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Optimization and Control ofChemical Processes
Nuno M.C. Oliveira<http://www.eq.uc.pt/~nuno/cim2003/>
GEPSI — PSE Group, Department of Chemical EngineeringUniversity of Coimbra, Portugal
Workshop on Modeling and Simulation in Chemical EngineeringJune 30 - July 4, 2003
In memoriam.José Almiro A.M. Castro (1953–2002)
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 2
Outlineo An overview of PSE.
o Numerical methods:
• Nonlinear equations.
• Continuous optimization
• Combining discrete decisions, logical and heuristic information.
o Major application areas of PSE:
• Design.
• Operations.
• Control.
o Software tools.
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1. An overview of Process Systems EngineeringThe essence of Chemical Engineering has always been
“the synthesis, design, testing, scaleup, operation, control andoptimization of processes that change the physical state or the
composition of materials” (Westerberg, 1998).
PSE has traditionally been concerned with
“understanding and developing systematic procedures for design,control and operation of chemical processes” (Sargent, 1991).
PSE can be identified with a major paradigm in Chemical Engineering.
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1.1. Major paradigms in Chemical Engineering:
À unit operations (A.D. Little, 1915).
Á basis on physical sciences and mathematical analysis:
• Aris, Bird et al. (2002), ∼ 60s.
 systematic decision making methods for design and operation:
• volume in AIChE Symposium Series (1961).
• Rudd and Watson (1968).
• journal Computers and Chemical Engineering, (1977–).
• Douglas (1988)
• Biegler et al. (1997)
• ESCAPE meetings (1992–)
. ESCAPE-14, Lisbon, May 16–19, 2004, see<http://www.escape14.online.pt>
í PSE area is 35–40 years old.
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1.2. Basic ChemE economic data (US, 2001)
Distribution of revenues
Basic chemicals
Pharmaceuticals
Speciality chemicals
Consumer products
Crop protection
Fertilizers
Total revenues: Chemicals (447 bil.) + Oil (595 bil.) ' 1 000 billion USD.
Typical profit margins (Grossmann, 2004):
Biotechnology: 20–30%Pharmaceutical: 15–20%
Petroleum: 6 – 10%Chemicals: 5 – 8%
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The concept of PSE has recently evolved to include improvement of the decision making processof the entire chemical supply chain — creation and operation:
• Micro-scale:
. Product engineering: synthesize new products (solvents, refrigerants, polymers), shorterdevelopment phases, agile manufacturing.
• Macro-scale:
. Enterprise level: logistics for manufacturing, production planning and distribution.
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í Discover, design, manufacture and distribute chemicalproducts in the context of many conflicting goals.
Important characteristics of decision making methodologies:
• essential to compete in global markets.
. reduce costs, operate efficiently, environmental safe and sustainable, innovative prod-ucts, improved quality.
• with both practical and theoretical implications.
. while largely driven by industrial needs, address fundamental theoretical aspects.
• integrate physical sciences, mathematics, operations research (& A.I.), and computer sci-ence.
. models often without closed form solutions.
. efficient problem representations for alternatives.
. product is often a (complex) computer code.
Representations and models are the natural tools to generate reasonable alternatives. Onlysystematic methods for exploring alternatives guarantee solutions that meet constraints and op-timize an objective.
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1.3. A simple example: Alternative heat transfer networks
Extreme configurations:
Non-integrated Fully integrated
Need to consider both thermodynamic constraints and specific heat needs!
For 1 CS + 1 HS, only one pairing possible.
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With 2 CS + 1 HS, superstructure is (Biegler et al., 1997):
Alternatives embedded in superstructure:
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For more general cases, possible to use a pairing matrix, e.g.:
H1 H2 H3C1C2 • •C3
0 dots — 1 alternative.1 dot — 9 alternatives.2 dots — vertical (1 + 2 streams) or diagonal (2 + 2 streams).3 dots — etc.
+ serial / parallel arrangements ⇒ Thousands of alternatives can be enumerated.
í Representation and solution efficiencies are important becausethe selection problems generated are often NP-hard.
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Current PSE applications (Grossmann and Westerberg, 2000)
Design OperationsEnergy recovery networks SchedulingDistillation systems Multiperiod planning and optimizationReactor networks Data reconciliationHierarchical decomposition of flowsheets Real-time optimizationSuperstructure optimization Flexibility analysisMultiproduct & multipurpose batch plants Fault diagnosis
Control Support toolsModel predictive control Sequential-modular simulationControllability Equation-based simulationRobust control A.I. / Expert SystemsNonlinear control Large-scale NLPStatistical process control Optimization of DAEsProcess Monitoring Mixed-integer NLP
Global optimization
í Process improvement and diagnosis are often major drivingforces behind process modeling.
