieces of equipment—pressure vessels, towers, pumps, compressors,
and heat exchanges—one would normally not explicitly consider all the fine
details of the design of each individual unit. A heat exchanger may well be
characterized by a heat transfer surface area as well as shell-side and tube-
side pressure drops. Detailed design variables such as number and size of
tubes, number of tube and shell passes, baffle spacing, header type, and shell
dimensions would normally be considered in a separate design study involv-
ing that unit by itself. In selecting the independent variables, a good rule is
to include only those variables that have a significant impact on the composite
system performance criterion.

1.1.4 System Model

Once the performance criterion and the independent variables have been se-
lected, the next step in problem formulation is to assemble the model that
describes the manner in which the problem variables are related and the way
in which the performance criterion is influenced by the independent variables.
In principle, optimization studies may be performed by experimenting directly
with the system. Thus, the independent variables of the system or process
may be set to selected values, the system operated under those conditions,
and the system performance index evaluated using the observed performance.
The optimization methodology would then be used to predict improved
choices of the independent variable values and the experiments continued in
this fashion. In practice, most optimization studies are carried out with the
help of a simplified mathematical representation of the real system, called a
model. Models are used because it is too expensive or time consuming or
risky to use the real system to carry out the study. Models are typically used
in engineering design because they offer the cheapest and fastest way of
studying the effects of changes in key design variables on system perform-
ance.
In general, the model will be composed of the basic material and energy
balance equations, engineering design relations, and physical property equa-
6 INTRODUCTION TO OPTIMIZATION

tions that describe the physical phenomena taking place in the system. These
equations will normally be supplemented by inequalities that define allowable
operating ranges, specify minimum or maximum performance requirements,
or set bounds on resource availabilities. In sum, the model consists of all
elements that normally must be considered in calculating a design or in pre-
dicting the performance of an engineering system. Quite clearly, the assembly
of a model is a very time consuming activity and one that requires a thorough
understanding of the system being considered. In later chapters we will have
occasion to discuss the mechanics of model development in more detail. For
now, we simply observe that a model is a collection of equations and in-
equalities that define how the system variables are related and that constrain
the variables to take on acceptable values.
From the preceding discussion, we observe that a problem suitable for the
application of optimization methodology consists of a performance measure,
a set of independent variables, and a model relating the variables. Given these
rather general and abstract requirements, it is evident that the methods of
optimization can be applied to a very wide variety of applications. In fact,
the methods we will discuss have been applied to problems that include the
optimum design of process and structures, the planning of investment policies,
the layout of warehouse networks, the determination of optimal trucking
routes, the planning of heath care systems, the deployment of military forces,
and the design of mechanical components, to name but a few. In this text our
focus will be on engineering applications. Some of these applications and
their formulations are discussed in the next section.

1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING

Optimization theory finds ready application in all branches of engineering in

four primary areas:

1. Design of components or entire systems

2. Planning and analysis of existing operations
3. Engineering analysis and data reduction
4. Control of dynamic systems

In this section we briefly consider representative applications from each of

the first three areas. The control of dynamic systems is an important area to
which the methodology discussed in this book is applicable but which requires
the consideration of specialized topics quite beyond the scope of this book.
In considering the application of optimization methods in design and op-
erations, keep in mind that the optimization step is but one step in the overall
process of arriving at an optimal design or an efficient operation. Generally,
that overall process will, as shown in Figure 1.1, consist of an iterative cycle
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 7

Figure 1.1. Engineering design process.

involving synthesis or definition of the structure of the system, model for-

mulation, model parameter optimization, and analysis of the resulting solu-
tion. The final optimal design or new operating plan will be obtained only
after solving a series of optimization problems, the solution to each of which
will serve to generate new ideas for further system structures. In the interests
of brevity, the examples in this section show only one pass of this iterative
cycle and deal mainly with preparations for the optimization step. This focus
should not be interpreted as an indication of the dominant role of optimization
methods in the engineering design and systems analysis process. Optimization
theory is a very powerful tool, but to be effective, it must be used skillfully
and intelligently by an engineer who thoroughly understands the system under
study. The primary objective of the following examples is simply to illustrate
the wide variety but common form of the optimization problems that arise in
the process of design and analysis.
8 INTRODUCTION TO OPTIMIZATION

1.2.1 Design Applications

Applications in engineering design range from the design of individual struc-
tural members to the design of separate pieces of equipment to the preliminary
design of entire production facilities. For purposes of optimization, the shape
or structure of the system is assumed to be known, and the optimization
problem reduces to that of selecting values of the unit dimensions and op-
erating variables that will yield the best value of the selected performance
criterion.

Example 1.1 Design of an Oxygen Supply System

Description. The basic oxygen furnace (BOF) used in the production of steel
is a large fed-batch chemical reactor that employs pure oxygen. The furnace
is operated in a cyclical fashion. Ore and flux are charged to the unit, treated
for a specified time period, and then discharged. This cyclical operation gives
rise to a cyclically varying demand rate for oxygen. As shown in Figure 1.2,
over each cycle there is a time interval of length t1 of low demand rate D0
and a time interval t2 ⫺ t1 of high demand rate D1. The oxygen used in the
BOF is produced in an oxygen plant in a standard process in which oxygen
is separated from air by using a combination of refrigeration and distillation.
Oxygen plants are highly automated and are designed to deliver oxygen at a
fixed rate. To mesh the continuous oxygen plant with the cyclically operating
BOF, a simple inventory system (Figure 1.3) consisting of a compressor and
a storage tank must be designed. A number of design possibilities can be
considered. In the simplest case, the oxygen plant capacity could be selected

Figure 1.2. Oxygen demand cycle, Example 1.1.

 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 9

Figure 1.3. Design of oxygen production system, Example 1.1.

to be equal to D1, the high demand rate. During the low-demand interval the
excess oxygen could just be vented to the air. At the other extreme, the oxygen
plant capacity could be chosen to be just enough to produce the amount of
oxygen required by the BOF over a cycle. During the low-demand interval,
the excess oxygen produced would then be compressed and stored for use
during the high-demand interval of the cycle. Intermediate designs could use
some combination of venting and storage of oxygen. The problem is to select
the optimal design.

Formulation. The system of concern will consist of the O2 plant, the com-
pressor, and the storage tank. The BOF and its demand cycle are assumed
fixed by external factors. A reasonable performance index for the design is
the total annual cost, which consists of the oxygen production cost (fixed and
variable), the compressor operating cost, and the fixed costs of the compressor
and storage vessel. The key independent variables are the oxygen plant pro-
duction rate F (lb O2 /hr), the compressor and storage tank design capacities,
H (HP) and V (ft3), respectively, and the maximum tank pressure p (psia).
Presumably the oxygen plant design is standard so that the production rate
fully characterizes the plant. Similarly, we assume that the storage tank will
be of a standard design approved for O2 service.
The model will consist of the basic design equations that relate the key
independent variables.
If Imax is the maximum amount of oxygen that must be stored, then using
the corrected gas law we have

Imax RT
V⫽ z (1.1)
M p
10 INTRODUCTION TO OPTIMIZATION

where R ⫽ gas constant

T ⫽ gas temperature (assume fixed)
z ⫽ compressibility factor
M ⫽ molecular weight of O2

From Figure 1.2, the maximum amount of oxygen that must be stored is
equal to the area under the demand curve between t1 and t2 and D1 and F.
Thus,

Imax ⫽ (D1 ⫺ F)(t2 ⫺ t1) (1.2)

Substituting (1.2) into (1.1), we obtain

(D1 ⫺ F)(t2 ⫺ t1) RT

V⫽ z (1.3)
M p

The compressor must be designed to handle a gas flow rate of (D1 ⫺

F)(t2 ⫺ t1)/t1 and to compress the gas to the maximum pressure p. Assuming
isothermal ideal gas compression [3],

H⫽
(D1 ⫺ F)(t2 ⫺ t1) RT
t1 k1k2
ln
p
冉冊
p0
(1.4)

where k1 ⫽ unit conversion factor

k2 ⫽ compressor efficiency
p0 ⫽ O2 delivery pressure

In addition to (1.3) and (1.4), the O2 plant rate F must be adequate to

supply the total oxygen demand, or

D0t1 ⫹ D1(t2 ⫺ t1)

F⭓ (1.5)
t2

Moreover, the maximum tank pressure must be greater than the O2 delivery
pressure,

p ⭓ p0 (1.6)

The performance criterion will consist of the oxygen plant annual cost,

C1 ($/yr) ⫽ a1 ⫹ a2F (1.7)

where a1 and a2 are empirical constants for plants of this general type and
include fuel, water, and labor costs.
The capital cost of storage vessels is given by a power law correlation,
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 11

C2 ($) ⫽ b1V b2 (1.8a)

where b1 and b2 are empirical constants appropriate for vessels of a specific

construction.
The capital cost of compressors is similarly obtained from a correlation:

C3 ($) ⫽ b3H b4 (1.8b)

The compressor power cost will, as an approximation, be given by b5t1H,

where b5 is the cost of power. The total cost function will thus be of the form

Annual cost ⫽ a1 ⫹ a2F ⫹ d(b1V b2 ⫹ b3H b4) ⫹ Nb5t1H (1.9)

where N is the number of cycles per year and d is an appropriate annual cost
factor.
The complete design optimization problem thus consists of the problem of
minimizing (1.9) by the appropriate choice of F, V, H, and p subject to Eqs.
(1.3) and (1.4) as well as inequalities (1.5) and (1.6).
The solution of this problem will clearly be affected by the choice of the
cycle parameters (N, D0, D1, t1, and t2), the cost parameters (a1, a2, b1 –b5,
and d), and the physical parameters (T, p0, k2, z, and M).
In principle we could solve this problem by eliminating V and H from (1.9)
using (1.3) and (1.4), thus obtaining a two-variable problem. We could then
plot the contours of the cost function (1.9) in the plane of the two variables
F and p, impose the inequalities (1.5) and (1.6), and determine the minimum
point from the plot. However, the methods discussed in subsequent chapters
allow us to obtain the solution with much less work. For further details and
a study of solutions for various parameter values, the reader is invited to
consult Jen et al. [4].

Example 1.1 presented a preliminary design problem formulation for a

system consisting of several pieces of equipment. The next example illustrates
a detailed design of a single structural element.

Example 1.2 Design of a Welded Beam

Description. A beam A is to be welded to a rigid support member B. The

welded beam is to consist of 1010 steel and is to support a force F of 6000
lb. The dimensions of the beam are to be selected so that the system cost is
minimized. A schematic of the system is shown in Figure 1.4.

Formulation. The appropriate system boundaries are quite self-evident. The

system consists of the beam A and the weld required to secure it to B. The
independent or design variables in this case are the dimensions h, l, t, and b,
as shown in Figure 1.4. The length L is assumed to be specified at 14 in. For
12 INTRODUCTION TO OPTIMIZATION

Figure 1.4. Welded beam, Example 1.2.

notational convenience we redefine these four variables in terms of the vector

of unknowns x:

x ⫽ [x1, x2, x3, x4,]T ⫽ [h, l, t, b]T

The performance index appropriate to this design is the cost of a weld

assembly. The major cost components of such an assembly are (1) setup labor
cost, (2) welding labor cost, and (3) material cost:

F(x) ⫽ c0 ⫹ c1 ⫹ c2 (1.10)

where F(x) ⫽ cost function

c0 ⫽ setup cost
c1 ⫽ welding labor cost
c2 ⫽ material cost

Setup Cost c0. The company has chosen to make this component a weld-
ment, because of the existence of a welding assembly line. Furthermore, as-
sume that fixtures for setup and holding of the bar during welding are readily
available. The cost c0 can therefore be ignored in this particular total-cost
model.

