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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).
Other documents randomly have
different content
 VIII.

A hosszu úton Illésfalvy elgondolkodott a történteken. Érezte,

hogy amit cselekszik, föltétlen, szomoru megalázkodás és nem illik
bele az érzelmi világról való régi gondolkodásába. Ha visszatér
Hamburgba, ezt csak önérzete föláldozása árán teheti meg, és May
egyszer s mindenkorra úrrá lesz benső élete fölött. Egy-egy percre a
férfi összeszedte magát és elhatározta, hogy a következő állomáson
kiszáll és visszatér Sámsonba. E pillanatokban, mintegy
villámfénynél, tisztán látta, mily dőreséget akart elkövetni. Az
akarata, a józansága tiltakozott, de aztán eléje állott May
napsugaras, mosolygó alakja és könnyü kézzel simított végig
számadásain. Illésfalvy lelkén végigrezgett a tudat, hogy e bűvös
hatalommal szemben tehetetlen, és csüggedten, mégis boldogan
engedte át magát e sajátos érzésnek.
– Ki tudja, – elmélkedett Dénes, – talán éppen ez az igazi
szerelem, amely elüt a hétköznapi élet szabályaitól, amely föléje
kerekedik a kétszer kettő négynek? Az iskolai szabályok szerinti
szerelem, nagy megértéssel, példás összhanggal, kifogástalan
megnyilatkozásokkal csak az óragépre járó embereket elégítheti ki és
ki kell, hogy merüljön a megszokásban. Az igazi szerelem
megérthetetlen, megfejthetetlen, titokzatos, mint maga az élet,
amelynek legcsodálatosabb megnyilatkozása.
Mindez csak vigasz volt, de Illésfalvynak nem volt sok kedve,
hogy önmagának ellentmondjon. Lassanként belényugodott a
helyzetbe, s a vágy, hogy újra karjaiba zárhatja a szép asszonyt,
hogy visszavarázsolja a meghitt napokat, diadalt aratott fölötte. A
dolgokat, melyek kiszakadtak körünkből, kisiklottak kezünk közül, az
ősember hajlandóságával mindig jobban szeretjük, mint azokat,
amelyek sajátjaink; ez az egyszerü szabály sikerrel tud megbirkózni a
legacélosabb izom, a legfegyelmezettebb elme erejével. Az
egészségünk értékét csak akkor ismerjük meg, mikor azt
elvesztettük, a boldogság is mint emlék ragyog legnemesebb
fényben.
A Hotel zu den Vier Jahreszeiten portása sajnálkozva hajlott meg
Dénes előtt.
– Ő nagysága tegnap utazott el, – mondta a jó borravalót adó
vendéget megillető tisztelettel.
– Nem mondta meg, hová?
– A címét nem méltóztatott hátrahagyni. Megparancsolta, hogy
esetleg ideérkező leveleit tartsuk vissza.
– Azt sem mondta meg, mennyi időre utazik el?
– Ő nagysága csak azt közölte velünk, hogy hosszabb időre
távozik el.
Illésfalvy összeharapta ajkait. Tehát May fölégette maga mögött a
hídakat: nem akarta, hogy Dénes megtudja, merre ment, a leveleire,
sürgönyeire se volt kíváncsi. A férfi lelkét újra a csalódás és
megsértett férfiui hiúság érzése járta át.
A portás tisztelgett s egy másik utassal állt szóba, aki a gőzfürdő
után tudakozódott.
Dénes fölhajtotta a kabátja gallérját és végigsétált az Alster
partján. Borús, szeles idő volt, a tenger felől haragos felhők
tolakodtak a barna rajzu, keskeny homloku házak felé. A kis vízmenti
pavillonban, ahol annyi kellemes órát töltöttek el, alig egy-két ember
lézengett, a pincérek ásítva nézegették a pohárszék tengeri rákjait.
Mikor a férfi a Lloyd épülete elé ért, egy kockásruháju kocsis
mélyen leemelte előtte kalapját. Schmiedt volt, az Oppenheimer
legjobb fiakkerese, aki hamburgi tartózkodása alatt nap-nap után
kiszolgálta Illésfalvyt.
Dénes megállott; tekintete megcsillant. A szerelmes ember
minden követ megmozgat. Hátha a szemfüles legény tud valamit
Mayról?
– Nos, hogy van, Schmiedt? – kérdezte szokott jóindulatával. – Mi
ujság Hamburgban?
– Oh, nem sok, – felelte a kocsis mosolyogva. – Tegnap a vasutra
vittem a nagyságos asszonyt…
– Berlinbe utazott, nemde? – vetette oda, közömbösséget
tettetve Dénes.
– Igenis. A nagyságos aszony a D.-vonattal utazott el.
Szolgálhatok talán a nagyságos úrnak?
– Köszönöm. A legközelebbi vonattal magam is megyek.
– Akkor talán máskor… – emelte meg vadászkalapját a kocsis.
