Applied Thermal Engineering 20 (2000) 14811494

www.elsevier.com/locate/apthermeng

Pinch locations at heat capacity ow-rate disturbances of

streams for minimum utility cost heat exchanger networks
.
.
Jacek Jezowski*, Roman Bochenek, Alina Jezowska
Department of Chemical Engineering and Process Control, Rzeszow University of Technology, Al. Powstancow
Warszawy 6, 35-959 Rzeszow, Poland

Abstract
The work deals with heat exchanger network (HEN) targeting under heat capacity ow-rates of
streams disturbances. In particular, the aim is to calculate all pinches that can exist in a HEN with
utilities of minimum cost when stream heat capacity ow-rates (CPs ) are allowed to change within given
ranges. It is assumed that the disturbances are stochastic. The knowledge of pinches at certain as well
uncertain data is of great importance in designing HENs. For instance, Pinch Technology is based on
pinch phenomenon and its inuence on HEN operation and design. In case of parameter disturbances,
this is even more important since additional application in HEN's control (see e.g. [1,2]). It is
worthnoting that in case of disturbances, pinches behave in very complex manner as it was shown in [1
5]. A rigorous approach has been developed for calculating all feasible locations of pinches that can
occur in minimum utility cost of HENs operating at varying heat capacity ow-rates of process streams.
The method is based on recursive solution of mixed-integer linear programming (MILP) optimisation
model that requires quite moderate number of binary variables. Examples of method application and
analysis of results are presented in the work. 7 2000 Elsevier Science Ltd. All rights reserved.
Keywords: Heat exchanger network; Heat capacity ow-rates disturbances; Minimum utility cost; Pinches; Mixedinteger linear optimisation

* Corresponding author.
.
E-mail address: ichjj@prz.rzeszow.pl (J. Jezowski).
1359-4311/00/$ - see front matter 7 2000 Elsevier Science Ltd. All rights reserved.
PII: S 1 3 5 9 - 4 3 1 1 ( 0 0 ) 0 0 0 1 9 - 3

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Nomenclature
C/H
cu/hu
cp
CP
E
I/J
K
Pi
S
T
TS/TT
y
Q(cu)/Q(hu)
DTmin
DH C/DH H

cold/hot process stream

cold/hot utility
heat capacity
heat capacity ow-rate (product of ow-rate and cp )
cost of utilities
set of hot/cold process streams
set of temperatures creating temperature intervals in the transshipment model
set of pinches calculated in (i 1) run of recursive procedure
set of process streams with disturbed CP
temperature
inlet/target temperature of a stream
binary variable
heat load of cold/hot process stream
minimum temperature approach for heat recovery
enthalpy change of cold/hot process stream

Superscripts
i
low
min
max
up

refers
refers
refers
refers
refers

Subscripts
i/j
s
k
u

to
to
to
to
to

ith run of recursive procedure for generating pinches

lower bound of a disturbance in data
minimal value
maximal value
upper bound of a disturbance in data

refers to hot/cold process stream

refers to stream with disturbed CP
refers to temperatures that are bounds of temperature intervals in the
transshipment model
refers to utility

1. Introduction
Since methods for designing heat exchanger networks (HENs) at xed data have reached
mature state and found industrial applications, approaches for HENs designing under
uncertainty are gaining increasing attention. Most often this is formulated as designing exible
HENs at given ranges of disturbances, i.e. changes of inlet temperatures and heat capacity
ow-rate (CPs ) values of process streams. A HEN is exible if it is feasible and meets a certain
performance criterion for admissible disturbances. Usually, minimum utility cost or maximum
heat recovery is a single criterion or an important item of a goal function. Though several
methods have been developed for designing exible HENs, see for instance papers [69], they,