Welding Labor Cost c1. Assume that the welding will be done by machine
at a total cost of $10/hr (including operating and maintenance expense). Fur-
thermore, suppose that the machine can lay down a cubic inch of weld in 6
min. The labor cost is then

c1 ⫽ 10冉 冊冉
$
hr
1 hr
60 min 冊冉 冊6
min
V ⫽1
in.3 w
$
冉 冊V
in.3 w

where Vw ⫽ weld volume, in.3

Material Cost c2

c2 ⫽ c3Vw ⫹ c4VB
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 13

where c3 ⫽ cost per volume of weld material, $/in.3, ⫽(0.37)(0.283)

c4 ⫽ cost per volume of bar stock, $/in.3, ⫽(0.17)(0.283)
VB ⫽ volume of bar A, in.3

From the geometry,

Vw ⫽ 2(–21 h2l) ⫽ h2l

and

VB ⫽ tb(L ⫹ l)

so

c2 ⫽ c3h2l ⫹ c4tb(L ⫹ l)

Therefore, the cost function becomes

F(x) ⫽ h2l ⫹ c3h2l ⫹ c4tb(L ⫹ l) (1.11)

or, in terms of the x variables,

F(x) ⫽ (1 ⫹ c3)x21 x2 ⫹ c4 x3 x4(L ⫹ x2) (1.12)

Not all combinations of x1, x2, x3, and x4 can be allowed if the structure is
to support the load required. Several functional relationships between the
design variables that delimit the region of feasibility must certainly be defined.
These relationships, expressed in the form of inequalities, represent the design
model. Let us first define the inequalities and then discuss their interpretation.
The inequalities are

g1(x) ⫽ ␶d ⫺ ␶ (x) ⭓ 0 (1.13)

g2(x) ⫽ ␴d ⫺ ␴ (x) ⭓ 0 (1.14)
g3(x) ⫽ x4 ⫺ x1 ⭓ 0 (1.15)
g4(x) ⫽ x2 ⭓ 0 (1.16)
g5(x) ⫽ x3 ⭓ 0 (1.17)
g6(x) ⫽ Pc(x) ⫺ F ⭓ 0 (1.18)
g7(x) ⫽ x1 ⫺ 0.125 ⭓ 0 (1.19)
g8(x) ⫽ 0.25 ⫺ ␦(x) ⭓ 0 (1.20)
14 INTRODUCTION TO OPTIMIZATION

where ␶d ⫽ design shear stress of weld

␶ (x) ⫽ maximum shear stress in weld; a function of x
␴d ⫽ design normal stress for beam material
␴ (x) ⫽ maximum normal stress in beam; a function of x
Pc(x) ⫽ bar buckling load; a function of x
␦(x) ⫽ bar end deflection; a function of x

To complete the model, it is necessary to define the important stress states.

Weld Stress ␶ (x). After Shigley [5], the weld shear stress has two com-
ponents, ␶ ⬘ and ␶ ⴖ, where ␶ ⬘ is the primary stress acting over the weld throat
area and ␶ ⴖ is a secondary torsional stress:

F MR
␶⬘ ⫽ and ␶ⴖ ⫽
兹2x1x2 J

with

M⫽F L⫹ 冉 冊 x2
2

R⫽ 冋 冉 冊册
x22
4
x ⫹ x1
⫹ 3
2
2 1/2

再 冋 冉
J ⫽ 2 0.707x1x2
x22
12
x ⫹ x1
⫹ 3
2 冊 册冎
2

where M ⫽ moment of F about center of gravity of weld group

J ⫽ polar moment of inertia of weld group

Therefore, the weld stress ␶ becomes

␶ (x) ⫽ [(␶ ⬘)2 ⫹ 2␶ ⬘␶ ⴖ cos ␪ ⫹ (␶ ⴖ)2]1 / 2

where

x2
cos ␪ ⫽
2R

Bar Bending Stress ␴ (x). The maximum bending stress can be shown to
be equal to

6FL
␴ (x) ⫽
x4 x32
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 15

Bar Buckling Load Pc(x). If the ratio t/b ⫽ x3 /x4 grows large, there is a
tendency for the bar to buckle. Those combinations of x3 and x4 that will
cause this buckling to occur must be disallowed. It has been shown [6] that
for narrow rectangular bars a good approximation to the buckling load is

Pc(x) ⫽
4.013兹EI␣
L2
x
1⫺ 3
2L冉 冪␣冊
EI

where E ⫽ Young’s modulus, ⫽30 ⫻ 106 psi

I ⫽ ––1 3
12 x3 x4
␣ ⫽ –3 Gx3 x34
1

G ⫽ shearing modulus, ⫽12 ⫻ 106 psi

Bar Deflection ␦(x). To calculate the deflection, assume the bar to be a

cantilever of length L. Thus,

4FL3
␦(x) ⫽
Ex33 x4

The remaining inequalities are interpreted as follows: Inequality g3 states

that it is not practical to have the weld thickness greater than the bar thickness,
Inequalities g4 and g5 are nonnegativity restrictions on x2 and x3. Note that
the nonnegativity of x1 and x4 are implied by g3 and g7. Constraint g6 ensures
that the buckling load is not exceeded. Inequality g7 specifies that it is not
physically possible to produce an extremely small weld.
Finally, the two parameters ␶d and ␴d in g1 and g2 depend on the material
of construction. For 1010 steel, ␶d ⫽ 13,600 psi and ␴d ⫽ 30,000 psi are
appropriate.
The complete design optimization problem thus consists of the cost func-
tion (1.12) and the complex system of inequalities that results when the stress
formulas are substituted into (1.13)–(1.20). All of these functions are ex-
pressed in terms of four independent variables.
This problem is sufficiently complex that graphical solution is patently
infeasible. However, the optimum design can readily be obtained numerically
by using the methods of subsequent chapters.

For a further discussion of this problem and its solution, see reference 7.

1.2.2 Operations and Planning Applications

The second major area of engineering application of optimization is found in
the tuning of existing operations and development of production plans for
multiproduct processes. Typically an operations analysis problem arises when
an existing production facility designed under one set of conditions must be
16 INTRODUCTION TO OPTIMIZATION

adapted to operate under different conditions. The reasons for doing this might
be as follows:

1. To accommodate increased production throughout

2. To adapt to different feedstocks or a different product slate
3. To modify the operations because the initial design is itself inadequate
or unreliable

The solution to such problems might require the selection of new temperature,
pressure, or flow conditions; the addition of further equipment; or the defi-
nition of new operating procedures. Production planning applications arise
from the need to schedule the joint production of several products in a given
plant or to coordinate the production plans of a network of production facil-
ities. Since in such applications the capital equipment is already in place, only
the variable costs need to be considered. Thus, this type of application can
often be formulated in terms of linear or nearly linear models. We will illus-
trate this class of applications using a refinery planning problem.

Example 1.3 Refinery Production Planning

Description. A refinery processes crude oils to produce a number of raw

gasoline intermediates that must subsequently be blended to make two grades
of motor fuel, regular and premium. Each raw gasoline has a known perform-
ance rating, a maximum availability, and a fixed unit cost. The two motor
fuels have a specified minimum performance rating and selling price, and
their blending is achieved at a known unit cost. Contractual obligations im-
pose minimum production requirements of both fuels. However, all excess
fuel production or unused raw gasoline amounts can be sold in the open
market at known prices. The optimal refinery production plan is to be deter-
mined over the next specified planning period.

Formulation. The system in question consists of the raw gasoline interme-

diates, the blending operation, and the fluid motor fuels, as shown schemat-
ically in Figure 1.5. Excluded from consideration are the refinery processes
involved in the production of the raw gasoline intermediates as well as the
inventory and distribution subsystems for crudes, intermediates, and products.
Since equipment required to carry out the blending operations is in place,
only variable costs will be considered.
The performance index in this case will be the net profit over the planning
period. The net profit will be composed of motor fuel and intermediate sales
minus blending costs minus the charged costs of the intermediates. The in-
dependent variables will simply be the flows depicted as directed arcs in
Figure 1.5. Thus, each intermediate will have associated with it a variable
that represents the amount of that intermediate allocated to the production of
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 17

Figure 1.5. Schematic of refinery planning problem, Example 1.3.

regular-grade gasoline, another that represents the amount used to make pre-
mium, and a third that represents the amount sold directly.
Thus, for each intermediate i,

xi ⫽ amount used for regular, bbl/period

yi ⫽ amount used for premium, bbl/period
zi ⫽ amount sold directly, bbl/period

Each product will have two variables associated with it: one to represent the
contracted sales and one to represent the open-market sales.
Thus, for each product j,

uj ⫽ amount allocated to contracts, bbl/period

vj ⫽ amount sold in open market, bbl/period

The model will consist of material balances on each intermediate and product,
blending constraints that ensure that product performance ratings are met, and
bounds on the contract sales:
18 INTRODUCTION TO OPTIMIZATION

1. Material balances on each intermediate i:

xi ⫹ yi ⫹ zi ⭐ ␣i (1.21)

where ␣i is the availability of intermediate i over the period, in bbl/

period.
2. Material balances on each product:

冘x ⫽u ⫹v
i
i 1 1 冘y ⫽u ⫹v
i
i 2 2 (1.22)

3. Blending constraints on each product:

冘 ␤ x ⭓ ␥ (u ⫹ v ) 冘 ␤ y ⭓ ␥ (u ⫹ v )
i
i i 1 1 1
i
i i 2 2 2 (1.23)

where ␤i is the performance rating of intermediate i and ␥j is the min-

imum performance rating of product j.
4. Contract sales restrictions for each product j.

uj ⭓ ␦j (1.24)

where ␦j is the minimum contracted production, in bbl/period.

The performance criterion (net profit) is given by

冘c j u ⫹
(1)
j 冘c j v ⫹
(2)
j 冘c z ⫺
(3)
i i 冘c
i
(xi ⫹ yi ⫹ zi) ⫺
(4)
i 冘c
i
(5)
i (xi ⫹ yi)

where c(1)
i ⫽ unit selling price for contract sales of j
c(2)
j ⫽ unit selling price for open-market sales of j
c(3)
i ⫽ unit selling price of direct sales of intermediate i
c(4)
i ⫽ unit charged cost of intermediate i
c(5)
i ⫽ blending cost of intermediate i

Using the data given in Table 1.1, the planning problem reduces to

Maximize 40u1 ⫹ 55u2 ⫹ 46v1 ⫹ 60v2 ⫹ 6z1 ⫹ 8z2 ⫹ 7.50z3

⫹ 7.50z4 ⫹ 20z5 ⫺ 25(x1 ⫹ y1) ⫺ 28(x2 ⫹ y2)

⫺ 29.50(x3 ⫹ y3) ⫺ 35.50(x4 ⫹ y4) ⫺ 41.50(x5 ⫹ y5)

Subject to
Constraints of type (1.21):
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 19

Table 1.1 Data for Example 1.3

Raw Availability, Performance Selling Charged Blending

Gasoline ␣i Rating, Price, Cost, Cost,
Intermediate (bbl / period) ␤i c(3)
i c(4)
i c(5)
i

1 2 ⫻ 105 70 30.00 24.00 1.00

2 4 ⫻ 105 80 35.00 27.00 1.00
3 4 ⫻ 105 85 36.00 28.50 1.00
4 5 ⫻ 105 90 42.00 34.50 1.00
5 5 ⫻ 105 99 60.00 40.00 1.50

Selling Price ($ / bbl)

Minimum Minimum
Product Contract Performance Contract, Open Market,
Type Sales ␦j Rating c(1)
j c(2)
j

Regular (1) 5 ⫻ 105 85 $40.00 $46.00

Premium (2) 4 ⫻ 105 95 $55.00 $60.00

x1 ⫹ y1 ⫹ z1 ⭐ 2 ⫻ 105
x2 ⫹ y2 ⫹ z2 ⭐ 4 ⫻ 105
x3 ⫹ y3 ⫹ z3 ⭐ 4 ⫻ 105
x4 ⫹ y4 ⫹ z4 ⭐ 5 ⫻ 105
x5 ⫹ y5 ⫹ z5 ⭐ 5 ⫻ 105

Constraints of type (1.22):

x1 ⫹ x2 ⫹ x3 ⫹ x4 ⫹ x5 ⫽ u1 ⫹ v1
y1 ⫹ y2 ⫹ y3 ⫹ y4 ⫹ y5 ⫽ u2 ⫹ v2

Constraints of type (1.23):

70x1 ⫹ 80x2 ⫹ 85x3 ⫹ 90x4 ⫹ 99x5 ⭓ 85(u1 ⫹ v1)

70y1 ⫹ 80y2 ⫹ 85y3 ⫹ 90y4 ⫹ 99y5 ⭓ 95(u2 ⫹ v2)

Constraints of type (1.24):

u1 ⭓ 5 ⫻ 105 u2 ⭓ 4 ⫻ 105

In addition, all variables must be greater than or equal to zero to be

physically realizable. The composite optimization problem involves 19 vari-
20 INTRODUCTION TO OPTIMIZATION

ables and 11 constraints plus the nonnegativity conditions. Note that all model
functions are linear in the independent variables.

In general, refineries will involve many more intermediate streams and

products than were considered in this example. Moreover, in practice it may
be important to include further variables, reflecting the material in inventory,
as well as to expand the model to cover several consecutive planning periods.
In the latter case, a second subscript could be added to the set of variables,
for example,

xik ⫽ amount of intermediate i used for regular grade in planning period k

The resulting production planning model can then become very large. In prac-
tice, models of this type with over a thousand variables are solved quite
routinely.

