A generalization of the Branch-and-Sandwich algorithm: From continuous to mixed-integer nonlinear bilevel problems

We propose a deterministic global optimization algorithm for mixed-integer nonlinear bilevel problems (MINBP) by generalizing the Branch-and-Sandwich algorithm (Kleniati and Adjiman, 2014a). Advances include the removal of regularity assumptions and the extension of the algorithm to mixed-integer problems. The proposed algorithm can solve very general MINBP problems to global optimality, including problems with inner equality constraints that depend on the inner and outer variables. Inner lower and inner upper bounding problems are constructed to bound the inner optimal value function and provide constant-bound cuts for the outer bounding problems. To remove the need for regularity, we introduce a robust counterpart approach for the inner upper bounding problem. Branching is allowed on all variables without distinction by keeping track of refined partitions of the inner space for every refined subdomain of the outer space. Finite ɛ-convergence to the global solution is proved. The algorithm is applied successfully to 10 mixed-integer literature problems.     

One-step approach for heat exchanger network retrofitting using integrated differential evolution

Heat exchanger network (HEN) retrofitting is more important and challenging than HEN synthesis since it involves modifying existing network for improved energy efficiency. Additional factors to be considered include spatial constraints, relocation and re-piping costs, reassignment and effective use of existing heat exchanger areas. The previous studies using stochastic global optimization algorithms are mainly focused on two-level approach: the first level uses a stochastic algorithm for optimizing structure, and the second level uses either a stochastic or a deterministic algorithm for optimizing continuous variables. In this study, we propose and test one-step approach where a stochastic global optimization method, namely, integrated differential evolution (IDE), handles both discrete and continuous variables together. Thus, HEN structure and retrofitting model parameters are simultaneously optimized by IDE, which avoids the algorithm trapping at a local optimum and also improves the computational efficiency. Results on HEN applications show that the proposed approach gives better solutions.     

An efficient constraint handling method with integrated differential evolution for numerical and engineering optimization

Constrained optimization problems are very important as they are encountered in many engineering applications. Equality constraints in them are challenging to handle due to tiny feasible region. Additionally, global optimization is required for finding global optimum when the objective function and constraints are nonlinear. Stochastic global optimization methods can handle non-differentiable and multi-modal objective functions. In this paper, a new constraint handling method for use with such methods is proposed for solving equality and/or inequality constrained problems. It incorporates adaptive relaxation of constraints and the feasibility approach for selection. The recent integrated differential evolution (IDE) with the proposed constraint handling technique is tested for solving benchmark problems with constraints, and then applied to many chemical engineering application problems with equality and inequality constraints. The results show that the proposed constraint handling method with IDE (C-IDE) is reliable and efficient for solving constrained optimization problems, even with equality constraints.     

Evolutionary algorithms approach to the solution of mixed integer non-linear programming problems

The global optimization of mixed integer non-linear problems (MINLP), constitutes a major area of research in many engineering applications. In this work, a comparison is made between an algorithm based on Simulated Annealing (M-SIMPSA) and two Evolutionary Algorithms: Genetic Algorithms (GAs) and Evolution Strategies (ESs). Results concerning the handling of constraints, through penalty functions, with and without penalty parameter setting, are also reported. Evolutionary Algorithms seem a valid approach to the optimization of non-linear problems. Evolution Strategies emerge as the best algorithm in most of the problems studied.     

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.     

Source-based discrete and continuous-time formulations for the crude oil pooling problem

The optimization of crude oil operations in refineries is a challenging scheduling problem due to the need to model tanks of varying composition with nonconvex bilinear terms, and complicating logistic constraints. Following recent work for multiperiod pooling problems of refined petroleum products, a source-based mixed-integer nonlinear programming formulation is proposed for discrete and continuous representations of time. Logistic constraints are modeled through Generalized Disjunctive Programming while a specialized algorithm featuring relaxations from multiparametric disaggregation handles the bilinear terms. Results over a set of test problems from the literature show that the discrete-time approach finds better solutions when minimizing cost (avoids source of bilinear terms). In contrast, solution quality is slightly better for the continuous-time formulation when maximizing gross margin. The results also show that the specialized global optimization algorithm can lead to lower optimality gaps for fixed CPU, but overall, the performance of commercial solvers BARON and GloMIQO are better.     