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in general, do not give insights into the problem (detailed analysis can be found in [10]). Above
all, a designer needs information on pinch locations that is crucial to maintain heat recovery
and control means. Authors [1,2] were likely the rst to show a necessity of accounting for
pinches when designing control subsystem for a HEN under disturbances. They also showed
that pinch can jump, i.e. change location with a disturbance. Additionally, many simultaneous
(multiple) pinches can co-exist. This causes complexity of control problem in comparison with
a case of xed data. In regards to HEN design problem, complex behaviour of pinches also
introduces additional diculties. Since ``no heat transfer via pinch`` rule forces division into
sub-networks at pinches, a designer has to account for them to reach structural exibility (see
e.g. [35]). At last, knowledge of a dependence of minimum utility cost on disturbances allows
for estimating economic trade-os: investment on HEN and control vs. energy cost. If, for
instance, there exist many simultaneous pinches, one may consider an increase in utility
consumption at reduction of investment cost of both HEN and its control sub-system. Also,
elimination of disturbances of process streams may be economically justied. Let us notice that
similar suggestions on economic trade-os: energy vs. investment were presented by authors
[11], who criticised ``academic'' formulation of exible HEN design problem.
In series of three papers [35], a methodology for exible HEN synthesis has been developed
that is excellent exception from ``automated'' approaches suggested in works [69]. The method
in [35] is soundly based on pinch locations knowledge.
An approach presented in this work is an alternative one for that from work [5]. The
developed method is limited to CPs disturbances. Basically, disturbances of CPs can be treated
as disturbances of ow-rates or/and uncertainties of cp values. If, however, streams are divided
into segments of constant cp values, that is standard solution in HEN design, then CP
disturbances are equivalent to ow-rate disturbances. The aim is to calculate feasible pinch
locations at condition of minimum cost of utilities for admissible changes of CP values.
The developed approach is rigorous, based on solution of mixed-integer linear programming
(MILP) optimisation model and accounts for multiple utilities as well as forbidden matches.

2. Motivation
Since the developed approach has similar aim (though more limited) as that of authors [5],
we present here a short summary of the latter. The presentation is limited to determination of
maximum heat recovery and pinches for varying CP values. It is, however, necessary to note
that the main aim in papers [35] is to synthesise exible HENs for both inlet temperature and
CP disturbances.
Let CP values of streams are allowed to vary according to Eq. (1). Assume, also, that
disturbances are stochastic.
up
CPlow
s RCPs RCPs ; s 2 S

The approach [5] follows a notion of permanent and transient streams introduced in earlier
works [3,4]. Permanent stream has xed CP set at the lower bound and CP of transient stream
varies according to Eq. (2).

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J. Jezowski et al. / Applied Thermal Engineering 20 (2000) 14811494

low
0RCPs R CPup
; s2S
s CPs

To calculate maximum heat recovery, linear programming (LP) model has been developed with
hierarchical heat recovery between these streams. The division of a disturbed stream into
permanent and transient parts allows for creating illustrative heat cascade known from Pinch
Technology. Let us notice that the goal is to maximise heat recovery but not cost of utilities.
In consequence, the approach does not account for multiple pinches.
To calculate simultaneous pinches a MILP model has been developed, a solution of which
allows for determination whether assumed by a designer set of simultaneous pinches does exist.
The method can be summarised in the following steps:
1. Assume locations of ``may-be'' pinches.
2. Solve MILP problem to check if they really exist.
3. If pinches exist nd maximum and minimum CP values for them by solving LP problems of
maximising and minimising CPs for s 2 S:
MILP model in point 2 is based on pinch denition, i.e. it consists of constraints disallowing
for utilities usage between uppermost and lowermost pinches and allowing for hot utility
application above the former and cold utility below the latter. LP model in step 3 is derived
directly from the MILP one by setting all binary variables at zero. Let us notice that to nd all
possible pinches one has to execute steps 13 as many times as many sets of potential pinches
exist. Number of combinations of possible multiple pinches is huge for larger, industrial
problems.
Authors [10] have suggested that the approach can give mistaken results in certain cases.
They have shown Example 2 from [5] (also Example 2 in this work) that one double
simultaneous pinch calculated by the approach does not exist. Authors [10] have further
suggested that the reason is in the MILP model where heat balance is imposed for the whole
span between uppermost and lowermost pinch. If there are other inlet temperatures in this
span, they can also be pinches but this is not accounted for by such balance constraints. In
consequence, heat balance can be met but with negative residual heat ow across one of inlet
temperature if assumed potential pinches are not neighbour inlet temperatures. This
shortcoming was the main reason for developing alternative solution method to the problem.
We also aimed at decreasing computation load and accounting for multiple utilities.

