Anda di halaman 1dari 153

STUDIE"S

IN

THE

OPTIMAL OF

DESIGN

FLEXIBLE

CHEMICAL

PLANTS

A Thesis

Presented by

Keshava Prasad Halemane


to The Department in Partial of Chemical Engineering

Fulfilment for

of the Requirements

the Degree of

Doctor of Philosophy

Carnegie-Mellon University Pittsburgh, Pennsylvania - 15213 February 24, 1982

CARNEGIE-MELLON UNIVERSITY PITTSBURGHs PENNSYLVANIA


t

-[9.-.

IlIuu

FINAL PUBLIC ORAL EXAHINATION


For The Degree Of

DOCTOR OF PHILOSOPHY CANDIDATE.


K_e_sha __v_e __P_r_a_sa_d __Ra __l_e_ma_n_e _

Title of Dissertation

-------------------------------Studies in the Optimal Design Chemical plants of Flexible

Department time Place Examiners

Chemical February

Engineering 24, 1982, at 12:30

DR 1102
,

Ignacio Grossmann, Arthur Westerberg, ~l~~X

Chairman Chemical

(Chemical Eng , ) Engineering. Chern. Eng.

Laurence

Biegler,

Stephen Director, Kenneth Kortanek,

Electrical Mathematics

Engineering

Sarosh Talukdar,

Electrical

Engineering.

PLEASE POST

Carnegie -Mellon University


CARNEGIE INSTITUTE OF TECHNOLOGY

THESIS
SUBMITTED FOR THE IN PARTIAL DEGREE FULFILLMENT OF THE REQUIREMENTS

OF_--=D:..::o:..::c:.....:t:..:o:..::r~o:..::f:.--...::P;...;.h:..:i:..:l:..:o:..::s:..::o'-l:p:..::h:...!yc-_

TITLE

S~tu==d~i~e~s_=i~n~th~e~O~p;t~im~a~l_D~e~s~iag~n~o=f~F~l~e~x=i~b~l~e_=C~h~e=m~i~c=a~l~p~l=a~n~t~s _

PRESENTED

BY

~K~e~s~h~a~v~a~p~r~a~s~a~d~H~a~l~e~m~a~n~e~

ACCEPTED

BY THE

DEPARTMENT

of

C><.h~em=i.::.ca=l_E=nc.g~i~n=_e=_e.::.r''''i~nc.g

OATE

DAn:

APPROVED

BY THE

COLLEGE

COUNCIL

DATE

CORRIGENDUM

Page 90 90 90

Line

Printed As Table S.5a A=9.2


m

Read As Table S.5b A=9.66 m 2

2
3 3

Cost: 10110 $/yr

Cost: 10902 $/yr

ABSTRACT

The plant

need

to

introduce of the

flexibility fact that

in

the

optimal often

design

of

a chemical have to

arises under

because various of

very

chemical conditions optimal Also,

plants

operate
discrete

different operating

conditions. regimes, multi period

If these then the

are given design

as a

sequence to values

problem

corresponds when the

a deterministic of vary some

problem.

there only the the

are situations approximately, plant. In such in

process

parameters during be' able the to

are known operation account types of for of

or they cases, the

actually the design of

or fluctuate should

strategy

uncertainties the

values

these

process parameters. a chemical the various index. appropriate that plant

In both that

problems flexibility with

main

objective

is to design for

has the required while being

to meet respect types of

the specifications to a selected

conditions, This thesis

optimal both

economic the

addresses

these and

problems, efficient state

giving solution

mathematical can rigorously the

formulations guarantee conditions

developing steady may be

procedures of the plant

feasible that

operation

under

various

encountered.

The deterministic program main which

multi period

design problem structure in

is formulated constraints.

as a nonlinear One of of in cannot the such the be

has a block-diagonal difficulties large number

in the the

computational is the

faced of

numerical variables

solution involved techniques

problems optimization. applied based

decision

It is shown to

that the existing this

decomposition A new developed,

effectively on

circumvent

problem. is

decomposition which

scheme the

a projection-restriction

strategy

exploits

- KpH -

mathematical constraints of and this

structure become

of

the

problem

and

the

fact

that

many

inequality

active

at the optimum an efficient current

solution. to find

Successful an initial algorithms active.

implementation feasible for point, adding

strategy

requires of

method

the

extension

equation that

ordering become aspects.

systematically procedures this

inequality are proposed to

constraints handle both

Systematic of in the the for

these

The performance that significant The results time gains of

projection-restriction effort

strategy

is analyzed with

to show

computational nume ical number solving chemical of the

can be achieved show Thus, a linear the

this of

technique.

example periods.

increase strategy

computational provides arise a real

with

above

possibility of

large-scale

nonlinear

programs

that

in the design

flexible

plants.

In suitable

order

to

account is to the control

for

the a

uncertainties plant flexible for of

in

the

parameter so that

values, it can

a be

strategy

design design

enough, a given

guaranteed values, by rigorous two-stage performed are

to satisfy suitable

specifications operation of this

range of parameter It is shown corresponds is to that to a a be

in the

the plant. strategy an

mathematical nonlinear

formulation infinite

design

program,

wherein

optimization

on the set of design for region, every while

and control value the

variables, that

such that the constraints to of a given the bounded cost

satisfied

parameter minimizing feasibility

belongs value

polyhedral function. of the

expected for

annual

To guarantee parameters, constraint given values

of the design is every be

every

possible

realization This

a logical ensures range) of

constraint that that for may variables order to this

incorporated

in the

problem.

feasi bi I ity (within the

aIIowab Ie val ue of encountered be chosen the during so

the parameters the operation, satisfy of shown a the

appropriate design

control In

can

as to

specifications. in to a the

circumvent feasibility which

problem is

infinite to be

dimensionality equivalent

constraints,

constraint also

max-min-max

constraint,

provides

deeper

- KpH -

understanding that if the

of

the

feasibility constraint

aspect functions

of

the

design

problem. only

It

is shown of the

inequality region this the design

are convex. need to

the vertices for only an

polyhedral Based subset on of

in the

parameter an algorithm and

space is

be considered which problem uses into to

design. a small iterative

feature. vertices,

proposed the

transforms The proposed example

multiperiod solution

problem. as shown

algorithm problems.

leads

an efficient

procedure

by two

- KpH -

ACKNOWLEDGEMENTS

wish Prof. this Ignacio research

to

express

my for

sincere his

appreciation guidance

to

my

research

advisor of

E. Grossmann, work

valuable

throughout Working

the course with

and in the preparation for me. for

of this thesis.

him has

been a unique experience I thank had on Prof. the

Kenneth O. Kortanek infinite programming suggestions and Prof.

devoting

his time

to

the

discussions the

we

formulation. of Prof. Arthur

appreciate

constructive I also thank in

criticism Prof.

and useful T. Biegler

W. Westerberg.
for their

Lorenz

Stephen W. Director their comments.

patience

reading

through

this thesis

and for

The Chemical success Research financial

support, Engineering, in graduate

services

and

facilities

provided were I also for Science the

by

the

Department means the for

of my

Carnegie-Mellon studies the CIT the and

University

essential

research. office

acknowledge facilities Foundation

Design The Grant

Center support

and

Dean's

provided. under

from

National

CPE 79-26398

is greatly

appreciated.

I cannot Vijayalakshmi Thirumaleshwari of

forget for her

to love

mention and

my

heart-felt

gratitude am for

towards to

my my

wife

understanding. grandparents, and to my

grateful providing and

parents

and Shama, and my in shaping me;

an atmosphere sisters for their

Sncouragement

brothers

affection.

I appreciate thank Mr. Ross

the help I received Swaney for

from this

my friends thesis

on various

occasions. me with his

reading

and providing

comments.

- KpH -

- i -

TABLE OF CONTENTS

1. INTRODUCTION

1.1 Review

of Previous of this

Research Research

Work Work DESIGN PROBLEM

3 10

1.2 Objectives

2. THE' DETERMINISTIC

--

MULTI-PERIOD

12
13 14 16

2.1 Mathematical 2.2 Computational


2.3 Decomposition

Formulation Aspects Strategies Strategy

2.4 The Projection-Restriction


2.5 Finding a Feasible Elimination Point

19

23
Step STRATEGY

2.6 Variable
3. NUMERICAL 3.1 Analysis 3.2 Numerical 3.3 Discussion

in the Restriction

26
31 32 35 39

PERFORMANCE

OF THE PROJECTION-RESTRICTION Numerical Performance

of the Expected Example

3.4 Nomenclature
4. OPTIMAL 4.1 Mathematical

for

the numerical

example

problem

50 51 53

PROCESS DESIGN UNDER UNCERTAINTY Formulation of the two-stage of. the Feasibility of NLiP Constraint the Max-Min-Max Constraint

4.2 Simplification 4.3 Reformulation 4.5 Discussion


5. SOLUTION

56
57

4.4 Interpretat i on and Properties


ALGORITHMS 1, 2. Examples on locating

60 69

FOR DESIGN UNDER UNCERTAINTY

71 72 73 76

5.1 Algorithm 5.2 Algorithm 5.3 Numerical

5.4 Discussion

the critical

parameter

points

92

- KpH -

- ii -

5.5 Nomenclature 6. CONCLUSIONS 6.1 Deterministic 6.2 Design

for

the numerical

example

problems

101 102 103 104

AND RECOMMENDATION Multiperiod Problem

FOR FURTHER RESEARCH

Under Uncertainty for Further Research

6.3 Recommendations 6.4 Conclusions APPENDIX: SELECTION

106 110

OF DECISION

AND TORN VARIABLES

IN PROCESS

111

DESIGN COMPUTATIONS A 1 Introduct ion A2 A3 A4 112 and Singularity Redundancy and Selecting Decision Variables 114 116 119 121 126

.'

Consistency

Identifying Example

AS Discussion
REFERENCES

- KpH -

- iii -

LIST OF FIGURES

Figure 2.1: Block-diagonal Figure 2.2: Contours Figure ~.3: Structure

structure

in the constraints function

of Problem (2.1)

15 24 28 34

of the objective resulting

in Problem (2.11)

from equation ordering

Figure 3.1: Minimum fraction as given in (3.8) Figure 3.2: Reactor

of control

variables that must be eliminated

- Heat Exchanger System of the Example Problem time for solving the design problem versus the size

41 49

Figure 3.3: Computational

of the problem Figure 4.1: Feasible region and y,(d,8) for constraints constraints constraints Example 1. Example 2. d=3.0 d=4.0 (4.16) with d=0.5 (4.14) with d=0.5 (4.14) with d=1.0 (4.16) with d=1.0 62 63 65 79 86 93 94 100 113 117 122

Figure 4.2: Feasible region and I"(d,8) for Figure 4.3: Feasible region and l"(d,8) for Figure 5.1: Heat Exchanger Network for

Figure 5.2: Reactor - Heat Exchanger System for Figure 5.3: Feasible region for Figure 5.4: Feasible region for constraints constraints

(5.6) with (5.6) with constraints

Figure 5.5: Feasible region and l"(d,8) for Figure A.1: Bordered lower-triangular

structure

of the System (A.2)

jacobian matrix for , Figure A.3: Binary isothermal flash system

Figure A.2: Constrained

the System (A.2)

- KpH -

- iv -

LIST OF TABLES

Table 2.1: Active constraints at the solution, in the design problems solved by Grossmann and Sargent (1978, 1979) Table 3.1: Data for Table

22

.3'.2: Equation

the Example Problem Ordering in the Projection Step Step

42 43

Table 3.3: Equation Ordering in the Restriction Table 3.4: Solution of the Example Problem

44
45 point, CPU46

Table 3.5: Computational results for Time (DEC-20): Table 3.6: Computational results for

finding an initial feasible

the Projection-Restriction

Algorithm,

47

CPU-Time (DEC-20): Table 3.7: Computational (DEC-20): Table 5.1: Data for results for solving the design problem, CPU-Time 48

Example 1. for design in Example 1.

80 81 82 87 for design in Example 2. with Algorithm 2. 2. factors by 88 89 90 91 123

Table 5.2: Parameter values considered Table 5.3: Results for Table 5.4: Data for Example 1.

Example 2

Table 5.5: Parameter values considered Table 5.6: Results for Table 5.7: Results for

Example 2, First iteration

E?Cample2, Second iteration different

with Algorithm

Table 5.8: Results of Example 2, for Table A.1: Structure

choices of weighting

of the binary isothermal

flash system as obtained

equation ordering Table A.2: Constrained Jacobian Jc(r,u) for of decision the structure for given in Table A.1 given in 124 125

Table A.3: Possible choices Table A.1.

variables

the ordering

- KpH -

1 -

CHAPTER

INTRODUCTION

Chemical such as capacity Also, they

Plants of

are commonly the plant, type a

designed and quality fixed set of

for of of the

fixed raw

nominal materials

specifications and products. for the

are that or

designed specify efficiencies

with the

predicted system, of the under

values such as

parameters coefficients processing. different meet or

performance and physical plants

transfer in the

properties often operate

materials conditions

However, from those

chemical considered

quite and

in the design. levels or of

If a plant

has to

operate

the specifications produce several

at various products,

capacity,

process there

different is

feeds,

alternatively it is essential

when to take

significant facts enough into so

uncertainty account as to

in the parameter

values,

all these flexible various

in the design. meet the

That is, a plant even

has to be designed when subjected to

specifications

operating

conditions.

In equipment, of not

practice, with

empirical

overdesign factors

factors will

are

widely for

used

to

size

the hope that these in the design

compensate 1968). since

all the effects this is clearly

uncertainty a very

(Rudd and Watson, to the problem,

However, there

rational

approach

is no

quantitative

- KpH -

-2 -

justification overdesign can tolerate.

for

the

use clear it is

of what not

such range likely

factors. of

For

instance,

with

empirical plant of plant the has

it is not Also, plant only

specifications the economic if the

the overdesigned performance of the

that

overdesigned been optimized

will for

be optimum, the nominal

especially conditions.

design

In the rational there

context of

of

the theory

of

chemical chemical the

process plants designs that the

design,

the need for the fact obtained

method are still

designing

flexible gaps

stems that

from are

that with

substantial

between

currently in

available One in the stage

computer-aids of design in the these of design

and the designs gaps is precisely It must since

are actually question that concern of

implemented introducing is a very ensure a given the

practice.

flexibility important that

a plant.

be realized its main

this

procedure,

is to for

the plant

will

be able to meet conditions.

economically it would

the specifications be desirable processing of to

range of dynamic a design in order necessary various precisely operation this

operating performance procedure to provide to

Clearly,

consider

characteristics so as to a valid ensure

of the chemical smooth for

system

in such However, of all the

operation

the plant.

framework steady

such considerations, of

it is first

guarantee

feasible

state operation The term

the plant here

under

conditions this

that may be encountered. namely every in this that

flexibility of feasible

indicates state is

characteristic, for

the existence situation that

steady

is ensured that

allowable thesis.

is specified,

and it

aspect

is studied

There of flexible

are two chemical the

classes plants. plant

of

problems The first

that one to

can be considered is the deterministic under

in the design multi period specified that

problem conditions handle

wherein

is

designed periods.

operate

various

in a sequence types of

of time crudes, type of

Typical

examples plants with the

are refineries produce of

various The

or pharmaceutical problem deals

that

several chemical of the

products. plants

second

design of

where

significant

uncertainty

is involved

in the

values

some

- KpH -

- 3 -

process

parameters. transfer

Examples coefficients,

of

this physical that

case

arise

when or

values cost data

of

feed

specifications: well established.

properties

are not can also

It must of these

be noted two

in general

a design

problem

be a combination

distinct

types

of problems.

1.1 REVIEW

OF PREVIOUS

RESEARCH WORK

Very multiperiod

little

has

been

discussed

in

the

literature

about

deterministic

problems.

Loonkar

and Robinson

(1970), Sparrow

et al. (1975), Oi design procedures and

et that

al. (1979), Suhami are applicable (1979) give which

(1980) and Knopf only to

et al, (1980) discuss processes. designing described of

batch/semicontinuous formulation to for

Grossmann

Sargent plants

a general

multipurpose by the

chemical

can also model.

be applied involves

problems solution difficulty there problem.

deterministic program of

multiperiod

This

the

a large

nonlinear

(NLP), wherein decision efficient

the main

computational

is due to the is a clear

large number need to

variables solution

involved. procedures based

Therefore, for on this a

develop present which a is

Chapters

2 and 3 strategy

decomposition shown

scheme

projection-restriction this type of design

to be very

efficient

in solving

problems.