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2. Numerical methods for solution and optimization of pro-cess models
Solution methods provide often inspiration for optimization.
2.1. Nonlinear equations
f (x) = 0x ∈ Rn, f nonlinear, solution is f (x∗) = 0
Basic algorithm is Newton’s method. Defining
Jk = ∇ f T(xk) ∈ Rn×n
dN,k = xk+1− xk ⇒ Jk ·dN,k =− fk (1)
fk = f (xk)
Assume f (x) 2x differentiable, |Jk| 6= 0, ∀xk, x0 close to solution (Kantarovich, 1937).
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2.1.1. Convergence characteristics
• local quadratic convergence:‖xx+1− x∗‖‖xk− x∗‖2 ≤ K
• global convergence:
. (1) can fail, need to be extended as optimization problem:
f (x) = 0 → minx φ(x) = f T(x) f (x)f(x)
0xx*
φ(x)
0xx*
Try to enforce descent property for φ(x):
φ(xk+1)≤ φ(xk)
Directional derivative:∇φ
T(xk) ·dN.k =−2φ(xk)≤ 0
í descent direction guaranteed.
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Use line-search procedure:
xk+1 = xk +αdN,k, α ∈ R.
• Armijo (1966):φ(xk +αdk)≤ φ(xk)+δ (∇φ
T(xk) ·dk)α
• Also non-monotonic line searches (Grippo et al., 1986).
Derivatives Jk can be difficult and expensive to obtain, especially for large problems:
• consider sparsity of Jacobian matrix.
• approximate by finite-differences:
∂ fi
∂x j'
f (· · · ,x j + ε j, · · ·)− f (· · · ,x j, · · ·)ε j
. n+1 function evaluations, ε∗ ∼√
Ea.
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2.1.2. Quasi-Newton methods
Similar to (1):Bk (xk− xk−1)︸ ︷︷ ︸
sk
= ( fk− fk−1)︸ ︷︷ ︸yk
(2)
For n > 1, (2) not uniquely defined. Popular choice is Broyden’s method:
minBk
‖Bk−Bk−1‖F
s.t. Bksk = yk
Solution is recursive update (rank-1):
Bk = Bk−1−(yk−Bk−1sksT
k )sT
k sk
Also possible inverse, factored updates.
Convergence is now just superlinear (local property).
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2.1.3. Trust-region approaches
Instead of line-search, constrain size of allowed steps:
mindk
φ(xk)+∇φT(xk) · xk +
12
dTk H(xk)dk (3)
s.t. ‖dk‖2 ≤ δc
For δc ∈ [0,+∞[, direction is combination of steepest descent and Newton directions. Thereforepossible:
• direct (approximate) solution of (3).
• empirical solution (Levenberg-Marquardt):
(Hk +λ I)dk =−∇φ(xk)
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• double-dogleg strategy:
(Dennis and Schabel, 1983)
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2.1.4. Homotopy (continuation) methods
Instead of tackling f (x) = 0, solve a continuous of subproblems, e.g.,
h(x,λ ) = f (x)− (1−λ ) f (x0)
λ = 0 ⇒ x∗ = x0, λ = 1 ⇒ h(x,1) = f (x).
Also possible to use dynamic form of models:
f (x) = 0 →
dxdt
= f (x)
x(0) = x0
Using, e.g., Euler’s method:
xk+1− xk
∆t= f (xk) ⇒ xk+1 = xk +∆t f (xk).
Hence, effect of nonlinearities attenuated when ∆t → 0.
• Can also be used to find multiple solutions.
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2.2. Practicalities
For more difficult cases, reformulation might be convenient:
f (x) = 0 ⇔minx,ε
‖ε‖
s.t. f (x) = ε
This feasible path approach can also be used to handle constraints. For a problem of the form
f (x) = 0l ≤ x≤ u
the direct application of variations of Newton’s method or trust region can lead to failures in themodel equations. Instead of (1), consider
mindk,ε
‖ε‖
s.t. f (xk)+ Jk ·dk = ε
l ≤ dk + xk ≤ u
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• Combine with a line-search strategy.