3. MILP models for maximum number of pinches at minimum cost of utilities

The main aim of the developed approach is to determine all possible pinches that can occur
at condition of minimum cost of utilities for heat capacity ow-rates varying within ranges (1).
A core of the method is a recursive solution of an optimisation MILP model, called model M1,
aimed at maximisation of pinches at minimum cost of utilities.
The aim of optimisation can be written as:
maxno: of pinches and minEu
subject to:

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. heat balances that ensure feasible heat exchange in regards to the rst and second law of
thermodynamics
. constraints (1)
To maintain thermodynamic feasibility for heat exchange, we have adapted transshipment
model formulation developed rst in [12]. The transshipment model for minimum utility cost at
xed data is given in Appendix A.
The changes to the transshipment model applied in our model M1 are explained in the
following. In order to account for pinch number maximisation binary variables yk k 2 K have
been applied, such that:

1 if there is a heat flow via temperatureTk , i:e: Tk is not a pinch
4
yk
0 otherwise i:e: Tk is a pinch
Let us notice that in case of CP disturbances pinches can be located only at xed inlet
temperatures of streams so temperatures Tk k 2 K are known and given in data as in the
standard transshipment model. Also, it is important that denition (4) of binaries allows for
transforming max/min optimisation problem (3) into much easier minimisation problem with
goal function (5).
)
(
X
5
yk
min C
Eu
k2K

where C is the coecient given in data, basically C should be less than 1.0 (but positive) to
ensure C
Eu < 1:0:
It is also important that with all yk set at zero the goal is utility cost minimisation. A
reduced M1 model with yk set at zero is called model M2.
All equality and inequality constraints of the standard transshipment model (see Appendix
A) have to be included in model M1, too. To account for variable CPs, enthalpy changes of
streams in temperature intervals that are data in the standard transshipment model in our
formulation are calculated as products of CPs and range of a temperature interval, i.e:
DHH
ik CPi DTk ;

k 2 K, i 2 I

DHCjk CPj DTk ;

k 2 K, j 2 J

Hence, parameters CP are variables but the optimisation model is still linear.
Conditions of non-negative CP values as well as limits for disturbances according to Eq. (1)
have to be added to the model.
CPs > 0:0; s 2 S

To account for pinch determination following constraints have to be included in model M1:
X
Rik ; k 2 K
9
Qk
i2I

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1486

Qk RQmax

yk ; k 2 K
k

10

where Qk is the heat ow across temperature Tk k 2 K). Equalities (9) are merely equations to
calculate total heat ow Qk across a bound Tk of temperature interval that, in turn, are
applied in logical constraints (10). Constraints (10) set Qk k 2 K at zero if binary yk k 2 K is
zero, i.e. a pinch is located at Tk : If there is no pinch at Tk , value of Qk has to be lower than
max
given in data have to be suciently large numbers.
Qmax
k : Hence, values of Qk
3.1. Discussion of model M1
1. Model M1 is of MILP type, but involves small number of binary variables even for largescale problems since K is not greater than number of streams. Also, since the use of
transshipment formulation a number of continuous variables is kept small.
2. Coecient C in the goal function has been included to provide a proper relation between
two terms in goal function: cost of utilities and number of pinches. Parameter C has to be
suciently small number in order to ensure that number of pinches is maximised at
condition of minimum utility cost since value of Eu is usually much higher than number of
pinches. We have used C values of order 0.010.0001 for examples presented in the paper
and have not noticed any inuence on solutions of model M1. However, this is task
dependent. More exact C value can be estimated from a solution of a model that minimises
only utility cost (i.e. model M2) so as product C
Eu is less than number of unpinched
intervals.
may have inuence on robustness of MILP solvers as has been experienced
3. Values of Qmax
k
with similar conditions used in optimisation model for heat load distributions (see e.g. [13]).
Qmax for k 2 K and used Qmax value 10/1000 higher than an order
We have assumed Qmax
k
max
value from this range has been observed. However, one can easily
of Qk: No eect of Q
estimate closer bounds for Qmax from a solution of model M2.