There problem problem problem consider predictable consists of

have design

been

several

approaches They solution is of

reported differ from

in

the

I iterature

on

the of the

under uncertainty.

each other since in

in terms principle

formulation of the design

,!S

well

as

strategies, not the

under

uncertainty

well-defined. parameters of cost. as

Some either Another

authors or

probability and minimize

distribution the

known

expected

value

approach that

in transforming vary

the problem bounded of the

to a deterministic ranges main of values of

one and assuming that are specified

the parameters designer. is given

within overview

by the

A brief below.

features

the different

approaches

- KpH -

- 4 -

Kittrel the the

and Watson

(1966) assume

that

probability to select value cost of

distribution the decision Wen

functions variables

of in

parameters design so

are available, as to the minimize

and propose the expected of value. or

cost.

and Chang change design in

(1968) define the cost minimize relative cost

'relative from the

sensitivity'

the

as the

fractional

function either sensitivity.

its nominal

In selecting the maximal

the optimal probable

they this

expected Weisman the

value

value a penalty

of

and Holzman probability of

(1972) incorporate violation of for

in the

function

involving

individual value

constraints, of the cost. of on the the by

and p;erform Although constraints, probability using the

an unconstrained made an

minimization to

the expected the probable a

they

attempt

minimize not ensure

violation limit

their of

formulation of

does

even

lower

failure

any given suggested Lashmet

constraint, by Charnes

which and

can in fact Cooper

be achieved for Monte

formulation optimization. for

(1959)

chance Carlo They of the

constrained simulation perform

and Szczepanski factors for

(1974) apply distillation

determining of

overdesign

columns. values

a series (within

statistical

experiments

by choosing

random

parameters of the stages

the specified needed is

range). and in each case determine to meet as the specifications. the additional over that From number for

the number these of data

in the column factor to 90%

overdesign

determined

stages design. that

corresponding Freeman the the

cumulative

distribution 'dependability'

nominal of for

and Gaddy

(1975) define the They the

as the fraction

'time'

process optimum

can meet design. of

specifications, perform decision

and use it as criterion simulation for of different the cost of cost such is

selecting the the to and the the

a stochastic variables

and determine values of

optimum parameters any the given

values chosen

randomly.

The expected from the by

value the

corresponding simulation, chosen is to for

dependability level

is obtained that

results

dependability design. design demands

minimizes taken the

expected et

optimum optimum varying

The approach by considering on the expected

Johns of

al. (1976)

select

effect of

parameter computed

uncertainties over

or timelife

value

cost

the whole

- KpH -

- 5 -

of the plant. plants

This procedure

enables

one to plan future of a new plant.

expansions

of existing

and to analyze

the economics

It made

is

to

be noted the two

here types

that of

in the decision

above

approaches

no

distinction of the

is

between design.

variables

in the problem for stage, example

optimal sizes of

process

The design values of

variables,
assigned

representing

equipment, during of

get their

in the design The control

and remain represent

unaltered

the operation that

the plant.

variables

the variables design, meeting the the

the plant

can be adjusted itself is to the

in the operation. be considered operating variables cost.

For any given as a means It requires on the for

optimal

plant

operation while

specifications choice for

minimizing of

an appropriate values process problem of the

the being

values

control

depending for of

parameters
under

realized. the basic

In a realistic

strategy

optimal design

design must

uncertainty, this

mathematical difference

formulation design

the

incorporate

between

and control

variables.

The following and control decision two-person utility variables. by

researchers Watanabe considering

have

made

such

a distinction the

between of

design

et al. (1973) apply the problem Nature of

concept process

statistical as a a

theory,

optimal

design

statistical which

game between is a convex of cost.

and the designer. of they the

They

minimize

function

combination That is,

expected

value

and the which is is

maximum intermediate minimized) and Wi Ide

probable

value

follow probable cost

a strategy value of

between and Bayes' (1969)

minimax strategy the

strategy (expected different

(maximal value design of

cost

is minimized). such as

Avriel two-stage

discuss

strategies

(here-and-now), stage (first and stochastic stage),

wait-and-see program, observes chooses While to

and

permanently-feasible selects values of

programs. for the for the design

In

a twovariables

the designer the the actual

then

real ization values for of

uncertain the control

parameters, variables in the first

accordingly stage). it is

appropriate the values

(second stage,

selecting ensure

design

variables stage

essential

feasibility

the

second

sub-program,

- KpH -

-6 -

namely

that

values The

of

control is to

variables minimize

can the

be

chosen value

to of

satisfy cost

the while

constraints. selecting formulation chemical designer chooses new

objective

expected

a feasible is

and optimal the

design. suitable

Therefore,

the two-stage programming for the problem strategy, and of the then each or in

certainly design for an

most

representation

process waits

under

uncertainty. of the

In the wait-and-see uncertain and control

observation for both

parameters variables. optimal

the optimal of the all

values

design

Here.
design;

value

parameters decision

results

in a corresponding are treated selects will Unlike variables That as be

other s words.

variables

as control (a single feasible

variables. set of) for every

In the values for

permanently-feasible both design of and

program, control

the designer which

variables

possible here in

realization the values the values

the uncertain design

parameters. nor control

the wait-and-see change with is, in

strategy, the variations

of neither of the

uncertain variables a

parameters. are treated for function by

permanently-feasible Avriel design, and which at the and to

program, Wilde consists solution

all

decision suggest

design the

variables. optimal

(1969)

procedure

obtaining

in bounding of the

the objective program,

value that would the

be obtained

two-stage

solving they

wait-and-see their

program only

permanently geometric similar

feasible programming for

program.

However,

restrict and

approach apply there

formulations. general of process the on

Malik design

Hughes

(1980) although

a very is no

approach on the they

problems, Also, the

guarantee method

feasibility based

design. Monte

stochastic

programming enormous

propose, effort.

Carlo

simulation,

requires

computational

Takamatsu bounds, the

et al. (1973) assume the deviation while

that of

the parameters

vary

within from

specified at

and minimize solution,

the objective the

function

its value around

nominal

satisfying

constraints with that

linearized

their value

nominal that

values. result

They evaluate in the worst

each constraint violation of

a separate

parameter This

would

constraint.

formulation

- KpH -

-7 -

has

major by

limitation

apart

from Their

the approach

fact

that

the

constraints that

are would for all

approximated meet

linearizations. with will

is to seek

a design

the specifications values. resulting does not This

a single (if

and common

operating a very

condition

parameter probably approach the values need be

at all it does) give expensive

conservative In other that

design, this on

in unnecessarily recognize

investment.

words,

and take being order and to

advantage

of the fact

depending

of the parameters manipulated way. in

realized, satisfy

the operation the (1976)

of the plant in

can and most as of for

specifications use a similar

the

economical Takamatsu the

Dittmar

Hartmann instead

approach

~
et al. (1973), but suggest for all the constraints. and select a minimax at the to use the same determine the extreme design margin the value They value parameter They margin

each of these Nishida of the et cost

extreme

values

the largest strategy worst

design wherein

so obtained. value

al. (1974) propose function,

maximum

as obtained by selecting wherein the

parameter design.

in a specified view the design

range, strategy to be

is minimized as a game, resulting is to in

the appropriate

the uncertainty of

in parameter whereas note

values the

is considered of the they

maximization it.

cost, to

objective

designer come

minimize actually economically be take

It is important to the of

here that solution

the design for

up with, the cannot do values

corresponds worst) to

optimum the in

a particular therefore when this the the

(namely, design

value be

parameters, an the overall feasibility

and

claimed on

optimal

sense of this

parameters for not other been

different

values. cannot in the linear They future resource

Also,

design has and

of the parameters considered deal with

be guaranteed, problem

since

aspect

explicitly (1975a,b) in the

formulation.

Friedman

Reklaitis uncertainties applied systems, blending allowing

programming show operation allocation that this

formulations formulation for large

having can be

coefficients. like planning

to problems production schemes. for possible

policies and

interacting optimum system by and

schedul ing, They future

determining in their

incorporate additive

required 'corrections'

flexibility

on the current

decisions,

- KpH -

- 8 -

optimize objective need for

the

system

by

applying

an to for

appropriate see that different they

cost-for-correction were

in

the the

function. different in order in their

It is interesting corrections to

able to identify of the

outcomes

uncertain to

coefficients, achieve is that approach chemical the this

make the problem

feasible,

and devise with

a procedure their

computations. only to linear for

One obvious systems. the problem

drawback A second of optimal

approach with of their

it is applicable is that plants,

limitation design

it is not because

suited in this

flexible on be

case no additive it is only the

corrections control

can be applied that can

design

variables. so as to the uncertain wherein

Instead, meet

variables

manipulated, values process specified purposes, variables values. strategy. no refer system mention to of

the specifications Kilikas are approach the

in spite

of the variations

in the

parameters. the

and Hutchison considered is not to

(1980) use a linear be varying for their of of within design decision parameter a design with they

model

coefficients their to

bounds. because so This as to

However, they satisfy tend

applicable value of

select

optimum for

their

constraints different

at least one set what is expected simulation

objective they

is quite solve

from

In fact, about to

a steady

state and

linearized

problem, that

design be only they

variables,

therefore for

the

optimization of the

seems of

a suitable

criterion

solution

particular

equations

present.

With as to satisfy This under

any of the above the designed

approaches, plant the can entire that

one is always in fact range

faced

with to

the question operate and

whether the

be guaranteed of parameter of a optimal

specifications along is with not

for

values

involved. design in be

question,

the fact

the problem requires

process

uncertainty as well that

well-defined,

systematic First of

procedure all, of it is to

formulating noted here

as solving

such design the

problems. the

while

minimizing

cost,

main

concern

a design for every (1978)

engineer

must be to ensure feasible within

steady state operation

of the plant

value of the parameters

specified

bounds. Grossmann

and Sargent

- KpH -

-9 -

propose

formulation the expected terms, assuming the

that value

tries of

to

incorporate

this

objective. average set of of

They a finite

approximate number values. subject to of of

the cost

by a weighted for a finite

discrete optimum

probabilities design by

parameter cost

They

select

minimizing

this

expected with

to maximizing

each of the individual In their solution

inequality a small of

constraints set of

respect values each of for this

the parameters. parameters

procedure

extreme of

is selected inequality

by analyzing

the signs

the gradients

the individual set f

constraints, in the

and the optimization form of a

is performed design always

parameter

values,

multiperiod cannot

problem. guarantee

However,

as it is shown requirements

in Chapter 5, their mentioned above.

approach

the feasibility

Among engineering optimal feasibility on the

the fields,

literature

on

optimal

design

under

uncertainty

in

other

Kwak and Haug (1976) formulate the current presence has of decision

the problem

of 'parametric future

design' even decision wherein

wherein in the that the

is chosen (with

so as to maintain no possible leads to

uncertainties been taken). to

corrections a nonlinear (in the They

already

This individual

program space show of

constraints

correspond of

maximization functions. (civil

the uncertain of

parameters) this

each of

the constraint structural is that

the application However, no further

approach

in designing here -

engineering) design is

elements. selected, process future

the

major

difference are

once the

the of

adjustments In Jact,

possible

unlike

case

chemical in the

systems. decisions

it is interesting design

to see that

although

the freedom

enables

a given

to remain complex

feasible

by incorporating

appropriate resulting external variables load. in

adjustments, computational that may

it requires difficulties. be

more

mathematical design to along it be

representation, is no usually the

In structural and there

load

uncertain, of which

seems

adjustable changes tuning in of

available, The

the values of

can be chosen

with and in

problem

design has

centering, been studied

tolerancing extensively,

electrical/electronic

circuits

electrical

- KpH -

- 10 -

engineering selecting that the the

literature. appropriate of be any

One

objective center

there and

is

to

maximize the right

the

yield

by so

design

assigning 'design the

tolerance, caused

effect can

uncertainties by

in the

parameters' required

during for

manufacture example, and the the

compensated

applying

tuning.

See

Bandler

(1974), Bandler

et al. (1975), Director However, with these the can there

and Hachtel the uncertainty

(1977), Polak occurs that in

Sangiovanni-Vincentelli manufacturing, circuits, s with and

(1979). is associated that

'design

parameters' by the of

define

a difference will try to

be tuned for

a later effect

finishing of design its the of

proce

which It

compensate here that

directly, the

uncertainties. chemical from the plants

is to with two this

be noted

problem is

optimal in

uncertain types

'process of design

parameters' problems.

different This is

nature the

above for

because once

uncertainties design circuits. problems

case correspond unlike methods readily

to the process of structural the

parameters elements above types

a given

has been chosen, Hence, cannot the

the design proposed

or integrated of design

for

be applied

to the design

of chemical

plants.

1.2 OBJECTIVES

OF THIS RESEARCH WORK

This problem scheme large of

thesis

addresses

both

the deterministic In Chapter

multi period 2 an efficient


is presented arises in

problem

and the

design

under uncertainty.

decomposition for solving the the

based nonlinear

on a projection-restriction programming multiperiod (NLP)

strategy
that

problem This in the

formulating

deterministic exploits the fact the that

model.

decomposition constraints active of

strategy this at the

effectively

block-diagonal
many

structure

NLP, and also solution for of finding of a an

inequality

constraints have

become also

design initial and

problem. feasible

Efficient point of for the

methods design variables

been

proposed detection of

problem, for

and for the system

redundancy in by the the

selection

decision

equations obtained

resulting application

optimization

problem.

Computational strategy

results

of the proposed

decomposition

are discussed

in Chapter

3.

- KpH -

- 11 -

rigorous

mathematical

formulation are presented by a

for

the

problem

of

design

under

uncertainty design wherein variables parameters expected expressed of t e

and its properties is

in Chapter 4.

It is shown infinite design and

that this program, control of the the is

problem

represented is to be the

two-stage on the for

nonlinear set all of

optimization so as to

performed constraints

satisfy

possible while of

values

(within value of

a specified the annual

bounded cost

polyhedral

region),

minimizing the design

function. which

The feasibility that for every

by a logical uncertain values

constraint,

ensures be can while

allowable

value

parameters for control

that

may

encountered be chosen

during to

operation, the cost. of the By and the of the

appropriate operation The main infinite selecting

variables

manipulate

so as to satisfy computational of

the constraints, difficulty and with this

minimizing

the operating because involved. bounds, average,

formulation number of

arises variables the

number a finite

constraints number of

infinite

parameter of cost

values

within

given

approximating number an of

the expected

value

function

by a weighted To overcome is

variables number constraint

can be reduced of which constraints, leads to

to be finite. an

the problem for

infinite

equivalence

established This

feasibility

a max-min-max regarding

constraint. of

max-minof that of a

max constraint given solution polyhedron algorithm restriction iterative design. to the in is

provides

information

the extent region,

(in)feasibility

For the case of max-min-max the

a convex problem

feasible at

it is shown (corner point) a

the the

lies

a vertex

Based on these features, parameter space. ,. presented in Chapter 5, which incorporates the (as in the multiperiod of the design problem) solution 5. in

solution

projectionan efficient and the

strategy scheme.

The application

proposed in Chapter

algorithm

computational

results

are also discussed

- KpH -

- 12 -

CHAPTER 2

THE

DETERMINISTIC DESIGN

MULTI-PERIOD

PROBLEM

There more

are

many

situations

when

a chemical

plant

has to

operate

under

than a single

set of levels

operating of This

conditions.

For example different only the

a plant types of

may have feeds, or

to operate produce with the

at various

capacities,

process

several

products. flexibility,

can be achieved as to meet

if the plant

is designed even when

required under

so

specifications conditions

operating known

various

different the design Since

conditions. problem

When these can be formulated the

are either

or predictable, problem.

as a deterministic for each

multiperiod of the

in such a formulation are explicitly

specifications the

various will

operating satisfy

conditions the

incorporated,

resulting problem the

design is

naturally formulated

feasibility

requirements.

The design

in fact cost

as a nonlinear subject been the to

programming the constraints approach

(NLP) problem that represent by

wherein

annual

is minimized, This has

the design Grossmann

specifications. and Sargent

general below.

proposed

(1979), and is presented

- KpH -

- 13 -

2.1 MATHEMATICAL

FORMULATION

In the subjected periods. transients states. The to

deterministic piecewise

multiperiod constant

model

it

is

assumed in that the into the N

that

the

plant

is

operating as it the time are

conditions

successive the length of

time the

Dynamics is The much

are neglected. smaller than

is considered periods for

successive three of

steady

variables

in this

problem

partitioned with

categories. the units.

vector

d of

design
remain

variables
fixed

is associated

sizing

These variables with the

once the design of the

is implemented. The vector

and do not vary zi denotes the i It of to

changes

in the

operation of

plant.

control variables.
so as to be meet noted

the values the

which

.cart be suitably also minimize to

chosen the the

in each period cost. degrees

specifications the vector of

and zi

operating existing xi

should freedom the

that

corresponds Finally, period i

in the

operation in the

the plant. operating program.

the vector (j=1,2, ....N).

corresponds the

state

variables

Thus,

design

problem

leads to the nonlinear

d,

z .z ,... z
s.t.

minimize 1 2 N

COld)

L
i= 1

Ci(d,zi))

hi(d))) gi(d))) ,. f(d)

= 0 i= 1,2,....N ::; 0

(2.1)

where

d, zi, i=1,2 ....N, are the decision i x, the

variables from of

in this the

problem.

as the state which that in

variables represent this since

i=1,2, ....N, can be determined steady state performance in which

equality

constraints Note

the process

system.

formulation

the order

the periods is assumed

are considered

can be arbitrary, of its relative

the operation

in each period However,

to be independent involving in which

position

in the sequence.

any specifications constraint,

all the periods case f would be

can in general a function

be represented

by the last

of d. zi, xi. i=1.2 ....N.