1.2.3 Analysis and Data Reduction Applications

A further fertile area for the application of optimization techniques in engi-
neering can be found in nonlinear regression problems as well as in many
analysis problems arising in engineering science. A very common problem
arising in engineering model development is the need to determine the pa-
rameters of some semitheoretical model given a set of experimental data. This
data reduction or regression problem inherently transforms to an optimization
problem, because the model parameters must be selected so that the model
fits the data as closely as possible.
Suppose some variable y assumed to be dependent upon an independent
variable x and related to x through a postulated equation y ⫽ ƒ(x, ␪1, ␪2) that
depends upon two parameters ␪1 and ␪2. To establish the appropriate values
of ␪1 and ␪2, we run a series of experiments in which we adjust the indepen-
dent variable x and measure the resulting y. As a result of a series of N
experiments covering the range of x of interest, a set of y and x values (yi,
xi), i ⫽ 1, . . . , N, is available. Using these data, we now try to ‘‘fit’’ our
function to the data by adjusting ␪1 and ␪2 until we get a ‘‘good fit.’’ The
most commonly used measure of a good fit is the least-squares criterion,

冘 [y ⫺ ƒ(x , ␪ , ␪ )]
N
L(␪i, ␪2) ⫽ i i 1 2
2
(1.25)
i⫽1

The difference yi ⫺ ƒ(xi, ␪1, ␪2) between the experimental value yi and the
predicted value ƒ(xi, ␪1, ␪2) measures how close our model prediction is to
the data and is called the residual. The sum of the squares of the residuals at
all the experimental points gives an indication of goodness of fit. Clearly, if
L(␪1, ␪2) is equal to zero, then the choice of ␪1, ␪2 has led to a perfect fit; the
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 21

data points fall exactly on the predicted curve. The data-fitting problem can
thus be viewed as an optimization problem in which L(␪1, ␪2) is minimized
by appropriate choice of ␪1 and ␪2.

Example 1.4 Nonlinear Curve Fitting

Description. The pressure–molar volume–temperature relationship of real

gases is known to deviate from that predicted by the ideal gas relationship,

Pv ⫽ RT

where P ⫽ pressure, atm

v ⫽ molar volume, cm2 /g 䡠 mol
T ⫽ temperature, K
R ⫽ gas constant, 82.06 atm 䡠 cm3 /g 䡠 mol 䡠 K

The semiempirical Redlich–Kwong equation [3]

RT a
P⫽ ⫺ (1.26)
v⫺b T 1 / 2v(v ⫹ b)

is intended to correct for the departure from ideality, but it involves two
empirical constants a and b whose values are best determined from experi-
mental data. A series of PvT measurements, listed in Table 1.2, are made for
CO2, from which a and b are to be estimated using nonlinear regression.

Formulation. Parameters a and b will be determined by minimizing the least-

squares function (1.25). In the present case, the function will take the form

冘 冋P ⫺ v RT⫺ b ⫹ T 册
8 2
i a
(1.27)
i vi (vi ⫹ b)
i 1/2
i⫽1 i

Table 1.2 PVT Data for CO2

Experiment
Number P, atm v, cm3 / g 䡠 mol T, K
1 33 500 273
2 43 500 323
3 45 600 373
4 26 700 273
5 37 600 323
6 39 700 373
7 38 400 273
8 63.6 400 373
22 INTRODUCTION TO OPTIMIZATION

where Pi is the experimental value at experiment i and the remaining two

terms correspond to the value of P predicted from Eq. (1.26) for the condi-
tions of experiment i for some selected values of the parameters a and b. For
instance, the term corresponding to the first experimental point will be

冉 33 ⫺
82.06(273)
500 ⫺ b
⫹
a
(273) (500)(500 ⫹ b)
1/2 冊 2

Function (1.27) is thus a two-variable function whose value is to be min-

imized by appropriate choice of the independent variables a and b. If the
Redlich–Kwong equation were to precisely match the data, then at the opti-
mum the function (1.27) would be exactly equal to zero. In general, because
of experimental error and because the equation is too simple to accurately
model the CO2 nonidealities, Eq. (1.27) will not be equal to zero at the op-
timum. For instance, the optimal values of a ⫽ 6.377 ⫻ 107 and b ⫽ 29.7
still yield a squared residual of 9.7 ⫻ 10⫺2.

In addition to regression applications, a number of problems arise in en-

gineering science that can be solved by posing them as optimization problems.
One rather classical application is the determination of the equilibrium com-
position of a chemical mixture [3]. It is known that the equilibrium compo-
sition of a closed system at fixed temperature and pressure with specified
initial composition will be that composition that minimizes the Gibbs free
energy of the system. As shown by White et al. [8], the determination of the
equilibrium composition can thus be posed as the problem of minimizing a
nonlinear function subject to a set of linear equations in nonnegative variables.
Another classical engineering problem that can be posed and solved as an
optimization problem is the determination of the steady-state current flows in
an electrical resistance network [9]. Given a network with specified arc re-
sistances and a specified overall current flow, the arc current flows can be
determined as the solution of the problem of minimizing the total I 2R power
loss subject to a set of linear constraints that ensure that Kirchhoff’s current
law is satisfied at each arc junction in the network.

Example 1.5 Metal Cutting

One of the engineering applications of mathematical programming is the

problem of determining the optimal machining parameters in metal cutting.
A detailed discussion of different optimization models in metal cutting with
illustrations is given in a survey paper by Philipson and Ravindran [10]. Here
we shall discuss a machining problem in which a single cutting tool turns a
diameter in one pass.
The decision variables in this machining problem are the cutting speed v
and the feed per revolution ƒ. Increasing the speed and feed reduces the actual
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 23

machining time and hence the machining cost, but it has an adverse effect on
the life of the cutting tool and results in a higher tooling cost. In addition,
the optimal values of v and ƒ will also depend on labor and overhead costs
of nonproductive time and tool-changing time. Hence, minimization of the
total cost per component is the criterion most often used in selecting the
optimal machining parameters, feed and speed.
The cost per component c for a part produced in one pass is given by
Armarego and Brown [11]:

c ⫽ (cost of nonproductive time/component) ⫹ (machining time cost)

⫹ (cost of tool-changing time/component) ⫹ (tool cost/component)

Material costs are not considered. The third and fourth terms may be stated
more specifically as

Cost of tool-changing time per component

cost rate ⫻ tool-changing time
⫽
number of parts produced between tool changes

and

tool cost per cutting edge

Tool cost per component ⫽
number of parts produced between tool changes

The cost equation can be expressed mathematically as

c ⫽ xTL ⫹ xTc ⫹ xTd 冉 冊 冉 冊

Tac
T
T
⫹ y ac
T
(dollars) (1.28)

where x ⫽ labor plus overhead cost rate, $

TL ⫽ nonproductive time (loading, unloading, and inspection time), min
Tc ⫽ machining time, including approach time, min
Tac ⫽ actual cutting time (approximately equal to Tc), min
T ⫽ tool life, min [given by Eq. (1.30)]
Td ⫽ tool-changing time, min
y ⫽ tool cost per cutting edge, $
T/Tac ⫽ number of parts produced between tool changes

The equation for machining time Tc is

l
Tc ⫽ (min) (1.29)
␭vƒ
24 INTRODUCTION TO OPTIMIZATION

where l ⫽ distance traveled by the tool in making a turning pass, in.

␭ ⫽ 12/ ␲D, where D is the mean workpiece diameter, in.
v ⫽ cutting speed, surface feet/min
ƒ ⫽ feed, in./rev

It has been found [11] that tool life, cutting speed, and feed are related as
follows:

A
T⫽ (min) (1.30)
v1 / nƒ1 / n1

where A, n, and n1 are constants.

Assuming that Tac ⯝ Tc and inserting Eqs. (1.29) and (1.30) into Eq. (1.28),
we obtain

c ⫽ xTL ⫹
xl
␭vƒ 冉
⫹ xTd
l
⫹
␭A ␭A
v ƒ冊
yl (1 / n)⫺1 (1 / n1)⫺1
(dollars) (1.31)

The constraints imposed on v and ƒ by the machine tool and by process

and part requirements are as follows:

(i) Maximum and Minimum Available Cutting Speed

vmin ⭐ v ⭐ vmax

(ii) Maximum and Minimum Available Feed

ƒmin ⭐ ƒ ⭐ ƒmax

(iii) Maximum Allowable Cutting Force (Ft,max). This constraint is neces-

sary to limit tool work deflections and their effect upon the accuracy
of the turned part. Armarego and Brown [11] give the following ex-
pression for the tangential cutting force Ft:

Ft ⫽ cf ƒ␣dc␥ (1.32)

where ct, ␣, and ␥ are constants and dc is the depth of cut, which is
held constant at a given value. This constraint on the cutting force
results in the following feed constraint:

ƒ⭐ 冋 册
Ft,max
ct d␥c
1/␣

(iv) Maximum Available Horsepower. The horsepower consumed in cut-

ting can be determined from the equation
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 25

Ft v
HP ⫽
33,000

where Ft is obtained from Eq. (1.32). If Pmax is the maximum horse-

power available at the spindle, then

Pmax(33,000)
vƒ␣ ⭐
ct d␥c

For a given Pmax, ct, ␥, and dc, the right-hand side of the above in-
equality will be a constant.
(v) Stable Cutting Region. Certain combinations of v and ƒ values are
likely to cause chatter vibration, adhesion, and built-up edge forma-
tion. To avoid this problem, the following stable cutting region con-
straint is used:
v␦ƒ ⭓ ␤

where ␦ and ␤ are given constants.

As an illustration [10], consider the case where a single diameter is to be
turned in one pass using the feed rate and cutting speed that will minimize
costs. The bar is 2.75 in. in diameter by 12.00 in. long. The turned bar is
2.25 in. in diameter by 10.00 in. long. In the cutting speed calculations, a
mean diameter of 2.50 in. will be used. The lathe has a 15-HP motor and a
maximum speed capability of 1500 rpm. The minimum speed available is 75
rpm. The cost rate, tool costs, ideal time, tool-changing time, and tool life
parameters are given below:
x ⫽ $0.15/min TL ⫽ 2.00 min
l ⫽ 10.00 in. D ⫽ 2.50 in.
␭ ⫽ 1.528 Td ⫽ 1.00 min
y ⫽ $0.50 A ⫽ 113,420
n ⫽ 0.30 n1 ⫽ 0.45
dc ⫽ 0.25 in.
Nmin ⫽ 75 rpm
Nmax ⫽ 1500 rpm
ct ⫽ 344.7
Ft,max ⫽ 1583.0 lb
␥ ⫽ 0.9
␣ ⫽ 0.78 Machine drive efficiency ⫽ 0.8
␦ ⫽ 2.0 Machine HP ⫽ 15.0
␤ ⫽ 380,000

When the fixed values are inserted into Eq. (1.28), the cost function becomes
26 INTRODUCTION TO OPTIMIZATION

982.0
Minimize c ⫽ 0.30 ⫹ ⫹ 8.1 ⫻ 10⫺9v2.333ƒ1.222
vƒ

(Note: For ease of calculations, ƒ is expressed in thousandths of an inch per

revolution rather than in inches per revolution.)
The constraints on v and ƒ are given by

v ⭐ 982.0
v ⭓ 49.1
ƒ ⭐ 35.0 (cutting force)
ƒ ⭓ 1.0
vƒ 0.78 ⭐ 4000.0 (horsepower)
v ƒ ⭓ 380,000.0
2.0
(stable cutting region)
v, ƒ ⭓ 0

1.2.4 Classical Mechanics Applications

The methods described in this book can be useful in a number of application
areas, including engineering design, and various forms of data approximation.
A student of this field learns that design is the essence of engineering and
optimization is the essence of design. On the other hand, it is now clear that
the optimization philosophy given in this text is also applicable to problems
in classical mechanics and many other fields not considered by the authors.
Ragsdell and Carter proposed the ‘‘energy method’’ [12] as an alternative
to more traditional approaches to the solution of conservative, linear and
nonlinear initial-value problems. The energy method employs a minimum
principle and avoids most of the difficulties associated with the solution of
nonlinear differential equations by formulation and iterative solution of an
appropriate sequence of optimization problems. It is interesting to note that
solutions to almost any predetermined accuracy level are possible and that
the energy method appears to be especially useful for very nonlinear problems
with solutions that progress over long periods of time and/or space. The
method has been used to predict the position of spacecraft over long distances
and the position of the robot arm on the Space Shuttle.
Carter and Ragsdell [13] have given a direct solution to the optimal column
problem of Lagrange. This problem is of interest because it defied solution
for so long. The problem statement is simple: Given an amount of material
with known physical properties (e.g., 1010 mild steel) that is to be formed
into a column and pinned at each end, what is the optimal tapering function
if we assume uniform, solid cross sections? (See Figure 1.6.)
Lagrange worked on this problem most of his life and published [14] his
conclusions shortly before his death. He was led to conclude that the optimal
 1.2 APPLICATIONS OF OPTIMIZATION IN ENGINEERING 27

D (x)

0 Pc
Pc X

Figure 1.6. Optimal column.

column was a right circular cylinder. Lagrange suspected and many later
proved that this could not be so. Carter and Ragsdell later showed that a
direct optimization approach employing Fourier approximating functions
would produce a valid solution to the optimal column problem of Lagrange
and to many related minimum-weight structural design problems. The reader
is referred to the references for additional details.