4. Method of determining all pinches

A solution of M1 gives the maximum number of pinches for admissible ranges of
disturbances at condition of minimum cost of utilities. However, a designer should know
locations of all possible simultaneous pinches (double, triple and so on) as well as single ones
that can occur at admissible disturbances. This can be achieved by adding integer cuts into
model M1 that cut-o solutions from the previous runs. This is typical procedure applied to
nd sub-optimal solutions (see e.g. [13]).
Let set of pinches yp 0 p 2 P i1 be a solution of model M1 in run i. By adding constraint
(11) into model M1 in run i + 1, one forbids calculation of the same set of pinches.
X
yp r1
11
p2P i1

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The generation of all pinches can be organised in automatic way with a simple recursive
procedure. In the rst run i 1), set P1 in the model is an empty set. The solution P i+1 (i.e.
set of pinches) from step i is added to the model in next run (i = i + 1). The procedure stops,
if a solution is an empty set, i.e. no pinches can be found.
Such recursive procedure is easy for implementation. However, this can produce ill-dened
solutions. Ill-dened solution is by denition such that qk 0 for some k 0 2 K are zero but
corresponding yk 0 are equal to 1, i.e. there are pinches at Tk 0 though binaries yk 0 do not show
them as they should according to Eq. (4). Let us notice that logical condition (10) in model M1
does not eliminate a possibility of calculating such ill-dened solution. This can occur at
further runs j j > 1 if because of integer cuts a set of pinches P j is computed such that P j is
a subset of previously calculated set of pinches P i i < j). In fact, such ill-dened solution P j is
equivalent to P i : To eliminate ill-dened solutions we added, together with integer cuts (11),
additional constraints (12) in each run i.
i
Qp rQmin
p
yp ; p 2 P

12

Values of Qmin
are given in data. Basically, it is sucient to use small values. However, Qmin
p
p
corresponds to minimal value of heat ``leakage'' across a temperature Tp and a designer can
assign a value that is meaningful for practical HEN design.
It is necessary to note that, in spite of additional constraints Eq. (12), the recursive
procedure can produce solutions that are not of interest if one is looking only for pinches since
some solutions P j are simply subsets of solutions P i i < j). However, they have dierent
values of CP and dierent cost of utilities. Hence, they are important for control purposes. It
is also worthwhile to note that dierences in utility consumption are not caused by heat
via some pinches as in case of xed data since there is additional degree of
leakage Qmin
p
freedom since CPs are variables. This eect will be shown for examples.
Summing up, the recursive procedure with integer cuts (11) and logical constraints (12)
added after each run give all feasible pinch locations as well as corresponding CP values of
streams and cost of utilities. Let us notice that such a method does not require assumption of
possible pinches.

5. Examples of application
To illustrate the performance of the developed method, we present here results for three
examples. Examples 1 and 2 are taken from [5], while Example 3 has been formulated by us.
Example 1. The data are taken from Example 1 in [5] and are reproduced here in Table 1. This
is simple task since only stream C4 has varying CP value.
To compare the solutions from both approaches on common basis, we have applied one hot
utility (hu) of unit cost equal to one as well as a single cold utility (cu) of the same unit cost.
Both utilities have inlet temperatures at extreme temperature values for the example and are
point type utilities. Such utility data cause minimum cost of utilities corresponding to
maximum heat recovery.

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Table 1
Data for Example 1
Stream

TS (8C)

TT (8C)

CP min (kW/K)