• Requires the solution of an LP at each iteration (expensive).
• Directions generated are always feasible.
• When possible, ε = 0 ⇒ basic Newton direction.
• Possible to use l1, l2, or l∞ norms. Distinct work involved, convergence properties. Inpractice, search directions generated are very similar.
Preferred l1 norm. Behavior similar to mixed complementarity problems (MCP).
• Extremely useful to avoid multiple solutions, e.g., without physical meaning.
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Example: Ethanol production with biomass immobilization
Model equations for particles:
1r2
∂
∂ r
(r2∂Cp
∂ r
)+ψ(Ca,Cp) = 0
1r2
∂
∂ r
(r2∂Ca
∂ r
)−ψ(Ca,Cp) = 0
r = 0 ⇒ ∂Ca
∂ r=
∂Ca
∂ r= 0
r = 1 ⇒ ∂Ca
∂ r= Bia(1−Ca);
∂Ca
∂ r= Bip(1−Cp)
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Solution profiles:
0 0.2 0.4 0.6 0.8 1r
0
0.2
0.4
0.6
Cpa[r]
0 0.2 0.4 0.6 0.8 1r
0.1
0.15
0.2
0.25
Cpp[r]
• Finite differences, 2nd order centered, 40 points.
• Many solutions without physical meaning!
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2.3. Application: Process Flowsheeting
(Turton et al., 1998)
• Very large problems (104 – 105 variables).
• Highly sparse.
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Typical sparsity diagram:
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• Sequential-modular:
. Follow order of material processing.
. Need to identify tear streams. Can be used with simple numerical methods (e.g., suc-cessive substitutions).
. Little flexibility for process specifications.
• Simultaneous solution:
. Identify subsets of equations that require simultaneous solution (strongly connected inprocess digraph).
. Block partition, at equation level. Derivatives only required for diagonal blocks.
. Very fast, with good starting values.
• Based on split-fractions:
. 2-step successive substitutions. Very robust!
• Require the aid of special simulators:
. ASPEN <http://www.aspentech.com/>.
. gPROMS <http://www.psenterprise.com/>
. ASCEND <http://www.cs.cmu.edu/~ascend/>
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3. Nonlinear optimization
minx
φ(x)
s.t. h(x) = 0 (4)g(x)≤ 0x ∈ Rn
Important problem characteristics:
• Linear / nonlinear:
Objective Constraints
LP L LQP Q L
NLP NL NL
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• Convexity:
. Functions:
φ [λx1 +(1−λ )x2]≤
≤ λφ(x1)+(1−λ )φ(x2), λ ∈ [0,1].
φ(x)
x
x1 x2
λ
. Domains:
z = λx1 +(1−λ )x2, λ ∈ [0,1].
φ(x)
x
x1 x2
λ
D
If φ(x) is convex, h(x) linear, g(x) convex, a local solution of (4) isalso a global solution.
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Implications for process design:
Superstructure for 2 CS + 1 HS:
Need to optimize separately each alternative:
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Example: Reactor network design (Ryoo and Sahinidis, 1995)
A->B->C
A
A->B->C
CA1, CB1
CA2, CB2
Design system that maximizes CB at output, assuming isothermal operation:
minCi,Vi
−CB2
s.t. CA1 + k1CA1V1 = 1CA2−CA1 + k1k2CA2V2 = 0CB1 +CA1 + k3CB1V1 = 1CB2−CB1 +CA2−CA1 + k3k4CB2V2 = 0
V 0.51 +V 0.5
2 ≤ 40≤Ci ≤ 10≤Vi ≤ 16
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• Problem has 3 local solutions, with close objective values.