- KPH -

- 14 -

2.2 COMPUTATIONAL
For large

ASPECTS

industrial

problems rather

the

computational

requirements for this

for

solving the

the NLP in (2.1) can become number the ~f control of be variables

expensive. with

The reason the number of

is that

zi increases in the by plants

periods too

N, so that for the the NLP

number to for

decision solved

variables efficiently flexible

NLP may current

become algorithms.

large Since

problem approach problems


fjo.

the

designing

has proved

to be very provides

effective

in small basis method be fully

(Grossmann

and Sargent, is a very (2.1). high

1979), and it also incentive that for

a rational

for for

over des iqn, there solving problem

deriving

an efficient structure

This requires

its mathematical

exploited.

In order variables

to

take

advantage

of

the the

sparsity system

of of for

the

constraints,

the

state reduce of the

xi can be eliminated the problem. is of ordered so This as to is of

from

equations instance, of

so as to

the size of equations number scheme, is solved. and state number necessary efficient of

can be achieved, provide

if the system where

a sequence (see e.g.

calculation

torn

variables

minimized

Christensen,

1970). of

In this equations

at each iteration It must variables decision to exploit

the optimization out, however,

the ordered that

system

be pointed the nonlinear variables

by eliminating has to

the equations handle the large it is an

program given by

in (2.1) still d. z'.

i= 1,2,....N. of (2.1)

Therefore, for deriving

additionally

another

property

method

of solution.

Problem diagonal function fixed,

(2.1) has in the

the

interesting

feature as shown this

that

it

is

an NLP with 2.1. if Since the

blockcost d is

structure is

constraints,

in Figure that

the

separable

in the

N periods

implies

vector

then the problem variables

decomposes

in N uncoupled i= 1,2,....N. decomposition

subproblems, This would

each having that it

as decision should

the vectors to derive

zi, for

suggest which

be possible

a suitable

scheme

need not

- KpH -

z1

x1

z2

x2

z3

x3

z4

--, h1
g1 h2 g2

x4

h3
"0

7'
I

g3 h4
g 4

Figure 2.1:

Block-diagonal

Structure

in the Constraints

of Problem (2.1)

- 16 -

handle scheme reduce

simultaneously should lessen

all the decision the storage

variables.

Ideally, and more

such a decomposition importantly it should of

requirements, time

substantially for

the computational the solution.

and also

enhance

the reliability

the method

obtaining

2.3 DECOMPOSITION

STRATEGIES

The two pr objern

basic

decomposition

strategies

that

could

be used

for

solving

(2.1) are the feasible

and the infeasible

decomposition

schemes.

The Shindo

feasible

decomposition 1972) consists

tech,nique

(Rosen

and

Ornea,

1963;

Umeda,

and Tazaki,

of the following

steps:

Step

1 - Find a feasible

point

d. zi, i= 1,2,....N, for

problem

(2.1).

Step

2 - By keeping the vector


(that is, for i= 1,2,....N):

d fixed,

solve

the

N subproblems

minimize zi s.t.

Ci(d,zi,xi)

hi(d,zi)) gi(d,zi))

= 0

(2.2)

Step

3 - Keeping

the vectors

zi, i=1,2, . N fixed,

solve

the problem:

minimize d s.t.

CO(d)

2:
i= 1 )

Ci(d)))

hi(d,zi,xi) =~ 00 gi(d,zi,xi) f(d) i=1,2, .... N

(2.3)

- KpH -

- 17 -

Step

4 - If convergence

is not

achieved,

return

to step

2.

The advantage by a sequence of

with

this

technique with solution solution equivalent 1 2

is that a smaller

the original number of

problem decision slow,

is replaced variables. particularly in fact this

subproblems to the of the is

However, in the

convergence

can become (see to Grigoriadis, an

extremely

neighborhood

1971), since search in

decomposition directions

technique

alternating

orthogonal

in the space (d. (z

.z ,...z N))
technique (Brosilow 1975b) it and is first Lasdon, 1965; to

In Lasdon,

the

infeasible

decomposition

1970; Stephanopoulos problem (2.1) as:

and We"sterberg,

necessary

reformulate

C = COld) + Ci(di),xi) minimize ~ 1 2 N i= 1 d.o .d ,....d 1 2 N

2:

z ,z ,.... z
s.t.

hi(di))) gi(di))) fi(di) d

0 0 = 1,2, .... N 0 i d

(2.4)

s s
=

f(a)

Since

the lagrangian

of this

problem

is given

by:

L = COla)

2: 2:
i= 1

Ci(di,zi))

[(),i)T

hi

(pi)T

gi

(vi)T

fi

(/Ti)T (a - di)]

i= 1
+

PT f

(2.5)

- KpH -

- 18 -

where

Ai,

i
fI '

i v, into

i ."

are the

Kuhn-Tucker

multipliers,

problem

(2.4) can

be

decomposed

the following

N+ 1 subproblems:

minimize di) s.t.

Ci(di,zi,xi)

- (1Ti)T

di

hi(di))) gi(di,zi,xi) fi(di)

0 0 0 (2.6)

s s

for

i= :,2,....N,

and

minimize d s.t.

Ha)

The infeasible

decomposition

strategy 1Ti,

then

consists

of the following

steps:

Step

- Guess the multipliers

i=1,2, ....N.

Step

2 - Solve

the N+1 subproblems ~i d = d.

(2.6) . 1=1.2,....N,

Step

3 - If the constraints multipliers

are not satisfied,

adjust

the

1Ti by solving

the dual problem:

11

minlmiz e 1 2 N
,11 , . 11

Co(a) +

2:
i= 1 2.

[Ci(di.zi))

+ (77 i)T (a - di)]

(2.7)

and then return

to step

Note with a

that

in this point are

decomposition for problem two

technique (2.1) as

it with

is

not the

necessary previous this

to

start

feasible there

strategy. The

However,

basically

difficulties

when

using

technique.

- KpH -

- 19 -

first

one

is

that

the

method

may

not

converge problems with but with

to

the which

solution gives

due rise

to to

the dual by it

nonconvexities gaps. This

that

are present can be

in design overcome (1975a),

difficulty and

the the

method

proposed that

Stephanopoulos requires with the

Westerberg amount of

disadvantage A further

a significant infeasible only with

computational scheme of this is

effort. that

disadvantage solution that is one in

decomposition solution problems,

feasible

obtained is dealing

at the exact nonlinear

the dual problem. can become

Considering

a significant

drawback

pr actjce,
With is unclear problem reason the two whether is tackled that decomposition problem with all schemes that have been presented more efficiently above, it the this

(2.1) can be solved decision variables strategy

than when It is for

simultaneously.

an alternative

decomposition

must be considered.

2.4 THE PROJECTION-RESTRICTION

STRATEGY

Grigoriadis technique for

(1971)

and

Ritter

(1973)

have

suggested with

decomposition structure and the

mathematical for

programming

problems the objective

block-diagonal is convex

in the constraints, constraints strategy

the case when

function

are / inear. belongs to

As per the classification class of

given

by Geoffrion

(1970) this The basic

the

Projection-Restriction
in the following

Strategies.

ideas of this

strategy,

are described

steps:

Step

1 - Find a feasible

point

d, zi, xi, i=1,2, ....N, for

the problem

(2.1)

Step 2 - (Projection) Fixing solve the values of the design variables d,

the N subproblems

in (2.2)

Step 3 - (Restriction)
(a)

For each subproblem g~ that are active

i convert

the

inequa Iity constraints and define

in step 2 into

equalities,

- KpH -

- 20 -

g~

g~

i= 1,2,...N

(2.8)

where

h~, g~

are the redefined of

sets

of equality

and inequality

constraints that are not

and g~ are the sets active in step

inequality

constraints

2.

('b)

Eliminate so as to define

control

variables

from

the vector

zi

[:t] .
(2.9)

',2, ....N

where result and from x~

is the redefined eliminating

vector

of

control n~

variables elements,

which

the vector vector

z~ of

is the expanded

of state

variables.

Step

4 - Solve

the restricted

problem:

minimize d,Z~'Z~'''.z~' s.t.

i ( i i) hR d,zR'xR i ( i i) gR d,zR'xR f(d)

= :5

0 i= 1,2,....N 0

(2.10)

:5

Step

5 - Return to step (a) no further

2 and iterate occur

until of the variables d. or

changes

in the values

- KpH -

- 21 -

(b)

the 'same set of in step 2.

inequality

constraints

become

active

again,

Note solving smaller

that

in step 4 the

projection-restriction for all

strategy but these

really in get

consists with

in a by this

problem number

(2.1) simultaneously of decision variables,

variables, many of

general

since 2. of

eliminated of

the active strategy become

constraints relies heavily

determined on the

in step number

Clearly, inequality

the effectiveness constraints that

actually

active

at the solution.

Grigoriadis few they inequality proposed

(1971) and Ritter constraints to

(1973) found

that would

in their become zi,

problems active. in

relatively Therefore, step 3,

in the subproblems all use of the the

eliminate with the

variables

i=1,2, ....N, of the

Grigoriadis matrix solving readily of the to

(1971)

pseudo-inverse matrix which

corresponding when

zi, and Ritter subproblems. the case when of

(1973) with

a square

was generated cannot they rely

Unfortunately constraints of

these

techniques since

be extended heavily on

are nonlinear,

the assumption

linearity

the constraints. can indeed be

However, extended

the basic to the

idea of the problem of

projection-restriction designing flexible

strategy chemical

plants.

An examination and Sargent constraints The main (1978, are reason

of

the results that

for

flexible

plants

obtained number be of of of seen

by Grossmann of inequality 2.1.

1979) shows active

a surprisingly solution,

large

actually for this

at the

as can

in Table

appears

to be the to

monotonicity

the cost design active

function problems.

(in the constraint Since at the greatly for in general solution, simplify

space) which one can expect it clearly

seems to

be characteristic a large the number

have that

constraints strategy can

suggests problems of the of

projection-restriction as formulated

solving application

the type

in (2.1). However, there are two

successful

projection-restriction

strategy

- KpH -

- 22 -

Table 2.1:

Active solved

constraints

at the solution, and Sargent

in the design problems (1978, 1979)

by Grossmann

Number Problem decision variables

of

Number of inequality constraints

number

of

active constraints
at the solution

Pipeline Multiproduct (a) problem (b) problem Batch Plant 1a. 2.

20

10 14

23
39

11 * 14

Reactor-Separator System Heat Exchange Network

24

15

65

15

One of the constraints

was

redundant

at the solution

- KpH -

- 23 -

problems feasible variables These

that point in

have in

to

be 1.

considered. The second is

The

first

one

is for

finding

an initial of

step

a procedure in the

the elimination of

step

3, which

avoids

singularities sections.

system

equations.

are discussed

in the following

2.5 FINDING A FEASIBLE POINT


The gene~1 problem consists a problem nontrivial main of finding task, difficulty of a feasible of using point the the for a design problem involved. is in In

because when d

nonlinearities

(2.1) the in finding

projection-restriction solutions point exist

strategy for the the

a value

such' that to of find

feasible

subproblems cost function

in (2.2). in (2.1)

One approach by the sum

a feasible of

is to of

replace the

squares

deviations

violated

constraints,

thus leading

to the nonl inear program:

d.z ,Z , Z s.t.

minimize 1 2 N hi(d),xi) gi(d))) f(d) = 0

(2.11 ) i=1,2, ....N

~ 0

This set strategy

problem for the

can

be handled

by

an NLP

algorithm

based

on

an active

constraints

as the

one developed in (2.11) has

by Sargent

and Murtagh second order

(1973). derivatives direction estimation reduced.

Since the in of

the

objective

function should space. of the

discontinuous with the does

optimization constraint inverse

be As

performed this

steepest not

descent an

the the

procedure storage

require

Hessian

matrix,

requirements

can be

- KpH -

.".---

.........

, " ,
/ / / I I

'- 'I I
I I
I I

""
I I I
I

'-

"",, " ",,


",
"

""

I
I I

I I I I
I I I

",

,,

,
I

,,
I \
\

I I

,
1

I I

I I I

\
\

"" "

"" "
"

,,... '"

, , ,
I

-_ ..

Figure 2.2:

Contours of the objective

function

in problem (2.11)

- KpH -

- 25 -

Although for relatively for in the

solving small large

(2.11) simultaneously problems, it may be

for

all

variables to use the use the

works

very

well

desirable is to

a decomposition steps similar function to as

scheme those given

problems.

One alternative strategy,

feasible

decomposition

with

Objective steps:

in (2.11) above.

Hence it consists

of the following

Step

1 - Guess a starting

point

d. zi),

i = 1,2,....N.

Step 2 - By keeping
i>o'

the vector

fixed,

solve

the N subproblems

(that

is, for

i = 1,2,....N):

minimize zi s.t.

<l>i =

hi(d))} gi{d),xi}

= ::;

0 0

(2.12)

Step 3 - By keeping

the vectors N

zi, i=1,2, ....N M

fixed,

solve

the problem:

minimize d s.t.

LL[
i= 1 j= 1 hi(d,zi)} gi(d,zi)} f(d} =

max

l) . "} J2 { 0, 9j(d,zl,x

a
0 0

s s

(2.13) i=1,2, ....N

Step 4 - If convergence

is not achieved

(<I>

>

O) return

to step

2.

It

is

observed

that

unlike

in

the

case

of

finding

the

optimal

solution

- KpH -

- 26 -

of (2.1), the convergence The reason of {or this

of

this the

method

to find by

a feasible

point

is quite

good.

is that when the

NLP defined region of there of a region so that

(2.11) could

have In this

an infinite case region of the as

number objective shown

minima function

feasible

is non-empty. for the no

defines and

a plateau hence

zero-value is

feasible problem Also, of 4> in

in

Figure 2.2, in that the outside

usually

slow in are

convergence Figure 2.2 quadratic

neighborhood the feasible

feasible the

solution. contours

note (2.11)

in the constraint

functions

the objective

function

will

tend to

be w J I behaved.

2.6 VARIABLE

ELIMINATION

IN THE RESTRICTION

STEP

The strategy constraints control is

elimination performed in the set i x that

of for of zi the

variables each

in

step i This by

of

the

projection-restriction the active the zi R the new inequality state must set and be of

period

including that

equations. a new set

implies control calculation

from

variables and hi R a and

of of

variables for

determined, equations

sequence for

has to be derived,

each period

i = 1,2,....N. for for selecting rectangular decision systems

Since variables (see e.g.

number determining aI.,

of

algorithms sequences

are of

available

calculation and Rudd,

Lee et

1966; Christensen et

1969; Edie Ramirez,

and Westerberg, 1976; Hernandez difficulty out, for

1971; Leigh, and Sargent,

1973; Stadtherr 1979), it would of designing

al.,

1974; Book could

and

seem that they flexible arise chemical when

be appl ied without It must the solution constraints a singular

in the problem however, that

plants.

be pointed procedure

difficulties problem

may

deriving

the restricted

(2.10), since equations, these

the added

inequality produce be

can lead to system to of the

redundant
equations. following problem:

or inconsistent
Therefore, procedure for

and hence, must variables

algorithms the

extended in each

according in the

eliminating

restricted

- KpH -

- 27 -

Step

1 - Add all the active equations equations

constraints

i (d.z i .x i) = 0, to the system gA rise to a new system of

of

h i( d.z i .x i) = 0, thus giving i (d.z i .x i) = 0. hR

Step

2 - Perform
equations

the optimal

reordering

of the new system

of

by minimizing

the number

of torn

variables

in

zi, xi.

Step

3 - Select

control

variables

z~

as decision

variables,

and delete square system

equations

if necessary

so as to obtain

a non-singular

of equations.

It should vector is essential and not to

be noted

that contain

due to the some of

reordering the state d

of

variables from

in step xi.