CP max kW/K

H1
H2
C1
C2

219
229
116
126

110
121
150
250

7.032
8.440
6.096
10

7.032
8.440
6.096
15

Minimum utility consumption calculated by model M2 is: Qhu 346:464 and Qcu 93:7
at CPC4 13:899 (i.e. dierent than upper or lower bound). Solution of basic model M1 gives
two simultaneous pinches at 219/229 and 126/136. This is maximum number of pinches which
are the same as reported in [5] but notice that the pinches are at neighbour inlet
temperatures.
Example 2. This is also Example 2 in [5]. Data are shown in Table 2. At rst, the results are
presented for the case of maximum heat recovery similarly as in Example 1. Authors [5]
reported in Table 3 of their paper and reproduced here as Table 3 ve double simultaneous
pinches.
The solution to model M2 is: Qhu 14:364, Qcu 38:182, Qu Eu 52:546 with
simultaneous pinches at 360/370 and 250/260 with CPC4 1:336 and CPH1 2:0: The same
results have been obtained by solving basic model M1. With the use of recursive procedure we
have calculated all feasible pinches listed in Table 4
We have not found double simultaneous pinches at: {390/400 and 200/210} and {360/370
and 200/210} that are reported in [5]. Let us notice that in both cases they are not at
neighbour inlet temperatures. To validate the results and make sure that they really do not
occur, we have solved model M2 with constraints of zero heat ow across those pinches. For
both cases, no feasible solution has been reached with solver OSL/GAMS [14].
It is worth noting that CP values for double pinches from Table 3 are in accordance with
limits calculated from relations in [5] compare Tables 3 and 4.
For this example, we will show some features of the method that were discussed in the
previous point. Let us notice that pinches in solutions 4 and 5 are subsets of pinches from
Table 2
Data for Example 2a
Stream

TS (8C)

TT (8C)

CP min (kW/K)

CP max (kW/K)

H1
H2
H3
c4
C5

390
360
400
200
250

270
180
378
370
400

1.4
1.5
0.5
1.0
1.8

2.0
1.5
0.5
1.5
1.8

DTmin 10 K, temperatures of hot streams shifted by DTmin .

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Table 3
Simultaneous pinches for Example 2 according to [5]
Pinches
390/400
360/370
250/260
390/400
390/400
360/370
a
b

^
^
^
^
^
^

360/370
250/260
200/210
250/260
200/210
200/210

CPmin
C4

CPmax
C4

CPmina
H1

CPmaxb
H1

1.00
1.00
1.50

1.00
1.00

1.200
1.336
1.5

1.376
1.389

1.9330
1.6888
1.4

1.4670
1.40ab

2.0
2.0
2.0

1.933
1.820

Calculated from equations given in Table 3 in [5].

The value corrected in [10].

solution 1 with heat ow Qmin via one of the pinches of solution 1. Similarly, pinch in solution
6 is a subset of those in solution 3. However, the sets and corresponding subsets of pinches
dier slightly in CP values and utility usage for subsets does not dier by heat leakage Qmin as
in case of xed data.
In order to illustrate an inuence of multiple utilities on results, we have solved Example 2
with additional utilities: hu1 of cost 0.5 and temperatures 400 6 399 and cu1 with cost 0.5 and
temperatures 2006201.
The results from models M1 and M2 were identical: Qhu 13:0, Qhu1 1:364, Qcu
30:0, Qcu1 8:182, Eu 47:772, CPH1 2:0, CPC4 1:336 pinches at: 390/400, 360/370, 250/
260 and 200/210 (i.e. four simultaneous pinches).
It is worth noting that in comparison with single utility case, two new pinches occur. They
exist at the same ow-rates of streams as for single utilities and are caused by new utilities, i.e.
the new pinches are utility pinches.
Example 3. Since both Examples 1 and 2 were of small scale in regards to number of streams
and number of disturbed CPs, we present here a solution to ad hoc formulated Example 3 with
two versions of CP disturbances for data see Table 5.
Table 4
Feasible pinches for Example 2a
No.

Pinches

Q(hu)

Q(cu)

Qu

CPC4

CPH1

1
2
3
4
5
6
7

360/370 ^ 250/260
250/260 ^ 200/210
390/400 ^ 360/370
250/260
360/370
390/400
No pinches

14.364
34
13
14.473
14.355
13.000
14.464

38.182
30
60
38.136
38.321
61.700
38.283

52.546
64
73
52.609
52.676
74.700
52.747

1.336
1.5
1.2
1.337
1.335
1.130
1.336

2.0
2.0
2.0
2.0
2.0
2.0
2.0

a
The value of Qmin
in Eq. (6) has been set to 0.1. In cases 4, 6 of Table 3, total heat ow (i.e. Qmin
p
p is 0.1 via 360/
370, in case 5 across 250/260 and in case 7 across both 360/370 and 250/260.