• Global solution:
CA1 = 0.772 CB1 = 0.204 V1 = 3.04CA2 = 0.517 CB2 = 0.388 V2 = 5.10
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3.1. Optimality conditions
L (x,λ ,µ) = φ(x)+λTh(x)+ µ
Tg(x)
∇xL = 0 ⇒ ∇φ(x∗)+∇h(x∗) ·λ +∇g(x∗) ·µ = 0 (5)
∇λL = 0 ⇒ h(x) = 0
complementarity ⇒µigi(x∗) = 0µi ≥ 0
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(5) can be interpreted as a force balance for equilibrium:
x 2
x 1
h(x)=0
-∇f(x*)
-∇h(x*)
g (x)≤02
g (x)≤01
-∇g (x*)1
x*
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3.2. Successive Quadratic Programming (SQP)
K.T. conditions of (5) are system of NL equations ⇒ iterative solution. Consider:
minx
φ(x)
s.t. c(x) = 0⇒ L (x,λ ) = φ(x)+λ
Tc(x)
K.T. conditions:
∇φ(x)+∇c(x)λ = 0c(x) = 0
First order expansion around (xk,λk):[∇φ(xk)+∇c(xk)λk
c(xk)
]+
[∇2φ(xk)+∇2c(xk)λk ∇c(xk)
∇cT(xk) 0
]·[
∆x∆λ
]= 0
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These are equivalent to the K.T. conditions of
min∆xk
φ(xk)+∇φT(xk)∆xk +
12
∆xTk[∇
2φ(xk)+∇
2c(xk)λk]
∆xk
s.t. c(xk)+∇c(xk)T∆x = 0
• QP solution at each iteration for search direction.
• Need 2nd order derivatives for both objective and constraints.
• Can also use quasi-Newton approximation:
Bk = Bk−1−Bk−1sksT
k Bk−1
sTk Bk−1xk
+ykyT
k
yTk sk
BFGS (rank-2 update)
sk = xk+1− xk
yk = ∇L (xk+1,λk+1)−∇L (xk,λk)
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3.3. Interior-point methods
Complementarity conditions of K.T. equations can be difficult to solve (combinatorial, ill-conditioned).
Barrier methods
minx
φ(xk)−µ ∑i
lnsi
s.t. h(xk) = 0g(xk)+ s = 0
Solve sequence of problems, where µ → 0 (homotopy parameter).
active setIP
Tradeoff: more iterations (several µ) vs. more expensive QPs.
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3.4. Reduced gradient methods (GRG)
Similar to simplex methods for LP.
• Decide which constraints are active / inactive.
• Partition variables as dependent / independent.
• Solve unconstrained problem in the space of independent variables.
Consider:min
zφ(x)
s.t. h(z) = 0l ≤ z≤ u
+ slack variables.
Partition variables as:
z =[
zIzD
]⇒ h(zI,zD) = 0
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Constrained derivative:
dφ
dzI=
∂φ
∂ zI+
dzD
dzI
∂φ
∂ zD
dzD
dzI= [∇zIh] · [∇zDh]−1 implicit form
• Always takes feasible steps.
• Very robust implementations available (e.g., CONOPT3).
. practical details (initialization, scaling, sparsity).
. combined with other solution techniques (Newton steps, SQP).
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Example: Kinetic parameter estimation (CSTR)
A Bk
minθ ,z
r
∑j=1
m
∑i=1
(zi j− zi j,mod)2
σ2i
s.t.(z1− z2)
τ− kz2 = 0
− z3
τ+ kz2 = 0
z4− z5
τ+
(−∆H)ρCp
kz2 = 0
k = θ1 exp(−θ2
z5
)
• For batch data, need optimization of a DAE model.
• Can easily be solved within GAMS or AMPL — local solutions.
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4. Discrete optimization
minx,y
φ(x,y)
s.t. h(x,y) = 0g(x,y)≤ 0x ∈ Rn, y ∈ Nm
Possible integer variables (y∈N) or binary variables (y∈{0,1}). Can assume only binary present.Some algorithms take advantage of both, others require just binary (e.g., like simple bounds).
Problem classes:
Type Objective Constraints Variables
IP L L ILP L L R
MILP L L I, RNLP NL NL R
MINLP NL NL I, RNIP NL NL I
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Process example: Design of a chemical complex (Sahinidis and Grossmann, 1991)
Decisions:
• C produced, and how much?
• Which alternatives II or III (exclusive)?
• How to obtain B?
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Process data:
Conversion Fixed VariableProcess (%) cost cost
I 90 1000 250II 82 1500 400III 95 2000 550
Species Prices Constraints
A 500 ≤ 16B 950C 1800 ≤ 10
Solution:
yi ={
1, process i selected.0, if not.
Exclusivity of II and III:y2 + y3 ≤ 1
Mass balances:
B1 +PB = B2 +B3 B1 = 0.9PA
C2 +C3 = SC C2 = 0.82B2
C3 = 0.95B3
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Constraints:
PA ≤ 16y1 B3 ≤ (10/0.95)y3
B2 ≤ (10/0.82)y2 SC ≤ 10
Objective:
φ (Profit) =−(1000y1 +250PA+ → investment1500y2 +400B2+2000y3 +550B3)
−500PA−950PB → purchases+1800SC → sales
í MILP problem.
