Optimal design of reverse-osmosis networks for wastewater treatment

An optimization study of reverse-osmosis networks (RON) for wastewater treatment has been carried out by describing the system as a nonconvex mixed-integer nonlinear problem (MINLP). A mixed-integer linear problem (MILP) is derived from the original nonlinear problem by the convex relaxation of the nonconvex terms in the MINLP to provide bounds for the global optimum. The MILP model is solved iteratively to supply different initial guesses for the nonconvex MINLP model. It is found that such a procedure is effective in finding local optimum solutions in reasonable time and overcoming possible convergence difficulties associated with MINLP local search methods. Examples of water desalination and wastewater treatment from the pulp and paper industry are considered as case studies to illustrate the proposed solution strategy.     

Design,synthesis and scheduling of multipurpose batch plants via an effective continuous-time formulation

Design, synthesis and scheduling issues are considered simultaneously for multipurpose batch plants. An earlier proposed continuous-time formulation for scheduling is extended to incorporate design and synthesis. Processing recipes are represented by the State-Task Network (STN). The superstructure of all possible plant designs is constructed according to the potential availability of all processing/storage units. The proposed model takes into account the trade-offs between capital costs, revenues and operational flexibility. Computational studies are presented to illustrate the effectiveness of the proposed formulation. Both linear and nonlinear models are included, resulting in MILP and mixed-integer nonlinear programming (MINLP) problems, respectively. The MILP problems are solved using a branch and bound method. Globally optimal solutions are obtained for the nonconvex MINLP problems based on a key property that arises due to the special structure of the resulting models. Comparisons with earlier approaches are also presented.     

Cutting planes for improved global logic-based outer-approximation for the synthesis of process networks

In this work, we present an improved global logic-based outer-approximation method (GLBOA) for the solution of nonconvex generalized disjunctive programs (GDP). The GLBOA allows the solution of nonconvex GDP models, and is particularly useful for optimizing the synthesis of process networks, which yields MINLP models that can be highly nonconvex. However, in many cases the NLP that results from fixing the discrete decisions is much simpler to solve than the original problem. The proposed method exploits this property. Two enhancements to the basic GLBOA are presented. The first enhancement seeks to obtain feasible solutions faster by dividing the basic algorithm into two stages. The first stage seeks to find feasible solutions faster by restricting the solution time of the problems and diversifying the search. The second stage guarantees the convergence by solving the original algorithm. The second enhancement seeks to tighten the lower bound of the algorithm by the use of cutting planes. The proposed method for obtaining cutting planes, the main contribution of this work, is a separation problem based on the convex hull of the feasible region of a subset of the constraints. Results and comparison with other global solvers show that the enhancements improve the performance of the algorithm, and that it is more effective in the tested problems at finding near optimal solutions compared to general-purpose global solvers.     

An MILP-MINLP decomposition method for the global optimization of a source based model of the multiperiod blending problem

The multiperiod blending problem involves binary variables and bilinear terms, yielding a nonconvex MINLP. In this work we present two major contributions for the global solution of the problem. The first one is an alternative formulation of the problem. This formulation makes use of redundant constraints that improve the MILP relaxation of the MINLP. The second contribution is an algorithm that decomposes the MINLP model into two levels. The first level, or master problem, is an MILP relaxation of the original MINLP. The second level, or subproblem, is a smaller MINLP in which some of the binary variables of the original problem are fixed. The results show that the new formulation can be solved faster than alternative models, and that the decomposition method can solve the problems faster than state of the art general purpose solvers.     

Comparison of global optimization algorithms for the design of water-using networks

We address a special class of bilinear process network problems with global optimization algorithms iterating between a lower bound provided by a mixed-integer linear programming (MILP) formulation and an upper bound given by the solution of the original nonlinear problem (NLP) with a local solver. Two conceptually different relaxation approaches are tested, piecewise McCormick envelopes and multiparametric disaggregation, each considered in two variants according to the choice of variables to partition/parameterize. The four complete MILP formulations are derived from disjunctive programming models followed by convex hull reformulations. The results on a set of test problems from the literature show that the algorithm relying on multiparametric disaggregation with parameterization of the concentrations is the best performer, primarily due to a logarithmic as opposed to linear increase in problem size with the number of partitions. The algorithms are also compared to the commercial solvers BARON and GloMIQO through performance profiles.     

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.     

