多产品间歇过程的分层次在线调度--一种数学规划与遗传算法的混合算法

In this contribution we present an online scheduling algorithm for a real world multiproduct batch plant. The overall mixed integer nonlinear programming (MINLP) problem is hierarchically structured into a mixed integer linear programming (MILP) problem first and then a reduced dimensional MINLP problem, which are optimized by mathematical programming (MP) and genetic algorithm (GA) respectively. The basis idea relies on combining MP with GA to exploit their complementary capacity. The key features of the hierarchical model are explained and illustrated with some real world cases from the multiproduct batch plants.     

基于GPU加速求解MINLP问题的SQP并行算法

针对确定性算法求解大型复杂混合整数非线性规划的时间不可接受问题,通过对序贯二次规划算法(SQP)和图形处理器(GPU)的架构特点分析,提出了基于GPU加速策略的并行化SQP算法。算法的主要思想是通过枚举法确定二元变量的取值,在保证取值完整的基础上,使用CPU+GPU的并行策略,同时运用大量线程进行非线性规划子问题的求解。算例的数值实验结果表明:本文所提出的算法较之传统串行计算具有较好的加速效果,特别适合求解二元变量较多,约束条件相对少的MINLP问题。     

换热网络合成问题的并行BB/SQP混合算法

换热网络合成问题通常可用非凸、非线性、不可微的混合整数非线性规划模型描述。基于GPU的并行计算技术为求解大规模模型提供了高效支撑。针对已有并行SQP算法求解换热网络合成问题中存在二元变量组合数过多、并行SQP算法求解结果严重依赖初值等问题,提出了BB/SQP混合并行算法。该算法采用BB算法代替枚举法,不但大大减少了模型求解中可能的二元变量组合,而且为SQP算法选出了可行的初值,从而提高了算法的求解质量。研究表明,所提出的混合并行算法能够有效求解换热网络合成问题,且并行计算相比串行计算的求解速度显著增加,加速比可达39。     

Solving mixed integer nonlinear programming problems with line-up competition algorithm

Line-up competition algorithm (LCA), a global optimization algorithm proposed recently, is applied to the solution of mixed integer nonlinear programming (MINLP) problems. Through using alternative schemes to handle integer variables, the algorithm reported previously for solving NLP problems can be extended expediently to the solution of MINLP problems. The performance of the LCA is tested with several non-convex MINLP problems published in the literature, including the optimal design of multi-product batch chemical processes and the location-allocation problem. Testing shows that the LCA algorithm is efficient and robust in the solution of MINLP problems.     

多目的间歇化工过程最优设计——SA/LP算法

提出了具有多条生产路线的多目的间歇化工过程最优设计混合整数非线性规划(MINLP)模型,该模型允许同时设立同步、异步平行单元以及中间储罐,并允许设备尺寸离散变化.在结合模拟退火(SA)和线性规划(LP)的基础上提出了可求解上述MINLP问题的SA/LP算法,该算法结合了SA全局收敛性好和LP可处理连续变量与约束方程的优点.计算表明,上述模型与算法实施简便,得到了文献算例中未得到的全局最优解,且在计算速度、内存占用上都远远优于文献中的方法.     

遗传算法在过程综合混合整数非线性规划中的应用

针对过程综合混合整数非线性规划问题提出了一种混合遗传算法，该算法对整数变量进行编码，而对连续变量则采用连续化遗传算子进行处理，使得算法与原问题的对应更加自然，也更有效。另外，还针对常见的提前收敛或局部最小现象提出几种算子，实例表明本算法具有较强的全局优化能力。相对于传统遗传算法具有速度快、精度高、可操作性强等特点。     

Global optimization of large‐scale mixed‐integer linear fractional programming problems: A reformulation‐linearization method and process scheduling applications

Mixed‐integer linear fractional program (MILFP) is a class of mixed‐integer nonlinear programs (MINLP) where the objective function is the ratio of two linear functions and all constraints are linear. Global optimization of large‐scale MILFPs can be computationally intractable due to the presence of discrete variables and the pseudoconvex/pseudoconcave objective function. We propose a novel and efficient reformulation–linearization method, which integrates Charnes–Cooper transformation and Glover's linearization scheme, to transform general MILFPs into their equivalent mixed‐integer linear programs (MILP), allowing MILFPs to be globally optimized effectively with MILP methods. Extensive computational studies are performed to demonstrate the efficiency of this method. To illustrate its applications, we consider two batch scheduling problems, which are modeled as MILFPs based on the continuous‐time formulations. Computational results show that the proposed approach requires significantly shorter CPU times than various general‐purpose MINLP methods and shows similar performance than the tailored parametric algorithm for solving large‐scale MILFP problems. Specifically, it performs with respect to the CPU time roughly a half of the parametric algorithm for the scheduling applications. © 2013 American Institute of Chemical Engineers AIChE J, 59: 4255–4272, 2013     