1.2.5 Taguchi System of Quality Engineering

The American, British, and European schools of thought on optimization and
optimal design have developed along rather different paths than the work in
Japan since the early work of George Dantzig [14] and others during and
after World War II. The American, British, and European approach is essen-
tially monolithic, whereas there are some important differences to be noted
in the Japanese approach. It is not our purpose to judge whether one path is
best, but simply to note that they appear to be significantly different. In the
United States many optimization methods have been developed and used
based on the assumption that an analytical (mathematical) model or simula-
tion is available. This assumption is used much less in Japan. On the contrary,
the common assumption seen is that the system performance will be available
through direct measurement of the system being optimized. In addition, in
Japan there seems to be much greater emphasis on stochastic formulations
and a desire to understand the resulting variation propagation.
Genichi Taguchi is the father of what is now called quality engineering in
Japan. He was asked to help with the poor telephone system performance in
Japan after the war. It was difficult to have a phone conversation lasting more
than a few minutes. It would have been easy to suggest higher quality com-
ponents to achieve better reliability, but funding was poor, so he took another
approach. Taguchi asked, ‘‘Is it possible to achieve good performance with
inexpensive components?’’ He wondered, ‘‘Can we control the propagation
of unwanted variation?’’ This led him to develop product parameter design,
which is now known as the first of four actions in the Taguchi system of
quality engineering (Figure 1.7).
28 INTRODUCTION TO OPTIMIZATION

Figure 1.7. Taguchi’s system of quality engineering.

Taguchi’s approach is based on an additive model or linear independence

of factor effects. He seeks to find the control factor levels, which will attenuate
variation propagation, so that the product will continue to perform at target
even in the presence of internal and external variation. The emphasis is on
finding better, more stable designs, not necessarily optimal designs. The ap-
proach employs direct sampling of system performance typically using pro-
totypes and very compact sampling strategies. Orthogonal arrays are used to
estimate system sensitivities. Taguchi’s work is beyond the scope of this book,
but it is important work and the interested reader is advised to consult the
many excellent references [15–18].

1.3 STRUCTURE OF OPTIMIZATION PROBLEMS

Although the application problems discussed in the previous section originate

from radically different sources and involve different systems, at their root
they have a remarkably similar form. All four can be expressed as problems
requiring the minimization of a real-valued function ƒ(x) of an N-component
vector argument x ⫽ (x1, x2, . . . , xN) whose values are restricted to satisfy
a number of real-valued equations hk(x) ⫽ 0, a set of inequalities gj (x) ⭓ 0,
and the variable bounds x (U)
i ⭓ xi ⭓ x (L)
i . In subsequent discussions we will
refer to the function ƒ(x) as the objective function, to the equations hk(x) ⫽
0 as the equality constraints, and to the inequalities gj (x) ⭓ 0 as the inequality
constraints. For our purposes, these problem functions will always be as-
sumed to be real valued, and their number will always be finite.
The general problem
 1.4 SCOPE OF THIS BOOK 29

Minimize ƒ(x)
Subject to hk(x) ⫽ 0 k ⫽ 1, . . . , K
gj (x) ⭓ 0 j ⫽ 1, . . . , J
x (U)
i ⭓ xi ⭓ x (L)
i i ⫽ 1, . . . , N

is called the constrained optimization problem. For instance, Examples 1.1,

1.2, and 1.3 are all constrained problems. The problem in which there are no
constraints, that is,

J⫽K⫽0

and

x (U)
i ⫽ ⫺x (L)
i ⫽⬁ i ⫽ 1, . . . , N

is called the unconstrained optimization problem. Example 1.4 is an uncon-

strained problem.
Optimization problems can be classified further based on the structure of
the functions ƒ, hk, and gj and on the dimensionality of x. Unconstrained
problems in which x is a one-component vector are called single-variable
problems and form the simplest but nonetheless very important subclass. Con-
strained problems in which the function hk and gj are all linear are called
linearly constrained problems. This subclass can further be subdivided into
those with a linear objective function ƒ and those in which ƒ is nonlinear.
The category in which all problem functions are linear in x includes problems
with continuous variables, which are called linear programs, and problems in
integer variables, which are called integer programs. Example 1.3 is a linear
programming problem.
Problems with nonlinear objective and linear constraints are sometimes
called linearly constrained nonlinear programs. This class can further be sub-
divided according to the particular structure of the nonlinear objective func-
tion. If ƒ(x) is quadratic, the problem is a quadratic program; if it is a ratio
of linear functions, it is called a fractional linear program; and so on. Sub-
division into these various classes is worthwhile because the special structure
of these problems can be efficiently exploited in devising solution techniques.
We will consider techniques applicable to most of these problem structures
in subsequent chapters.

1.4 SCOPE OF THIS BOOK

In this text we study the methodology applicable to constrained and uncon-

strained optimization problems. Our primary focus is on general-purpose tech-
30 INTRODUCTION TO OPTIMIZATION

niques applicable to problems in continuous variables, involving real-valued

constraint functions and a single real-valued objective function. Problems
posed in terms of integer or discrete variables are considered only briefly.
Moreover, we exclude from consideration optimization problems involving
functional equations, non-steady-state models, or stochastic elements. These
very interesting but more complex elements are the appropriate subject matter
for more advanced, specialized texts. While we make every effort to be pre-
cise in stating mathematical results, we do not normally present detailed
proofs of these results unless such a proof serves to explain subsequent al-
gorithmic constructions. Generally we simply cite the original literature
source for proofs and use the pages of this book to motivate and explain the
key concepts underlying the mathematical constructions.
One of the goals of this text is to demonstrate the applicability of optim-
ization methodology to engineering problems. Hence, a considerable portion
is devoted to engineering examples, to the discussion of formulation alter-
natives, and to consideration of computational devices that expedite the so-
lution of applications problems. In addition, we review and evaluate available
computational evidence to help elucidate why particular methods are preferred
under certain conditions.
In Chapter 2, we begin with a discussion of the simplest problem, the
single-variable unconstrained problem. This is followed by an extensive treat-
ment of the multivariable unconstrained case. In Chapter 4, the important
linear programming problem is analyzed. With Chapter 5 we initiate the study
of nonlinear constrained optimization by considering tests for determining
optimality. Chapters 6–10 focus on solution methods for constrained prob-
lems. Chapter 6 considers strategies for transforming constrained problems
into unconstrained problems, while Chapter 7 discusses direct-search meth-
ods. Chapters 8 and 9 develop the important linearization-based techniques,
and Chapter 10 discusses methods based on quadratic approximations. Then,
in Chapter 11 we summarize some of the methods available for specially
structured problems. Next, in Chapter 12 we review the results of available
comparative computational studies. The text concludes with a survey of strat-
egies for executing optimization studies (Chapter 13) and a discussion of three
engineering case studies (Chapter 14).

REFERENCES

1. Zeleny, M., Multiple Criteria Decision Making, McGraw-Hill, New York, 1982.
2. Vincent, T. L., and W. J. Grantham, Optimality in Parametric Systems, Wiley, New
York, 1981.
3. Bett, K. E., J. S. Rowlinson, and G. Saville, Thermodynamics for Chemical En-
gineers, MIT Pres, Cambridge, MA, 1975.
4. Jen, F. C., C. C. Pegels, and T. M. Dupuis, ‘‘Optimal Capacities of Production
Facilities,’’ Manag. Sci. 14B, 570–580 (1968).
 REFERENCES 31

5. Shigley, J. E., Mechanical Engineering Design, McGraw-Hill, New York, 1973,

p. 271.
6. Timoshenko, S., and J. Gere, Theory of Elastic Stability, McGraw-Hill, New York,
1961, p. 257.
7. Ragsdell, K. M., and D. T. Phillips, ‘‘Optimal Design of a Class of Welded Struc-
tures using Geometric Programming,’’ ASME J. Eng. Ind. Ser. B, 98(3), 1021–
1025 (1975).
8. White, W. B., S. M. Johnson, and G. B. Dantzig, ‘‘Chemical Equilibrium in Com-
plex Mixtures,’’ J. Chem. Phys., 28, 251–255 (1959).
9. Hayt, W. H., and J. E. Kemmerly, Engineering Circuit Analysis, McGraw-Hill,
New York, 1971, Chap. 2.
10. Philipson, R. H., and A. Ravindran, ‘‘Application of Mathematical Programming
to Metal Cutting,’’ Math. Prog. Study, 11, 116–134 (1979).
11. Armarego, E. J. A., and R. H. Brown, The Machining of Metals, Prentice-Hall,
Englewood Cliffs, NJ, 1969.
12. Ragsdell, K. M., and W. J. Carter, ‘‘The Energy Method,’’ Mechanisms and Ma-
chine Theory, 10(3), 245–260 (1975).
13. Carter, W. J., and K. M. Ragsdell, ‘‘The Optimal Column,’’ ASME J. Eng. Mater.
Technol., 71–76 (1974).
14. Trefethen, F. N., ‘‘A History of Operations Research,’’ in Operations Research for
Management (J. F. McCloskey and F. N. Trefethen, Eds.), John Hopkins Press,
Baltimore, MD, 1954.
15. Ealey, L. A., Quality by Design, ASI Press, Dearborn, MI, 1988.
16. Taguchi, G. Taguchi on Robust Technology Development, ASME Press, New York,
1993.
17. Taguchi, G., System of Experimental Design, Vols. 1 and 2, Unipub / Kraus, White
Plains, NY, 1987.
18. Taguchi, G., Introduction to Quality Engineering, Asian Productivity Organization,
Tokyo, 1986.
 2
FUNCTIONS OF A
SINGLE VARIABLE

The optimization problem in which the performance measure is a function of

one variable is the most elementary type of optimization problem. Yet, it is
of central importance to optimization theory and practice, not only because
it is a type of problem that the engineer commonly encounters in practice,
but also because single-variable optimization often arises as a subproblem
within the iterative procedures for solving multivariable optimization prob-
lems. Because of the central importance of the single-variable problem, it is
not surprising that a large number of algorithms have been devised for its
solution. Basically, these methods can be categorized according to the nature
of the function ƒ(x) and the variable x involved as well as the type of infor-
mation that is available about ƒ(x).

2.1 PROPERTIES OF SINGLE-VARIABLE FUNCTIONS

A function ƒ(x), in the most elementary sense, is a rule that assigns to every
choice of x a unique value y ⫽ ƒ(x). In this case, x is called the independent
variable and y is called the dependent variable. Mathematically, consider a
set S 傺 R, where R is the set of all real numbers. We can define a corre-
spondence or a transformation that assigns a single numerical value to every
point x 僆 S. Such a correspondence is called a scalar function ƒ defined on
the set S.
When the set S ⫽ R, we have an unconstrained function of one variable.
When S is a proper subset of R, we have a function defined on a constrained
region. For example,

32 Engineering Optimization: Methods and Applications, Second Edition. A. Ravindran, K. M. Ragsdell and
G. V. Reklaitis © 2006 John Wiley & Sons, Inc. ISBN: 978-0-471-55814-9
 2.1 PROPERTIES OF SINGLE-VARIABLE FUNCTIONS 33

ƒ(x) ⫽ x 3 ⫹ 2x 2 ⫺ x ⫹ 3 for all x 僆 R

is an unconstrained function, while

ƒ(x) ⫽ x 3 ⫹ 2x 2 ⫺ x ⫹ 3 for all x 僆 S ⫽ {x兩 ⫺ 5 ⭐ x ⭐ 5}

is a constrained function. In engineering optimization, we call ƒ the objective

function and S the feasible region, the constraint set, or the domain of interest
of x.
Most physical processes can be modeled or described by continuous func-
tions, that is, functions that are continuous at every point x in their domain.
However, it is not at all unusual in engineering applications to encounter
discontinuous functions. For instance, if we construct a function that measures
the cost of heating per Btu at different delivery temperatures, we quite nat-
urally arrive at the broken curve shown in Figure 2.1. The cost is a discon-
tinuous function of the delivery temperature; however, the temperature itself
can assume all values over the range of, say, 200–3000⬚F.
Of course, it is not necessary that the domain of the independent variable
x assume all real values over the range in question. It is quite possible that
the variable could assume only discrete values. For instance, if we construct
a function that gives the cost of commercial pipe per foot of length at different
pipe diameters, we quite naturally arrive at the sequence of discrete points
shown in Figure 2.2. Pipe is made only in a finite number of sizes.
Note: It is important to remember the following properties of continuous
functions:

1. A sum or product of a continuous function is continuous.

2. The ratio of two continuous functions is continuous at all points where
the denominator does not vanish.

Clearly, depending upon whether the function to be optimized is continuous

or discontinuous or depending upon the nature of its domain, different meth-

Figure 2.1. Discontinuous function.

34 FUNCTIONS OF A SINGLE VARIABLE

Figure 2.2. Discrete function.

ods will have to be employed to conduct the search for the optimum. A
method that is effective for continuous functions will probably not be effective
for discontinuous functions, although the converse may be possible.
In addition to these properties, functions can also be classified according
to their shape or topology within the range of interest.