Economic model predictive control of stochastic nonlinear systems

This work focuses on the design of stochastic Lyapunov‐based economic model predictive control (SLEMPC) systems for a broad class of stochastic nonlinear systems with input constraints. Under the assumption of stabilizability of the origin of the stochastic nonlinear system via a stochastic Lyapunov‐based control law, an economic model predictive controller is proposed that utilizes suitable constraints based on the stochastic Lyapunov‐based controller to ensure economic optimality, feasibility and stability in probability in a well‐characterized region of the state‐space surrounding the origin. A chemical process example is used to illustrate the application of the approach and demonstrate its economic benefits with respect to an EMPC scheme that treats the disturbances in a deterministic, bounded manner. © 2018 American Institute of Chemical Engineers AIChE J, 64: 3312–3322, 2018     

Global optimization of chemical processes using the interval analysis

Optimization of chemical processes often leads to nonlinear programming problems that are nonconvex. Such problems may possess many local optima, whose objective function values vary significantly from one to another. Thus identifying the global optimum is an important, albeit difficult, endeavor. A deterministic algorithm based on interval analysis branch and bound is proposed in this paper to be suitable for global optimization of chemical processes.     

Steady‐state process optimization with guaranteed robust stability under parametric uncertainty

Interest in chemical processes that perform well in dynamic environments has led to the development of design methodologies that account for operational aspects of processes, including flexibility, operability, and controllability. In this article, we address the problem of identifying process designs that optimize an economic objective function and are guaranteed to be stable under parametric uncertainties. The underlying mathematical problem is difficult to solve as it involves infinitely many constraints, nonconvexities and multiple local optima. We develop a methodology that embeds robust stability constraints to steady‐state process optimization formulations without any a priori bifurcation analysis. We propose a successive row and column generation algorithm to solve the resulting generalized semi‐infinite programming problem to global optimality. The proposed methodology allows modeling different levels of robustness, handles uncertainty regions without overestimating them, and works for both unique and multiple steady states. We apply the proposed approach to a number of steady‐state optimization problems and obtain the least conservative solutions that guarantee robust stability. © 2011 American Institute of Chemical Engineers AIChE J, 2011     

Stochastic inventory management for tactical process planning under uncertainties: MINLP models and algorithms

We address in this article the mid‐term planning of chemical complexes with integration of stochastic inventory management under supply and demand uncertainty. By using the guaranteed service approach to model time delays in the flows inside the network, we capture the stochastic nature of the supply and demand variations, and develop an equivalent deterministic optimization model to minimize the production, feedstock purchase, cycle inventory, and safety stock costs. The model determines the optimal purchases of the feedstocks, production levels of the processes, sales of final products, and safety stock levels of all the chemicals. We formulate the model as a mixed‐integer nonlinear program with a nonconvex objective function and nonconvex constraints. To solve the global optimization problem with modest computational times, we exploit some model properties and develop a tailored branch‐and‐refine algorithm based on successive piecewise linear approximation. Five industrial‐scale examples with up to 38 processes and 28 chemicals are presented to illustrate the application of the model and the performance of the proposed algorithm. © 2010 American Institute of Chemical Engineers AIChE J, 2011     

Estimation of Coalescence Parameters in an Agitated Extraction Column Using a Hybrid Algorithm

A method based on a genetic algorithm (GA) combined with Levenberg‐Marquardt (LM) method applicable to the population balance model for coalescence parameter estimation in a liquid‐liquid biphasic system is presented. The toluene/water system in a rotating disk contactor was taken as an example. Estimation methods for such a problem are often based on deterministic optimization models that are rather instable and divergent around a local minimum. To overcome these limitations, the present study involves the introduction of a semi‐stochastic method that is able to provide at first the estimation of coalescence parameters from the GA based on an inverse approach, exploiting the principle of GA. The LM algorithm was applied to ensure that the results are not restricted to a local minimum.     

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.     

Robust extensions for reduced-space barrier NLP algorithms

Reduced-space barrier NLP algorithms are particularly useful for optimization of large structured systems with few degrees of freedom. Such optimization algorithms are often applied on process models developed within equation oriented process simulators. By partitioning the search direction into tangential and normal steps, these methods can exploit the structure of the equality constraints and adjust the remaining degrees of freedom in a lower dimensional space. Moreover, as shown in previous work, the barrier approach extended with a novel filter linear search algorithm has global and fast local convergence properties. However, convergence properties of the reduced-space barrier algorithm require regularity assumptions. In particular, the method may fail in the presence of linearly dependent active constraints. To deal with these questions, we modify the reduced-space barrier method in two ways. First, as the filter line search requires a feasibility restoration step, we develop and analyze an improved algorithm for this step, which is tailored to the reduced-space method. In addition, a dimension change procedure is proposed to address decomposition of problems with linearly dependent constraints. Finally, both approaches are implemented within a reduced-space version of IPOPT and numerical tests demonstrate the performance of the proposed modifications.     