– Talán máskor, – válaszolta Dénes, akinek gondolatai már
másutt kalandoztak.
A D.-vonatnak Hamburg és Berlin között csak egy nagyobb
állomása van: Wittenberga. Valószínü, hogy May nem ide ment; –
nem szerette a csöndes és unalmas helyeket – így tehát nem állhat
más föltevés, minthogy az asszony a porosz fővárosba utazott.
Illésfalvy gyorsan visszatért a szállodába, s egy óra múlva már Berlin
felé tartott.
Dénes jól emlékezett rá, hogy May a multban egyszer-kétszer
sürgönyzött volt neki a porosz fővárosból, s olyankor címéül mindig a
Bristol-szállodát jelölte meg. Berlinbe érkezve tehát Illésfalvy a
Bristolhoz hajtatott.
A portás emlékezett Mayra, aki nem fukarkodott a borravalókkal
és mindig a legjobb szobákat kérte.
 – A nagyságos asszony ezelőtt nyolc héttel lakott nálunk, –
felelte, – azóta, sajnos, nem volt szerencsénk hozzá.
– Volna-e mód rá, – kérdezte a férfi, – megtudni, hogy a
nagyságos asszony, ha tényleg Berlinben van, melyik hotelben szállt
meg?
– Hogyne volna. Meg fogom bízni egyik idegenvezetőnket, aki
ügyes ember, fürkéssze ki a címet. Pár óra mulva nagyságod választ
fog kapni.
Illésfalvy átöltözködött, aztán lement az Unter den Lindenre.
Egész Berlin, főképp az idegenek, napjában legalább egyszer
megfordulnak a hársfák alatt; ha a sors kegyes, gondolta el a férfi,
talán már itt ráakad az eltünt barátnőre. Dénes másfél óra hosszat
türelmesen járkált az emberáradatban, lökdöstette magát a
járókelőktől, benézett minden üzlethelyiségbe, de hiába, az asszony
finom alakja nem akart a hullámokból fölbukkanni.
Illésfalvy még egy kísérletet tett a Friedrichstrassen, majd lesétált
a vöröslombu fákkal telitüzdelt Thiergarten felé. Sehol semmi. Ha
messziről egy angolosan öltözött, karcsu nőt látott, a férfi szíve
megdobbant, és Mayt sejtette benne, de csakhamar kiderült, hogy
csalódott és Illésfalvy pár percig rosszkedvűen, de aztán ujuló
reményre kapva, folytatta útját. Valami azt súgta neki, találkozni fog
vele; szinte követelte a sorstól, hogy rábukkanjon az asszonyra,
akinek közelségét titokzatos hangulatban érezte. De hasztalan, egyik
perc a másik, egyik negyedóra a másik után pergett le, és May
könnyü körvonalai nem akartak kibontakozni a vidáman, lázasan
nyüzsgő tömegből.
Dénes végre is föladta a harcot és fáradtan tért a szálloda
halljába. A kapus fülkéjében egy szürke pofaszakállas, feketekabátos
férfi várt reá és mély tisztelettel hajlott meg előtte.
– Ez az az ember, – szólt a portás diszkréten.
Illésfalvy fölhívta szobájába az idegenvezetőt.
 A pofaszakállas tényleg nagyon ügyes ember lehetett, alig két óra
alatt kifürkészte a következőket: May tegnap Berlinben járt, a
Carlton-szállóban vett lakást, s délután négyig nem mozdult ki a
házból. Uzsonna előtt automobilt rendelt, kikocsizott a Thiergartenbe
s onnét hétkor hazatért. Ekkor levelet írt, fodrászt hivatott, átöltözött
és elment a Lessing-színházba Wallensteinhoz. Reggel a „hölgy“
elutazott és pedig Franciaország felé.
Dénes arca elborult.
– A címét nem hagyta hátra? – kérdezte nyugtalanul.
– Nem. Őnagysága megjegyezte, hogy nem vár leveleket.
– Köszönöm.
Illésfalvy a zsebébe nyult és ötven márkát adott az
idegenvezetőnek. A pofaszakállas mélyen meghajlott, azután távozni
készült. Mikor az ajtóhoz ért, Dénesnek eszébe jutott valami. Az
asszonynak Berlinben élt egy nőrokona, egy gyáros özvegye, akit
futólag ő is ismert Magyarországból, s akinek különcségeiről May
gyakran beszélt neki. Az özvegy Pozsonyban született, a férje annak
idején Németországban a legjobb faredőnyöket készítette. Hátha itt
akadna nyom?
– Várjon egy percig, – szólt Illésfalvy. – Talán megtudhatja, nem
volt-e a nagyságos asszony egy magas, kissé őszülő hölgy
társaságában a színházban?
A pofaszakállas tagadólag intett.