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Optimal solution:
φ = 459.3 B2 = 12.195PA = 13.55 SC = 10
Solution much more complex if formulation was MINLP.
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4.1. Solution methods for MILP
• Real relaxation (LP) + solution rounding.
. Dangerous with binary variables.
• Explicit enumeration: Build complete decision tree:
. Only possible with very small problems (brute force).
For m discrete variables, with ni distinct values, need to solvem
∏i=1
ni continuous optimization problems, in (nv−m) variables.
. Several strategies to visit nodes (depth-first, breadth-first, specific A.I. heuristics).
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• Method of cutting planes:
. Start with LP relaxation.
. If not integer solution already, add constraints to previous problems, solve new LP.
. Incremental characterization of convex hull of problem.
• Boolean methods (only binary variables):
. Exploit similarities with propositional logic and theorem proving (e.g., PROLOG).
• Branch & Bound: (implicit enumeration)
. Create decision tree (branch). Use solution bounds to reduce search space (bound).
Reference formulation:
minx,y
aTy+ cTx
s.t. By+Ax≤ bx≥ 0, y ∈ {0,1}
Lower bound: solution of relaxed LP.Upper bound: best integer solution so far.
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Simple example:
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Example: Process heat integration (targeting)
Specify ∆Tmin
↓Minimum utility cost (transshipment LP)
↓Minimum number of matches (transshipment MILP)
↓Minimum investment cost (NLP)
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(Linnhoff et al., 1982)
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4.2. Solution of MINLPs
minx,y
(max) φ(x)+ cTy
s.t. g(x)+Hy(•)b (•) = {≤,=,≥}
l ≤ x≤ u, y ∈ {0,1}
NOTE: If f (y) nonlinear, can replace:
f (y)→ f (y′),y = y′
y′ ∈ R0≤ y′ ≤ 1
Algorithms for MINLPs (Grossmann, 2001):
• Generalized Benders decomposition.
• Outer approximation (OA).
• Extended Cutting Planes.
• Simple Branch & Bound (SBB) (Bussieck and Drud, 2001).
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4.3. Modeling with discrete variables
Simple cases:
• Multiple choice:
. Select only 1 item: ∑i
yi = 1
. Select at most 1 item: ∑i
yi ≤ 1
• If y = 0, associated x or f (x) must be 0:
f (x)−My≤ 0, f (x) ∈ [0,M]
• Implications (K ⇒ J):
yk− y j ≤ 0
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Systematic incorporation of logical information (Ramesh and Grossmann, 1991)
Simple logic relations:
Combine with reduction to normal conjunctive form using logic equivalences, DeMorgan laws,and distributive properties.
Example: If product A or B (or both) produced, at least one of the products C,D, or E must alsobe manufactured.Let Pi ≡ product i manufactured. Associate yi ∈ {0,1} with Pi. Equivalent proposition is
(PA∨PB)⇒ (PC∨PD∨PE)
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Simplification:
(PA∨PB)⇒ (PC∨PD∨PE) → (PA∨PB)∨ (PC∨PD∨PE) →
→ (PA∧ PB)∨ (PC∨PD∨PE) →
→ [PA∨ (PC∨PD∨PE)]∧ [PB∨ (PC∨PD∨PE)]
Using the previous table, originates:
(1− yA)+ yC + yD + yE ≥ 1(1− yB)+ yC + yD + yE ≥ 1
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Other uses:
• This approach can also be used to model heuristics:
A⇒ B →yA− yB ≤ 0 (logic)yA− yB ≤ s (heuristic)
Penalty can be associated with constraint violations.
• Discrete variables also useful to approximate non-convex regions (Williams, 1993) or func-tions. Typical cost functions in ChemE:
C = avb, b∼ 2/3 ⇒ nonconvex
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Using discrete variables, the cost functions can be approximated as:
C ={
0, v = 0C f +Cvv, v > 0
with:
y = 0 ⇒ v = 0 →{
v−Mvy≤ 0v≥ 0
C
0v
→
C
0v
Can also be generalized to approximation using several linear segments, or discontinuouschanges in costs.
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Examples:
• Distillation design.
• Flowsheet optimization with detailed models (fixed structure).
• Process design.
• Trim loss minimization.