2, the
it

can in fact to

variables

Also,

keep the design them in to step

variables either

as decision state it is a or torn

variables variables that

throughout, during the the

force Again,

become

reordering. system algorithm sequence system equations: has

2 above,
than

since variables,

possible suitable

resulting ordering

more

equations as for with is

equation

must

be used,

instance such

the one by Leigh (1973). an algorithm is one 2.3

The optimal where sets the of

determined i (d.z i .x i) = 0, hR

reordered

as shown

in Figure

in two

stu.v)
r(u, v)

=
=

(2.14)

0.

Here equations the vector

the

subsystems the

sand vectors As of

form

a u

partition and s v is

of

the

vector

of of non-

h~, whereas [(zi)T,

variables in Figure

are a partition the can set be of

(xi)T] T. with

shown

2.3,

recycle

equations

lower-triangular

structure,

which

solved

- KpH -

---+.~:~~----------------x~

Figure 2.3:

Structure

resulting

from

equation

ordering

- KpH -

- 29 -

sequentially set of of

for

the vector equations.

given v

a value can

of

u, and

corresponds implicit

to the function

recycle

Since

be treated

as an

u, the system

of equations

in (2.14) can be reduced

to the form:

rtu, v(u))

(2.15)

The vector t T, that

represents t T]

the

set

of

decision the optimal

variables sequence

z~

and torn

variables is

is, uT = [(z~)T,

and for

its dimensionality

at a minimum.
110

In order choose that for the a

to

delete

the

appropriate subset of

equations equations s

in step

3, it is sufficient point. to of

to Note be the is

largest fixed due to

nonsingular u, its the

at the current can be

subsystem

in (2.14)

assumed singularity

nonsingular system given by

lower-triangular through

structure, the jacobian

and

the

(2.14) can be analyzed

Jc(r,u)

of (2.15) which

(2.16)

This

jacobian

matrix

can

be in the

evaluated vector

numerically u. To

at

the the

current

point to

by be

performing deleted highest matrix J

perturbations

determine

equations submatrix

the following rank c

procedure

can be followed. a Gaussian u that

The square elimination

J~ of

is obtained

by performing in

on the jacobian of the in

in (2.16). J~ will

The variables be chosen to not the included

correspond t.

to the columns

submatrix u r R will in r

as torn

variables

The remaining i zR' the Those

variables

correspond that are

decision in the

variables rows of

equations J~, will be

sub matrix way, to J

deleted of the

and treated resulting non-singular. of

as inequality of

constraints. can

In this be ensured

the jacobian be of c to full

matrix and is

system Also,

equations note that

rank

hence usually

the jacobian

matrix

be analyzed

much smaller

size than the jacobian

of the system

in (2.14).

- KpH -

- 30 -

A variables in a

detailed

discussion

on step of

the

procedure

for

the

selection where and torn

of

control

in the restriction general context

is given selection

in the Appendix, of decision that

it is presented variables in

more

process

design

calculations. stage choice

It is useful of for

to note

this

procedure

can also

be applied to identify

in the initial the proper

formulating the decision

the design variables

problem

(2.1), in order problem is an

in the design

and also to detect important aspect plants

any redundancy in formulation one has to

or inconsistency of problems to for

in the system. the design a positive

This of

flexible of

chemical
degrees

since

be careful

maintain system.

number

of freedom,

and also have a consistent

The procedure the variable for on

indicated

above

for

finding step,

an initial complete chapter

feasible

point

and for required

elimination

in the restriction strategy. of the

the algorithm presents

the projection-restriction the expected performance

The next proposed and the

a discussion strategy for which of the

decomposition an example

solving illustrates

deterministic the

multiperiod and

problems, confirms

problem

application ction strategy.

expected

performance

,projection-restri

- KpH -

- 31 -

CHAPTER 3

NUMERICAL THE

PERFORMANCE

OF STRATEGY

PROJECTION-RESTRICTION

The expected inequality problem. Table in

projection-restriction to be very efficient. actually true

strategy provided become in most

presented that active of the

in the

previous of of

chapter the the

is

a large at the

fraction solution problems.

original design in

constraints This

is in fact making

design

as shown

2.1. thus

the above

strategy

an effective arise in

decomposition the of design the of

scheme flexible gain in

solving

large plants.

multiperiod This chapter

problems presents by the using

that an the

chemical

analysis proposed

relative

computational and the active problem restriction effect

effort of

:>btained the on size the of

decomposition as the

strategy. number of

design

problem

as well

constraints has also strategy.

expected to

numerical the

performance. application of

An the

example

been

solved

illustrate the actual

projection-

and to. observe

performance.

- KpH -

- 32 -

3.1 ANALYSIS

OF THE EXPECTED

NUMERICAL

PERFORMANCE

The relative depend analyze viewpoint.

advantage

in using

a decomposition solved,

technique

may

in general to this

on the size of the problem the characteristics of the

being

and hence

it is appropriate strategy from

proposed

decomposition

Based between of

on

some

simple

assumptions,

relationship problem

can in terms

be of

derived number

the CPU-time

and the size of

the design

periods.

Let variables design given

nd in

be the number each period Assume and that

of N

design the

variables, number of tp

the number

of

control in step the is

periods for the

considered projection

problem. by

the

CPU-time

=
If the a, 0 ~ a ~ 1, restriction as is the average then the fraction CPU-time of the control tR for the variables restriction remaining step

(3.1)

in

problem,

can be

expressed

(3.2)

Also,

let the CPU-time

to

for

solving

the problem

without

decomposition

be

(3.3)

If restriction) needed

is

the

number that is

of

iterations for

(passes)

through then

the the

projection total

(and

steps

required problem

convergence,

CPU-time is

to solve

the design

using the decomposition

strategy

(3.4)

- KPH -

- 33 -

In

general

the

exact at

values hand.

of

o.
to

q. rand
for the

ap' a ' O a given

a , K R

depend the

on

the

particular of for ap' a ' O

problem aR

However, be of

problem of

values and

can be expected based non-linear to

same

order

magnitude,

a gradient of

programming lie between

algorithm 2 and 3.

one can expect Also, the value of

to have K is

the values likely

p, q and r

to be small. a = 0

If all the control and from of periods, (3.4) it

variables that

are eliminated the CPU-time

in the restriction tpR is linear in N

step,

is clear

the number

as given

in (3.5) below:

0:
a

(3.5)

For decomposition

>

the

relative

savings

in

computational

time

in

using

the

strategy

can be determined

from

(3.3) and (3.4),

K N ap (n ) p z

K a
+

(nd

N a n ) r z

(3.6)

"o
Since and ap' aR,

(nd

Nnz)q

"o
1, it strategy

are is clear

of

the

same (3.6) that

order

of

magnitude; advantage N there

0 ~

<

1,

p. q, r

>
In

from

the relative values of N can be of

in using

the

decomposition of value a.
a t ,

is enhanced tor a given

by larger value in

and smaller is a by

values

fact,

threshold using the

below

which

savings This be

CPU-time value from

ensured a tpR

decomposition

strategy. which as can

threshold determined

determines (3.6) with

useful

range thus

o ~

t a ~ a , a t

to'

obtaining

(3.7)

Assuming

ap = a

= "o

and

q,

(3.7) can be simplified

as

- KpH -

1.0

q\K I 2 3
A 6.

2
t:J
0

3
0

.,

---"----v---_
3 4 5
Number

6
of Periods
t

7
N

10

Figure 3.1:

Minimum fraction eliminated

of

control

variables

that

must be

as given in (3.8)

- 35 -

::

1 {' -- nd K Nnz

}q

--Nq-1

::

1 -

,at

(3.8)

where

/1t
by sets

indicates

the

minimum Figure

fraction

of

control some the

variables plots of

to be eliminated

in the restriction given two this the of

problem.

3.1 shows for

,at

versus

as are

expression three plots,

in (3.8) above for q :: 2, 3 for and larger K,,at

case when As

nd :: n ' z

There

and K :: 1, 2, 3. values decreases zero of

can be seen smaller N for

from of for N.

Figure

3.1, a

,at

is smaller q of

q and for rapidly

values even large

K. Alt0, relatively

for small

given values

with

N, and approaches

asymptotically

As

an

example,

take

the

case

when can only gain to lead

>

and

when

a single solution. variables

pass If the must

(K :: 1) in the design be problem

decomposition involves to achieve five

strategy periods,

to the optimal of the control with

8%

eliminated

a relative increase

in CPU-time 18% for reduce one

the

decomposition 28% for to 4%, K :: 3. 10% and

strategy. For a ten 15% for gains

These period

percentages problem the Thus,

K :: 2 and respectively to

percentages in general solving when

K :: 1,2 and 3.

can expect

obtain problems

significant with the is

in computational

time strategy,

when

multiperiod the number

design of

projection-restriction not very large.

even

active

constraints

3.2 NUMERICAL

EXAMPLE
the expected performance problem as of the proposed projectionconsists reaction The flowrate of is

To restriction a reactor

confirm strategy, and to be a

an example heat exchanger order

is solved. shown of in the

The flowsheet Figure type 3.2. A ~ The B.

assumed through below of 90%

first

exothermic, loop

the heat exchanger i T 1max as given

is adjusted in Table

to maintain 3.1 and

the reactor to get a

temperature minimum

conversion.

- KpH -

- 36 -

This in N

plant

is

to

be

designed within each

so

as

to The

produce

different

products of

successive for

periods

year.

performance

equations

such a system,

any period

i, i = 1, 2, ... N, are as follows:

Reactor,

material

balance: {3.9}

Reactor,

heat balance:

(-AH}~xn

F~

Fi

o P

c'

{Ti

- T }
0

{3.10}

Heat exchanger, =

heat balances:
{3. 11}

{3.12}

Heat exchanger,

design

equations: {3.13}

{AT}~

{3.14}

The data for corresponds the

the problem

are given problem

in the Table with

3.1.

The design constraints

problem given by for

to an optimization equations

the equality

performance

above,

and the

following

inequality

constraints

each period

i = 1, 2, ... N.

{3.15} {3.16}

- KpH -

- 37 -

Vi

(3.17)

V - Vi Fi w Fi 1 0.9 Ti Ti

~ ~ ~

0 0 0

(3.18) (3.19) (3.20)

s s
~

(C~o

- C~1)/C~O

:s:

1.0

(3.21) (3.22) (3.23)

l'o

i T 1max 0

- Ti 2 TW1

s
~ ~

T~2 11.,

356

(3.24) (3.25) (3.26)

Ti

i 1 - Tw2

Ti 2 - Tw1

'1.1

The objective

function

being

minimized N

is the total

annual

cost

($Iyr),

C = 691.2

va7

873.6 A 0.6

2:)
i= 1 of

(1.76

F~ + 7.056 Fi,)

(3.27)

where

ti

corresponds

to

the

number

hours

of

operation the of

for

each

period cost of

i= 1,2,....N, in one year: the reactor and heat

The objective exchanger,

function

includes cost

investment the cooling

and the

operating

water

and recycle. i i i i V, A, C l' T l' T , T ' A 2 w2


A

There i QHE' bounds, to

are

2 + 9N 6N

variables equations with for

i i vi, F l' Fw'

(aT)~, and rise

i= 1,2,....N; for a

and N

2 + 10N different

inequality periods.

constra i nts This gives

problem of

2 + 3N the

degrees design

freedom

the design and the

problem. control

Selecting variables

as decision i i i T l' T 2' Tw2'

variables

variables

V, A.

- KpH -

- 38 -

i= 1,2,....N, given

the

sequence The

of

calculation

for

the

equations program

in

each

period of 2
+

is 3N

in Table 3.2. variables, Note

corresponding

nonlinear

consists

decision constraints. on the

6N nonlinear that

inequality

constraints

and N linear

inequality bounds

(3.15), (3.16), (3.22), (3.24) and (3.26) are simple that (3.23) is a linear inequality and the

decision

variables,

remaining

constraints

are nonlinear.

The to

problem

has

been

solved

for

five to

cases produce reaction

corresponding N different

N=1,2,3,4,5.

In each case,

the plant rates, In

is designed concentrations,

products etc. as

that

have different in Table

feed 3.1. step

rate constants, solving the at

indicated

all

the

five that (3.24)

cases, constraint are

when

subproblems its lower for

in the projection bound, all and

it is found (3.22) these and active

(3.21) is active at the their

constraints Adding

active to

upper in

bounds, Table

peri ods.

constraints were only

equations by

3.2, the variables system of

i i i T , T , T ' 1 2 w2 This

i=1,2, ...N rise to

eliminated two

ordering variables

the new

equations.

gives

decision

V and A for

the restricted

problem,

as shown

in Table 3.3.

The starting five cases. The were and zi, The method

point

given

in Table

3.1, which used

is infeasible, in the

is used for

all

initial obtained

feasible by the

points

projection-restriction with of respect violated metric obtained function

strategy to d

minimizing sum were of squares

alternately of

i=1,2, ....N,

deviations the

constraints. projection with

optimizations (Sargent

performed

using

variable were

and Murtagh, the norm

1973), and the solutions

a tolerance

of

10-2 for

of the gradient

of the objective

projected

in the constraint

space.

The optimal Table that 3.4 these for

sizes

of

the reactor

and the heat exchanger of

are presented itself

in

the five

cases.

The formulation as they

the problem

ensures for the

optimal

designs involved

are flexible, at a minimum

meet the specifications

various

products

annual cost.

- KpH -

- 39 -

The shown for d in

computing Table and zi

requirements 3.5. is Here, more it

for

finding found than

the

initial that

feasible

points

are

was

optimizing all these

alternately variables the the

efficient

considering of periods

simultaneously, more significant

particularly gains in

when

the number

is large. are

However, when

computational is applied, requirements give

requirements once for the the

achieved becomes and

projection-restriction Table steps. 3.6 gives the

strategy CPU-time and

problem

feasible. restriction

projection of the

Table

3.7

Figure 3.3 the design

a comparison with

computational the use of the

requirements decomposition decomposition size for of the

in solving scheme. strategy

problem feature

and without

A striking is that the

in the performance increases to note the only

of

the proposed with the

CPU-time

linearly

the design five-period in only problem

problem. case 31.4 sec was

It is interesting solved by

that the design proposed

problem

using

decomposition for the one-

strategy period

which

is about

the same time

required

without

using

any decomposition.

3.3 DISCUSSION

The proposed very solve amount

results

of

the

above strategy the in time. to

example for the

show design

that of

the flexible

performance chemical been only

of plants

the is to

decomposition

encouraging. the of design

In fact, problems

decomposition Chapter It solve is 5 to as be

strategy well, noted

has

appl ied

requiring in Table of of

moderate that the has

computational effort

3.7,

computational been reduced restriction time

required

the design with

problem

this

chapter

by an order of magnitude An important approximately This method since trend linear

the application

the projection-

strategy. is

in the results with the size

is that the computational of the design problem effort This is

required of

(number with to

periods).

suggests is even experience

that more

the reduction dramatic

in computational problems.

the proposed be expected,

in larger

with

different

nonlinear

programming

- KpH -

- 40 -

algorithms converging relatively desired problem

indicate to small. optimum is reduced the

that optimal

they

are

much when

more the

likely of

to

be

successful variables

in is the

solution

number reliable large

decision

Also,

it will

lead to a more since the

method

in obtaining

design

solutions,

nonlinear

programming

to a sequence

of smaller

subproblems.

Note general, algorithm Although algorithms, chapter, almost increase for

that

the

proposed not

decomposition the use

strategy of any

is

conceptually

quite

and for

does

presuppose the resulting

particular

optimization problems . NLP this with

solving

nonl inear

programming

(NLP) with

no numerical it is one clear can

experimentation from expect for with the

has been performed given at the

different of

derivations

beginning

that any

significant the

savings nonlinear in number

in computational program. of periods is The that

effort

algorithm

solving the

exponential is observed of any

in CPU-time the

increase

solving

example

problem In fact, the 3 the

without
above

decomposition
example (without problem the

typical

optimization for the

algorithm. case of 1, 2

has been solved of 1977) any for the

and using

periods

application (Powell,

decomposition optimization; solution variable compare of

strategy) requiring

Han-Powell

Algorithm

14.1sec,

126.5sec and 543.3sec

respectively

to attain when

(as against metric with

32.2sec,

176.2sec and 479.6sec algorithm). by using These

respectively

using the seem to

projection those

computational metric

results projection latter any

obtained

the variable in

algorithm was given more error

Sargent

and

Murtagh of its

(1973). stringent

although termination

general criteria -

the for

accurate tolerance. algorithm

because

From these used, the

results

it can be seen that whatever of the decomposition design

be the optimization will certainly

application in solving

strategy problems.

enhance the efficiency

the multiperiod

- KpH -

1>0'

F. .. o

v' ,

T1

CAo
T" o
T,\.