– Ő nagysága, – felelte jegyzőkönyvébe tekintve, – egész berlini
tartózkodása alatt csak egy látogatót fogadott, egy feketeszakállas,
orosz urat, aki prémes bundában járt. Az illető nevét azonban,
tekintettel az idő rövidségére, nem sikerült megtudnom.
Illésfalvy visszahőkölt. Mintha úri társaságban, tisztességes,
művelt emberek közt járva, egyszerre valaki komiszul, orozva,
hátulról fejbe verte volna. Mintha a villamfényes tiszta szobából, a
kifogástalan szőnyegről egyszerre a lápba került volna, amelynek
moszatja besározza a kabátját, a tiszta gallérját, a lelkét.
– Igaz ez? – kérdezte nyersen az idegenvezetőtől.
– Méltóztassék adataimat ellenőrizni, nagyságos uram. A Carlton
portása is megerősítheti őket.
– Köszönöm. Legyen szíves és hagyjon magamra.
A pofaszakállas szertartásosan meghajlott és eltávozott.
Illésfalvy egy-kétszer föl s alá járt a szobában, aztán leült egy
karosszékbe és tágranyílt szemmel nézett a kandalló tüzébe. Egy
ideig érzéketlen volt, nem hallott, nem látott, azután lassan
föleszmélt és a lelke megtelt undorral. Az erős, az okos férfi eltünt, a
szobában csak a kijátszott, lebecsült ember maradt, akinek a keze
lassan, önkénytelenül ökölbe szorult. Lelke sajogva érezte, milyen
nevetségessé vált benső világa, nemes érzése, s arcán a szégyen
pírja szaladt végig. Ime, ennek a nőnek ajánlotta tehát fel szíve
kristálytiszta, becsületes kincseit, ezt a nőt szerette, ebben a nőben
akarta megtalálni a világ fölött álló, mindent lebíró nagy érzést, ez a
nő jelentette volna neki az életet és a halált?… Oh, mily utálatos
mindez, mily megalázó ez a pofon, amely a lelkét érte!
– El, el! – riadt föl benne egy hang. – Elég volt!
Dénes az órájára nézett. Még volt annyi ideje, hogy a magyar
vonatot elérje. Gyorsan összeszedte podgyászát, és kihajtatott a
vasutra. A vonat éppen indult. Félóra mulva Berlin tűzvarázsa lassan
beleveszett a fenyvesek fekete árnyába.
– Vége van, – mondta Dénes magában és erős, okos iparkodott
lenni. – Vége van.
 IX.

Németországi útjáról hazatérve, Illésfalvy több hetet Sámsonban

töltött. Ez idő alatt Dénes nem járt sehová, elkerülte a megyei
székhelyet, a vendégszerető szomszédokat, a különböző társas
összejöveteleket, s egyetlen szórakozása a vadászat volt. A sámsoni
határ, tarkán tovahúzódó domboldalaival, hatalmas tölgyeseivel,
irtatlan nádasaival váltakozó teret nyujtott e nemes mulatságnak,
amelynek a férfi gyermekkora óta csüggedetlen szenvedéllyel hódolt.
Az idők folyamán a számtalanszor látott erdő-mező Dénes szemében
lassan kivetkőzött komor, természetadta mezéből és lélektől sugárzó
ábrázatot öltve, meghitt barátjává lett Illésfalvynak, aki egész
Sámsonon ebben a környezetben érezte magát legjobban, ebben a
világban élt gondolatainak legszívesebben.
A férfi, puskával vállán, rendszerint kora reggel indult el s késő
este vetődött haza. Utján egyedül öreg vizslája kisérte, csak ritkán
történt, hogy erdőlegényét is magához szólította. A hosszu
kóborlásokon Illésfalvy gyakran emlékezett vissza a lefolyt hetekre.
Az első zord órák után a férfi erős akarattal kiegyenesedett, úrrá lett
magán, és lelke sajgását zárkózottság, kedvetlenség váltotta föl. A
húszéves emberek kétségbeesésén Dénes régen túl volt; nála a
fájdalom inkább megadást, elszomorodást, világnézete elsötétülését,
semmint lázadást és istenkáromlást jelentett. Miután sokkal
büszkébb ember volt, semhogy bánatát bárkivel közölte volna és
mindig gondosan elkülönítette belső életét a világ zajától, a férfi még
Tekla előtt se árulta el a valóságot, s a leány csak a nők finom
érzékével sejtette, hogy barátja lelkén havas felhők vonulnak át.
