基于CSTR的反应器网络综合双层优化算法

反应器网络综合问题一般都是复杂的非线性规划问题,在分析基于全混流反应器的反应器网络模型特点的基础上,提出了求解该模型的双层优化算法. 通过将反应器网络综合非线性规划问题分解为物流流量和反应器体积空间的线性优化和浓度空间的优化搜索问题,降低了所求解问题的规模和难度,同时利用全局优化算法进行浓度空间的优化搜索,提高了求得全局最优解的概率. 实例研究表明,双层优化算法可以更准确地给出最优的反应器网络结构以及网络中反应器的类型和大小.     

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.     

An augmented Lagrangian interior-point approach for large-scale NLP problems on graphics processing units

The demand for fast solution of nonlinear optimization problems, coupled with the emergence of new concurrent computing architectures, drives the need for parallel algorithms to solve challenging nonlinear programming (NLP) problems. In this paper, we propose an augmented Lagrangian interior-point approach for general NLP problems that solves in parallel on a Graphics processing unit (GPU). The algorithm is iterative at three levels. The first level replaces the original problem by a sequence of bound-constrained optimization problems using an augmented Lagrangian method. Each of these bound-constrained problems is solved using a nonlinear interior-point method. Inside the interior-point method, the barrier sub-problems are solved using a variation of Newton's method, where the linear system is solved using a preconditioned conjugate gradient (PCG) method, which is implemented efficiently on a GPU in parallel. This algorithm shows an order of magnitude speedup on several test problems from the COPS test set.     

Control Vector Parameterization‐Based Adaptive Invasive Weed Optimization for Dynamic Processes

A novel optimal approach named invasive weed optimization‐control vector parameterization (IWO‐CVP) for chemical dynamic optimization problems is proposed where CVP is used to transform the problem into a nonlinear programming (NLP) problem and an IWO algorithm is then applied to tackle the NLP problem. To improve efficiency, a new adaptive dispersion IWO‐based approach (ADIWO‐CVP) is further suggested to maintain the exploration ability of the algorithm throughout the entire searching procedure. Several classic chemical dynamic optimization problems are tested and detailed comparisons are carried out among ADIWO‐CVP, IWO‐CVP, and other methods. The research results demonstrate that ADIWO‐CVP not only is efficient, but also outperforms IWO‐CVP in terms of both accuracy and convergence speed.     

基于全局正交配置的非线性预测控制算法

针对非线性预测控制(NMPC)在线优化计算量大这一关键问题,提出一种基于全局正交配置的非线性预测控制算法。该算法以高阶插值正交多项式为基函数同时配置优化时域内的状态变量和控制变量,将连续动态优化问题转化为非线性规划问题(NLP)求解。全局正交配置可以使用较少的配置点而获得较高的逼近精度,这样即使NMPC使用很长的优化时域,离散化后得到的NLP问题的规模也比较小,能够有效地降低在线优化计算量。最后,以连续聚合反应过程为例验证了算法的有效性。     

Inferential Control of Reactive Destillation Columns – An Algorithmic Approach

Decentralized control system design comprises the selection of a suitable control structure and controller parameters. Here, mixed integer optimization is used to determine the optimal control structure and the optimal controller parameters simultaneously. The process dynamics is included explicitly into the constraints using a rigorous nonlinear dynamic process model. Depending on the objective function, which is used for the evaluation of competing control systems, two different formulations are proposed which lead to mixed‐integer dynamic optimization (MIDO) problems. A MIDO solution strategy based on the sequential approach is adopted in the present paper. Here, the MIDO problem is decomposed into a series of nonlinear programming (NLP) subproblems (dynamic optimization) where the binary variables are fixed, and mixed‐integer linear programming (MILP) master problems which determine a new binary configuration for the next NLP subproblem. The proposed methodology is applied to inferential control of reactive distillation columns as a challenging benchmark problem for chemical process control.     

一种求解化工动态优化问题的迭代自适应粒子群方法

智能优化方法因其简单、易实现且具有良好的全局搜索能力,在动态优化中的应用越来越广泛,但传统的智能方法收敛速度相对较慢。提出了一种迭代自适应粒子群优化方法（IAPSO）来求解一般的化工动态优化问题。首先通过控制变量参数化将原动态优化问题转化为非线性规划问题,再利用所提出的迭代自适应粒子群优化方法进行求解。相比传统的粒子群优化方法,该种迭代自适应粒子群优化方法具有收敛速度更快的优点,主要原因是：该算法根据粒子种群分布特性自适应调整参数;该算法通过缩减搜索空间并迭代使用粒子群算法搜索最优解。将提出的迭代自适应粒子群方法应用到多个经典动态优化问题中,测试结果表明,该方法简单、有效,精度高,且收敛速度比传统粒子群算法有显著提升。     

模块环境下的filter-SQP用于过程优化

引言 20世纪70年代中期以来,经过许多学者的努力,SQP法成为求解非线性规划(NLP)问题最有效的方法之一.     