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Distillation design:
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5. Optimization of systems described by differential equa-tions
In general, more detailed and accurate models in ChemE involve differential equations (e.g.,PDE) ⇒ need to solve and optimize.
5.1. Problem types
• Optimal control:
minu(t)
φ(z(tF))
s.t. z = f (z,u,θ), z(0) = z0
h(z,u,θ) = 0g(z,u,θ)≤ 0
. u(t) ∈ Rn infinite dimensional → calculus of variations.
. E.g., process control, discontinuous processes.
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• State or parameter estimation:
minθ
∑i
[yobs(ti)− ymod(ti,θ)]2
s.t. process modelconstraints
. Now finite no. of DOF. Hence can be solved as conventional NLP, if DAE model treatedas an entire I/O block (black-box approach).
• Design problems:
minv
(cost, -performance)
s.t. process modelconstraints
. E.g., optimize catalyst, nonhomogeneous reactor, etc.
Can involve ODEs or PDEs; here just ODEs.
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5.2. Strategies for optimization of DAE models
• Direct solution of optimality conditions (Euler-Lagrange) → variational methods.
• Analogy with solution methods; these usually involve a discretization of the ODEs:
. Partial discretization: only input profile u(t) parametrized. Since the derivatives kept,the optimization and solution are done sequentially:
DAEs Optim.
u(t), θ
φ, g, h
. Full discretization: input u(t) and state z(t) profiles discretized → scalar (large-scale)NLP, for simultaneous solution and optimization.
DAEs + Optim.
• Also possible dynamic programming, e.g. after partial discretization.
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5.2.1. Optimality conditions for ODE systems
Using Mayer form:
minu(t)
J(z(tf))
s.a z = f (z,u,θ), z(0) = z0
h(z,u,θ) = 0g(z,u,θ)≤ 0hf(z) = 0gf(z)≤ 0
L = J(zf, tf)+ µTf gf +ν
Tf hf +
∫ tf
0
(λ (t)T ( f (z,u,θ)− z)+ µ
T(t)g(z,u,θ)+νT(t)h(z,u,θ)
)dt
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 62
Necessary conditions:
∂L
∂ z(t):
∂ f∂ z
λ + λ (t)+∂g∂ z
µ +∂h∂ z
ν = 0 (adjoint equations)
∂L
∂u(t):
∂ f∂u
λ +∂g∂u
µ +∂h∂u
ν = 0
∂L
∂ zf:
∂J∂ zf
+∂gf
∂ zfµf +
∂hf
∂ zfνf−λ (tf) = 0 (transversality)
Dificulties:
• nonlinear TPBVP (z(t), λ (t) ∈ Rn).
• Initialization, path constraints.
General algorithms (e.g. CVI) difficult to implement. However analytical solutions for specialcases. (e.g., linear — Kalman).
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 63
5.2.2. Sequential solution and optimization
DAE model treated as an indivisible block (black box), solved by a specific routine.
• IVP.
• BVP, can require the use of shooting or multiple shooting.
Other characteristics:
• Optimization iterates are always feasible solutions of the DAE system (advantageous forsome applications).
• Size of NLP generated are also smaller than simultaneous approach.
• Sequential method is only reliable when model equations contain only stable modes.
• Bounds on state variables difficult to specify (hidden). However, can penalize severalmeasures of constraint violation in the objective.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 64
Gradient information can be computed by:
• Perturbation:∂φ(tF)
∂θ=
φ(tF ,θ +∆θ)−φ(tF ,θ)∆θ
. Simple to use.
. Choose ∆θ , considering accuracy of integration.
. np +1 integrations required.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 65
• Sensitivities: Define
s(t)=∂ z(t)∂θ
Differentiate model equations:∂
∂θ[z = f (z,θ)]
∂
∂θ[z(0) = z0]
⇒
s =
∂ f T
∂ zs+
∂ f∂θ
s(0) =∂ z0
∂θ
. Linear system, also IVP.
. Jacobian already available, in implicit methods.
Then∂φ(z(tF))
∂θ=
∂φ(z)∂ z
∣∣∣∣zF
· s(tF)
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 66
• Adjoint equations (Sargent and Sulivan, 1979): Similarly to previous analysis, define
φ(tF) =∫ tF
0λ
T(z− f (z,θ))dt
Integrate by parts, and set variations to 0:
λ =−∂ f∂ z
λ adjoint equations
λ (tF) =∂φ
∂ z(tF)final condition
∂φ(tF)∂θ
=∫ tF
0λ
T ∂ f∂θ
dt +λ (0)∂ z0
∂θ
. Now BVP, solution can be decoupled, storing trajectory and Jacobian.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 67
5.2.3. Simultaneous solution and optimization
DAE model converted to AE model, by parametrization of the input and state profiles:
• Solve model just once, to optimality. If algorithms fails, . . . (infeasible path approach).