 Teklán nem lehetett észrevenni a megpróbáltatást, amelyen
Illésfalvy hamburgi utazása alatt keresztülment. Mint azelőtt, amikor
még maga se tudta, hogy Dénest szereti, a leány újra mosolygó,
figyelmes és ragaszkodó barátnője lett a férfinak, akinek félénk
gyöngédséggel viselte gondját. Ha Illésfalvy hajnalban fölkelt, Tekla
már ébren volt, csöndesen behozta a lámpavilágította ebédlőbe a
teát, elintézte a levelezést, s aztán följegyezte a gazdaságnak szóló
parancsokat. Illésfalvynak az a félelme, hogy a leány a rája mért
csapás következtében csöndes kisértetté, az elfojtott bánat érzelgős
árnyává válik, alaptalannak bizonyult. Mintha kettőjük közt semmi se
történt volna, Tekla szerényen, mégis fesztelenül mozgott régi
barátja körül, egy pillantása, egy szava nem árulta el, hogy örök
érzéssel szereti Dénest, elfogulatlan modora semmivel se tért el a
rendes szegénysorsu, az életet komolyan fölfogó vidéki leányétól, aki
a háztartásnak, a kézimunkájának és a virágos kertjének él.
Illésfalvynak jól esett, hogy a leány ily okosan tudott beleilleszkedni
sorsába s napról-napra jobban és jobban becsülte meg a kis hőst,
aki csöndesen, félénken járta a mindenségtől neki kijelölt kálváriát.
Egy este Dénes gazdag prédával megrakodva tért a sámsoni
kuriára. Hetek óta lesett egy vaddisznóra, amelyet a kerülő többször
látott a tölgyesen átváltani, a nélkül, hogy a hatalmas kan gazdája
puskacsöve elé vetődött volna. Végre egy délután Illésfalvy
szembekerült a pompás állattal, amelyet egy lapockalövéssel tűzben
ejtett el. Mint a jó vadász, akivel szenvedélye minden bajt, gondot
felejtet, Dénes e nap fölötte boldog volt és este mosolyogva adta át
Teklának a vérbe mártott tölgyágat.
Vacsora után – szokása ellenére – Illésfalvy hosszabban
elbeszélgetett barátnőjével.
– Tudja-e Tekla, mi a szándékom magával? – kérdezte hirtelen,
miután letárgyalták volt az elejtett vaddisznó történetét.
A leány mosolyogva nézett a férfira, boldogan, hogy végre
jobbkedvűnek látja.
 – Talán férjhez akar adni? – szólt nyugodtan. – Eltaláltam?
– Eltalálta, – mosolygott Illésfalvy. – Igenis, ki akarom házasítani.
Nem szabad, hogy úgy hervadjon el mellettem, mint egy betegápoló.
Tekla kiváncsian húzódott közelébb.
– És ki az, akit nekem választott? Fiatal, szép?
– Azt hiszem, meg lesz elégedve vele. Akiről szó van: a
kapisztráni gróf erdésze.
– Oláh Gábor?
– Igen… Úgy tudom, jóravaló, használható és becsületes ember.
Fiatal is, elég csinos is; mindenütt jót hallottam róla. Sőt, tovább
megyek, úgy tudom, ő is érdeklődik maga iránt. A vadőröm legalább
azt mondja, hogy Oláh hébe-korba egy csokor vadvirággal emlékezik
meg magáról.
A leány nem vörösödött el.
– Igaz, – felelte gyermeki bizalommal. – Oláh sose feledkezik
meg a születés- vagy a névnapomról, sem az újévről, a
karácsonyról… De Istenem, hiszen neki nincs semmije, épp úgy, mint
nekem. És… talán a szüleinek se tetszik a dolog.
Illésfalvy megfogta Tekla kezét.
– Azt csak bízza rám. Tudom, mivel tartozom magának és az
édesapja emlékének. Az igényeik bizonyára nem nagyok és végre
is… Oláh még fiatal, munkás ember, nyitva áll előtte a világ. Azt
hiszem, ez a frigy nem lesz szerencsétlen.
A leány egy ideig hallgatott.
– Nos, mit szól hozzá? – kérdezte Dénes.
– Ön bizonyára jobban tudja a dolgot megítélni, – felelte
elgondolkodva Tekla. – Én évek óta nem mozdultam ki innét, nem
ismerem az embereket, a világot, jobb hát, ha olyanra hallgatok,
akinek több tapasztalata van. Ön régi jóakaróm és tudom, hogy csak
olyat tanácsol, ami javamra lesz. Ha tehát azt hiszi, hogy férjhez kell
mennem Oláh Gáborhoz, én beleegyezem.
Dénes egy pillanatig csodálkozva nézett barátnőjére. Bár
reménye volt rá, hogy Teklát az ész szavával megnyeri a tervnek,
mégse hitte volna, hogy a dolog ilyen símán menjen. És még
valami… A leány olyan gyorsan tért volna napirendre fölötte? Első
szerelme ily hamar foszlott volna emlékké? Ez a kérdés kissé
bántotta a férfit, – akármilyen erősen hitte is, hogy helyes, ha Tekla
elfelejti első csalódása keserü emlékeit és a nyugalmas családi élet
országába lép. Aztán Illésfalvy vállat vonva siklott el a kellemetlen
érzés fölött.