Barrier NLP methods with structured regularization for optimization of degenerate optimization problems

Barrier nonlinear programming (NLP) solvers exploit sparse Newton-based algorithms and are characterized by fast performance and global convergence properties. This makes them especially suitable for very large process optimization problems. On the other hand, they are frequently challenged by degenerate and indefinite problems, which lead to ill-conditioned Karush–Kuhn–Tucker (KKT) systems. Such problems arise when process optimization models contain linearly dependent constraints, or the reduced Hessian is not positive definite at the solution. This can lead to poor solver performance and may preclude finding successful NLP solutions. Moreover, such optimization models occur in blending problems and NLP subproblems generated by MINLP or global optimization strategies. To deal with these difficulties we present a structured regularization strategy for barrier methods that identifies and excludes dependent constraints in the KKT system while leaving independent constraints unchanged. As a result, more accurate Newton directions can be obtained and much faster convergence can be expected for the KKT system over the conventional regularization approach. Numerical experiments with examples derived from the CUTE and COPS test sets as well as two nonlinear blending problems demonstrate the effectiveness of the proposed method and significantly better performance of the NLP solver.     

二次求解具有控制切换结构的动态优化问题

基于多级表述策略,提出了二次求解具有控制切换结构动态优化问题的数值方法。基于常用的优化方法获得初始控制结构。动态优化问题根据控制结构进行分级,每一级对应一个特定的控制弧段,进而将原问题表述为一个多级动态优化问题。基于控制向量参数化(CVP),多级动态优化问题转化为一个非线性规划(NLP)问题进行求解。控制参数和级长作为优化变量。基于Pontryagin极大值原理,构造多级伴随系统,进而获得NLP求解器所需的梯度信息。仿真实例验证了方法的有效性。     

Global optimization of stiff dynamical systems

We present a deterministic global optimization method for nonlinear programming formulations constrained by stiff systems of ordinary differential equation (ODE) initial value problems (IVPs). The examples arise from dynamic optimization problems exhibiting both fast and slow transient phenomena commonly encountered in model-based systems engineering applications. The proposed approach utilizes unconditionally stable implicit integration methods to reformulate the ODE-constrained problem into a nonconvex nonlinear program (NLP) with implicit functions embedded. This problem is then solved to global optimality in finite time using a spatial branch-and-bound framework utilizing convex/concave relaxations of implicit functions constructed by a method which fully exploits problem sparsity. The algorithms were implemented in the Julia programming language within the EAGO.jl package and demonstrated on five illustrative examples with varying complexity relevant in process systems engineering. The developed methods enable the guaranteed global solution of dynamic optimization problems with stiff ODE–IVPs embedded.     

两群微粒群算法及其在油品调和优化中的应用

针对复杂的非线性约束优化问题,提出了一种含变异算子的两群微粒群算法。算法构造了两个粒子群,分别设置了不同的搜索速度上限,并设计了粒子群间的协调机制和变异算子,使算法的寻优能力得到增强。针对油品调和配方优化进行了实例仿真,研究结果表明所提出的算法能获得较理想的调和配方,在满足调和利润最大的同时能保证对调和指标的卡边,使调和成品油的指标富余量大大降低。     

A trust region filter method for glass box/black box optimization

Modern nonlinear programming solvers can be utilized to solve very large scale problems in chemical engineering. However, these methods require fully open models with accurate derivatives. In this article, we address the hybrid glass box/black box optimization problem, in which part of a system is modeled with open, equation based models and part is black box. When equation based reduced models are used in place of the black box, NLP solvers may be applied directly but an accurate solution is not guaranteed. In this work, a trust region filter algorithm for glass box/black box optimization is presented. By combining concepts from trust region filter methods and derivative free optimization, the method guarantees convergence to first‐order critical points of the original glass box/black box problem. The algorithm is demonstrated on three comprehensive examples in chemical process optimization. © 2016 American Institute of Chemical Engineers AIChE J, 62: 3124–3136, 2016     

A bilevel NLP sensitivity‐based decomposition for dynamic optimization with moving finite elements

Optimal control has guided numerous applications in chemical engineering, and exact determination of optimal profiles is essential for operation of separation and reactive processes, and operating strategies and recipe generation for batch processes. Here, a simultaneous collocation formulation based on moving finite elements is developed for the solution of a class of optimal control problems. Novel features of the algorithm include the direct location of breakpoints for control profiles and a termination criterion based on a constant Hamiltonian profile. The algorithm is stabilized and performance is significantly improved by decomposing the overall nonlinear programming (NLP) formulation into an inner problem, which solves a fixed element simultaneous collocation problem, and an outer problem, which adjusts the finite elements based on several error criteria. This bilevel formulation is aided by a NLP solver (the interior point optimizer) for both problems as well as an NLP sensitivity component, which provides derivative information from the inner problem to the outer problem. This approach is demonstrated on 11 dynamic optimization problems drawn from the optimal control and chemical engineering literature. © 2014 American Institute of Chemical Engineers AIChE J, 60: 966–979, 2014     

Process simulator-based optimization of biorefinery downstream processes under the Generalized Disjunctive Programming framework