A multiparametric programming approach for mixed-integer quadratic engineering problems

In this work we propose algorithms for the solution of multiparametric quadratic programming (mp-QP) problems and multiparametric mixed-integer quadratic programming (mp-MIQP) problems with a convex and quadratic objective function and linear constraints. For mp-QP problems it is shown that the optimal solution, i.e. the vector of continuous variables and Lagrange multipliers, is an affine function of parameters. The basic idea of the algorithm is to use this affine expression for the optimal solution to systematically characterize the space of parameters by a set of regions of optimality. The solution of the mp-MIQP problems is approached by decomposing it into two subproblems, which converge based upon an iterative methodology. The first subproblem, which is an mp-QP, is obtained by fixing the integer variables and its solution represents a parametric upper bound. The second subproblem is formulated as a mixed-integer non-linear programming (MINLP) problem and its solution provides a new integer vector, which can be fixed to obtain a parametric solution, which is better than the current upper bound. The algorithm terminates with an envelope of parametric profiles corresponding to different optimal integer solutions. Examples are presented to illustrate the basic ideas of the algorithms and their application in model predictive and hybrid control problems.     

A parametric mixed-integer global optimization framework for the solution of process engineering problems under uncertainty

This paper presents two algorithms for the global solution of parametric mixed-integer nonlinear programming problems. The basic idea of both the algorithms is to create parametric convex underestimators and overestimators of the nonconvex functions, which converge to the global solution by using branch and bound techniques on the space of continuous variables. However, the proposed algorithms differ from each other in the way the integer solutions are obtained. While the first algorithm is based upon a branch and bound framework, the second algorithm relies on introducing cuts.     

ON THE MINLP APPROACH FOR OPTIMAL DESIGN OF CHEMICAL ENGINEERING SYSTEMS (I) A GLOBAL OPTIMIZATION METHOD FOR NONCONVEX MINLP PROBLEMS

An algorithm for global optimization of a class of nonconvex MINLP problems is devel-oped and presented in this paper.By partitioning the variables,dual representation of the primal ofsubproblems and outer-approximation strategy are used to develop a representative relaxed iterativeproblem.Then the original MINLP problem is replaced by a series of subproblems and relaxediterative problems.By exploiting the particular form of the nonconvex MINLP problem,the feasibleregion of this problem is explicitly included in the representative problem,thus the inconvenienceencountered with the GBD method can be avoided.The proposed method is illustrated andinterpreted geometrically with an example problem.     

An improved piecewise outer-approximation algorithm for the global optimization of MINLP models involving concave and bilinear terms

In this paper a new version of the Outer Approximation for Global Optimization Algorithm by Bergamini et al. [Bergamini, M.L., Aguirre, P., & Grossmann, I.E. (2005a). Logic based outer approximation for global optimization of synthesis of process networks. Computers and Chemical Engineering 29, 1914] is proposed, in order to speed up the convergence in nonconvex MINLP models that involve bilinear and concave terms. Bounding problems are constructed replacing these nonconvex terms by piecewise linear underestimators. These problems, which correspond to mixed-integer linear programs, are solved to generate approximate solutions with improved objective value. When no further feasible solution can be found, this guarantees that the upper bound cannot be improved in the nonconvex problem, thus providing a termination criterion. The new algorithm is applied to five different synthesis problems in the areas of water networks, heat exchanger networks and distillation sequences. The results show a significant reduction in the computational cost compared with the previous version of the algorithm.     

An adaptive discretization MINLP algorithm for optimal synthesis of decentralized energy supply systems

Decentralized energy supply systems (DESS) are highly integrated and complex systems designed to meet time-varying energy demands, e.g., heating, cooling, and electricity. The synthesis problem of DESS addresses combining various types of energy conversion units, choosing their sizing and operations to maximize an objective function, e.g., the net present value. In practice, investment costs and part-load performances are nonlinear. Thus, this optimization problem can be modeled as a nonconvex mixed-integer nonlinear programming (MINLP) problem. We present an adaptive discretization algorithm to solve such synthesis problems containing an iterative interaction between mixed-integer linear programs (MIPs) and nonlinear programs (NLPs). The proposed algorithm outperforms state-of-the-art MINLP solvers as well as linearization approaches with regard to solution quality and computation times on a test set obtained from real industrial data, which we made available online.     

Simultaneous mixed-integer dynamic optimization for integrated design and control

We consider strategies for integrated design and control through the robust and efficient solution of a mixed-integer dynamic optimization (MIDO) problem. The algorithm is based on the transformation of the MIDO problem into a mixed-integer nonlinear programming (MINLP) program. In this approach, both the manipulated and controlled variables are discretized using a simultaneous dynamic optimization approach. We also develop three MINLP formulations based on a nonconvex formulation, the conventional Big-M formulation and generalized disjunctive programming (GDP). In addition, we compare the outer approximation and NLP branch and bound algorithms on these formulations. This problem is applied to a system of two series connected continuous stirred tank reactors where a first-order reaction takes place. Our results demonstrate that the simultaneous MIDO approach is able to efficiently address the solution of the integrated design and control problem in a systematic way.     