– Ilyen gyorsan azonban a dolog nem megy, kisasszony, –
mondotta Tekla szavaira felelve. – Előbb alaposan meg kell, hogy
ösmerjék egymást, s meg kell győződniök róla, vajjon csakugyan
egymásnak valók-e?
– Ahogy gondolja, – bólintott Tekla.
A férfi egy percig gondolkodott.
– Azt hiszem, – mondta aztán, – a leghelyesebb út az lesz, ha
meghívom Oláht egy-két vadászatra. Azt mondják, jó puskás és nem
rossz modoru ember. Igy a hosszu vándorlásoknál nekem is módom
lesz meggyőződni róla, vajjon tényleg érdemes-e a maga kezére,
közbe maguk is jobban összebarátkozhatnak. Mindenesetre rajta
leszek, hogy jó házasságszerzőnek bizonyuljak.
A leány nevetett.
– Én megbízom magában, – mondta könnyen, de a szeme
csillogott.
Amikor Illésfalvy nyugovóra tért, mégegyszer meghányta-vetette
a dolgot. Belső dolgokban lehetőleg lelkiismeretes iparkodott lenni,
különösen az adott esetben, amikor tisztában volt vele, hogy Tekla
kiházasításával bizonyos erkölcsi felelősséget vesz magára Isten
előtt. De a tervnek semmi akadálya se mutatkozott. Oláh Gáborról
mindenkinek jó véleménye volt, általában okos, tehetséges és
szorgalmas embernek tartották, aki nagy örömmel élt a hivatásának.
Az apja – egy nyugalmazott kapitány – tetőtől-talpig becsületes
ember volt, az édesanyja maga a rendszeretet, a pontosság és
jóravalóság: miért lenne más a fiu? És Tekla? Miért ne szerethetné
meg Gábort? Mint annyi más társnője, immár ő is átesett az első
kalandon, az első gyerek-szerelmen, amely magától értetődő
tartozéka minden ifju szívnek. Melyik lány is ne lett volna sze- immár
ő is átesett az első lelki kalandon, az első uniformisba, akivel útja
összehozta? Apró dőreség az ilyesmi, keresztül kell rajta menni, mint
a bárányhimlőn. Botor bármelyik fél, aki az effélének jelentőséget
tulajdonít, gondolta el Dénes, de azért rosszul esett elképzelnie a
sámsoni kuriát a félénk, hallgatag és nagyszemü Tekla nélkül.
– Istenem, – mondta magában elalvás előtt a férfi, – hiszen annyi
idő alatt, amit mi egymás oldalán eltöltöttünk, az ember összeszokik
még egy állattal is, nemhogy egy ilyen kedves teremtéssel!
A következő héten Oláh Gábor megjelent a sámsoni portán és
cserkészni ment Illésfalvyval. A földesúr igen udvariasan fogadta a
fiatalembert, akit kellemesen érintett, hogy a zárkózott és komor
embernek rajzolt földesúr ilyen szívélyesen nyitja meg előtte házát.
Eleintén kettőjük viszonya – a köztük levő társadalmi különbség
révén – kissé idegenszerü és feszes volt, de aztán, a vadászat
mindent kiegyenlítő területén, összeszoktak és megértették egymást.
Mint Illésfalvy, úgy Oláh Gábor is keveset beszélt, inkább
elgondolkodó természetüek voltak, lelkük alaprajzát a komoly elemek
foglalták el. Néha órák hosszat haladtak egymás oldalán, anélkül,
hogy egy szót is szóltak volna, s mégis mindaketten érezték
egymásról, hogy rokonszenvük öregbedik s hogy kölcsönös
barátságra méltó, becsületes emberek.
Oláh kitünő vadász volt s mint céllövő is ritkította párját. Ennek
dacára mindig szerényen viselkedett, nem volt nagyra egy-egy
sikerült lövésével; komoly, szinte szertartásszerü tisztelettel hódolt a
nemes szenvedélynek. Az erdésznek nemcsak az szerzett örömet,
hogy pusztíthatja a vadat, hogy golyóval szedheti le a repülő
madarat, hanem, hogy a természet szabad ölén járhat, hogy friss
levegőt szívhat és belepillanthat az állati élet százoldalu, mindig
érdekes és rejtelmes világába. Egy-egy nemes vonásu vad láttára
Oláh arca kigyult s ugyanilyen fény ragyogott homlokán, ha
évszázados tölgyek vagy rejtelmes árnyu fenyvesek közt bolyongott.
Miután ezenkívül képzett, jómodoru és fölvilágosodott ember volt,
Illésfalvy gyorsan megkedvelte új barátját, aki egyre gyakoribb
vendége lett a sámsoni kuriának.