Figure 3.2:

Flowsheet

for

the Example Problem

- KpH -

- 42 -

Table

3.1:

Data for

the Example Problem

--------------------------------------------------------------------------Period i: 2 3 4 5

--------------------------------------------------------------------------(Ei/R) 555.6 23260 0.6242 167.4 32.04 45.36 389.0 1635.34 333.3 300.0 583.3 25581 0.6867 188.4 40.05 40.82 383.0 1635.34 333.3 300.0 611.1 27907 0.7491 209.3 48.06 36.29 378.0 1635.34 333.3 300.0 527.8 20930 0.5619 146.5 24.03 49.90 394.0 1635.34 333.3 300.0 500.0 18604 0.4994 125.6 32.04 54.43 400.0 1635.34 333.3 300.0 K kJ/kgmole hr -1 K

..

h:lH)~xn k i
0

i p i CAo
0

kJ/kgmole kgmole/m 3

Fi i T lmax U
'0

kgmole/hr K kJ/m K K 2 hr K

TWl

---------------------------------------------------------------------------

Starting

Point:

V A Ti 1

= =

14.16 11.15 367 328 333

m2 K K K i= 1,2, .....N

=
=

Ti 2 i Tw2

- KpH -

- 43 -

Table 3.2:

Equation Ordering in the Projection

Step

VARIABLES

14
13

x
x x x x

x x
x

10 9
11

x x x x
x

x
x

12

- KpH -

- 44 -

Table 3.3:

Equation Ordering in the Restriction

Step

.,.
V
A

VARIABLES

21 22 24
9

X X X X X X X X X X X X X X X X X X X X X X X

10 13 14 11 12

- KpH -

- 45 -

Table 3.4:

Solution

of the Example Problem

Number Periods

of N

Optimum Cost

Annual $/yr

5.318 2 3 4 5 5.318 5.318 7.915 7.915

7.562 8.417 9.513 9.262 9.095

0.980 X 10 1.010 X 10

4 4

1.042 X 104 1.096 X 10 4

1.080 X 104

Number

indicates

periods

1,2,....N

taken

together.

- KpH -

- 46 -

Table 3.5:

Computational

results

for

finding

an initial

feasible

point,

CPU- Time (OEC-20):

--------------------------------------------------------------------------Number of Periods N

Optimize all Variables Simultaneously

Optimize d

Alternatively and z

0.228 2 3 0.371 3.745 1.763 2.954

0.204 0.432 0.670 0.878 1.083

4
5

Number

indicates

periods

1,2,....N

taken

together.

- KpH -

- 47 -

Table 3.6:

Computational

results

for

the Projection-Restriction

Algorithm,

CPU-Time (DEC-20):

'" --------------------------------------------------------------------------Number of Periods N

*
Projection Restriction

Total CPU-Time DEC-20 sec

4.531 2 3 12.129 15.918 21.998 27.311

1.304 2.221 1.416 2.181 3.005

5.835 14.350 17.334 24.179 30.316

4
5

Number

indicates

periods

1,2,....N

taken together.

- KpH -

- 48 -

Table 3.7:

Computational

results for

solving the design problem,

CPU- Time (DEC-20):

Number of Periods N

Number of Decision Variables

Number of Inequal ity Constraints

Computational Time without with Decomposition

5 2

7 14 21

32.2 176.2 479.6

6.0 14.8 18.0 25.0 31.4

8 11 14 17

3 4 5

28
35

Number

indicates

periods

1,2,.... N

taken together.

- KpH -

, , ,
I

35

A ,
450
fjo.

,
I

I I

I I

c:

en

0 0

c..

E
()

300

!1
,
I

--25

<l> ~

'en
I

0
()

!::

20

<1>
0 0

,
I

I I

0'l

15

.--. 0
'n,

0
() (l)

c:

~ I

150
<1>

I I I

10
CD

rI

,
I I I

,
I

r::> n,
U
f

::> o, u
30

, ,

....... "W
2 3 4 5

Number of Periods

Figure 3.3:

Computational versus

time for

solving

the design problem

the size of

the problem

- KpH -

- 50 -

3.4 NOMENCLATURE

FOR THE NUMERICAL

EXAMPLE

PROBLEM

Heat transfer Concentration Concentration

area of the heat exchanger, of reactant of reactant of reaction in the feed

m2

stream,kgmole/m3 stream,kgmole/m3 K

in the product mixture,

(Ei/R) Fi Fi
1 FW

Heat capacity

kJ/kgmole

Ratio

of activation

energy

to gas constant,

Feed flowrate, Flowrate Flowrate

kgmole/hr kgmole/hr water, kg/hr

of the recycle, of the cooling

(aH)~xn ko N i Q HE

Heat of reaction, Arrhenius Total

kJ/kgmole for reaction, hr-1 for design, (integer)

rate constant of periods

number

considered

Heat exchanger Temperature Reaction Recycle Inlet Outlet

load, kJ/hr stream, K


K

TO
Ti
1

of feed

temperature, temperature,

Ti

TWl Tw2 (aT)~ U

temperature

of cooling

water, water, K

ternper atur e of cooling


difference,

Mean temperature Overall Reactor Reaction weighting Superscript i

heat transfer volume volume factor refers

coefficient, capacity),

kJ/m

hr K

V
Vi
(J)

(design

3 m
period i. of operation, i=1,2, ....N i, m

in the operating for the period

to the period

- KpH -

- 51 -

CHAPTER 4

OPTIMAL

PROCESS

DESIGN

UNDER

UNCERTAINTY

.'
In the that optimal design of chemical processes value to of it is very some of often the the case considerable these uncertainty parameters coefficients, addition, process the itself, exists may in the parameters. parameters or include feed physical those

For instance, such as

correspond

internal

process

transfer In to the

reaction uncertain such as

constants, parameters specifications or cost

efficiencies may in also the

properties. external utility

streams, of these or

streams, are

environmental either vary known

conditions only

data. during

The the of

values design

parameters they may

approximately during the

stage,

actually

or fluctuate chemical

operation these of must

the plant.

Hence,

in designing treated both as

an optimal having

process and

system, the effect

parameters these

have to be on

uncertain

values,

uncertainties

the optimality

and the feasibility

of operation

be considered.

To normally values resulting different for

account the

for

the that

uncertainties is used and then procedure suggested

in

the

values is to

of

these

parameters, nominal to the of in a

procedure

in practice apply lacks to

assume

some factors

the parameters, Since have this

empirical a firm account

overdesign rational for the

design. methods

basis,

a number

been

uncertainties

- KpH -

- 52 -

more

systematic that

manner.

These

methods

differ

mainly the of

in

the of

basic design

design under

strategies uncertainty and their

are postulated, well-defined. is given

since A

in principle brief review 1.

problem the

is not

different

approaches

shortcomings

in Chapter

As

mentioned

in Chapter

1, the main objective

in the problem

of optimal of

process design under uncertainty the plant

is to guarantee feasible conditions while

steady state operation

under the various different In other concern take

that may be encountered, so as to minimizing engineer values of the cost must within to select the that

meet the specifications.

words, of on

optimal
even region, order

design, the

the main parameters

a design different operation

be to ensure a given

when

bounded in

suitable to satisfy a

manipulation the

in the

the plant and

can be achieved Sargent this ('978) objective

specifications. strategy which

Grossmann tries to

have by

proposed designing

design

incorporate

a plant

flexible

enough

to accommodate strategy

the uncertainty

in the values of the

of the parameters. fact that the will control

The basic variables of

idea in this

is to take advantage the design of

can be adjusted plant, Based of as it on

to satisfy

specifications the plant itself

during that

operation remain of

the

is only

the design a

fixed.

this

strategy, of

rigorous chemical As will the one cases

mathematical plants with in by

formulation uncertainty Chapter 5,

the problem

optimal is given is more which

design in this general can

flexible

in parameter this and

values

chapter. than in

be shown presented to

formulation Sar qent

Grossmann feasibility. the case of

(1978)

fai I of

some

guarantee for the 5.

The interpretations nonlinear convex

and properties functions with

the proposed presented

formulation

are also

here, whereas in Chapter

proposed

solution

algorithms

numerical

examples

are given

- KpH -

- 53 -

4.1 MATHEMATICAL
The variables in parameter design once values

FORMULATION

in the design

problem

of

a chemical four

plant

with

uncertainty d of fixed in the

can be partitioned with

into

categories.

The vector These remain the changes

variables the design of

is associated is

the sizing and do

of the units. vary with

implemented, The vector during

not

operation of and state which also


jIo'

the plant.

z denotes

the control so as to

variables,

the values

can be chosen to minimize which process design of

the operation cost. by

meet

the specifications to the

the are

operating

The

vector

x corresponds the set of of

'variables the

determ ined

solving

equations independent Assuming

representing parameters that that

system. whose

Finally, values

a
for

is

the to

vector

in the range

are subject these

uncertainty. parameters, parameters

bounded is defined

values

are specified values

the region is given by

to contain

all possible

of these

T
where

a I aL ~ a s aU }
given lower and upper set. bounds on

(4.1)

aL

and

aU

represent

a.

We assume

that the control

variables

z lie in a compact

In consider

order the

to design

derive

the

mathematical as being

formulation, of two

it

is

convenient

to

strategy

composed

stages:

an operating

stage and a design

stage.

(1)

Operating

stage: the the

Assuming plant will for

that be all

a given operated possible

design

d has been selected, while of is to the satisfying

it is the

anticipated constraints within the

that of

optimally realizations stage

process T. Hence,

parameters for

region

the objective z which

in this

select

every

realization

E T, a control

is optimal

and feasible.

Clearly, be expressed

for as

the given an implicit

d and for function

any value of the

of

a,

the state variables

variables

can the

control

z,

from

system

of equations

of the process,

- KPH -

- 54 -

h(d,z,x,8}

= 0

x = x(d,z,8)

(4.2)

Since

the

control given

variable

should of

be

selected

so

as

to

satisfy

the

specifications

by the vector

inequality

constraints,

g(d,z,x,8)

g(d,z,x(d,z,8)'8)

=
plant

f(d,z,8)

(4.3)

the

optimal

feasible

operation

of

the

that

minimizes

the

cost

will

be

given' by the nonl inear program minimize


Z

C(d,z,8) f(d,z,8) 5 0

s.t.

(4.4)

Since

the

control

variables problem of

z lie

in a compact a cost for

set,

the

minimum which d. 8.

is attained. corresponds Moreover, cost if of

The solution to

of this

defines the for plant

function fixed

C*(d,8) of

the optimal

operation

values

the optimization operation will

is performed be given

every

realization value

8 E T, the average {C*(d,8)}.

by the expected

E
8ET basic

(2)

Design

stage:

In order

to

achieve

the

objective variable control

of

feasibility

of

operation so as to

in the region ensure to satisfy that

T of parameters, for every value

the design 8E T the

d must variable

be chosen z can be of

selected

the constraints operation


Z

in (4.4). for some

Note

that

an improper of

selection

d can lead to infeasible selection in (4.4). of the control

realizations

8 in which

case no

will order

exist to

so as to satisfy achieve the T. the

the inequality design, of the the

constraints design d

Furthermore,

in

optimal value

must

be selected C*(d,8)

so as to

minimize region

expected

optimal

cost

function

over the entire

- KpH -

- 55 -

This

strategy

can then be expressed

mathematically

as

minimize d s.t.

E
8ET

{C*(d,8)}

V
is

8 E T {

3: z (V
set

j E J [

fj(d,z,8)

5 0

J)}
of vector f.

(4.5)

where

= {1,2, .... m}

the

index

for

the

components

The

constraint of if

in (4.5) is denoted region of

as the feasibility for every this

constraint,

because

the existence if and only that for one

a If,easibility this constraint point for for the

operation

8 E T can be ensured logical constraint must

is satisfied. in the space z of

In fact, of

states

every value values

8 E T vector

par arneters, variables functions. by the

there

exlst to this with

at least

control constraint values

that

gives

rise

non-positive means that the selected

all the individual of the actual

Qualitatively, parameters,

irrespective design

taken

o.

the plant

can be operated

to satisfy

the specifications.

Since in (4.4), its final

the objective of

function optimal

in (4.5) design

is itself

determined

through

the NLP in

the problem form

under

uncertainty

can be formulated

as a two-stage programming

problem:

minimize d

8ET

E { min z
8

C(d,z,8)

f(d,z,8)

50}
f/d,z,8) 5 0

s.t.

ET

3: Z (V

j E J [

J)}
realizations

(4.6)

Note the values implicitly problem value of

that

since

there

are an infinite 8, and since

number

of

possible operation

for is in

of the parameters dependent

the optimal of for

of the plant involved

on 8, the overall This variables represents is z an

number

decision every

variables of

(4.6) the

is

infinite.

because is

value Also,

8 an optimal note that since the the

control

being infinite

chosen. set of

feasibility

constraint

constraints

- KpH -

- 56 -

inequalities problem

in (4.4) are defined

for

the

infinite

set of

values

e E T.

Therefore,

(4.6) corresponds

to a two-stage nonlinear

infinite

program (NLlP).

4.2 SIMPLIFICATION

OF THE TWO-STAGE

NLiP

The mathematical

two-stage

nonlinear of the

infinite design

program problem

in

(4.6)

that

represents poses has a

the great more (see more to

formulation

under and

uncertainty in fact

computational difficulties for numerical solution, ~. complex structure than the semi-infinite programs Hettich, tractable, approximate 1978)' which 1979). is to A first perform step in simplification over

treated

in the

literature

so as to the

make

the problem space

a discretization cost

parameter

in order

the expected reduces N

by a weighted

average

(Grossmann

and Sargent,

(4.6) to:

d.z ,Z , Z s.t.

minimize 1 2 N

2: )
i= 1 f(d},ei)

i C(d),e )

0,
Z

i = 1,2, ....N

(4.7)

V eET { 3
where finite the weights of
(J)

(V

j E J [ fj(d,Z,e)

])}
for the selected often at the the Since are not very

correspond points for

to e i

discrete E T,

probabilities

number

parameter

i=1,2, ....N.

probability design

distribution these

functions weights may

the

parameters by the

available so as to

stage,

be selected

designer

reflect

subjective

probabilities.

With finite, and the variables so as to

the above

simplification,

the number over

of

decision vector

variables design

in (4.7) is variables

since finite

optimization number of

is performed vectors to satisfy

the

d of

1 2 N z ,Z , ..... z of the

control

variables. constraints at the point

The control f{d,zi,ei) e i of ~ 0, the

zi are selected result in an

corresponding operation

optimal

feasible

- KpH -

- 57 -

parameter constraint guarantee (4.7) is

space. is still

Note imposed operation

that so for

despite as to every

this

discretization, the choice on

the the

feasibility design d to in of

restrict point

feasible a nonlinear variables

0 E T.
(NLSIP),

Thus, with

the formulation a finite number

semi-infinite

program

decision

and infinite

number

of constraints.

It (4.7),

is

interesting resulting

to

note

that of

if the

the

feasibility is

constraint equivalent

is excluded to that of

in a

the

structure

problem the plant of

deterministic the p;rameter in

multiperiod value Chapters very

problem, with

where length

operates

in each period to wi.

with As can The in

Oi, and

period

proportional design

discussed be solved

2 and 3,

this

class the

of multiperiod

problems

efficiently

with arises

projection-restriction is whether a finite

strategy. number of points for

question

that

immediately

then

O-space can be selected points, satisfied. one could design one can

so that by ensuring that of finite the

feasibility

of the design in (4.7) were

those be

guarantee

feasibility

constraint

will

If such a choice clearly solve In

number

of parameter

values

possible

problem to

(4.7) as an equivalent answer this question,

deterministic it is

multiperiod first to

problem.

order

essential it more

reformulate for analysis.

the feasibility

constraint

in (4.7) so as to

make

amenable

4.3 REFORMULATION
The logical

OF THE FEASIBILITY

CONSTRAINT

constraint

0 E T { ] z(V

j E J [

f/d,z,8)

J)}
design of is the the major source

(4.8)

which

ensures

overall difficulty

feasibility in numerical The reason

of

the solution that it

of by of

computational the NLSIP in

problem an

represented number

(4.7).

is

involves

infinite

- KpH -

- 58 -

inequality theorem

constraints provides

for

which for

feasibility

has

to

be tested.

The

following

a possibility

circumventing

this problem.

Theorem

1.

The logical

constraint

(4.8) and the max-min-max

constraint,

max BET

min z

max jEJ

(4.9)

are exactly

equivalent.