• Originates large-scale NLPs.
• Can handle more easily path constraints.
• Based on a method for solution of the DAE system:
Relaxation methods (finite differences):
z = f (t,z)g(z(a),z(b)) = 0
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 68
Classical 2nd order schemes:
• Trapezoidal:
zi+1− zi
hi=
12
( f (ti+1,zi+1)+ f (ti,zi)) , i = 1, . . . ,N
g(z1,zN+1) = 0
• Midpoint:
zi+1− zi
hi= f
(ti+1
2,12(zi + zi+1)
), i = 1, . . . ,N
• Sparse system of NL equations.
• Higher order schemes can be used, e.g., implicit Runge-Kutta (Ascher et al., 1995).
• Adaptive grids can also be used.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 69
Method of weighted residuals:
For z = f (t,u,z,θ), z(0) = z0
approximate solution:
z(t)' zN(t) = z0(t)+∑i
aiφi(t)
Residuals of approximation:R(a, t) = zN(t)− f (t,u,zN,θ)
Solve integral error equations:
E(wi,R) =∫ tF
0wi(t)R(a, t)dt = 0, i = 1, . . . ,N
For particular choices of wi(t), methods of least squares, Galerkin, or collocation result.
A common choice is orthogonal collocation at roots of Legendre polynomial, using Lagrangeinterpolation formulas:
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 70
• Lagrange interpolation polynomials:
z(t) =nk
∑k=0
zklk(t) u(t) =nk
∑k=0
uklk(t)
l j(t) =nk
∏k=0k 6= j
(t− tk)(t j− tk)
• Orthogonal collocation at ti:
R(a, ti) = ∑i
zil′j(ti)− f (zi,ui,θ) = 0
• ti chosen as roots of Legendre polynomial of degree n, shifted to t ∈ [0, tF ].This can be shown to be equivalent to a Runge-Kutta method of O(2nc).
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 71
• Can also be extended to collocation of finite elements:
z(t)
tα1 α2 α3
. Better control of approximation error:
‖e(αi+1)‖= O(|∆αi‖2nc)
Can be used to control the element length, to equidistribute the solution error.
. Include continuity of solution and derivatives across elements.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 72
5.3. Process applications
5.3.1. Nonlinear model-predictive control
t
Output, y
Set-point, sp
Input, u
Control horizon
Output horizon
y
tk tk+1 tk+2 ... tk+m ... tk+p
y
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 73
• Requires a process model.
• Based on online optimization.
• feedback / feedforward structure.
• can also be adapted to observation, parameter estimation.
Examples:
• QDMC — linear convolution model, quadratic objective, QP (Garcia and Morshedi, 1986).
• Newton-control — nonlinear model, quadratic objective, NLP (Oliveira and Biegler, 1995).
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 74
Process
Control
Optimization
Long term: Market fluctuations
Disturbance type:
Mean term: Price fluctuations
Catalyst deactivationRaw materials
Short term: Process variations
Disturbances Outputs
MeasuresManipulations
sSet-pointConstraints Model parameters
Production volumesChoice of raw materials Cost coeficients
Scheduling and planning
Hierarchical process supervision
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 75
Problem formulation
minu(t)∈Hik
J2(u,y) =∫ tk+toh
tk(y− ysp)TQy(t)(y− ysp)+(u−ur)TQu(t)(u−ur)dt
s.t. x = fp(x,u,d;θ)y = gp(x;θ)
ul ≤ u≤ uu
xl ≤ x≤ xu
yl ≤ y≤ yu
• ur is input reference trajectory.