Tekla épp olyan szívesen és jó barátsággal látta a házban Oláht,
mint Dénes. A fiatalemberen nem volt mit kivetni, a hallgatagsága,
amelyet a zajos vidéki portákon nem tartanak túlságos erénynek,
Sámsonban, ahol mindenki természetesnek iparkodott mutatkozni,
csak emelte értékét. Az első órától kezdve Illésfalvy tisztán látta,
hogy Gábor egy komoly és férfias érzés melegségével szereti a lányt,
akire tisztelettel és becsületes ragaszkodással tekintett föl. És Tekla
lelke is mintha megmozdult volna. A leány viszonozni iparkodott a
férfi egyszerü, gyöngéd pillantását, figyelmességét, csöndes
mosolygással hallgatta gavallérja keresetlen szavait és hozzá próbált
illeszkedni gondolatvilágához. Véleménykülönbség sose volt köztük,
a nézeteik ugyanazon a sima, örvénymentes pályán haladtak;
kettőjök lelke nem kívánkozott túl azon a szerény határokon,
amelyeket a sors a köznapi emberek számára kijelöl. A sámsoni
földeken túl mintha számukra nem létezett volna világ, az
egyszerűségen, becsületességen és kötelességtudáson kívül mintha
nem ösmertek volna más érzelmet.
– Bizonyos, hogy meg fogják egymást érteni, – gondolta el
Dénes, mialatt Tekla csöndesen himezett a kandalló mellett és Oláh
Gábor a vizslák hű tekintetével nézett a leányra. – Kell, hogy az
útjaik összevezessenek, hiszen köznapi érzésük kimerül abban, hogy
jó férj és feleség, jó szülők és kifogástalan honpolgárok legyenek. A
szerelem csak nekem izgató rejtély, titokzatos szentség, földöntúli
zene, más embernek talán takaréktűzhely, meleg szoba vagy békés
családi kör, ahol az apa csöndesen szívja a pipát, békén vagdossa a
fidibuszt, míg az asszony paradicsomot, uborkát főz be és gondosan
ügyel, hogy déli harangszóra asztalon legyen a krumplileves. És ki
tudja, nem ez-e az igazi boldogság?
A leány most fölkelt, átment a szomszéd szobába, fehér kötényt
öltött és teríteni kezdett. Oláh Gábor fát dobott a tűzre és aztán
csöndesen, komolyan segített Teklának a poharakat és tányérokat
fölrakni.
 X.

Egy este, Oláh Gábor távozása után, Illésfalvy még egy percre az
ebédlőbe hítta Teklát.
– Nos – kérdezte az ablakhoz állva és az erdész kocsija után
nézve, – meg van velem elégedve?
A leány nem felelt, csak csöndesen mosolygott.
– Nyilatkozott-e már Gábor? – tudakolta tovább a férfi.
– Még nem.
– De… megértik egymást?
– Igen… Én legalább azt hiszem.
Dénes ránézett barátnőjére, aki nyugodtan viszonozta a
pillantást.
– Beszéljek talán én Oláhhal? – vetette föl ujra a szót Illésfalvy. –
Az ilyen hallgatag emberek rendszerint egy kis buzdítást várnak. A
mi barátunk nagyon is szerény és tartózkodó… Ha nincs ellene
kifogása, majd holnap vadászatnál úgy terelem beszélgetésünket,
hogy a jövőre vonatkozó tervei kerüljenek szőnyegre. Talán Oláh
bizalmára fog méltatni… Jó lesz?
Tekla bólintott.
– Csak a szülei ne ellenezzék – mondta félénken.
– Azt majd elintézem. A jövő hét folyamán meg fogom látogatni
az öreg kapitányt és megmagyarázom neki, hogy ne állja útját fia
boldogságának. Azután – esetleg a kapisztráni gróffal is
értekezhetem a javadalmazás emelése dolgában, bár az öreg úr nem
a legkedvesebb emberem.
A leány ránézett Dénesre.
– Milyen jó hozzám – mondta hálás tekintettel.
Csönd volt.
– Remélem, nem fog egészen megfeledkezni Sámsonról – szólt a
férfi mosolyogva. – Könnyen megy el innét?
– Oh, hogy is gondolhatja – válaszolta a leány melegen, de
nyugodtan, – hiszen annyi jó órát töltöttem e házban. Sámsont sose
fogom elfeledni. Meg kell igérnie, hogy minden héten legalább
egyszer meglátogat bennünket, s mi is minden héten fel fogjuk
keresni, föltéve, hogy ez nincs ellenére.
– Remélem, hogy mindig úgy fogja itt magát a jövőben is érezni,
mintha otthon lenne – szólt Illésfalvy, és elgondolkozott rajta, hogy,
íme, a lány, aki pár hét előtt még megtörve, vigasztalanul állt előtte,
már egészen leszámolt a multtal, sőt: előre beleéli magát a
házaséletbe.
Tekla egy ideig hallgatott, majd kezét nyujtotta Dénesnek.
– Nagyon köszönöm azt a sok jóságot – szólt közvetlenül, –
amelyet irántam mindig tanusított. Őrizzen meg jó emlékében!
Az idő későre járt. Illésfalvy – talán életében először – kezet
csókolt barátnőjének s aztán szobájába vonult.