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Table 5
Data for Example 3a
Stream

TS (8C)

TT (8C)

CP min (kW/K)

CP max (kW/K)

H1
H2
H3
H4
H5
C4
C5
C6
C7

390
360
400
320
260
200
250
240
210

270
180
378
260
220
370
400
300
270

1.4
1.3
0.3
1.2
1.1
1.0
1.6
1.2
1.4

2.0
1.7
0.7
1.6
1.7
1.5
2.0
1.5
2.0

(0.8)
(1.0)
(0.8)
(3.8)
(9.8)
(1.0)
(0.8)
(1.8)
(6.8)

(1.2)
(1.4)
(1.2)
(4.2)
(10.2)
(1.4)
(1.2)
(2.2)
(1.2)

DTmin = 10 K, temperatures of hot streams shifted by DTmin, single ``cu'' of lowest temperature, single ``hu'' at
the highest temperature, in brackets values of CP for the second version of Example 3.

For the rst version of CP values, the solution to model M2 is: Qhu 9:0, Qcu 26:787,
Qu 35:787 pinches: [390/400] ^ [210/220]. CP of streams (in stream order from Table 5): 2.0,
1.3, 0.7, 1.6, 1.7, 1.221, 1.6, 1.2, 1.4. Solution to model M1: Qhu 11:278, Qcu 29:0, Qu
40:278 pinches: [390/400] ^ [360/370] ^ [240/250] ^ [210/220] (i.e. four simultaneous pinches) CP
of streams (in stream order from Table 5): 1.744, 1.3, 0.472, 1.6, 1.65, 1.0, 1.6, 1.2, 1.4. In this
case results from model M1 and model M2 dier signicantly.
The method of generation pinches required 18 runs to meet stopping criterion. Most of them
were all possible subsets of four simultaneous pinches listed above. It is worthnoting that they
dier in CP values and utility consumption. The dierences in utility usage were larger than in
Example 2. The ranges for Q(hu) were: 9.00011.517 and for Q(cu): 26.78629.100.
Also there were two solutions that have additional pinch at 200/210; i.e. double simultaneous
pinch at 210/220 and 200/210 and a single pinch at 200/210. Hence, total number of pinches is
ve.
In order to show how a large number of simultaneous pinches can exist we have
appropriately change values and ranges of CP values see numbers in parentheses in Table 5.
The solution of model M1 shows eight simultaneous pinches, i.e. only heat ow via single
temperature 240/250 is greater than zero all others inlet temperatures are pinches.
The results for Example 3 show clearly that to design HEN that is exible according to the
denition and using the rule of dividing at pinches, a designer has to use many units. Also,
control subsystem has to be complex.

6. Calculation of limiting CP values for given pinches

A solution to model M1 provides only single value of each CP. It is also important to know
CP ranges CP min , CP max for which given pinch/pinches can occur. The approach developed

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by authors [5] and summarised here in point 2 requires solution

of 2S linear problems. Our
P

CP and the second to
methods need
only
two
runs,
i.e.
the
rst
run
to
maximise
CP
P


maximise CP CP , where CP stand for values calculated from M1 model.
The optimisation is subjected to LP transshipment model with constraints resulting from
pinch denition that are similar to those applied by authors [5].
The solutions to Examples 1 and 2 were identical to values CP min and CP max reported in [5].
In case of Example 2, they are shown in Table 3 for simultaneous double pinches {390/400 and
360/370}, {360/370 and 250/260} and {250/260 and 200/210} found by our method.
7. Conclusions and signicance
The rigorous approach has been developed for calculating all feasible locations of pinches
that can occur in minimum utility cost HENs, operating at varying mass ow-rates of process
streams. The method is based on solution of MILP optimisation model that requires quite
moderate number of binary variables. Also, a minimum runs of optimisation model solution is
necessary to locate all feasible pinches.
The results can be applied in targeting stage and to synthesise exible HENs, using, for
instance, general designing methodology developed in [5]. Further researches are planned to
extend the approach for both inlet temperatures and mass ow-rates variations.
Appendix A. Transshipment model for minimum utility cost for xed stream parameters
Streams are grouped according to the following sets:
H=
C=
HF=
S=
W=