Downstream processing of biofuels and bio-based chemicals represents a challenging problem for process synthesis and optimization, due to the intrinsic nonideal thermodynamics of the liquid mixtures derived from the (bio) chemical conversion of biomass. In this work, we propose a new interface between the process simulator PRO/II (SimSci, Schneider-Electric) and the optimization environment of GAMS for the structural and parameter optimization of this type of flowsheets with rigorous and detailed models. The optimization problem is formulated within the Generalized Disjunctive Programming (GDP) framework and the solution of the reformulated MINLP problem is approached with a decomposition strategy based on the Outer-Approximation algorithm, where NLP subproblems are solved with the derivative free optimizer belonging to the BzzMath library, and MILP master problems are solved with CPLEX/GAMS. Several validation examples are proposed spanning from the economic optimization of two different distillation columns, the dewatering task of diluted bio-mixtures, up to the distillation sequencing with simultaneous mixed-integer design of each distillation column for a quaternary mixture in the presence of azeotropes.     

自适应混合粒子群约束优化算法及其在软测量模型参数估计中的应用

对于软测量模型参数估计问题, 针对传统梯度法求解非线性最小二乘模型时依赖初值、需要追加趋势分析进行验证和无法直接求解复杂问题的缺陷, 提出将参数估计化为约束优化问题, 使用混合优化算法求解的新思路。为此提出一种自适应混合粒子群约束优化算法(AHPSO-C)。在AHPSO-C算法中, 为平衡全局搜索(混沌粒子群)和局部搜索(内点法), 引入自适应内点法最大函数评价次数更新策略。对12个经典测试函数的仿真结果表明, AHPSO-C是求解约束优化问题的一种有效算法。将算法用于淤浆法高密度聚乙烯(HDPE)串级反应过程中熔融指数软测量模型参数估计, 验证了方法的可行性与优越性。     

A global optimization algorithm (GOP) for certain classes of nonconvex NLPs—I. Theory

A large number of nonlinear optimization problems involve bilinear, quadratic and/or polynomial functions in their objective function and/or constraints. In this paper, a theoretical approach is proposed for global optimization in constrained nonconvex NLP problems. The original nonconvex problem is decomposed into primal and relaxed dual subproblems by introducing new transformation variables if necessary and partitioning of the resulting variable set. The decomposition is designed to provide valid upper and lower bounds on the global optimum through the solutions of the primal and relaxed dual subproblems, respectively. New theoretical results are presented that enable the rigorous solution of the relaxed dual problem. The approach is used in the development of a Global OPtimization algorithm (GOP). The algorithm is proved to attain finite -convergence and -global optimality. An example problem is used to illustrate the GOP algorithm both computationally and geometrically. In an accompanying paper (Visweswaran and Floudas, Computers & Chemical Engineering 14, 1419, 1990), application of the theory and the GOP algorithm to various classes of optimization problems, as well as computational results of the approach are provided.     

非线性动态优化问题的改进控制矢量迭代法(Ⅰ)无路径约束问题(英文)

This study proposes an efficient indirect approach for general nonlinear dynamic optimization problems without path constraints. The approach incorporates the virtues both from indirect and direct methods: it solves the optimality conditions like the traditional indirect methods do, but uses a discretization technique inspired from direct methods. Compared with other indirect approaches, the proposed approach has two main advantages: (1) the discretized optimization problem only employs unconstrained nonlinear programming (NLP) algorithms such as BFGS (Broyden-Fletcher-Goldfarb-Shanno), rather than constrained NLP algorithms, therefore the computational efficiency is increased; (2) the relationship between the number of the discretized time intervals and the integration error of the four-step Adams predictor-corrector algorithm is established, thus the minimal number of time intervals that under desired integration tolerance can be estimated. The classic batch reactor problem is tested and compared in detail with literature reports, and the results reveal the effectiveness of the proposed approach. Dealing with path constraints requires extra techniques, and will be studied in the second paper.     

化工过程系统综合问题新的模块化求解策略和算法

针对过程系统综合问题中求解混合整数非线性规划（MINLP）问题传统解法的不足提出了在[JP+1]模块化环境中过程系统综合问题新的求解策略,同时提出相对应的算法.实例证明了该策略的正确性和新算法的有效性.     

Interior-point decomposition approaches for parallel solution of large-scale nonlinear parameter estimation problems

Multi-scenario optimization is a convenient way to formulate and solve multi-set parameter estimation problems that arise from errors-in-variables-measured (EVM) formulations. These large-scale problems lead to nonlinear programs (NLPs) with specialized structure that can be exploited by the NLP solver in order to obtained more efficient solutions. Here we adapt the IPOPT barrier nonlinear programming algorithm to provide efficient parallel solution of multi-scenario problems. The recently developed object oriented framework, IPOPT 3.2, has been specifically designed to allow specialized linear algebra in order to exploit problem specific structure. This study discusses high-level design principles of IPOPT 3.2 and develops a parallel Schur complement decomposition approach for large-scale multi-scenario optimization problems. A large-scale case study example for the identification of an industrial low-density polyethylene (LDPE) reactor model is presented. The effectiveness of the approach is demonstrated through the solution of parameter estimation problems with over 4100 ordinary differential equations, 16,000 algebraic equations and 2100 degrees of freedom in a distributed cluster.