Erős világításu, csöndes téli éjszaka volt. Este hó esett volt, a

fákat leheletnyi finom réteg vonta be. Mikor Dénes eloltotta a
gyertyát, a rosszul záródó fatáblákon át ezüst árnyként szökött be a
holdvilág. A férfi nehezen tudott elaludni, bántotta az erős fény,
amelynek következménye az is volt, hogy a sámsoni komondorok
bősz ugatásba kezdtek. Kutya és hold örök ellenségek; a csillogó és
szagtalan dolgokat az ebek soha meg nem fogják érteni.
Éjfél után Illésfalvy elunta a pokoli lármát. Magára kapta tehát
ruháit, köpenyegét és kiment a kertbe, fölkelteni valamelyik bérest,
hogy zárja az istállóba a komondorokat.
A kert tele volt bűvös színekkel. Az ákácok, kőrisek mintha finom
acélból lettek volna, a kopott téli pázsit ragyogó, szikrázó tenger,
amely csöndesen ölelte magához a hófehér cserjéket. A lombok
lassan inogtak és kékes, könnyü árnyat vetettek a csillámló háttérre.
Dénes egy pillanatig megállott és elnézte a puha képet, amely finom
vonalaival, keresetlen színhatásával álomként hatott.
– Milyen egyedül állok a világon – gondolta el önkéntelenül.
Mikor a ház tulsó oldalára ért, Dénes az egyik ablakban
világosságot látott. Ujra megállt s egy pillantást vetett az
üvegtáblákra.
A könyvtári szobában, nagy karosszékbe süppedve, ott ült Tekla
és elgondolkozva nézett maga elé. A leány arca merőben más volt,
mint amilyennek Illésfalvy az utolsó napokban látta. A szép, nagy
szemekből végtelen szomoruság sugárzott, az arcvonásokon,
amelyek mintha megfinomodtak, megnemesedtek volna, tompa
megadás és végtelen csüggedés honolt.
A leány egy ideig mozdulatlanul ült, aztán ajakához emelt egy
hervadt lombot és megcsókolta. Rögtön rá szeméből könnycseppek
fakadtak és feje fáradtan hanyatlott mellére.
Illésfalvy összerázkódott.
A lomb, amelyet Tekla ajkához emelt, az a tölgyág volt, amelyet
tőle az elejtett vadkan emlékére három hét előtt kapott.
 Illésfalvy lelkén a kép visszfénye delejes áramként futott végig.
Érezte, hogy ezt a sajátságos téli estét s a szeme előtt lejátszódott
csöndes jelenetet soha nem fogja elfelejteni, az évek mulva is vissza
fog térni álmaiban. A leány homloka csodálatos fényben ragyogott;
vonásai szinte átszellemültek a fájdalomtól, tekintetéből a teljes
megadás bánatos csillagfénye sugárzott a téli éjszakába. A
máskülönben rendkivülinek nem mondható arcot a szenvedés
kristálytisztává tette, akár egy műremeket, amely századok mulva is,
csöndben hirdeti a művész minden küzdelmét, csalódását,
kétségbeesését… A gyöngéd leányalak finom vonalai mögött sötéten
ólálkodtak a könyvtárszoba évszázados fekete butorai, sötét-zöldbe
türemlő arcképei, mintha csöndes, kriptaszagu világukba akarták
volna ragadni Teklát.
Dénes végigsimított homlokán, azután lassan visszatért a házba.
Már nem törődött a holdvilággal, a kuvaszok bősz csaholásával,
csöndesen leült az ablak mellé és kinézett a gyér hóra, melynek
csillogó fölületén – titokzatos látomásként – néha-néha föltünt egy
szomorúan csöndes leányfej szemrehányó, fájdalomban fölolvadó
szemepárja.
Másnap Illésfalvy korán kelt és kiment barátjával vadászni.
Napközben alig váltottak egy-két szót Oláh Gáborral, de Dénes úgy
érezte, mintha kettejök közé az éjjelen át árny furakodott volna, egy
csöndes, láthatatlan árny, amely állandóan reá veti sajátos
tekintetét. Később aztán Illésfalvy kiegyenesedett.
– Eh! – mondta magában, – nem szabad dőrének lennem.
Mindez csak káprázat, egy szép, holdvilágos éjszaka eredménye.
Térjünk fölötte napirendre.
Az erdész estére ott maradt vacsorára a sámsoni portán. Mint
rendesen, Oláh Gábor az estebéd után tizenegyig elüldögélt kedvenc
helyén, a tűznél, míg Tekla csöndesen himezett. A leányon nem
lehetett észrevenni változást. Épp oly félénk, szerényen mosolygó és
figyelmes volt, mint mindig, arcáról eltünt az éjszakai titokzatos fény
és ártatlan, nagy békességnek adott helyet. Ha a férfiak
beszélgettek, egy-egy percre letette a tűt, odahallgatott, majd újra a
munkájához látott és olyan éberen ellenőrizte a pamutszálai táncát,
mintha ezenkívül a világon semmi más nem létezne számára.