Homotopy continuation enhanced branch and bound algorithms for strongly nonconvex mixed-integer nonlinear optimization

Large-scale strongly nonlinear and nonconvex mixed-integer nonlinear programming (MINLP) models frequently appear in optimization-based process synthesis, integration, intensification, and process control. However, they are usually difficult to solve by existing algorithms within acceptable time. In this study, we propose two robust homotopy continuation enhanced branch and bound (HCBB) algorithms (denoted as HCBB-FP and HCBB-RB) where the homotopy continuation method is employed to gradually approach the optimum of the NLP subproblem at a node from the solution at its parent node. A variable step length is adapted to effectively balance feasibility and computational efficiency. The computational results from solving four existing process synthesis problems demonstrate that the proposed HCBB algorithms can find the same optimal solution from different initial points, while the existing MINLP algorithms fail or find much worse solutions. In addition, HCBB-RB is superior to HCBB-FP due to much lower computational effort required for the same locally optimal solution.     

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.     

Flexible mass transfer model for water minimization in batch plants

This paper presents the least constrained mass transfer mathematical formulation for freshwater minimization in multipurpose batch chemical processes with central reusable water storage. The mathematical formulation is an extension of the model developed by Majozi [T. Majozi, Wastewater minimization using central reusable water storage in batch processes, Computers and Chemical Engineering Journal 29 (7) (2005) 1631–1646]. In the latter model four scenarios were considered with various limitations or constraints. In the scenario presented in this paper only the mass load is fixed, whilst both the quantity of water used in a particular operation and outlet concentration are allowed to vary. In essence, fixing the mass load is more representative of the practical case. A solution procedure for the resultant nonconvex mixed integer nonlinear programming (MINLP) model is also presented. The solution procedure first involves reformulating the MINLP into a relaxed linear model (MILP). The MILP is first solved, the solution of which forms a feasible starting solution for the MINLP. Presented are two illustrative examples.     

锅炉蒸汽系统多操作周期的优化调度

针对锅炉蒸汽系统必须满足外界蒸汽的需求发生周期性变化的情况,提出了每个周期的操作费用和周期之间锅炉启动和停运的转运费用的优化调度问题.针对此混合整数非线性规划问题,提出了用列队竞争算法和动态规划法分步求解的计算方法,所需的计算时间仅与周期数成正比,而且能得到全局最优解.两个实例说明了该方法的有效性.     

Scheduling of crude oil operations under demand uncertainty: A robust optimization framework coupled with global optimization

Scheduling of crude oil operations is an important component of overall refinery operations, because crude oil costs account for about 80% of the refinery turnover. The mathematical modeling of blending different crudes in storage tanks results in many bilinear terms, which transform the problem into a challenging, nonconvex, mixed‐integer nonlinear programming (MINLP) optimization model. In practice, uncertainties are unavoidable and include demand fluctuations, ship arrival delays, equipment malfunction, and tank unavailability. In the presence of these uncertainties, an optimal schedule generated using nominal parameter values may often be suboptimal or even become infeasible. In this article, the robust optimization framework proposed by Lin et al. and Janak et al. is extended to develop a deterministic robust counterpart optimization model for demand uncertainty. The recently proposed branch and bound global optimization algorithm with piecewise‐linear underestimation of bilinear terms by Li et al. is also extended to solve the nonconvex MINLP deterministic robust counterpart optimization model and generate robust schedules. Two examples are used to illustrate the capability of the proposed robust optimization approach, and the extended branch and bound global optimization algorithm for demand uncertainty. The computational results demonstrate that the obtained schedules are robust in the presence of demand uncertainty. © 2011 American Institute of Chemical Engineers AIChE J, 58: 2373–2396, 2012     

A Mixed Coding Scheme of a Particle Swarm Optimization and a Hybrid Genetic Algorithm with Sequential Quadratic Programming for Mixed Integer Nonlinear Programming in Common Chemical Engineering Practice

In this paper, mixed integer nonlinear programming (MINLP) is optimized by PSO_GA–SQP, the mixed coding of a particle swarm optimization (PSO), and a hybrid genetic algorithm and sequential quadratic programming (GA–SQP). The population is separated into two groups: discrete and continuous variables. The discrete variables are optimized by the adapted PSO, while the continuous variables are optimized by the GA–SQP using the discrete variable information from the adapted PSO. Therefore, the population can be set to a smaller size than usual to obtain a global solution. The proposed PSO_GA–SQP algorithm is verified using various MINLP problems including the designing of retrofit heat exchanger networks. The fitness values of the tested problems are able to reach the global optimum.     

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.     

Simultaneous subtour elimination model for single-stage multiproduct parallel batch scheduling with sequence dependent changeovers

In this paper a mixed-integer linear programming (MILP) model is presented to minimize makespan of single-stage multiproduct parallel batch production with sequence dependent changeovers. The computational inefficiency and suboptimal problems are addressed by the tight and rigorous formulation of the proposed model. Subtours (subcycles) are eliminated simultaneously so that the optimal solution is obtained in one step. The proposed model is tested with two examples. The results show that the model obtains the global optimal solutions with significant improvement in solution time.