Monotonic Functions. A function ƒ(x) is monotonic (either increasing or de-

creasing) if for any two points x1 and x2, with x1 ⭐ x2, it follows that

ƒ(x1) ⭐ ƒ(x2) (monotonically increasing)

ƒ(x1) ⭓ ƒ(x2) (monotonically decreasing)

Figure 2.3 illustrates a monotonically increasing function, and Figure 2.4

illustrates a monotonically decreasing function. Note that a function does not
have to be continuous to be monotonic.
Figure 2.5 illustrates a function that is monotonically decreasing for x ⭐
0 and increasing for x ⭓ 0. The function attains its minimum at x ⫽ x*
(origin), and it is monotonic on either side of the minimum point. Such a
function is called a unimodal function.

Definition

A function ƒ(x) is unimodal on the interval a ⭐ x ⭐ b if and only if it is

monotonic on either side of the single optimal point x* in the interval. In

Figure 2.3. Monotonic increasing function.

 2.2 OPTIMALITY CRITERIA 35

Figure 2.4. Monotonic decreasing function.

other words, if x* is the single minimum point of ƒ(x) in the range a ⭐ x ⭐

b, then ƒ(x) is unimodal on the interval if and only if for any two points x1
and x2

x* ⭐ x1 ⭐ x2 implies that ƒ(x*) ⭐ ƒ(x1) ⭐ ƒ(x2)

and

x* ⭓ x1 ⭓ x2 implies that ƒ(x*) ⭐ ƒ(x1) ⭐ ƒ(x2)

As shown in Figure 2.6, a function does not have to be continuous to be

unimodal. Unimodality is an extremely important functional property used in
optimization. We shall discuss its usefulness in Section 2.3.

2.2 OPTIMALITY CRITERIA

In considering optimization problems, two questions generally must be ad-

dressed:

1. Static Question. How can one determine whether a given point x* is

the optimal solution?
2. Dynamic Question. If x* is not the optimal point, then how does one
go about finding a solution that is optimal?

Figure 2.5. Unimodal function.

36 FUNCTIONS OF A SINGLE VARIABLE

Figure 2.6. Unimodal functions.

In this section we are concerned primarily with the static question, namely,
developing a set of optimality criteria for determining whether a given so-
lution is optimal.

Definitions

A function ƒ(x) defined on a set S attains its global minimum at a point

x** 僆 S if and only if

ƒ(x**) ⭐ ƒ(x) for all x 僆 S

A function ƒ(x) defined on S has a local minimum (relative minimum) at a

point x* 僆 S if and only if

ƒ(x*) ⭐ ƒ(x) for all x within a distance ␧ from x*

that is, there exists an ␧ ⬎ 0 such that, for all x satisfying 兩x ⫺ x*兩 ⬍ ␧,
ƒ(x*) ⭐ ƒ(x).

Remarks

1. By reversing the directions of inequality, we can get the equivalent

definitions of global maximum and local maximum.
2. Under the assumption of unimodality, the local minimum automatically
becomes the global minimum.
3. When the function is not unimodal, multiple local optima are possible
and the global minimum can be found only by locating all local optima
and selecting the best one.

In Figure 2.7, x1 is the global maximum, x2 is a local minimum, x3 is a local

maximum, x4 is the global minimum, and x5 may be considered as both local
minimum and local maximum points.

Identification of Single-Variable Optima. Suppose ƒ(x) is a function of a sin-

gle variable x defined on an open interval (a, b) and ƒ is differentiable to the
nth order over the interval. If x* is a point within that interval, then Taylor’s
 Another Random Document on
Scribd Without Any Related Topics
Ieder ging nu, zoo zijne krachten hem zulks toelieten, naar de wallen om in
de verte de vaartuigen hunner verlossers te zien naderkomen.

„We zullen de Leidenaars eens laten hooren, dat wij komen,” had van
Boisot gezegd en beval, dat men de kanonnen zou lossen.

„Hoort gij het, mannen, hoort gij dat?” riepen de belegerden. „Van Boisot
roept ons toe, dat ze komen! Gauw, geeft hem antwoord!”

Een oogenblik daarna trilden al de vensterruiten binnen Leiden! De

hongerige gezonden sprongen van schrik op en de hongerige zieken
ontwaakten uit hunnen onrustigen slaap en vroegen wat er gaande was.

„Wel, buurman, ziet gij het wel,” riep men elkander toe, „hij blijft trouw in
zijnen hoek, hé?”

„Ja, ja, hij staat daar stevig, man!”

„En hebt gij het schieten gehoord, zeg!”

„Alsjeblief! De glazen dreunden ervan!”

Den ganschen dag en ook den volgenden verkeerde men in eene hevige
spanning. Zeven duiven waren er al gekomen. Het water werd gedurig
hooger en hooger opgevoerd! De schansen der Spanjaarden lagen, als kleine
eilanden, midden in het water! De wind bleef noordwest; maar,—brood was
er nog niet, en voor en na stierf de een na den ander den hongerdood. Toch
kwamen de verlossers al nader en nader; maar, .... de Spanjaard bleef nog
steeds op zijne eilandjes.

„Dat zal nog een harde dobber zijn, Van Keulen,” zeide Van Schaeck, en hij
wees op den vijand, maar hoofdzakelijk op de schans Lammen.

„Ja, langs dezen kant zullen ze toch moeten komen; daar zit niets anders
op,” was het antwoord.
„En wie weet hoe lang het nog aanloopt! We zijn veel te vroeg verblijd
geweest! Als de wind nog eens keerde, dan....”

„Eene duif, eene duif!” riep men van verscheidene kanten.

„Bracht dat beest ons maar te eten, dan riep ik ook mee: eene duif!” zeide
Van Schaeck op ontevreden toon.

„Wel, Schaeck, Schaeck, wat zijt ge bar, man! Ik geef den moed niet
verloren,” sprak Van Keulen bemoedigend, en begaf zich op weg om te
vernemen, welke tijdingen de briefdrager weer gebracht had. Wij zullen
later vernemen welke berichten dat waren. Eerst maken we nog eens een
uitstapje buiten de stad om te zien, wat daar voorvalt.
EENENTWINTIGSTE HOOFDSTUK.
 Watergeuzen en Spanjaarden.
Na het innemen van Zoetermeer en het bezetten en doorsteken van den
heerweg naar Benthuizen, was van Boisot nog altijd werkeloos op Noord-
Aasche meertje blijven liggen en, wat hij ook beproeven mocht, niets
baatte; want de ondiepte van het onder water gezette land, belette hem
verder te trekken.

Wat echter in den nacht van den achtentwintigsten van Herfstmaand den
belegerden vreugd veroorzaakt had, werd ook op de vloot waargenomen, en
terstond was van Boisot er op bedacht, de noodige maatregelen te nemen.

Hij liet andermaal de Kapiteins bij zich aanboord komen en toen ze allen
verschenen waren, zei hij: „Eindelijk heeft het Gode behaagd, dat de wind
keeren zou. Thans willen we het woord houden, dat we dien Leidschen
jongen meegaven: „Als God wil: de vrijbuiter is iederen dag gereed!”

Wij hebben beproefd, wat we konden, en vriend De Moor had, omdat alle
vaarten voorbij de stad liepen, zelfs al het plan gevormd om een kanaal te
laten graven, teneinde zoo in Leiden te komen. Dat zal echter nu niet
noodig zijn, tenminste, als mijn vermoeden bewaarheid wordt, dat de storm,
die thans opgestoken is, vanavond of morgenochtend naar het zuid-westen
loopt; want dan zullen we volop water krijgen.

Nu is mijn plan aldus:

„Ik zal met vijfentwintig galeien trachten Zoeterwoude, waar de

hoofdmacht der Spanjaarden ligt, te bereiken. De overige galeien moeten
onder bevel van den Vice-Admiraal zich naar het huis Zwieten wenden. Gij,
Heer van Assaliers, blijft hier, als Commissaris-Generaal der artillerie, met
het geschut en den levensvoorraad achter, en blijft daar tot wij meester zijn
van den Kerkweg. Zoodra dit het geval is, dan volgt gij ons, en jaagt met
uw geschut den Spanjaard uit de schansen te Zoeterwoude. Zoo een van de
Heeren iets beters weet, dat hij dan spreke!”
Niemand had echter iets tegen het plan van den Admiraal in te brengen, en
weldra bevond ieder zich aanboord zijner galei, om de ontvangen orders ten
uitvoer te brengen.

Gelukkig werd ook het algemeene vermoeden der Watergeuzen bewaarheid,

en liep de wind, die nog altijd hevig was, naar het zuid-westen.

De Spanjaarden hadden echter wel bemerkt, op welke plaats de aanval der

vrijbuiters het ernstigste zou gemeend zijn, en hadden daarom in de
nabijheid van den Kerkweg zich sterk verschanst.

Tusschen Vrijdag en Zaterdag van den eersten en tweeden October stelde de

vloot zich in beweging. Vooraan bevond zich het troepje, dat Cornelis
wakker gemaakt had, toen hij, moede en afgemat onder den knotwilg lag te
slapen.

Het vorderde wel langzaam, maar toch ging het vooruit.

„Wie daar?” klonk het van den Kerkweg.

Geen antwoord.

„Wie daar?” riep nog eenmaal een der wachthebbende Spanjaarden.

Zij, die naderden, bleven, op gegeven bevel, in hun stilzwijgen volharden.

„Wie daar?” schreeuwde de Spanjaard ten derden male.

„Vuur!” kommandeerde de Hopman der vrijbuiters, en thans kregen de

Spanjaarden zulk een gevoelig antwoord, dat zij, na eenen korten tijd
weerstand geboden te hebben, met achterlating van eenige hunner schuiten,
ijlings op de vlucht gingen.

„Eenoog, kijk ze eens loopen! Kijk ze eens beenen maken,” riep de man
zonder ooren.

„Denkt gij dan, dat ik het niet zie? Ha, ik zal ze die pil van Zoetermeer
betaald zetten? Ha-ha! Wat dachten ze wel, dat ze mij zoo maar met éénen
musketkogel eens voor altijd genoeg konden geven?”

„Ja maar, die kogel heeft je toch overdwars in je maag gezeten,” zeide weer
een ander.

„Bah, wat zou dat! In mijn been, ja! Maar nu die Zoetermeersche
kattenvilder van eenen dorpsbarbier, dat ding er zoo netjes uitgehaald heeft,
nu ben ik het ventje weer! En ze zullen het weten ook!”

„Vooruit, mannen, vooruit! Bestormt de Spaansche wachten! Het is nu geen

tijd om over koetjes en kalfjes te babbelen,” riep de Hopman.

„Die man is zeker terstond na zijne geboorte met zijnen neus in eenen hoop
brandnetels gevallen, dat hij zoo warm gebakerd is,” zeide Eenoog tot zijne
makkers.

„Kom, kom, geene praatjes, kerel! Vooruit!” beval de Hopman nog

eenmaal.

„Nu ja, verslik-je niet, man, verslik-je niet! Vooruit, mannen, dat zei de
jongen ook, en hij reed met twee oude bakkers aan een touwtje over den
havendijk,” spotte Eenoog weer.

Andermaal hielden de Spanjaarden wakker stand, doch het schrootvuur der

Zeeuwen dunde hunne gelederen zoodanig, dat ze eindelijk den Kerkweg
prijs gaven.

Aanstonds begonnen de vrijbuiters op den veroverden weg twee schansen

op te werpen, en toen dit gedaan was, stak men drie gaten in den weg en
hielp de galeien er door. Van Assaliers met de artillerie en den leeftocht
volgde.

Thans roeide van Boisot naar de Meerbrug, doch hij vond zich hier zeer
teleurgesteld, daar het water op verre na niet diep genoeg was, om er over
heen te komen.
„Wat? Nog geen water genoeg?” riep Eenoog. „Toe jongens, laten wij den
Admiraal onze kunsten eens toonen! De boot uit!”

„En het water in?” vroeg de man met het houten been.

„Neen, de modder in, kameraad,” riep Eenoog, hartelijk lachend.

„En dan?”

„Dan zult gij zien, wat er komt, zei Jansje van Cadsand en ze zette de
kousen op haar hoofd en deed eene keuvel aan hare voeten!”

„Och, loop, met die malle praat! Zeg wat gij van plan zijt, of we blijven er
allemaal in,” sprak Zonderooren.

„Begrijpt gij mij dan geen van allen, kerels? Wij zullen de boot op onze
schouders leggen, en in de Meerbrugschen polder dragen!”

De anderen volgden dit voorbeeld en met het aanbreken van den morgen,
lagen de schuiten, galeien en booten op de genoemde plaats.

Zoodra de Spanjaarden dit zagen, begonnen ze bevreesd te worden, en

ziende, dat de vrijbuiters hunnen koers niet naar de stad richtten, maar wel
naar de Vrouwenbrug en het Papenmeer, vermoedden ze niets anders, dan
dat hun plan was, Zoeterwoude te bezetten en in te sluiten.

Valdez liet de diepte van het water peilen en daar er bevonden werd, dat het
in den afgeloopen nacht meer dan eenen voet gerezen was, ging hij, den
vrijbuiters eenen rijken buit achterlatende, op de vlucht naar Voorschoten.

Het was wel wat laat toen van Boisot hiervan kennis kreeg, doch de
Zeeuwen meenden, dat er nog wel wat klappen te deelen zouden vallen,
vooral, nu Valdez door Hopman Don Alonzo Lopez Gallio met zeven
vendels musketiers gevolgd werd.