Mikor Oláh hazatért, Illésfalvy egy ideig még ott maradt az
ebédlőben és olvasgatott. Egy darabig figyelemmel kísérte kedvenc
írója: Brehm leírásait, de aztán egyszerre – önkénytelenül,
magyarázhatatlanul – nagy vágyódás támadt szívében, hogy
kimenjen a kertbe, odaálljon a sarki szoba párkánya elé és
megnézze, nincs-e ott Tekla?
Csak egy pillanatig küzködött az érzés ellen, azután magára
kapta köpönyegét és kisietett az udvarra.
A könyvtári szobában ismét ott ült Tekla, arcát gyöngén, puhán
világította meg egy libegő gyertyaláng. A leány hátratámasztotta
fejét és elgondolkozva nézett a fák koronái felé. Homlokán újra
rejtelmes fény ragyogott, vonásai megfinomodtak a fájdalomtól,
tekintete, bágyadtsága és szomorúsága dacára, csupa lélek volt, egy
fáradt és szenvedésében a földtől elszakadó érzés zománcaitól
megötvözve.
Dénes megilletődve, meg-megremegve nézte a képet. Ilyen
közvetlenül, csöndesen és mégis sziklánál erősebben, viharnál
hangosabban lélek még nem nyilatkozott meg előtte; most látta
életében először, a női szívben mily csodálatos kincsek rejlenek,
amelyek bűvös fényt szórva, megközelíthetetlen magasságban
ragyognak a férfiak kemény, hidegrajzu lelke fölött. Mintha egy
nemes vonásu, álmodozóan szomoru, régi dalt hallott volna, úgy állt
előtte Tekla arca: az érzések a maguk örökkévaló, megfejthetetlen
mélységükben nyilatkoztak meg rajta megtisztítva azt a földi salaktól.
Illésfalvy leült egy padra és tágra nyilt szemmel nézte a látomást.
A leány egy ideig még a könyvtárban maradt, azután
megcsókolta a tölgyfalombot, csöndesen fölkelt és – az imbolygó
gyertyafényben – árnyként tünt el az ajtóban. A férfival most már
csak a sötét ablaktáblák néztek farkasszemet, de Dénes nem
mozdult el helyéről és tekintetét merőn szögezte a házra, amely
békésen szundikált a gyérülő holdfényben.
Hajnalban egy komondor a padhoz vetődött és farkcsóválva
dörgölőzött Déneshez. Illésfalvy fölébredt, fölkelt és csodálkozva
nézett körül a csöndesen zizegő kőrisfákon.
A cselédház felől ekkor már kukorékolni kezdtek a kakasok.
 XI.

A következő napokon Illésfalvy magába zárkózva, gondolataiba

merülve járt-kelt a házban, az erdőben. Szeme előtt állandóan ott
lebegett a leány fájdalomban fölolvadó, nemes fényü arca,
tekintetének fénye, amelyet napközben hiába iparkodott rajta
észrevenni. Tekla lelke, emberek közt, mint egy félénk mimóza,
visszavonult, elrejtőzött, a leány csöndes vonásain a hegyi tavak
fagyos békessége honolt. Csak ha minden elcsöndesült a kurián és
az ódon falakra a falusi, végtelen sötétség borult rá, lelke csak akkor
jött elő búvóhelyéről, mély érzései akkor ültek ki vonásaira, nagy
szemére, amely titokzatos drágakőként csillogott az éjben.
Illésfalvy minden éjfélkor kiült a kerti padra és elernyedve,
megmámorosodva, mintegy álomban függesztette szemét az
ablaktáblákra. Gyakran vad szél recsegtette meg a kőrisfákat,
máskor hóvihar nyargalt el a cserjék között, vagy ólmos eső hullott
az elfakult gyöpre: Dénest mindez nem zavarta, a férfi éjszakáról-
éjszakára gépiesen ment ki a parkba és kakasszóig mozdulatlanul ült
a könyvtári szoba íves ablaka alatt.
Egy alkalommal különösen erős vihar dühöngött. A keleti hegyek
felől menydörgésszerü lárma vonult el a porta fölött. A fák mélyen
meghajlottak a kegyetlen zsarnok korbácsütései alatt; a vad zaj
mindig jobban fokozódott, mígnem éles füttyé változott, hogy rögtön
újra tomboló, vésztjósló dübörgéssé alakuljon át.
Tekla az ablaknál ült és a tölgyfalombot ölébe ejtve, hátrahajtotta
fejét, mikor egyszerre – szilaj vércseként – az éppen magasan járó
szél lecsapott a kertre és sortűzhöz hasonló ropogással törte össze a
ház előtt álló öreg kőrisfákat. A leány fölijedt, az ablakhoz ugrott s a
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