Proof:

This theorem

can be proved

in two

parts,

namely,

(4.8) ~ as given by Polak

(4.9) and (4.9) ~ and An

(4.8), (1979), and by and Halemane more direct and is

Sangiovanni-Vincentelli alternative of proof which

Grossmann given (4.9), here. the

(1981).

is simpler

By the definition

the terms apply, by

and relationships considering

used

in (4.8) and and min

following

equivalences

global

max

operators:

V
:~

BET

(V

j E J [ fj(d,z,B)

0 ])}

V V

BET

z(

max fJ.(d,z,B) jEJ

0 )}

BET

min

z
max BET min

max fJ.(d,z,B) ~ 0 } jEJ

max fJ.(d,z,B) jEJ

From

these

steps

the equivalence

of

the first

and last

relations

is established. Q.E.D.

- KpH -

- 59 -

With constraint

this

alternative design

and

equivalent

formulation

of

the as

feasibility

the optimal

problem

in (4.7) can be rewritten

d.z ,z ,....z
s.t.

minimize 1 2 N i = 1,2, ....N max eET min z max fJ.{d,z,e) jEJ (4.10)

In order constraint, values function index d, of note the is that to describe that the qualitatively inequality functions is most to likely the the significance are of the for max-min-max non-positive constraint by the given d, constraints fj{d,z,el, (to satisfied Hence, the

constraint which

j E J.

worst

be) violated, valued function (even)

and is denoted fr{d,z,e) for for

r which

corresponds

maximum this

function fr{d,z,e) for as that

z,

e.

The control to the

that

minimizes feasible

any given

e,

corresponds

most

operation

the for

worst which

constraint. the worst d. If at

Then, a critical constraint for

parameter value while variable value

eC
z

can be defined the control

'r

is maximized d, a control parameter

having

i,

for

a given

design

a design critical

can be chosen

to satisfy

the constraints

every feasible

eC,

then the design

d can be guaranteed

to have

operation

at every

e E T.
formulation the the max-min-max of constraint provides the

Note the

that

in the of of

above

possibility number

circumventing inequality a point

problem

simultaneously is that the

handling

infinite constraint

constraints.

The reason the

max-min-max likely to

determines while

eC
that

for

which

inequalities

are most

be violated, However, this

requiring

these solving

inequalities

be satisfied

at that

point.

constraint

involves min

the max-min-max

problem, (4.11)

max eET

max fJ.{d,z,e) jEJ

- KpH -

- 60 -

which

is structurally in literature

far

more

complex

than

the

min-max

problems

generally 1974). The

addressed main

(Danskin,

1967; Demyanov because of

and Malozemov, the non-differentiability associated with 1979). of this

computational

difficulty as well (Polak which

arises

of the of

rnax-min-rnax such complex it is not

functions functions under

as the difficulties

evaluation

and Sangiovanni-Vincentelli, the solution

Furthermore, subproblem is

clear

circumstances

unique, the

since

in Theorem Therfore, of it

1 global is desirable

max and min as a next constraint

operators step to

had to

be used for

pco of.

examine

the properties insight

and interpretation and understanding

the max-min-max it.

so as to gain a better

from

4.4 INTERPRETATION

AND PROPERTIES

OF THE MAX-MIN-MAX

CONSTRAINT

The problem,

max-min-max by introducing

constraint

can

be u,

written

as

a constrained

max-min

an extra variable

max BET

min z

I
point BET the value

(4.12)

It then follows

that for

a given

ydd,B)

determined

by

y(d,8)

min

z
indicates point a the extent of (Inlt eastbilltv of

u ~ fj(d,z,8l.

VjEJ
of

(4.13)

of

operation a finite Thus,

the region

design of

d for

that and be

B.

A negative value to

value indicates

Y'(d,B)

indicates

feasibility

positive

infeasibility.

the of

value operation B
C

Y'(d,B)

can

interpreted point y(d,B), BET.

be a good

measure of (in}feasibility

at the chosen maximizes which the

Since

the constraint

in (4.12) leads to a point point in the parameter

which

BC corresponds

to a critical

space for

- KpH -

- 61 -

design largest

d has either degree of

the

smallest

degree

of

feasibility

(if

ydd,8c) ~ 0), or the

infeasibility

(if JIt(d,8c) ) 0).

To which

illustrate

these

ideas

consider

the

following 8:

set

of

two

constraints

involve

one variable

z and one parameter

f1 f2

-z

8
+

z - 28 - d

2 2

s s

0 0 (4.14)

Figure 4.la corresponding feasible being

shows to

a plot d = 0.5.

of

the As

feasible

region

on

8-z

space,

for

a design of 8 the 1.5 of

can be observed with 8

in the figure,

the size

region feasible

increases at one

as 8 increases, value of

1 being

infeasible, a finite where the

single also

z. and 8 = 2 having from three Figure 4.lb

region

feasibility. region of
JIt

This

can

be observed for these

feasible

on

z-u space

is shown

different

8-values.

The value

is determined

by solving

the problem,

ydd,8)

min

z
s.t. fl f2 1

= =
s

-z

8
+

~ u
2

(4.15)

z - 28 - d 8

~ u

for that

d = 0.5 and
JIt

1 ~ 8 ~ 2, and 8 = 1.5 which

its

results

are point of

plotted of

in Figure

4.1c.

Note

= 0 for of and
JIt

has a single finite of point


JIt

feasibility. as

Also, for

negative at for Note feasible a given

values 8 = 2,

correspond positive

to

regions are

feasibility with of 8,

instance as

values

associated the with maximum

infeasibility
JIt

8 = 1.0, which also region that gets


1"

is a critical decreases

where

is attained. while that the for

monotonically From these

increasing it

expanded.

observations

is clear

- KpH -

z
J

11'-

/' r ,

21-

'<:

? ,"
~

,
2 3
1..--Z

f 11

e =

01

''1

1"

1'"

o L_----1
0.5
7' -0
I

1
(a)

-J..._..,-",.. () 2

," 7
25 ..

B = 1.5 O'~r.._f~

"
L,( . '

A
2

f2
I

..

-1

l.
U

a
- .25

~2 '1-

e
f~
(J

Of
(C) -1

(b)

Figure

4_1:

Feasible

region

and y/(d,e)

for

constraints

(4.14)

with

d=O_5

.J

1
21-

'/
~
, f 1

,.,< t<~
.' I

f 2 - {I

B =

I I
I

11

_K'
,

I I

01.---,- -L

1
(a)

-'-v~0 2

B =

1.5

"0

7"

f~,

o .. _-- ~--;-2'~
1

)w-

1
I I

()

-1
I

- 51(c)

-.

B = 2

or
-1

f,~
I

..

/'f2
7'"

\:

.
(b)

Figure 4.2:

Feasible region and tld,B)

for

constraints

l4.141 with d=1.0

- 64 -

design

d and for

any

chosen of

parameter

value

8, the

value region, of for

of

-JI'(d,8) can be

interpreted for

as a measure This region

the depth of the feasible corresponds space to

in the z-u space, the actual fixed overall of d

operation. region

the projection the z-u space

feasible and 8.

in the d-8-z-u

onto

values

To study shown given

the effect

of

changes

in d, the region

of feasibility

for plot

(4.14) is of JI' is has it it

in Figure in Figure

4.2a and 4.2b for 4.2c. By changing of and

d = 1.0, and the corresponding d from 0.5 to 1.0, overall range

feasibility Again, since

been achieved is clear from

for

all values 4.2a

8 in the specified 4.2b that of 8

1 ~ 8 ~ 2. point, specified the

Figure to Thus, the the

1 is

a critical for the for

corresponds ~ 8 ~ 2. 8 =

maximum design

value

JI'{d,8)

range point

d = 1.0, which for

is feasible range

critical

is found

to be also

feasible

the entire

1 ~ 8 ~ 2.

The

example

above

would

suggest

that

feasible critical

operation 8-point. with the

in the

design of of

can be guaranteed a single critical

by considering parameter to 8 in value

one single

The existence monotonicity example

can be associated is in fact observed this

JI'{d,8) with plot of

respect

8, which

in this may

(see the in the together

JI' versus

Figure 4.2c). observed

However, if a third

not

be true

general with

case, as is easily others

constraint

is considered

the two

in (4.14) to give:

! 1
f2 f3

= = =

-z +

z - 28

d + 2

~ ~

-z + 68 - 9d ~ ~ 2


is shown function in Figure JI' is

(4.16)

The and Figure

feasible 4.3b

region for

for

this

set the

of

constraints

4.3a in

d = 1.0, and

corresponding monotonic

shown

Figure

4.3c.

Note that

JI'(d,8) is no longer

in 8, and is in fact

non-

- KpH -

z
J

f7

u
l'

~/Y

~1,;1\ fi','-: :
'V':3
I I

B = 1

o
;A -a
I

.5

:1
( a)

'

I
I

---1~ 2 0

e =
JI_J

9/5

,1.1)
~_

01

1"-::

-1

I_~_> X
~

~ z

(c)

(J

(b)

Figure 4.3:

Feasible

region and r(d,B)

for constraints

(4.16)

with d=1.0

- 66 -

differentiable It is clear region towards to

at from

= 9/5,

and exhibits

two

local

maxima

at

= 1 and

= 2.

Figure

4.3a and Figure extreme

4.3b that

the size (depth) 1 and

of the feasible enlarged points of the

decreases the

at both point

points, There

e =

e =

2,

and gets critical points points

interior for

= 9/5. which

are in this the two

case two extreme critical

be considered

design,

are in fact about of

range

:$

:$

2.

This

observation of a set

the location nonlinear

of

can be

generalized through

for

the

case

convex

constraint

functions

the following

theorem:

Theorem 2. If the constraint are jointly convex max eET has its global polyhedral min functions in z and max jEJ fj(d,Z,e)

e,

then the problem (4.17)

f/d,z,e)

solution T = {

eC

at an extreme

point }.

of the

region

e I eL s e s eU
in three parts

Proof:

This theorem

can be proved

as follows:

Property

1.

If for then

every
~(d,z,e)

j E J, fj(d,Z,e)

is jointly

convex

in z and convex in

e,
z
and

max f.(d,z,e) jEJ J is jointly

is also jointly

e.

Proof:

Since

for

any 'd.

f.(d,z,e) J

convex

in

and

e,

the epigraph

is a convex Hence,

set, for

every

j E J. is also a convex set

Epi { fj(d,Z,e)}

jEJ (see e.g. Stoer and Witzgall,

1970; Rockefellar,

1970).

- KpH -

- 67 -

But,

n
jEJ

Epi { fj(d,Z,O)}

{y,Z,O

I I
max jEJ

y ~ f/d,Z,O)

V jEJ }

{y,Z,O

y ~ max f.(d,Z,O)} jEJ J

Epi {

Epi {

jP(d,z,O)

which

is therefore

a convex

set.

From

this

it follows

that the function

~(d,z,O)

is also jointly

convex

in z and O.

Property

2.

If ~(d,z,O) then yr(d,O)

is jointly

convex ~(d,z,O)

in z and 0, is convex in O.

= min

Proof:

Let

~(d,z,e

~(d,z

,0 3).
03,

Let 01, and Let and Since 0

e2

E T be two
1,

distinct

points 0'

that
+

are different
).

from

<). <

such that min jP(d,z,e')

03 = (,-).)

02.

yr(d,O') yr(d,e2)

= =

= =

jP(d,z

',0\

z
min (d,z,02) (d,z2,02). in z and

z
~(d,z,O) is jointly convex

0,

where

But,

min ~(d,z,03)

= ~(d,z

3,0 3),

z
and therefore, (d,z 3,0 3l.

- KpH -

- 68 -

or,

Noting

that

03

= (1-A)

+ A 02,

it is clear that

y'(d,O)

is convex

in O.

Property

3.

If JI'(d,O)

is convex

in 0, 0 of the problem

then every

local solution
JI'(d,O)

max

OET
lies at an extreme the solution point of the convex region T,

unless

is degenerate.

Proof:

Assume

that

is a non-extreme

point

of the region 01, 01


+

T.

Then

it

is

possible of 0,

to and

choose

two

distinct 0

points

in

the

neighborhood Since JI'(d,O)

o<

<

such that

= (1-A)

A 02.

is convex

in 0,

Since

is a non-degenerate max JI'(d,O)

solution (1-A)

for

the above
+

maximization

problem,

> >

JI'(d,O 1)

A JI'(d,02}

OET
Therefore, max JI'(d,O} JI'(d,O}'

OET
which is a contradiction that since 0 0 maximizes locally point the function ~(d,O). be

Hence, the assumption incorrect, and this

is a non-extreme stated above.

of the region

T must

proves

the result

- KpH -

- 69 -

Property

4.

If the region the global must unless

T is polyhedron

defined

by (4.1), (4.17) polyhedron,

solution

for

the problem

lie at a corner point (vertex) the solution is degenerate.

of this

This points

result for

is

obvious

from

the

fact and

that that

the every

vertices

are the point of

only (as these

extreme well as

a polyhedral can be

region, expressed

boundary combination to the of

interior points, hence

point)

as a convex local lie solution at

extreme and

(vertices). its global

Therefore, solution stated

any
,

problem the

(4.18).

must

a vertex

polyhedral

region

T. Thus the result

in Theorem

2 is proved.

4.5 DISCUSSION
Since Theorem of points there are a finite number to of vertices for the poiyhedron a finite for the T,

2 provides

an answer for

the question

as to whether feasibility 2 that of the if

number

can be considered T. of It

design fr om for

to ensure Theorem value of

all the points constraints are by the

in the convex,

polyhedron feasibility in the

follows

operation all

every vertices then be

eET
for.

can be guaranteed T, since Also, in since all

considering critical

design values

the will

polyhedron

parameter

accounted

(4.17) 3 of

represents Theorem number design, several provide critical

a maximization 2, there

of

a convex of This

function local

as shown for

Property

can be multipl icity critical to points. ensure

solutions

(4.17). and hence a that in optimizing of in the the next for possibly chapter every a

of it

different is

result for

indicates everyone presented of

important points.

feasibility algorithms ensure

critical

The solution procedure to

a systematic parameter point

feasibility

the

design

by explicitly

considering

them for

design.

It

should

also

be

clear

that

the

assumption

of

convexity

on

the

- KpH -

- 70 -

constraint the also critical

functions points

in Theorem at the even

2 is a sufficient of the

condition

for

the location there

of can the not by the

vertices if to

polyhedron constraint

T. Therefore,

be cases where points

non-convex vertices. Despite for deriving

functions it is clear the

are involved, that result for this will

critical always Theorem problem

correspond be

However, this

necessarily

true.

limitation,

provided solving

2
of

is

very

useful

efficient

algorithms

design

under uncertainty,

as shown

in the next chapter.

~.

- KpH -

- 71 -

CHAPTER 5

SOLUTION FOR DESIGN

ALGORITHMS UNCERTAINTY

UNDER

As

shown

in

Chapter 4,

when

solving

the

problem

of

optimal

design in order if for a

under uncertainty, to guarantee given design

it is essential

to satisfy for

the max-min-max every

constraint implies that

feasibility

of operation holds for for

e E T.
critical

This

d. feasibility be

every

parameter chapter, points

value two

then

feasibility algorithms the vertices

can

guaranteed which

every

e E T.
that the

In this critical

solution at

are presented of the

assume region

are located

polyhedral

T of

the parameters. into

These

algorithms multiperiod has already on the

transform design been

the problem- of for

design an

under uncertainty efficient

an iterative strategy

problem, presented

which

decomposition a brief discussion

in Chapter 2. of

Finally,

is presented

problems

and limitations

locating

critical

parameter

points.

- KpH -

- 72 -

5.1 ALGORITHM

1.

As j E J are

was

proved

in Theorem the critical are these then a

2, if

the

inequality must lie of

constraint at the

functions vertices in T, a of

fj' the

convex, T.

then

points finite vertices suggest

polyhedr on obtained the by

Since

there all would

number will the

vertices for

design point in

considering This

be feasible following

every for

polyhedron.

algorithm

solving

the design Step

problem: all the N vertices To = { Oi in the set of T, i=1,2, ....

~ 1 - Include

Oi is a vertex

N}

(5.1)

Step

2 - Solve

the problem

d,

minimize 1 2 N
,Z
r

CO(d) +

L)
i= 1

C(d),Oi)

s.t.

1,2,.... N

(5.2)

Oi E T

with

the projection-restriction the design

strategy,
dO.

so as to obtain

Since Oc

To

includes

all,the to the

N vertices above

of design

the

polyhedron will its also critical

T, every be

critical in

point To. it

corresponding the

dO for

included and

Therefore will

design for

dO will every

be feasible

points,

hence

be feasible

e E T.
algorithm is that the with number of vertices of N to be p.

The considered since the

drawback for design Thus,

in this

increases for

exponentially involving 2 10

the number

parameters

N = 2P. design

a problem consider

ten uncertain

parameters which would

(p = 10). lead to

problem

has to

= 1024 vertices,

- KPH -

- 73 -

an extremely suitable five). when

large the

problem number

in (5.2). of

Because is

of

this

fact,

Algorithm not

1 is only more than

parameters

small

(typically,

5.2 ALGORITHM

2.