„Vooruit, mannen, vooruit!” schreeuwde Eenoog op zijne beurt. „Toe maar!

Trekt de riemen aan stukken! Zie-je de luî daar met dien mooien man
voorop naar de Vrouwenbrug loopen? Dat hoopje is voor onze rekening!
Halloh, frisch op! Vooruit! Vooruit! Ze zullen er van lusten!”

De kleine afdeeling Spanjaarden was spoedig ingehaald.

„Staat dan, mannen!” riep de dappere Hopman Don Petrus Ciaccone zijnen
moedeloozen en dralenden soldaten toe, zoodra dezen op de vlucht
begonnen te slaan. „Wat draaft ge, als bezetenen, voor zulk een hoopje
rabauwen en zeeschuimers?

De Spanjaarden stonden stil en de vrijbuiters legden de riemen

binnenboord.

„Let wel, dien snuiter van eenen bonten vogelverschrikker neem ik voor
mijne rekening,” schreeuwde Eenoog op den Hopman wijzende, en eer deze
er nog op verdacht was, had Eenoog hem met eenen haak in de kleederen
geslagen en trok hem omver.

Eenoog dacht, dat hij dien „snuiter” zoo maar in eens zijne bekomst
gegeven had, en viel met zijne makkers op de anderen aan, die in het water
een goed heenkomen zochten. In een oogwenk waren de vrijbuiters de boot
uit en joegen den vijand na.

Daar stond Don Ciaccone op, en eene bijl, die bij zijne voeten lag,
opnemende, viel hij met het geroep van: „Dood aan de rebellen!” de
vrijbuiters in den rug.

Eenoog lag in een oogenblik met eene diepe wonde in het hoofd op den
modderigen bodem te zieltogen.

„Dood aan de rebellen!” riep Ciaccone andermaal, en thans gold zijnen slag
den man zonder ooren, die dood op den grond tuimelde.

Weer hief hij het geduchte wapen op; het daalde neer, en met eenen
akeligen gil stortte de vrijbuiter, met de brandvlekken op het aangezicht, ter
neder.
De anderen werden door zijne manschappen, die hem trouw gebleven
waren, afgemaakt en Don Ciaccone hier geenen vijand meer te bestrijden
hebbende, sprong met de mannen van zijn vendel in de volgeladen boot der
gesneuvelde vrijbuiters en bracht haar triomfantelijk bij zijnen laffen
Bevelhebber, Don Alonzo Lopez Gallio.

Op andere punten waren de Spanjaarden overal geslagen en, hunne

wapenen wegwerpende, waren ze door Stompwijk gevlucht naar den
Leidschendam en Voorburg.

Door deze nederlaag werden zij, die in de schansen Leiderdorp en Lammen

achtergebleven waren, zeer in het nauw gebracht. Doch hunne
Bevelhebbers waren nog mannen uit het Leger van den Hertog van Alva, en
besloten tot eene hardnekkige verdediging.

Van Boisot zag ook in, dat men wel dicht bij Leiden, maar nog niet in
Leiden was, en dat er misschien nog heel wat tijd verloopen moest, eer
zulks gebeurde.

Wat zou hij doen?

De schans stormenderhand innemen?

Maar, dat zou veel volks kosten, en hij had het niet te missen; want het
geheele Staatsche leger bestond uit niet veel meer dan vijfentwintighonderd
man.

Weer werd er scheepsraad belegd en iedereen trachtte in dit geval eenen

goeden raad te geven.

Eindelijk stond Cret op en zeide: „Mijne Heeren! Van mijne galei af kan ik
de hongerige burgers van Leiden op de wallen zien staan. Hunkerend en
watertandend staren ze ons aan! Zullen we die arme luiden nog langer doen
wachten, omdat ieder onzer zijn leven lief heeft? Dat mag immers niet, en
zulk eene gedachte is den vrijbuiter ook onwaardig! Neen, mannen, er is
maar één aangewezen weg! En die weg is: de bestorming van Lammen! Ik
geef met vreugde mijn leven voor het uitgehongerde Leiden! Heer
Admiraal, hier ben ik, wat beveelt ge mij?”

„Neen, Cret, gij zult niet alleen gaan! Wij volgen u en blijven niet, als
lafaards, achter! Lammen zal bestormd worden,” zeide De Moor. „Wij allen
gaan met u, niet één blijft achter!”

„Mijne Heeren,” antwoordde hierop van Boisot, „ge voorkomt mijnen

wensch; want ook ik geloof, dat geen andere weg ons aangewezen is, dan
de schans te bestormen! Ik zal echter trachten, zooveel mogelijk, onze
macht te versterken. Wij hebben nog ééne duif aanboord, en die zal ik naar
de belegerden sturen met het bericht, dat we morgen ochtend de schans
zullen bestormen. Waar de hongerige om spijze vecht, daar is zijn strijd een
verschrikkelijke. De Spanjaard zelf vreesde dien strijd voor Haarlem, en
daarom zal ik den Leidenaars verzoeken, dat zij, als wij de bestorming
aanvangen, eenen hevigen uitval moeten doen, dan heeft de Spanjaard den
vijand van alle kanten. Ik twijfel niet, of gij zult dit goed vinden! Ikzelf zal
morgen ochtend het sein tot den aanval geven! Ieder uwer ga thans naar
zijne galei! Hoede U God in den strijd van morgen! Onze veldkreet zal zijn:
„Leiden!” Gaat nu, mijne Heeren, en, weest Gode aanbevolen!”

De een na den ander drukte den moedigen van Boisot de hand en ging heen.

Toen allen vertrokken waren, zette de Admiraal zich aan het schrijven. De
duif werd binnengebracht en een oogenblik later steeg de vogel, met het
kostelijke bericht beladen, in de hoogte.

„Houdt goede wacht, mannen,” zeide van Boisot tot zijne schepelingen, „en
bij het minste onraad, dat ge vermoedt, wekt ge mij! Ik ga wat slapen! Het
was een vermoeiende dag vandaag!”

De Admiraal ging hierop in zijne kleine hut en weldra was alles op de vloot
in rust. Slechts het kabbelende water tegen het scheepsboord verbrak de
stilte van den helderen nacht.
Het uur van middernacht was reeds geslagen en in het Spaansche legerkamp
te Leiderdorp was ook alles in rust.

Slechts de eentonige voetstap van den schildwacht voor de herberg waarin

thans Valdez vertoefde, klonk vervelend door de stilte heen.

In eene binnenkamer van die herberg brandde echter nog licht, en zat een
man, in sierlijk huisgewaad gekleed, voor eene eenvoudige tafel, waarop
een plan van het bezettingsleger om Leiden lag uitgespreid.

„Zou ik waarlijk het beleg moeten opheffen? Maar dat zou toch schande
zijn! Hadde ik de stad maar bestormd toen het mijn voornemen was, dan
zou Leiden reeds lang in mijn bezit zijn geweest! En nu! Wat zal Requesens
zeggen? Wat zal de geschiedschrijver van mij boeken? Maar het is te laat, ik
kan....”

Daar werd op de deur getikt.

„Binnen!” riep Valdez.

De deur ging open en Don Marion trad binnen met eene duif in de eene en
een briefke in de andere hand.

„Wat is er, Marion?” vroeg Valdez.

„Senor, deze duif is te Lammen door eenen schildwacht in den vleugel

geschoten en toen ze nederkwam, vond men dit briefke in hare pooten.”

„Geef hier!” beval de Bevelhebber barsch, en Marion reikte het over.

Het was het gewichtige briefje van den Zeeuwschen Admiraal, waarin hij
den Leidenaars kennis gaf van hetgene hij den volgenden dag doen zou.

Het was mogelijk wel een half uur geleden, sinds Valdez het kleine stukske
perkament gelezen en nedergelegd had, en nog altijd stond Don Marion in
eene eerbiedige houding voor de tafel, terwijl Valdez, met de handen onder
het hoofd, zich over het plan der belegering gebogen had.
Het was hem blijkbaar aan te zien, dat er strijd in zijn binnenste heerschte.

Eindelijk hief hij het hoofd op en den Onder-bevelhebber ziende staan,

zeide hij: „Zijt gij daar nog, Marion?”

„Jawel, Senor!”

„Wacht dan nog even, dan zal ik u een bevel medegeven aan Kolonel
Borgia, die zooals ge weet, op Lammen bevel voert!”

Het briefje was gauw geschreven en bevatte slechts deze woorden:

„De vrijbuiters zullen morgen Lammen bestormen! Spaar de soldaten en zoek met
hen onmiddellijk een goed heenkomen.

Valdez.”

Marion nam het bevelschrift aan en verwijderde zich.

Weer was Valdez alleen en, in zwaarmoedige gedachten verzonken, schreef

hij met de pen, die hij nog altijd in de hand hield, onder het plan der
belegering in gebrekkig Latijn:

„Vale Civitas, valete Castelli parvi, qui relicti estis propter aquam, et non
per vim inimicorum,” dat zeggen wil: „Vaarwel stad! Vaartwel, kleine
schansen, die verlaten zijt om het water en niet door de macht der
vijanden.”

„Marsch, ellendig blad,” zei hij eensklaps en frommelde de kaart tot eenen
bal, dien hij in eenen hoek van het vertrek smeet, en opstaande liep hij naar
de deur en riep: „Alonzo!”

Zijn dienaar verscheen aan de deur.

„Zadel mijn paard,” gebood Valdez.

Alonzo verwijderde zich en een half uur later hoorde men den hoefslag van
een paard op den eenzamen weg.

De ruiter, die het bereed, was Valdez, die Kolonel Don Borgia het bevel
achterliet hem met al het volk naar Utrecht te volgen.

Dat lieten de Spanjaarden zich geen tweemaal zeggen, en weldra waren ze

op weg, om oproer te maken en Valdez te knevelen. De muitelingen
beschuldigden hem, dat hij door de Leidenaars met geld was omgekocht, en
daar de nieuwe Landvoogd Requesens, door geldgebrek genoodzaakt was,
hunne soldij onbetaald te laten, zoo meenden ze bij Valdez te vinden en te
rooven, wat ze van den Koning met recht konden eischen.

Toen later echter de onschuld van Valdez bewezen was, lieten zij hem vrij.
Maar werd hij vrij gesproken van de beschuldiging met de Leidenaars
geheuld te hebben, zijn naam als krijgskundige had hij bij vriend en vijand
verloren. Door zijne vreemde handelwijze was Leiden voor goed voor
Koning Filips verloren.

Meer dan dat. Het langdurige beleg, dat de Leidenaars zoo roemrijk
doorstaan hadden, was, althans voor het oogenblik, het behoud van
Holland.

Leven we nu nog binnen Leiden de laatste uren van het beleg mede.
TWEEËNTWINTIGSTE HOOFDSTUK.
 Overwonnen!
„Vader, Moeder, hoort eens! Zoeterwoude is door de Watergeuzen in brand
gestoken en, als ik het wel gehoord heb, dan zijn de Spanjaarden daar op de
vlucht gegaan. Nu zal er spoedig een einde aan onze ellende komen!”

Met dit bericht, dat eene duif gebracht had, kwam Cornelis des Zaterdags
binnenstuiven.

„Dan ga ik op de wallen kijken,” zeide Van Keulen. „Daar moet ik het

mijne van hebben!”

Weldra waren Van Keulen en Cornelis op straat.

„Van Keulen! Van Keulen!” klonk het achter hen.

Barend en Cornelis keken om, en daar kwam Van der Morsch met de banier
van zijne rederijkerskamer aanzeulen.

„Wat gaat ge doen, Morsch?” vroeg Barend.

„Wat ik ga doen? Wel, onze banier op de wallen planten. Wie maar eene
vlag in huis heeft, doe als ik,” was het antwoord.

„Gauw, Cornelis, loop naar huis en haal de nieuwe vlag, die ik kort voor het
beleg voor onze schuit heb laten maken, en breng eenen stevigen stok mee,”
zeide Barend.

„Ik zal den verrejager medebrengen, Vader, dan kan de Spanjool dat ding
nog eens goed bekijken, eer hij aan den haal gaat!”

„Dat is goed, jongen, doe dat!”

Vlugger dan anders het geval was, gingen de twee vrienden te zamen naar
den wal, en achterhaalden Van Schaeck, die uit gebrek aan eene vlag, een
beddelaken had genomen en daar met zwarte verf twee gekruiste sleutels op
geklad had.

„Ieder vogeltje zingt, zooals het gebekt is, Morsch.” sprak Van Schaeck
toen hij zag, dat de rederijker om zijn vreemd vaandel begon te glimlachen.

Dat was een leven en een gejoel op de wallen, zooals er in tijden niet
geweest was! De magerste aangezichten en de ziekelijkste trekken werden
door het lachje der hoop, dat zich om iederen mondhoek genesteld had, nog
vriendelijk en vroolijk gemaakt.

Met zwak gejuich werd iedere nieuwe vlag geplant en daarna bekeken.