多目标进化算法求解过程综合中的混合整数线性规划(MILP)与混合整数非线性规划问题(MINLP)

Steady-state non-dominated sorting genetic algorithm (SNSGA), a new form of multi-objective genetic algorithm, is implemented by combining the steady-state idea in steady-state genetic algorithms (SSGA) and the fitness assignment strategy of non-dominated sorting genetic algorithm (NSGA). The fitness assignment strategy is improved and a new self-adjustment scheme of crame is proposed. This algorithm is proved to be very efficient both computationally and in terms of the quality of the Pareto fronts produced with five test problems including GA difficult problem and GA deceptive one. Finally, SNSGA is introduced to solve multi-objective mixed integer linear programming (MILP) and mixed integer non-linear programming (MINLP) problems in process synthesis.     

Optimization-based design of reactive distillation columns using a memetic algorithm

The design optimization of reactive distillation columns (RDC) is characterized by complex nonlinear constraints, nonlinear cost functions, and the presence of many local optima. The standard approach is to use MINLP solvers that work on a superstructure formulation where structural decisions are represented by discrete variables and lead to an exponential increase in the computational effort. The mathematical programming (MP) methods which solve the continuous sub-problems provide only one local optimum which depends strongly on the initialization. In this contribution a memetic algorithm (MA) is introduced and applied to the global optimization of four different formulations of a computational demanding real-world design problem. An evolution strategy addresses the global optimization of the design decisions, while continuous sub-problems are efficiently solved by a robust MP solver. The MA is compared to MINLP techniques. It is the only algorithm that finds the global solution in reasonable times for all model formulations.     

A simulated annealing approach to the solution of minlp problems

An algorithm (M-SIMPSA) suitable for the optimization of mixed integer non-linear programming (MINLP) problems is presented. A recently proposed continuous non-linear solver (SIMPSA) is used to update the continuous parameters, and the Metropolis algorithm is used to update the complete solution vector of decision variables. The M-SIMPSA algorithm, which does not require feasible initial points or any problem decomposition, was tested with several functions published in the literature, and results were compared with those obtained with a robust adaptive random search method. For ill-conditioned problems, the proposed approach is shown to be more reliable and more efficient as regards the overcoming of difficulties associated with local optima and in the ability to reach feasibility. The results obtained reveal its adequacy for the optimization of MINLP problems encountered in chemical engineering practice.     

Simultaneous synthesis of a heat exchanger network with multiple utilities using utility substages

Heat exchanger network synthesis (HENS) has progressed by using mathematical programming-based simultaneous methodology. Although various considerations such as non-isothermal mixing and bypass streams are applied to consider real world alternatives in modeling phase, many challenges are faced because of its properties within non-convex mixed-integer nonlinear programming (MINLP). We propose a modified superstructure, which contains a utility substage for use in considering multiple utilities in a simultaneous MINLP model. To improve model size and convergence, fixed utility locations according to temperature and series connections between utilities are suggested. The numbers of constraints, discrete, and continuous variables show that overall model size decreases compared with previous research. Thus, it is possible to expand the feasible search area for reaching the nearest global solution. The model's effectiveness and applications are exemplified by several literature problems, where it is used to deduce a network superior to that of any other reported methodology.     

Evaluation of optimisation techniques and control variable formulations for a batch cooling crystallization process

The mathematical optimisation of a batch cooling crystallization process is considered in this work. The objective is to minimize the standard deviation of the final crystal size distribution (CSD), which is an important feature in many industrial processes. The results with the problem written as a nonlinear programming and solved with the successive quadratic programming (SQP) coupled with the discretization of the control variable are compared with those obtained when SQP coupled with the parameterisation of the control variable is applied. Also it is proposed the implementation of the genetic algorithm (GA) coupled with parameterisation of the control variable. Extensive evaluations show that the SQP method is sensitive both to the parameterisation formulation and to the initial estimate. The solution with GA provided the control variable profile that leads to the minimum standard deviation of the final CSD. Nevertheless, it is a very time-consuming technique, which hampers its utilization in real time applications. However, its feature of global searching suggests its suitability in solving offline problems, in order to provide initial setup profiles. Bearing this in mind, it is proposed an algorithm which allows for the implementation of GA solution in a real time fashion, taking advantage of its robustness to find out the optimal solution.     