When the number an efficient solution

of

uncertain

parameters does

is large, not have

it is desirable to consider the

to have all the

procedure

which

verticls and

explicitly of

as in Algorithm the only design. a subset The of

1, but that
following the vertices

can still algorithm

ensure is

optimality for design this in

feasibility wherein

proposed for

purpose,

are considered

the resulting Step

multiperiod

formulation.

1 - Set k = O. Choose an initial set To consisting of No vertices where No

2P.

This procedure constraint the signs

can

be

achieved by

with

small

computing Sargent

requirements, (1978), in

using which

the each

suggested is of maximized their

Grossmann individually The by

and

assuming af/aOk to

monotonicity of each of

and the

analyzing individual

gradients. f, j

gradients

constraint

functions

j=1,2, ....m, with values each of d and

respect

the parameters

Ok ,k=1,2, ....p, are

are computed analyzed. If

at initial for

z. and the signs of these gradients


constraint for function the parameter for zero the

individual

gradient if

af/aOk af/aOk choice different merged

>
of

0, the upper
the the vertex, lower bounds the the

bound bound is set

O~ is selected O~ is selected.

Ok' whereas gradients may lead is

< o

Clearly, each for To

either to finally a

possible. of vertices set noted of

Since

constraint all by

obtained vertices if the

constraints using a set

into

into It

smaller be

covering are

formulation.

should

that

constraint

functions

- KpH -

- 74 -

monotonic
maximization

in
of

the

parameters

e k'

these

vertices

wi II

correspond 1977).

to

the

individual the problem

constraint

functions

(see Grossmann,

Step 2 - Solve

minimize d, zi,i=1,2, ....Nk s.t.

(5.3)

=
dk. values

1,2, .....N

so as to obtain Step 3 - Determine vertex e i

the design

the critical

parameter

ec,k by solving

for

every

in T k: the problem

k . j/'(d ,el)

min

u ~ fj(d

. ,z,el),

(5.4)
value of

z
The vertex determined Otherwise, that gives rise to the maximum by ec,k.

is then

and is denoted proceed

If j/'(dk,ec,k)

:5 0, stop.

to Step 4.

Step 4 - Define

Tk+1

Tk

U{

ec,k },

Nk+1 =

Tk+1

I,

(5.5) set

k = k+1 and iterate

from

Step 2.

Note be feasible critical number points method for

that for

at the termination all values values. since of

of this

algorithm because

the design it will has to

will

necessarily for the

parameters, Also, the

be feasible terminate of critical in very Step good in

parameters of to of iterations be

algorithm a finite vertices

a finite

there The

are only initial

number predicted yield be

parameter by the

considered.

Grossmann only one

and Sargent iteration in

(1978) wi II often Algorithm 2 may

guesses As in

which

required.

- KpH -

- 75 -

Algorithm restriction in (5.4) they

1,

problem

(5.3)

in

Step 2

can

be Also,

solved note

with that

the the all

projection-

strategy may be of not

described have to

in Chapter

2.

minimizations vertices, case the as the

be performed

until

completion value

for in

can

stopped

when

I/' reaches
feasible

a negative is in

which by more

existence

a non-empty Algorithm 2

region

detected. general a

Thus, much

above

considerations method

will

provide 1.

efficient

of solution

than Algorithm

However,

there

are

two of

factors them

in is

Algorithm the

which of of

would

require points (5.3) in

~
further' investigation. for This design, number One which will number the parameter problem a new considered Step 2. point in turn determines at each size since

increase

iteration this

parameter small

wi II be added.

The question some of

is whether the previous

number while

can be kept adding

throughout, This

by eliminating

points

new ones. of

elimination those

can probably vertices

be performed to that the

on the basis minimum

of the value of of

1/', to
the a

remove

corresponding is clear

value value likely

1/'.
T/,

From indicates

discussions feasible for

in Chapter 4 it with

a minimum

region

the largest in the for

depth and hence most d. It should of be

to remain that no

feasible

small

changes is given

design

noted in this

theoretical and it is

justification

the

elimination good

vertices

manner, question in

to be considered it is possible to

only

as a very the the

heuristic.

A second points

is whether

determine each of it

critical individual"

parameter vertices the

Step 3 without for of l/'(d,B). the If

explicitly this were

analyzing possible,

and solving efficiency of parameters.

would

further

enhance

above

solution

strategy

when deal ing with

a large number

- KpH -

- 76 -

5.3 NUMERICAL
To example

EXAMPLES

illustrate problems

the

application

of

the

algorithm

described

above,

two

are presented

below.

Example 1.

In this outlet

example

the heat exchanger specified

network

4SP1 of Lee et al. (1970) with (see Grossmann one of and which

temperatures 1978).

as inequalities consists being of

is considered five

Sargent, jIo. is two gives

The flowsheet and another and for the two

heat exchangers, using cooling in Figure

a steam hot the

heater

a cooler as overall

water, 5.1.

and with Table 5.1 U, i

streams data

cold

streams The

shown heat with

problem.

transfer

coefficients

i=1,2, ...5, were values. so that

considered

to be the parameters then actual their consists values nominal

20% uncertainty the areas transfer Ai'

in their i=1,2, ....5

The design irrespective the 20%

problem of the around

in selecting of the heat

coefficients on the outlet

(within outlet

range

values), choice T 13

the specifications of the cooling Apart equations of from for water the

temperatures

are satisfied the steam

by suitable temperature

temperature constraints the following

T 15 and representing

equal ity

the heat balance constraints on

and design the

the network, streams

inequal ity

temperatures

various

have to be satisfied.

T3 T6 T 10 T 12 T5 T3 T8

~ ~ ~ ~

534 434 411 367 0 0.55

T 13 ~

- KPH -

- 77 -

T 11

T5 ~

0.55

T7 TS T9

T2 ~ T6 ~ T 15 ~

0.55 0.55 0.55

Among

the

above on the

constraints, outlet Table

the

first

four and the

constraints last set the and as to five of

correspond on the

to

specifi.cations temperature for design,

temperatures, 5.2 gives by by the

minimum considered

approach. which constraints set in includes the cost were as

initial

vertices of

obtained suggested the

analyzing Grossmann point so

signs

gradients (197S).

of Note

individual that this

Sargent provide

also

nominal The the

an adequate solve was this only points given in

weighting multiperiod 16.7sec was Table

function. with

CPU-time

required

to

design

problem The

projection-restriction to these five

strategy

(DEC-20). to

design for

corresponding all the that

parameter are

found

be feasible which it

32 vertices. the values of

The

results

5.3, from

is clear

I/' are non-positive

at all

the vertices,

thus ensuring

feasibility.

Note for the

that

the actual

value

of

I/' is dependent
are given

on the scaling 5.1 for

factors this

used

constraint the choice of

functions, ot these for

which scaling

in Table

problem. the

Although detection for

factors

is arbitrary,

it does not affect to determine

(inlfe as ibi litv

a given test for

design. feasibility were many

The CPU-time was only

I/'
It

the 32 vertices interesting which with

and thus to note

1S.0sec (DEC-20). with the same

is also

that

there

vertices

value

of 'l/'(d,8), are sparse problem, projection optimum

may respect

be attributed to these was of

to the fact uncertain in

that

the constraints In solving with In the

themselves this example metric the

parameters. each case

optimization algorithm design

performed and

variable

Sargent was

Murtagh with

(1973). a

this

example

solution

obtained

single

iteration

through

- KpH -

- 78 -

Algorithm may not

2, without always

the

need

for

considering

additional from

vertex

points. example

This which

be the case as can be seen

the second

follows.

,...

- KpH -

7
13 Steam

11

12 15

10

l'

Figure 5.1:

Heat exchanger

network

for

Example 1.

- KpH -

- 80 -

Table 5.1:

Data for

Example 1.

Nominal values of the uncertain U1 = U2 = U3 = U5 = U4 = 4088 Other rocess FC 1 kJ / m 2

parameters: 3066 kJ / m2 hr K

hr K

parameters: = 21912 = 27461 = 38009 kJ / hr K kJ / hr K kJ / hr K kJ / hr K Tl T4 T7 = 389 K = 333 K = 522 K

FC4 FC 7

FC 11 = 31674

T 11 = 433 K T14 = 311 K

Cost function:

145.6 i

2:
i= 1

A~6

2:) (
i= 1

18.5

F~

0.923

F~)

= 0.6, for

ca

= 0.1,

i=2,3,4,5. 1.8

Scaling factors

constraints: variables:

Bounds on control 314

T15 13

s s

355 K 556 K

534 ~ T

- KpH -

- 81 -

Table 5.2:

Parameter

values considered

for

design in Example 1.

U1

N U U L U

N U U L L

N U U L U

N N N L N

2
3

U L U L

4
5

N - Nominal,

L - Lower

bound

U - Upper bound

- KpH -

- 82 -

Table 5.3:

Results for

Example 1.

(a)

Heat exchange areas, m

2
cost, $/yr

30.8 CPU-Time

62.2 (DEC-20) for

45.58 obtaining

3.9 the design

2.9

11758

using the projection-restriction

strategy:

16.7sec

(b)

Test for

feasibility

at the vertices: Number of 24 Nominal 4 4 Point 20-23 16-19 vertices Vertex number, v

r(d,e) 0.0 -0.679 -2.452 -3.775

0-15, 24-31

CPU-Time

(DEC-20) for y-(d,e)

testing

feasibility 18.0sec

and determining

at the vertices:

Vertex

number V =

given i (2)5-i

by: =

2:
i= 1

(T

(T

0, 1,

if if

U. = U~
I

U. = U~
I

- KpH -

- 83 -

Example 2.

Figure 5.2 exchanger, the problem

shows

the

flowsheet a first-order in Table are: stream 5.4.

consisting exothermic

of

reactor

and

heat which have the of

used to data in their of the

handle is given values feed

reaction

A ~ S, for considered ( 10%); (ii) to

The parameters feed flow rate the

uncertainty temperature

(i) F0' the (2%);

To'

co o lirrq water overall heat

..

(ill) rate

Tw1'

inlet

temperature

(3%); (iv) k , the Arrhenius R transfer coefficient three for the

constant

( 10%); and (v) U, the Among these five while The of the

cooler( 10%). with inlet streams of

parameters, the latter

the first two

are associated to internal less

to the units process.

correspond to

parameters than

the

conversion reactor problem exchanger

is specified be lower in

be not the

90%, and the temperature upper sizes bound, for 389K. the reactor The

must

than selecting

specified the optimal

design heat

consists

and

so that the specifications T l' T 2' Tw2' The material and heat and be in Figure

can be satisfied 5.2, irrespective

by suitable of the

choice

of the of

temperatures

actual

values

the parameters. for the reactor problem, to

and heat balance represent to the

equations the equality

and design constraints (3.9)-(3.14). following

equations of the

exchanger similar are

design

are

equations by the

Other inequality

specifications constraints:

satisfied

expressed

(a) (b) (c) (d) (e) Tl

~ ~ ~ ~ ~

V 0.90 389 0 0

(CAo

--CA1)

I CAo
333 - T 2

Tw2 - TW1

- KpH -

- 84 -

(f)

(g)

The three in

initial

set

of

parameter by analyzing

points the

consists gradient to of

of

the

nominal

point

and

vertices, 5.5a.

obtained The

the constraints, four points of is

as given given in

Table

design

corresponding to

these for

Table

5.6a.

This

design

is found

be infeasible

eight of

the thirty-two for these eight eight vertex in is

vertices vertices. vertices, points Table

as indicated Since one the

in Table value them of

5.6b by the positive

values same the

Y'
for

Y'

is found to new

to

be the to

all these set of

among for the the 5.7b.

is chosen This design

be added set of in by

initial points

considered 5.5b for and all

design. resulting

parameter Table 5.7a. the

is given design of

shown

This

feasible given factors illustrates achieve Again, value sparse solve Step 2

32 vertices Here again,

as shown these

non-positive correspond problem. as

values

Y'

in Table given the

values

of of

Y'

to the scaling This example to

in Table 5.4 for need of to analyze

the

constraints

the

the for

max-min-max the there specified are to

constraint range of

a means

feasibility as in the

operation

parameter having the the

values. same are

previous

example,

many the fact

vertices that

of with the of

Y'(d,8), which respect multiperiod' Algorithm time

can be attributed

constraints

to the parameters. design 2. taken As to problem can test be for

Note that with seen

it took

9.2sec and 12.8sec to respectively, and 5.7, in the It

4 and from

5 periods Tables was 5.6

computational 65.8sec took

feasibility

comparatively through Algorithm solution, problem.

large 2.

and 73.9sec of

respectively

in the two

iterations

a total

161.7 sec (DEC-20) for considering performed (1973). the size using

obtaining

the complete of this

which The of

is quite

moderate, were

and complexity metric

optimizations Sargent

the variable

projection

algorithm

and Murtagh

- KpH -

- 85 -

Finally, of weighting

the

sensitivity (in the

of

the solution

with

respect was

to

different for this

choices problem. different from this

factors

objective for

function) this

tested

Table 5.8 gives weighting table, the

the results
wi

obtained the

design

problem As can

by taking be seen

factors volume heat

in the

objective is

function. not dependent annual

of

reactor

on the varies

weighting within

factors,

whereas

the

transfer It for that

area and the is to be

cost

11.5% and
not It since get is in the of

5.7%

respectively. affected
w

noted changes seem

that

the

design

does factors.

considerably only this ~hen

moderate

in the

weighting

1.0
of

the variations

to be quite

substantial, point. the the

case most design design

the weighting depends

is given on these

to the nominal weighting This is

Although feasibility

actual the

solution is

factors, because

always

guaranteed. parameter of

constraints and

corresponding it

to the critical

points

are satisfied function However, optimized for for

at the solution, that this

is only. through affect not unlike the

the sensitivity optimum the

the objective solution. has been

the weighting sensitivity is

factors usually points, value.

design design

large

since

several a single

parameter parameter

the common

practice

which

is to optimize

- KpH -

..

'

cAl "

Figure 5,2:

Reactor

- Heat Exchanger System for

Example 2.

)
- KpH -

- 87 -

Table

5.4:

Data for

Example

Nominal

values kR Fo

of

uncertain hr

parameters: -1 U To = 1635 333 kJ/m2 K hr K

= 0.6242 = 45.36 = 300

kgmole/hr K

~
TW1 Other process E/R CAo Cost function:

parameters: = 555.6 = 32.04 K kgmole/m 3 -.6.H rxn = 23260 = 167.4 kJ/kgmole kJ/kgmole

Cp

691.2

va
)

N 7
+

873.6

A 0.6

~)
i= 1

( 1.76

Fi W

7.056

F~ )

w
ca

1 0

O. = w,
= 0.5, for

= (1

- wO)/(N-1l.

i=2,3, ....N for the nominal point)

(weighting constraints: (b). 100.0; variables

factor

Scaling

factors

(a) 3.531; Bounds on control

(c) 1.8;

(d),(e),(f),(g) Starting
A

18.0

Point = = = = = 7.09 11.15 367 333 350 m3 m2 K K K

V A 311 311 30 1 ~ ~ T1 T2 ~ ~ 389 K 389 K 355 K T1 T2 Tw2

T w2 ~

- KpH -

- 88 -

Table 5.5:

Parameter values considered

for

design in Example 2.

N 2 L U U L

N U L L L

N L U U U

N L U U U

N L U L U

3 4
5

(a) Initial set of points: (b) Second set of points:

(1), (2), (3), (4) (1), (2), (3), (4), (5)

N - Nominal,

L - Lower

bound,

U - Upper bound

- KpH -

- 89 -

Table 5.6:

Results for

Example 2, First iteration

with

Algorithm

2.

(a)

Design obtained

for

parameter

points

given in Table 5.5a Cost: 10820 $/yr

~ 3 V = 5.3 m ,
CPU-Time (DEC-20) for

A = 10.5 m2 obtaining the design strategy: 9.2sec

using the projection-restriction

(b)

Test for ~

feasibility

at the vertices: Number of vertices 8 Nominal 16 8 testing feasibility 65.8sec Point 0-3, 8-11, 20-23, 16-19, 24-27 28-31 Vertex 4-7, number, 12-15 v

+ 1.280

0.0 0.0 -1.151 CPU-Time (DEC-20) for y,,(d,8)

and determining

at the vertices:

Vertex

number

given

by:

L
i= 1 8 2

(Ji (2)5-i

(J

0, 1,

if if

8. = 8~
I I

8. = 8~
I I

81

k , R

U,

83

F0

84

== To'

Tw1

- KpH -

- 90 -

Table 5.7:

Results for

Example 2, Second iteration

with Algorithm 2.