Die van Van Schaeck klapperde en wapperde vroolijk door de lucht en had
vast wel het meeste bekijks.

Maar eensklaps werd het gejuich luider aangeheven.

Ziet, daar klimt Cornelis met de mooie vlag van zijnen Pleegvader tegen
eene der roeden van den nabijstaanden molen op.

Het kost moeite boven te komen. De jongen is er door het honger- en

gebreklijden, niet sterker op geworden en de vracht is tamelijk zwaar; want
de verrejager moet ook mede naar boven.

Eindelijk is hij op den top geklommen.

Met veel moeite sjort hij den verrejager aan de molenroede vast, draait hem
in het rond, en .... de mooie, nieuwe vlag van den Utrechtschen
veerschipper klappert hoog in de lucht.

„Gij zijt nog heel wat mans, Cornelis!” sprak Van der Morsch. „Als ik
gegeten heb, zal ik een mooi gedicht op u maken!”

„Wel ja,” zeide Cornelis, „als we zoo laag bij den grond bleven, dan zou de
Spanjool nog wel gaan denken, dat we niet meer klimmen konden. Dat kan
hij dan nu toch beter zien!”
Langzamerhand werden de wallen ontvolkt, doch de vlaggen bleven
wapperen.

„Komt ge mede, Cornelis?” zeide Gonda, die ook eens was komen kijken.

„Ja, Gon! Mooi, nietwaar?” antwoordde Cornelis op de vlag van zijnen

Pleegvader wijzende.

„Ja, het is mooi, Kees! Och, mocht die goede Gerrit dat ook nog eens
beleefd hebben, dan zou hij zijne vlag wel op dien anderen molen hebben
gestoken,” zeide Gonda en een paar heete tranen rolden langs hare wangen.

„Ge moet nu niet gaan schreien, Gon! Leeuwke is dood en hij wordt niet
levend, al huilt ge een jaar lang! Toe, wees maar vroolijk! Ge zult het goed
bij ons hebben, en de eerste maal, dat ik uit Utrecht met ons beurtschip
terugkom, breng ik u van mijne spaarduiten eenen mooien mantel meê met
eene huik er op, zoo mooi, als die van Burgemeesters Anna!”

„Och, Cornelis, ik weet wel, dat gij het goed met mij meent. Mijne
Pleegouders houden ook veel van me; maar Gerrit, ziet ge, Gerrit....”

„Nu, Gerrit, wat is er van?”

„Ik hield zooveel van hem, omdat hij zooveel van Moeder en van ons allen
hield. Hij was zoo goed, zoo flink!”

„Ja, dat was hij! Maar gij moet er grootsch op wezen, dat hij, en nog zóó
jong, voor het Vaderland en Leiden gestorven is!”

„Neen, Cornelis, daarop kan ik niet grootsch zijn. Ik hield veel te veel van
hem,” hernam Gonda en liet opnieuw aan hare tranen den vrijen loop.

Cornelis had op zijne manier willen troosten, doch het was hem slecht van
de hand gegaan en daarom verzon hij wat anders en zei: „Maar, ik heb er
toch ook eene heel vracht Spanjolen voor doodgeschoten, hé? En misschien
nog veel meer laten verdrinken!”
„Brengen die dooden Gerrit dan terug, Cornelis?”

„Neen, maar .... maar.... Kunt ge nu alleen naar huis gaan, Gon, dan ga ik
eens luisteren, wat er afgelezen wordt, want ik hoor de stadhuisklok
kleppen,” zeide Cornelis, die niet meer wist, wat hij zeggen moest.

„Ja, ga maar,” was het antwoord.

„Die meid doet ook zulke rare vragen,” bromde hij bij zichzelven, en
vervolgde intusschen zijnen weg.

„Is er al wat afgelezen, Vader?” vroeg Cornelis.

„Neen, jongen, nog niet! Maar stil, daar komt Van Hout!”

Het kleppen der klok hield op en Van Hout kondigde het volgende af:

„Vrome en goede burgers van Leiden! De Magistraat en de Bevelhebber

van Der Does maken bekend:

„Ten eerste, dat alle vrouwen, jongens en meisjes, en alle mannen, die
onbekwaam zijn om de wapenen te dragen niet op de stadswallen mogen
komen, en dat al de anderen, die een hals- en zijdgeweer dragen, op hun
hoefslag moeten zijn, of op die plaatsen, waar de Overheid zulks
verordineert.

„Ten tweede, dat alle degenen, die den voorleden nacht gewaakt hebben,
dezen nacht weer de wacht moeten betrekken.

„Ten derde, dat alle degenen, die de wacht hebben, niet van de wallen
mogen gaan, tenzij zulks door de Overheden mocht verordineerd worden.

„Ten vierde, dat al de schippers en schuitenvoerders zorgen moeten, dat

hunne schepen, schuiten, schouwen en tentsnebben, uit het midden der
grachten naar de kanten gebracht worden, opdat de inkomenden met hunne
schepen, schuiten, schouwen, tentsnebben, galeien en kromstevens den
vrijen doortocht hebben mogen, en de burgerij hen in alles vrijelijk kunne
helpen!”

Zoodra dit afgekondigd was, verspreidde de menigte zich in de stad om

thans weer zonder pruttelen de bevelen der Regeering ten uitvoer te
brengen.

Dat was overal eene drukte en beweging van belang; want de hoop gaf
krachten.

De avond was reeds gevallen, doch Leiden, dat in verscheidene weken,

gedurende den nacht, geene beweging op straat vernomen had, waakte nu
voor een groot gedeelte.

Men kon zoo zien, dat er iets bijzonders stond te gebeuren. Overal werd
gefluisterd, gesnapt en gepraat.

Op de wallen was het echter niet woeliger dan gewoonlijk; want de

schildwachten, die daar den vorigen nacht ook al gestaan hadden, waren bij
den grooten honger, die hen kwelde, ook afgemat en wakens-moede.

Het was niet erg donker, want nu en dan viel het licht der maan
tusschendoor de wolken.

Tusschen de Hoogewoerds- en Koepoort stond Cornelis op zijn roer

geleund en tuurde onafgebroken in ééne richting, terwijl hij binnensmonds
prevelde: „Jawel, daar is nu dat nare Lammen nog! Wie weet hoeveel dagen
wij er nog met eene ledige maag en slappe knieën op kijken moeten! Ben ik
nu al niet bijna als een oud manneke, krom van de jicht en zwak als een
kind? Hm, hm, dat Lid van den Magistraat had vanmiddag mooi zeggen:
„Mannen, daar achter die Schans ligt brood! Zullen we het daar laten liggen
en hier van den honger sterven, of zullen we eerst den Spanjool wegpoetsen
en dan eten gaan halen?” Gaan halen, dat zou zeker die Gillis Jonkert doen,
die dadelijk begon te vertellen, dat hij geresolveerd was om te gaan! Wel
zeker! die Gillis Jonkert met zijne stijve kuiten zou den Spanjool
wegpoetsen! Ze loopen nog al gauw ook, die heeren Spanjaarden! Maar
wacht, daar gaat er een met een lichtje uit Lammen! Wat zou die moeten
gaan zoeken? Het is toch nu geen weer om zonder lantaarn den weg niet te
kunnen vinden!”

„Wat bromt gij daar in u zelven?” vroeg op eens eene stem achter hem.
Cornelis keek om en herkende Jonker van der Does, die de ronde deed.

„Ik praat met me-zelven, Edele Heer, over het gekke van den Spanjool om
in den maneschijn met eene brandende lantaarn te loopen!”

„Doen ze dat dan?”

„Jawel, Edele Heer! Zoo even zag ik het! Kijk, kijk, daar gaat er weer een!”

„Och kom, jongen! Ge zijt immers Cornelis Joppensz., de pleegzoon van

schipper Van Keulen?”

„Jawel, Edele Heer!”

„Nu, dan geloof ik, dat ge ditmaal droomt! De wacht uitroepen, als er
onraad is, hoor! Ik vertrouw de stilte daar ginds niet!”

Van der Does ging heen.

Al had zijn Bevelhebber hem nu ook al stellig gezegd, dat hij droomde, toch
bleef Cornelis’ blik maar op die donkere hoogte, een kwartier uur afstands
van de wallen gelegen, gevestigd.

„Mishebben en droomen! Kijk, daar gaat er weer een, nog een, nog een!
Wel zes te gelijk! Als dát nu droomen is, dan weet ik het niet! Keesje,
Keesje,—òf de Spanjaarden krijgen het op Lammen te benauwd en gaan
naar Leiderdorp, òf ze trekken met stille trom af; want ik zie nu wel, dat het
geene lantaarntjes zijn! Het zijn de brandende lonten der musketiers! Kijk
maar, af en aan komen er telkens nieuwe troepjes en niet een komt
weerom!”

Eindelijk werd Cornelis afgelost en mocht hij het wachthuis binnengaan.

Hij had natuurlijk aan zijnen plaatsvervanger gezegd, wat hij wel een uur
lang gezien had, doch daar er op het oogenblik der aflossing niets meer van
dat alles te ontdekken was, geloofde men hem niet.

Des morgens vroeg reeds kwamen enkelen op de wallen om te zien of er

niets bijzonders gebeurd was, en aan ieder vertelde Cornelis het geval met
de lichtjes, die hij voor lonten hield.

Zij, die dat gehoord hadden, repten zich om het in de stad ruchtbaar te
maken en weldra was de wal vol nieuwsgierigen.

„Waar is de jongen, die dat verteld heeft?” vroeg een rijke goudsmid.

„Ja, waar is de jonge borst, die al dat moois weet uit te kramen?”
schreeuwde een lange magere kuiper.

„De booze is in zijn harte gevaren en heeft hem leugenen te spreken

gegeven,” zeide de Deken van het smidsgilde. „Ik zeg u, en denk aan mijne
woorden, die ik op Zondag, den zesden van Zomermaand, sprak: Alles wat
de Leidenaars voortaan ondernemen, zal verkeerd uitloopen!”

„Cornelis, ge wordt gezocht!” riep Van Schaeck.

„Heidaar, wie roept me?” gaf Cornelis ten antwoord.

„Ik, Keesje, ik, Gijsbert Cornelisz. Van Schaeck! Ik zeg, dat ze je zoeken!”

„Wie zoekt me dan?” liet Cornelis zich andermaal hooren.

„Ik, jonge borst!” zeide de goudsmid.

„Wat belieft u, Meester?” vroeg de knaap.

„Vertel ons wat ge vannacht meent gezien te hebben!”

Cornelis voldeed aan het verzoek en toen hij had uitgesproken, zei de
goudsmid: „Ik geef je zes gulden, manneke, als je naar Lammen durft gaan
en daar kijken of de Spanjool weg is!”
„Top, dat doe ik, Meester, dat doe ik! Zeg maar aan Vader waar ik heen ben,
dan laat ik er geen gras onder groeien!”

„Wacht wat, manneke,” zeide een. „Als nu de Spanjool er nog eens in is, en
gij komt daar aan, wat zult ge dan zeggen?”

„Wel, dan zeg ik, dat ik van den honger de stad uitgeloopen ben.”

„En als zij je dan ophangen?”

„Dat zullen ze niet doen; dat deden ze alleen spionnen; maar wegloopers
hebben ze nu al tweemaal naar de stad teruggestuurd, dat weet ge wel!”

„Ga maar, hoor, ga maar,” zeide de goudsmid. „Het is u best toevertrouwd!”

„Maar, Meester, als ik nu tòch eens niet terug kwam? Die zes gulden....?”

„Die zal ik dan aan uwen Pleegvader geven! Dat zeg ik, dat alle luiden het
hier hooren!”

„Best, Meester, best! Daar ga ik!”

In een oogenblik was Cornelis den muur af en op weg naar de

Lammenschans.

Aller oogen volgden hem, tot ze hem achter de borstwering der schans
zagen verdwijnen.

Met gespannen aandacht stonden allen te kijken.

„Daar is hij! Daar is hij,” riep er een.

„Hij zwaait met den hoed,” liet een tweede zich hooren.

„Ik geloof, dat hij wat roept,” merkte een derde aan, en dit was werkelijk
ook het geval; want, nadat hij eene poos met zijne muts had staan zwaaien,
zette hij ze weer op, en de beide handen voor den mond houdende,
schreeuwde hij: „Ze-zijn-weg! Ze-zijn-weg!!”
„Wie weet of de Spanjool hem niet omgekocht heeft,” sprak de goudsmid,
„om zoodoende ons allemaal tegelijk in het net te krijgen! Ik vertrouw dat
spulletje niet!”

„Dan ga ik er toch op af,” liet Willem Paulusz. Torenvliet hooren; en eenen

verrejager halende, sprong hij ook van den muur en wipte over de eene
sloot na de andere.

Toen hij dicht bij de schans kwam, waar Cornelis nog altijd stond te
schreeuwen en met zijne muts te zwaaien, hoorde hij zich door den knaap
toeroepen: „Waarom komen de luiden nu niet?”