{i | i is a hot process stream}

{ j | j is a cold process stream}
fiji 2 F g, CF fjjj 2 F g, where F is the set of forbidden matches given by
F fi, jji 2 H, j 2 C, match between i and j is forbidden}
{s | s is a hot utility},
{w | w is a cold utility},

Notice that a stream i that belongs to set HF is not necessarily forbidden to match with every
stream j that belongs to set CF, but is forbidden to match with at least a stream in the set CF,
and vice-versa. The remaining process streams are merged in a single hot stream h and single
cold stream c.
A set of all hot and cold streams is also dened:




C 0 jjj c, j 2 CF, j 2 W ,
H 0 iji h, i 2 HF, i 2 S ,
Streams are divided into temperature intervals (TIs) as shown in Fig. A1. It is important to
note that shifted temperature scale is used, for instance, temperature of hot streams is
decreased by HRAT. Division into TIs is performed at inlet temperatures of streams (including
utilities) to account for pinches. In the formulation given here, we applied implementation of
transshipment model that diers slightly from that developed rst in [12] and reported in book

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.
J. Jezowski et al. / Applied Thermal Engineering 20 (2000) 14811494

Fig. A1. Illustration of transshipment model for minimum utility cost.

[13]. In particular, a hot stream or a hot utility is present in intervals of lower temperature
than its outlet temperature. This is shown in Fig. A1 by dashed lines. Accordingly, in each TI,
heat is exchanged by placing matches between a cold stream and hot streams that lie only in
that TI but not in lowers as in implementation from [12,13].
The following sets are dened to identify a stream in an interval:
H k=
C k=
Hfk=
Cfk=
Hsk=
Cwk=

{hot stream h is present in interval k }

{cold stream c is present in interval k }
{f 2 HFjf is present in interval k }
{k 2 CFjf is present in interval k }
{s 2 S and s is a hot utility present in interval k }
{w 2 W and w is a cold utility present in interval k }

The heat exchanged between hot and cold streams is shown in Fig. A1. No heat exchange is
considered between a hot utility stream and a cold utility stream and between a hot and cold
process stream that belongs to set F. The amount of heat exchanged is represented by qijk
where i 2 H 0 , j 2 C 0 in the kth TI. Residual heat in a temperature interval cascades down to
the next lower temperature interval. A variable Rik i 2 H 0 is used to represent the amount of
residual heat of stream i that leaves interval k and enters interval k + 1. In our
implementation, heat can be cascaded across TI bound only via residuals since matches across
interval bound are explicitly excluded.
Notice that a stream i i 2 H 0 will be present from temperature interval K1
i r1 to the
l
0
,
R
are
set
to
zero
for
i
2
H
:
last temperature interval Klj : Residuals R1
i, Ki
i, Ki
C
Let DHH
ik be the enthalpy change of stream i in TI k such that i 2 H, i 2 HF and DHjk be the
enthalpy change of stream j in TI k such that j 2 C, j 2 CF: Enthalpy changes are known since
CP values are xed as well as sizes of temperature intervals. In order to minimise utility cost
weights reecting prices of utilities have to be given, i.e. cs for s 2 S and cw for w 2 W: One
can apply unit prices of utility though some relative prices can also be used.

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J. Jezowski et al. / Applied Thermal Engineering 20 (2000) 14811494

1493

The transshipment problem with forbidden matches for minimum multiple utility cost of
xed parameters is given by:
#
X X
X" X X
A1
cw qiwk
cs qsjk
min
k2K

w2Cwk i2Hk , Hfk

s2Hsk j2Ck , Cfk

such that:
X

Rik Ri, k1

j2Ck , Cfk , Cwk

i, j=
2F

X
i2Hk Hfk
i, j=
2F

qijk

X
s2Ck, Cfk

qijk DHH
ik ; k 2 K, i 2 Hk , Hfk

qsj DHC
jk ; k 2 K, j 2 Ck , Cfk

A2

A3

Goal function A1 represents cost of utilities to be used in a HEN. Equalities (A2) and (A3)
are heat balance constraints that ensure reaching outlet temperature by process streams and
maintain thermodynamic feasibility for heat exchange. It is necessary to remember of
conditions on residuals in initial and nal TIs. Also, constraints of non-negative heat loads and
residuals have to be added to complete the optimisation model.

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