Multiphase equilibria calculation by direct minimization of Gibbs free energy with a global optimization method

This paper presents a new method for multiphase equilibria calculation by direct minimization of the Gibbs free energy of multicomponent systems. The methods for multiphase equilibria calculation based on the equality of chemical potentials cannot guarantee the convergence to the correct solution since the problem is non-convex (with several local minima), and they can find only one for a given initial guess. The global optimization methods currently available are generally very expensive. A global optimization method called Tunneling, able to escape from local minima and saddle points is used here, and has shown to be able to find efficiently the global solution for all the hypothetical and real problems tested. The Tunneling method has two phases. In phase one, a local bounded optimization method is used to minimize the objective function. In phase two (tunnelization), either global optimality is ascertained, or a feasible initial estimate for a new minimization is generated. For the minimization step, a limited-memory quasi-Newton method is used. The calculation of multiphase equilibria is organized in a stepwise manner, combining phase stability analysis by minimization of the tangent plane distance function with phase splitting calculations. The problems addressed here are the vapor–liquid and liquid–liquid two-phase equilibria, three-phase vapor–liquid–liquid equilibria, and three-phase vapor–liquid–solid equilibria, for a variety of representative systems. The examples show the robustness of the proposed method even in the most difficult situations. The Tunneling method is found to be more efficient than other global optimization methods. The results showed the efficiency and reliability of the novel method for solving the multiphase equilibria and the global stability problems. Although we have used here a cubic equation of state model for Gibbs free energy, any other approach can be used, as the method is model independent.     

Deterministic global optimization for error-in-variables parameter estimation

Standard techniques for solving the optimization problem arising in parameter estimation by the error-in-variables (EIV) approach offer no guarantee that the global optimum has been found. It is demonstrated here that the interval-Newton approach can provide a powerful, deterministic global optimization methodology for the reliable solution of EIV parameter estimation problems in chemical process modeling, offering mathematical and computational guarantees that the global optimum has been found. Although this methodology is typically regarded as being applicable only to very small problems, it is successfully applied here to problems with over 200 variables. It is a general-purpose technique and is applied here to a diverse group of problems, including examples in reactor modeling, in modeling vapor-liquid equilibrium, and in modeling a heat exchanger network.     

A global optimization method based on multi-unit extremum-seeking for scalar nonlinear systems

Finding the global optimum of a nonlinear function is a challenging task that could involve a large number of functional evaluations. In this paper, an algorithm that uses tools from the domain of extremum-seeking is shown to provide an efficient deterministic method for global optimization. Extremum-seeking schemes typically find the local optimum by controlling the gradient to zero. In this paper, the multi-unit framework is used, where the gradient is estimated by finite difference for a given offset between the inputs. The gradient is pushed to zero by an integral controller. It is shown that if the offset is reduced to zero, the system can be made to converge to the global optimum of nonlinear continuous static, scalar maps. The result is extended to constrained problems where a switching control strategy is employed. Several illustrative examples are presented and the proposed method is compared with other methods of global optimization.     

An improved control vector iteration approach for nonlinear dynamic optimization. II. Problems with path constraints简

This paper considers dealing with path constraints in the framework of the improved control vector iteration （CVI） approach. Two available ways for enforcing equality path constraints are presented, which can be directly incorporated into the improved CVI approach. Inequality path constraints are much more difficult to deal with, even for small scale problems, because the time intervals where the inequality path constraints are active are unknown in advance. To overcome the challenge, the ll penalty function and a novel smoothing technique are in-troduced, leading to a new effective approach. Moreover, on the basis of the relevant theorems, a numerical algo-rithm is proposed for nonlinear dynamic optimization problems with inequality path constraints. Results obtained from the classic batch reaCtor operation problem are in agreement with the literature reoorts, and the comoutational efficiency is also high.     

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.     

SIMOP: Efficient reactive distillation optimization using stochastic optimizers

A methodology to improve the efficiency of stochastic methods applied to the optimization of chemical processes with a large number of equality constraints is presented. The methodology is based on two steps: (a) the optimization of the simulation step, which involves the optimum choice of design variables and subsystems to be simultaneously solved; (b) the optimization of the nonlinear programming (NLP) problem using stochastic methods. For the first step a flexible tool (SIMOP) is used, whereby different numerical procedures can be easily obtained, taking into account the problem formulation and specific characteristics, the need for specific initialization schemes and the efficient solution of systems of nonlinear equations. This methodology was applied to the optimization of a reactive distillation process for the production of ethylene glycol. Due to the complexity of the mathematical model, several different numerical procedures were generated, and their influence on the computational burden and on the reliability and accuracy of the optimization to reach the global optimum were studied. The results obtained suggest that in addition to the choice of design variables, the structure of subsystems associated to numerical procedures has a considerable impact on the performance of the optimizers.