• If tih ≤ toh, assume inputs remain constant.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 76
Flash and CSTR example:
3 3.5 4 4.5 5 5.5 6
T2 [K/100]
-0.0005
-0.0004
-0.0003
-0.0002
-0.0001
0
0.0001
Heat release rates [K/s]
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 77
Reactor equations:
dVdt
= F1 +F5−F2
dC2
dt=
F1C1 +F5C4− (F1 +F5)C2
V+ r(T2,C2)
dT2
dt=
F1T1 +F5T3− (F1 +F5)T2
V+
(−∆H)ρcp
r(T2,C2)−UA
ρcpV(T2−Ts)
Flash equations:
C3 = Ke1(T3)C4
(1−C3) = Ke2(T3)(1−C4)F2 = F3 +F4
F2C2 = F3C3 +F4C4Mixed equations:
r(T2,C2) =−Kr1(T2)C2 +Kr2(T2)(1−C2)Kr1 = A1 exp(−Ea1/T2)Kr2 = A2 exp(−Ea2/T2)
Ke1(T3) = a110−b1/T3
Ke2(T3) = a210−b2/T3
F2 = kvVC3 +C4 = 1
F5 = αF4
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 78
Input multiplicities:
3.8 4 4.2 4.4 4.6
T3
-0.05
0
0.05
0.1
0.15
0.2
0.25
f2
3.94 3.96 3.98 4 4.02
T3
-0.0002
-0.00015
-0.0001
-0.00005
0
0.00005
0.0001
f2
u =
{ [4.500 2.485×10−2 4.000
]T[6.861 3.179×10−2 3.947
]T ⇒ x =[1 0.4899 4.352
]T
• 6= manipulations have significant economic impact.
• linear control can originate sudden instability.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 79
Steady state sensitivities:
3 4 5 6 7 8 9
Ts
0.98
0.99
1
1.01
1.02
1.03
1.04
1.05
States
0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05
kv
0.6
0.8
1
1.2
1.4
1.6
States
3.925 3.95 3.975 4 4.025 4.05 4.075
T3
0.8
0.9
1
1.1
1.2
States
3 4 5 6 7
T1
0.8
1
1.2
1.4
1.6
1.8
States
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 80
Schedule change in recycle ratio:
0 100 200 300 400
t
0.9
0.92
0.94
0.96
0.98
1
1.02Normalized inputs
0 100 200 300 400
t
0.98
0.99
1
1.01
1.02
Normalized states
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 81
5.3.2. Optimal design of catalyst pellets
Catalytic reactions very common in ChemE:
G-L
inte
rface
L-S
inte
rface
Gas phase Liquid phase Solid phase
Ci,G
Ci,L
Ci,S
Catalyst
Active materials generally expensive. Where to concentrate activity?
Non-uniform distribution can lead to improved performance (e.g., efficiency, selectivity andduration).
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 82
• Significant no. of cases studied. Sometimes solution is (e.g., Chemburkar et al. (1987)):
a(r) = δ (r− r∗)
• Need to consider detailed information, e.g., catalyst poisoning or coking.
Here consider optimal activity profiles, for pellets with single arbitrary reaction, without cata-lyst deactivation:
Objective: Maximize effectiveness factor, using simultaneous solution and optimization.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 83
Mathematical model:
maxa(r)
(n+1)∫ 1
0ψ(c,θ)a(x)xn dx
s.t.1xn
ddx
(xndc
dx
)= (n+1)φ 2a(x)ψ(c,θ)
1xn
ddx
(xndθ
dx
)=−(n+1)βφ
2a(x)ψ(c,θ)∫ 1
0a(x)xn dx =
1(n+1)
x = 0 ⇒ dcdx
=dθ
dx= 0
x = 1 ⇒ dcdx
= Bim(1− c);dθ
dx= Bit(1−θ)
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 84
Optimization results:
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 85
• Orthogonal collocation with nk = 3, using 20 finite elements.
• Physical data:
• Model results:
• Multiple solutions possible!
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 86
• Empirical strategy for element length adaptation:
If∣∣∣∣maxi Rnci
mini Rnci
∣∣∣∣≥ ξ then ∆αi,new =∆αi,old
‖Rnci‖ε
. η ∼ 0.2, 5 or 6 NLP iterations required.
. Only 2–3 elements active at solution.
• Example code available at<http://www.eq.uc.pt/~nuno/cim2003/fopslab6.gms>.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 87
Conclusions• Representations and models are the natural tools in PSE.
• Systematic methods are required to explore alternatives that meet constraints and optimizeobjective. Their use depend significantly on key model characteristics.
• PSE has both practical and theoretical implications.
• Current research areas also at micro-scale (molecular simulation, CFD, product design) andmacro-scale (logistics, production planning), and integration of all levels.
Optimization and Control of Chemical Processes — CIM Workshop, July 2003 88
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