„Ze denken, dat de Spanjool je omgekocht heeft en achter de borstwering

verborgen is! Maar zeg, is er heusch geen mensch in?”

„Geen mensch,” antwoordde Cornelis. „Het is zooals ik vannacht al

vermoed heb. Ze zijn met stille trom afgetrokken!”

„Dat moet ik zien,” antwoordde Torenvliet en kwam de schans binnen.

„Gij hebt gelijk,” zeide hij terugkomende. „Nu ga ik naar den Admiraal van
Boisot om het hem te vertellen! Ga zelf naar de stad terug en vertel ze, hoe
gij het hier gevonden hebt!”

Torenvliet sprong al verder en verder en bereikte eindelijk de vloot.

„Lammen is verlaten, Heer Admiraal!” riep Torenvliet andermaal.

„Wat zegt hij,” vroeg van Boisot aan de zijnen, „dat Lammen verlaten is?”

„Ja, Heer Admiraal!”

„Onmogelijk! Onmogelijk!” was van Boisot’s antwoord.

Daar kwam de geluksbode aanboord.

„Heer Admiraal, ik verzeker u, dat het waar is! Op Lammen is geene

levende ziel overgebleven! Kom gerust verder; want, we wachten u met
nijpend ongeduld,” zeide Torenvliet.

„Lammen verlaten! Goddank! Mannen op, aan het werk! Twee galeien
moeten al vast vooruit! Wij zullen met de andere schepen onmiddellijk
volgen; want, als het eens niet waar was, dan was misschien alles verloren!
Ik kàn het niet gelooven! Hier Gijs, breng dien man in de kombuis, en geef
hem wat te eten; maar niet te veel, hoor! Zijne maag is het voedsel
ontwend, en te veel opeens zou zijn leven kunnen kosten. En gij, jongens!
Op, op! Niet gesammeld! Gij hebt het gehoord, we worden met nijpend
ongeduld verwacht. Vooruit! Vooruit!”

Zoodra Torenvliet op weg naar de vloot ging, wilde Cornelis ook naar de
stad terugkeeren; maar toen hij hiertoe gereed stond, zag hij, dat er nog
eenige anderen naar de schans kwamen en daarom besloot hij te blijven.

Het was Hopman van der Laan met zijne vrijbuiters, waaronder Van
Keulen, Van der Morsch en Van Schaeck ook waren.

„Cornelis! Cornelis! We komen, jongen, we komen,” riep Van Keulen al uit

de verte.

„Met ledige magen en natte kuiten, Cornelis,” spotte Van der Morsch, die
zijne oude vroolijkheid scheen teruggekregen te hebben.

Daar stapten ze de schans binnen en de een ging hier en de ander daar.

„Ho, ho, ho! Hier, mannen, hier! Komt dan toch! Hui, mannen, hui!”
schreeuwde Van Schaeck en kwam met eenen ijzeren pot aan.

„Wat hebt gij dan toch, malle brasem?” riep van der Laan.

„Hutspot, Heer Hopman, eenen ketel hutspot! Mensch, mensch, wat is dat
heerlijk!” en terwijl hij dit zeide, was hij al bezig met zijn mes stukjes
vleesch uit den pot te halen en naar binnen te werken.

„Heidaar, Schaeckje, ik lust ook wel een brokske,” riepen de anderen en

vielen op den pot aan, die weldra zoo ledig was, alsof de knapste
keukenmeid hem had schoongemaakt.

„Dien pot neem ik tot eene gedachtenis mede,” zeide Van Schaeck.

Daar steeg een nieuw gejuich op.

De twee galeien, die vooruit gezonden waren, kwamen aan de schans en de

Zeeuwsche vrijbuiters werden door de Leidsche onder tranen en
handdrukken verwelkomd.

De eerste honger was weldra gestild; want vooral op van der Laans raad,
gebruikte men het aangebrachte met mate.

De Aanvoerders der galeien gaven van Boisot het afgesproken sein, dat
alles in orde was, en de geheele vloot zette zich in beweging.

De wallen stonden vol mannen en vrouwen, kinderen en grijsaards.

Zij, die elkander vroeger haast niet gekend hadden, vielen snikkende elkaêr
om den hals.
Te acht uren in den morgen kwam de vloot binnen.

Men sprong van den kant af in het water en liep de schepen te gemoet.
De Zeeuwsche vrijbuiters, zoowel als hunne Bevelhebbers, kwamen handen
te kort om brood en haring uit te reiken, ja, sommigen wierpen het van de
schuit, hun, die op den kant stonden, maar in de handen.

„Leiden ontzet! Leiden ontzet! God zij geloofd!” juichte er hier een.

„Leiden ontzet! Haring en brood! God zij geprezen!” klonk het daar.

„Ha, brood, brood!” kreesch gindsch eene schorre stem, terwijl de spijze
niet gegeten, maar verslonden werd.

„Brood, brood!” hoorde men er weer een door de straten roepen, terwijl hij
zich naar huis spoedde om hem of haar, die de woning niet kon verlaten,
van den overvloed mede te deelen.

„Brood, brood! Leiden ontzet! God zij geloofd!” dat bruiste, als een
verward koor, langs plein en gracht, door straat en steeg, van poort tot
poort.

„Brood, brood! Leiden ontzet! Leve van Boisot! Leve de Zeeuwsche

vrijbuiters! Leve de Prins van Oranje! Leve....”

—Stil, wat is dat? Hoort! de klok luidt!—

—Is er brand?—

—Bom-bom; bom-bom!—

Het is de Zondag-kerkklok! Op mannen en vrouwen, jongen en ouden, op,

naar de kerk!

Nog nooit was de Sint-Pieter zóó vol geweest! De vaste plaatsen werden
vergeten; men was tevreden met het kleinste plekje, als men God maar
danken kon.

Daar beklom Petrus Cornelius den kansel!

Hij sprak, hoe God almachtig eene groote en wondervolle verlossing aan de
benauwde stad geschonken had, dat hij de vijanden had achterwaarts
gekeerd en doen vallen en vergaan voor Zijn aangezicht!

De Leeraar zweeg en de gemeente zong toen eenen psalm.

Maar, dat was geen zingen, dat die schare daar deed!

„Stil, stil, al was het dan ook niet mooi,—Hij, die het verstaan moest,
verstond het tòch, tusschen de tranen en de snikken in.”

De kerk was uit; de tranen waren opgedroogd; overal was vreugde, behalve
hier en daar, waar een te gulzige eter met den dood lag te worstelen.

Vrijbuiters en musketiers, poorters en dorpers, Hervormden en Roomschen,

aanzienlijken en geringen, rijken en armen, alles liep in bont gewoel door
elkander.

Nog dienzelfden dag kreeg Prins Willem, terwijl hij in de kerk te Delft was,
het bericht, dat Leiden ontzet was, en des Maandags-avonds daaraan
volgende, was hij reeds binnen de bevrijde stad.

Nadat de Prins den Magistraat gewijzigd en de Leidenaars tot loon voor

hunnen heldenmoed de keus had gegeven tusschen eene Hoogeschool of
eenige jaren vrijdom van belastingen, verliet hij de stad. De Leidenaars
kozen de Hoogeschool.

Maar er werd meer gedaan! Van alle kanten werden liefdegaven gezonden,
om de behoeftige Leidenaars tegen den naderenden winter van het noodige
te voorzien; want waarlijk, heel Nederland had gewichtige redenen om
mede te juichen: „Leiden ontzet! God zij geloofd!”
DRIEËNTWINTIGSTE HOOFDSTUK.
 Oude kennissen.
Het is de derde October van het jaar vijftienhonderd eenentachtig, dus
zeven jaar geleden, dat Leiden ontzet werd.

Weer heerscht overal vreugde en vroolijkheid.

Niet het minst is zulks het geval ten huize van Barend Cornelisz. Van
Keulen, die ter belooning zijner goede diensten, door den Magistraat
beloond werd met eene vaste veerschippers-betrekking op Utrecht.

Zie, daar zit hij aan het boveneind van de tafel, waarop de hutspot staat te
dampen, en te wachten op den aanval der hongerige gasten.

Hij ziet er welgedaan uit, en is in die zeven jaar niet heel veel veranderd,
evenmin als Gijsbert Cornelisz. Van Schaeck, die vlak naast hem zit en druk
met hem keuvelt over de gebeurtenissen van den bangen zomer van
’vierenzeventig.

Tegenover Van Schaeck zit een oud man met lang, grijs haar en eenen blos
van gezondheid op de volle wangen. Geestigheid en vriendelijkheid kijken
hem de oogen uit, vooral nu hij spreekt met eene flinke, blonde deerne, die
aan tafel zijne buurvrouw is, en die aan hare rechterzijde een krachtig
jonkman als bruidegom naast zich heeft.

„Cornelis, jongen, pas op, dat de oude rederijker u de kaas niet van uwe
boterham haalt, en met de bruid wegloopt,” zeide Jonker van der Does, die
zich niet te voornaam achtte, ook hier aan de vreugd deel te nemen.

„Och, Edele Heer, laat vriend Van der Morsch maar begaan,” antwoordde
de kloeke jonkman, in wien ge onzen Cornelis wel zult herkend hebben,
lachend. „Ik gun den ouden man zijn geluk!”
„Oude man,” schertste Van Schaeck. „Weet ge wel, wat ge daar zegt? Een
rederijker wordt nooit oud, die blijft altijd jong. Straks zal ik u dat rijmpje
eens laten lezen, dat hij gemaakt heeft op den pot, dien ik in Lammen vond!
Het is prachtig! Vriend Van der Morsch, ik zeg er u nogmaals dank voor!”

„Dat zegt hij, omdat hij het nog niet heeft,” antwoordde Van der Morsch.
„Maar wacht, ik zal het op staanden voet maken!”

„Och, heb daar even geduld mee, Van der Morsch, tot na den eten! De
hutspot staat koud te worden op tafel,” zeide Van Keulen, en hierop namen
de gasten allen plaats.

„Aan alles komt een eind,” zeide Torenvliet, na afloop van het maal, „dat
zei de jongen ook, en hij begon met zijnen drinknap de zee leêg te
scheppen! We zijn nu allen verzadigd, en daarom ben ik er voor, dat Van der
Morsch ons zijn pot-liedeke geven zal!”

„Hier is het al, goede luiden,” antwoordde de vroolijke, oude man en las
van een strookje papier, dat hij onder het eten bekrabbeld had, het volgende
voor:

„Doen Godes hand, dreef den Vijand

Bij nacht uit Lammen-schans,
Creegh Schaeck deez Pot, riep aan Boizot,
Gij moocht over Lammen thans!”

„En als ge me nu een pleizier wilt doen, Van Schaeck, dan moet ge dat
versken tot mijne gedachtenis, zóó op den pot laten zetten, dat het er niet uit
kan!”

„Dat doe ik,” riep Van Schaeck, „maar dan moet ge er nog een maken, dat
ik niet op den pot behoef te zetten!”

„Neem dan dit,” zeide Van der Morsch. „Ik meende het u eerst te geven,
maar ik vond het minder mooi.

„Den Prijs comt Godt, die door Boizot;

 Leiden verlost heeft;
En Schaeck deez Pot, in Lammen tot
Teken met Cost geeft.”

„Bijlo, ge zijt een rederijker van het bovenste plankske, Van der Morsch,”
schertste van der Does.

Nog altijd was er drukte en vroolijkheid op straat; want overal werd feest
gevierd! De zon was reeds ondergegaan en niemand dacht er nog aan, de
feestvreugde te staken. Maar, waar er ook vreugde was, nergens zeker meer
dan bij onzen vriend Van Keulen, en ook dáár zou men vooreerst nog aan
geen heengaan gedacht hebben; want de wijn, dien van der Does op het
dubbele feest aan zijne nederige vrienden gegeven had, stemde allen tot
vroolijkheid.

Eindelijk stond Jonker van der Does op en zeide: „Eer ik heenga, wil ik u
allen mijnen hartelijken dank brengen voor het genoegen, dat ik in uw
midden smaken mocht! Ik hoop, dat ik u allen nog menigmaal zoo vroolijk
bij elkander mag zien en, dat het u allen welga! Éénen dronk wil ik echter
nog instellen! Daar straks heeft onze kloeke en vernuftige rederijker, Van
der Morsch, ons laten drinken op de gezondheid en het welzijn van de
bruid, de blonde Gonda! En we hebben geklonken, dat de roemers
rinkinkelden! Nu echter wijd ik dezen boordevollen beker op het geluk van
den nieuwen vrachtschipper op Woubrugge! Leve Cornelis Joppensz.!”

„Leve de nieuwe vrachtschipper op Woubrugge,” riepen de anderen hunne

bekers ledigende.

Cornelis was verrast; hij had den Magistraat wel om dat veer gevraagd,
doch op zijn verzoek was nog geen antwoord gekomen.

„Beter laat dan nooit, Cornelis! Bedank den Heer van der Does,” fluisterde
Gonda hem in het oor.

Cornelis deed dat en kort daarop was het feestmaal geëindigd.

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