A symbolic reformulation/spatial branch-and-bound algorithm for the global optimisation of nonconvex MINLPs

This paper presents an algorithm for the solution of nonconvex mixed integer nonlinear programming (MINLP) problems involving general constraints and objective functions. The algorithm employs a symbolic reformulation step that brings the original MINLP problem to an equivalent standard form for which a convex relaxation can be constructed. The reformulated problem is then solved using a spatial branch-and-bound algorithm which branches on both integer and continuous variables. Issues relating to the efficient implementation of this algorithm and its parallelisation are also discussed. The algorithm has been incorporated within the gPROMS process modelling environment and tested on several MINLP problems arising from process engineering applications.     

logmip: a disjunctive 0–1 non-linear optimizer for process system models

Discrete-continuous non-linear optimization models are frequently used to formulate problems in process system engineering. Major modeling alternatives and solution algorithms include generalized disjunctive programming and mixed integer non-linear programming (MINLP). Both have advantages and drawbacks depending on the problem they are dealing with. In this work, we describe the theory behind logmip, a new computer code for disjunctive programming and MINLP. We discuss a hybrid modeling framework that combines both approaches, allowing binary variables and disjunctions for expressing discrete choices. An extension of the logic-based outer approximation (OA) algorithm has been implemented to solve the proposed hybrid model. Computational experience is reported on several examples, which are solved using disjunctive, MINLP and hybrid formulations.     

Global optimization of multiphase flow networks using spline surrogate models

A general modelling framework for optimization of multiphase flow networks with discrete decision variables is presented. The framework is expressed with the graph and special attention is given to the convexity properties of the mathematical programming formulation that follows. Nonlinear pressure and temperature relations are modelled using multivariate splines, resulting in a mixed-integer nonlinear programming (MINLP) formulation with spline constraints. A global solution method is devised by combining the framework with a spline-compatible MINLP solver, recently presented in the literature. The solver is able to globally solve the nonconvex optimization problems. The new solution method is benchmarked with several local optimization methods on a set of three realistic subsea production optimization cases provided by the oil company BP.     

改进的无分流换热器网络最优综合法

提出了不分流换热网络改进的同步最优综合混合整数非线性规则模型，通过引入处理带０－１整型变量的规则，提出了采用非线性规划求解换网络综合ＭＩＮＬＰ问题的方法，只需求解ＮＬＰ问题就可得到连续变量和０－１变量同步优化的网络结果。算例表明，该模型和方法是有效的。     

全局优化搜索新算法--列队竞争算法(Ⅰ)解非线性和混合整数非线性规划问题

提出了一种称为列队竞争算法(LCA)的群体搜索算法,该算法在进化过程中始终保持着独立并行进化的家族,通过家族内部的生存竞争和家族间的地位竞争这两种不同的竞争方式,使群体快速进化到最优或接近最优的区域.根据家族的目标函数值大小排列成一个列队,按列队中家族地位的不同分配不同的搜索空间,使局部搜索与全局搜索达到均衡,同时,应用逐步收缩搜索空间技术加速收敛速度.数值计算表明,列队竞争算法的搜索效率优于遗传算法和模拟退火法等算法.     

热集成复杂精馏系统综合的研究

将夹点分析法应用于热集成复杂精馏系统综合的换热网络设计中,避免了以换热网络结构作为独立变量,建立了一个以预分馏塔组分回收率、回流比及操作压力为连续变量,以分离序列和热耦合方式为离散变量的混合整数非线性规划(MINLP)模型。该模型用改进的模拟退火算法求解,可同时得到优化的流程结构和操作参数。对多个五组分混合物分离问题进行了求解,并对不同优化方案的优化结果及其经济性作了比较和分析,结果表明采用热集成复杂精馏塔流程可以显著地降低系统的总费用,还表明该方法是求解热集成复杂精馏系统综合问题的有效方法。     

Mixed integer polynomial programming

The mixed integer polynomial programming problem is reformulated as a multi-parametric programming problem by relaxing integer variables as continuous variables and then treating them as parameters. The optimality conditions for the resulting parametric programming problem are given by a set of simultaneous parametric polynomial equations which are solved analytically to give the parametric optimal solution as a function of the relaxed integer variables. Evaluation of the parametric optimal solution for integer variables fixed at their integer values followed by screening of the evaluated solutions gives the optimal solutions.     

Optimization of short-time gasoline blending scheduling problem with a DNA based hybrid genetic algorithm

Gasoline blending is a key process in the petroleum refinery industry posed as a nonlinear optimization problem with heavily nonlinear constraints. This paper presents a DNA based hybrid genetic algorithm (DNA-HGA) to optimize such nonlinear optimization problems. In the proposed algorithm, potential solutions are represented with nucleotide bases. Based on the complementary properties of nucleotide bases, operators inspired by DNA are applied to improve the global searching ability of GA for efficiently locating the feasible domains. After the feasible region is obtained, the sequential quadratic programming (SQP) is implemented to improve the solution. The hybrid approach is tested on a set of constrained nonlinear optimization problems taken from the literature and compared with other approaches. The computation results validate the effectiveness of the proposed algorithm. The recipes of a short-time gasoline blending problem are optimized by the hybrid algorithm, and the comparison results show that the profit of the products is largely improved while achieving more satisfactory quality indicators in both certainty and uncertainty environment.