(a)

Design obtained for 3 V = 6.5 m ,


A

parameter points given in Table 5. A = obtaining strategy:

;~t~2
using 12.8sec

IO~(J2
Co st: oI!'e i i 0 $/yr

CPU-Time

,..

(DEC-20) for

the design

the projecti on-restriction

(b)

Test for

feasibility

at the vertices: Number of vertices Vertex 4-7. Point 0-3, 8-11. 20-23. 28-31 number, 12-15 v

y(d,8) 0.0 -1.220 -1.220 -2.323

8
Nominal 16

16-19. 24-27

CPU-Time (DEC-20) for testing feasibility and determining y{d.8) at the vertices: 73.9sec

Vertex

number

given

by:

v =

2:
i= 1

a i (2)5-i

a =

O.
1,

if if

8. = 8~
r r

8. = 8~
r r

- KpH -

- 91 -

Table 5.8:

Results of Example 2, for

different

choices

of weighting

factors

ca

Annual

Cost,

$/yr

.-

0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

6.5 6.5 6.5 6.5 6.5 6.5 6.5 6.5 6.5 6.5 6.5

10.22 10.13 10.02 9.91 9.79 9.66 9.51 9.35 9.14 8.86 8.11

11396 11302 11206 11108 11007 10902 10793 10678 10553 10409 10160

Waighting
ta

factors (Nominal
w )

for

the vertices:

1 = wO;

Point)

wi

.= (1 - 0/ (N-1)'
of periods

i=2,3, .... N
considered N

Number

5.

- KpH -

- 92 -

5.4 DISCUSSION
It obtained the is by

ON LOCATING

THE CRITICAL

PARAMETER

POINTS

interesting considering of if this

to

see only

that those

in the

first

example that were As

the

design

solution by

is

vertices

indicated pointed with of

analyzing earlier to in the

gradients 5.2,

individual the

constraint functions

functions. are to the

out

Section

constraint

monotonic

respect

parameters, constraint evident right

procedure

corresponds

maximization '978).

the individual it is clearly lead to the

functions from

(see Grossmann 2 above points these Example a means that

and Sargent,

However, always

..

Example parameters

such procedure

cannot for

set of of

required

to be considered points this

design. the

The only max-minthe for maxthe

method

characterizing Thus, as

parameter

is by analyzing need for of

max constraint. min-max specified design constraint range strategy,

2 illustrates to achieve

analyzing operation

feasibility this

of

parameter

values.

To understand set of three

aspect

in the overall

consider

the following

Iinear constraints:

f, f2 f3

= = =

-z, -z2 z,

38, 8, z2 8.

8 38

s
~
8 2

0 0 - d i= ',2.

8,

2,

(5.6)

Since of in the initial 8, the

these point

constraint chosen of

functions for

are linear,

their

gradients they be

are independent are monotonic performed functions and 8 3 by get

such calculations; each of these that

and since can

maximization these gradients. three

functions the three

analyzing maximized respectively.

It different

is clear

constraint 82 = [1,2] which

at the

vertices to the

8' = [2,' procedure

J.

= [1,1] on

Therefore, of of

according

is based

solely

maximization form this the set

individual parameter

constraint points designs to

functions, be considered may

these for

three design.

vertices

would that by

The fact below

procedure

can lead to

that

be infeasible

is shown

- KpH -

7
02=[1,2]

~, 6

,1 ~
.

0 '04=[2,2]

5 4

tp

= +1/3

~ ''\j
~
.I

G
01 = [2,1]

.~i' . ) ;, "
83=[1.1]

~ = -

1/3

Figure 5.3:

Feasible

Region for

the constraints

in (5.6) for

d = 3.

- KpH -

7
82:[1,2]

l/J = - 1/3
84:[2,2] .\

' .,,/

-I

J.

'I

I}

'",

. )

() 1 ~
.j

[2,1]

83 = [ 1,1] ~ = - 2/3

= -1/3

Figure 5.4:

Feasible

Region for

the constraints

in (5.6) for

4.

- KpH -

- 95 -

analyzing which design given

the

max-min-max the value

constraint of
ljI - the

for

the above of for

set of

design for

constraints, any given value 8 is

determines d. For by
ljI(d,8)

measure of
ljI(d,8)

(in)feasibility any

a design

d. the

value

parameter

min

z
s.t. f, f2 f3 = = = -z, -z2 z,
+ 381

82

81 + 382 - 8 2 - d

+ z2 - 8,

s s s

u u u (5.7)

Figure 5.3 (5.6), with given for

gives

a plot

of

the

feasible

region of

for

the

set

of from

constraints

in

a design each of

d = 3, wherein the four vertex

the values points of

obtained

(5.7) are also Since the

the

parameter-space. the critical. The values point,

constraint must

functions

are linear as shown

and hence in Theorem is note three for the in

convex, 4.2. critical

parameter of

points 5.3 its

lie at a vertex, indicate at be this

ljI in Figure

therefore maximum found to

that vertex.

84 = [2,2] Also for the

since the

v
2

attains

Figure 5.3 that 8' = [2,'

design 8

d = 3 is and

feasible it

vertices the

r ,
the of

= [',2]

83 = [1,1], the well, vertex

whereas - [2,2]. 84 -

is infeasible To make the

critical feasible and the value the points

parameter for value of

point critical
ljI

- namely point the as four from a

design region

consider

d = 4. The shown

feasible

for

vertices

are again that of the

in Figure 5.4 for is just feasible for of the all

this for

d = 4. It is clear point,

,
Figure 5.4 finite Thus, values, every design critical in the the whereas region by it feasibility the to exists feasibility guarantee other parameter critical of the space.

ensuring is

the

design

for

parameter design for

possible

overall range.

feasibility

parameter

value within

the specified

In

order of

to

gain

some

further

insight functions

as will

to

why

in

some

cases

the

maximization

individual

constraint

lead to the correct

critical

- KpH -

- 96 -

points, is

assume for

that the to

for

all

eET

the

same

common follows

(single) that

set the

of

values

selected

control

variables.

It then

max-min-max

constraint

reduces

max eET which is equivalent to

max fj(d,z,e) jEJ

(5.8)
- j fj(d,Z,e )

max eiET

0,

V jE
to

J.

Thus and

if

for

the for of

design all

design

d. it is possible some of will the

select

a control points

z.

feasible by

common

e E T,

then

parameter

predicted (critical that

maximization predicted different maintain functions a very design.

individual

constraints

correspond However, for it

to those is clear

points)

by the controls

max-min-max z may

constraint.

in general of

have to be selected maximization

different of the although points

realizations individual it usually

to

feasibility. cannot good always for

Therefore,

constraint provides for

lead to the critical an initial set of

points,

guess

parameter

to be considered

Another determine

interesting

question under which

about only

locating

the

critical

points

is

to

the conditions for gives

to be considered of yr(d,e) in

design. rise to

a single
out earlier point

critical

point would

suffice

As pointed a single

in Chapter in the space

4, monotonicity of parameters, the property functions of linear

critical

as is also of are

the case in the example of the

given to

above

in (5.6). when applied

Although the for

monotonicity nonlinear,

I/' is difficult
following

establish can be

constraint the case

analysis

constraint

functions.

- KpH -

- 97 -

Suppose are expressed

that as:

for

a given

design

d, the

set

of

/ i near constraint

functions

c.
J

0,

j=1,2, ....m

(5.9)

The critical

point

Oc is given

by the solution

to the problem:

max

min u

(5.10)

ET
s.t. f.
J

z =
+

c.
J

u,

j= 1,2, ....m

Assume

that

for

any 0 E T the problem

y'(d,O)

min u
Z

(5.11 )

s.t.

f.

c.
J

u,

j= 1,2,....m

has the same set of active constraints The gives Kuhn-Tucker conditions

(e.g. the first for the above

r, r ;5; rn), minimization problem then

(a)

LA. j= 1
r

J
nz b , jk k = 1,2,....nz nz a'k Ok
+

(b)

LL A.
j =1 k=1

(5.12)

(c)

k=1

k=1

jk

zk

c.

j= 1,2,....m

- KpH -

- 98 -

Since

the value

of u at the minimum

determines

1/'. it follows

that

(5.13)

From design values

this d. of

expression Note the that

it is clear in (5.12)

that the

I/'(d.8) is monotonic active constraints obtained

in are

8. for

the chosen by the (al.tb)

determined the subset

multipliers there S rn. are a

A which j

are in turn

from

in (5.12). and

Since r

multipliers necessary

since

AI' and nz + 1 equations for be: to having the


+

in (5.12a.b). same set of a the

condition 8 E T would would be

constraints necessary multipliers Furthermore. then under to these these

to be active and sufficient

for

every

m S nz have by for the the

1. In general. of all

condition uniquely k,

values

A (j=1.2 ....rn) j if for every

determined

system

(5.12). j. and

sign(.31/'/.38 ) = sign(a ) k jk at the of point

some by

constraints max I/'(d.8). with

constraints conditions

are maximized the maximization points.

defined

individual

constraints

respect

8 would

lead to the critical

To The three is

illustrate to

these

ideas

consider

the

set

of

constraints

given

by that

(5.6). the I/'

solution

(5.12 a.b) are active

yields for

A 1 = A2 = A3 = +1/3. Furthermore. 2 - d). of from

indicating

constraints as

all 8. 1
+

(5.13) the value that I/'(d.8) critical is point

for

obtained

I/'(d.8) = 1/3 ( 8

indicating

indeed given

monotonic by 8

in 8. and that Again. there

maximization of

I/' results

in the

4 = [2.2].
whereas

the signs is no

the gradients

.3,/1/.381

and

.31/'1.382 are both


this condition. of From I/' with this it

positive. Therefore. the

constraint of

in (5.6) that relating

satisfies

in general of

there the why right

is no way individual the

the monotonicity functions fj .

monotonicity also not here.

constraint of

should does note

be clear the

maximization parameter of active

individual It

constraint is also

functions to

predict that

critical the set

values. constraints

important

in general

would

depend

on the

- KpH -

- 99 -

design depend

d, from on the

which

it follows d. is as

that the monotonicity m

of

y(d,8)

may very in as the set

well of in is

design

when not can

> nz

1. in

For 8

instance, for d = 1, for

constraints Figure 4.3c. monotonic

(4.16),

monotonic be seen

shown

However, in 8.

from

Figure 5.5,

d = 0.5,

Unfortunately, restrictive functions. for to be

the

analysis for

presented the does

above case some

would of

seem nonlinear

to

be

too

applicable the

general provide

constraint

However, of this

analysis which

insight it

on the condition be worth to

'" monotonicity
further

y(d,8), point.

might

suggest

that

would

investigate

- KpH -

z
3r f~ /.

,
2~U
f2

2 I-

1~

/~-/

h
I I ,
I

0
u

1 "\.

0'

~A

, ()

2r 1

fl.

( a)
A iJ

V. \ 2
'"

3r
2 1

e =

1.5

0 3
~u
4

-,

I
I
/

3 2

01

e =
2
I ~ ()

1
(c)

lL:

1""-

2
(b)

Figure 5.5:

Feasible

region

and ,(d,8l for d 0.5

the constraints

(4.16)

with

- 101 -

5.5 NOMENCLATURE

FOR THE NUMERICAL

EXAMPLE

PROBLEMS

Heat transfer Annual cost, Concentration Concentration Heat capacity (EfR)

area of the heat exchanger, $fyr of reactant of reactant of reaction in the feed

m2 kgmolefm3 kgmolefm3

stream,

in the product mixture,

stream, K

kJfkgmole

Ratio of activation Feed flowrate, Flowrate Flowrate Flowrate

energy

to gas constant,

kgmolefhr kgmolefhr kgfhr water, kgfhr

of recycle, of steam, of cooling

Heat capacity

flowrate,

kJfhr K

Heat of reaction, Reaction Total

kJfkgmole hr-1 considered K for design, (integer)

rate constant, of vertices of feed

number

Temperature Reaction Recycle

stream, K K i, K water,

temperature, temperature,

Temperature Temperature (subscript

of stream of cooling

K 2 - outlet) kJfm2

1 - inlet,

subscript

u u'
V

Overall Reactor Reaction

heat transfer volume volume, factor

coefficient, capacity),

hr K

(design m

m3

V
(J)

3
to vertex i. i= 1,2,....N

weighting i refers

corresponding i (period

Superscript

to the vertex

of operation),

- KpH -

- 102 -

CHAPTER 6

CONCLUSIONS AND RECOMMENDATION FOR FURTHER RESEARCH

The studied and yet

problem

of

optimal In order

design

of

flexible for

chemical

plants

has

been

in this meet to plant. design and

thesis. the

to account

changes

in operating procedures optimal of

conditions have been of a in

design the

specifications, required that

systematic in the

proposed chemical optimal problem formulation

introduce It of the is

flexibility

design

shown

there

can be two the

classes

problems multiperiod The

flexible problem

chemical of

plants

deterministic

design for

under both

uncertainty. classes of

problem have

and solution

strategies

these

problems

been discussed.

- KpH -

- 103 -

6.1 DETERMINISTIC

MUL TIPERIOD

PROBLEM

If the operating of optimal This design leads wherein of

conditions be

are given by

as a discrete using with the

sequence,

the problem

can to

formulated

deterministic

multi period

model.

a nonlinear the main

program

block-diagonal structure in the


difficulty It is arises shown to because that of a

constraints, large number

computational involved. applied

decision

variables cannot be

existing this on a

decomposition problem. A

techniques new

effectively

circumvent here, the based

decomposition scheme has been proposed strategy which


exploits that very many The to with effectively inequality

projection-restriction
structure active at of

mathematical become

the problem

and the fact design solution.

constraints of this

an optimum strategy effort

performance show this that

projectiongains relationship the size in

restriction computational between (number the effect The results time with

has can

been be of

analyzed achieved the

significant The

technique.

the of

performance of

projection-restriction problem constraints show being solved

strategy

and

periods) of of having

the design active

is discussed, is clearly

wherein shown.

many

at the solution a linear increase to note

the numerical of

example

in computational that the proposed type of

the number scheme algorithm quite

periods. not solving in its

It is interesting presuppose the

decomposition optimization conceptually discussed.

does for

the use of

any particular problem, design

nonlinear for

programming the type of

and is

general

application

problems

As dependent at the

is

shown,

the

efficacy of

of

the

proposed constraints

decomposition that actually this

technique become

is

on the number design

inequality

active

optimum of the

solution. since

It should it

be noted

that

is not a serious in design that

limitation many of this

technique, constraints

is a common become

observation

inequality

do in fact

active

at the optimum technique in a very

solution exploits efficient

a design additional

problem. feature

On the other of the design

hand, the decomposition problem, thus resulting

solution

strategy.

- KPH -

- 104 -

It is mentioned for One a successful of them The function violations, and control the is

that

there

are two

important

questions

to

be considered strategy. for the the

implementation the problem method

of the proposed of finding for design this an

projection-restriction initial feasible consists in point

problem. objective constraint the does design

proposed

purpose

replacing

in the original and solving variables. problem well to

problem

by the sum of squares alternatively to size, be very with efficient

of the to it

it by optimizing This is found

respect since

decompose that

a manageable

and handles

an objective

functjpn

is relatively

behaved.

The variables

second in the of

question restriction

is

concerned by of of using

with the

a procedure active

for

eliminating for

the

step,

constraints, This so that

reducing the

the number selection system which of of

decision

variables set

the nonlinear new control

program.

involves

an appropriate equations

variables a procedure

the resulting

is solvable.

Here again, also

has been proposed, context of selection

is in fact

shown

to be applicable

in the general

of decision

variables

and detection of redundancy

in rectangular

systems.

6.2 DESIGN UNDER UNCERTAINTY

When approximately design such

the or

values they

of

some

of vary

the or

parameters fluctuate

are during for

either the this

known operation, uncertainty knowledge

only the in of of is the

actually

problem parameters.

has t Since

be formulated it is usually for that these the where

so as to difficult parameters, range the of

account to obtain before for

a prior

the probability a design, available. bounds limits it is

distribution assumed

the implementation these parameters is known,

values

However, on these

in cases

probability be obtained from

distribution

parameter values which

values

may

as appropriate such data.

confidence

for

these

can be determined

Having

fixed

the

range

of

values

for

these

parameters,

which

are

- KpH -

- 105 -

assumed can value

to be independent, feasible

the objective state That is,

is to propose of the

a design plant for with

strategy every the

that such

guarantee of these

steady

operations the plant

parameters. depending

is designed of these

required {within to meet which nonlinear

flexibility, the given the

so that bounds}

on the actual of A the plant rigorous been

values

parameters adjusted formulation

the operation

can be suitably mathematical

design

specifications. this design wherein strategy

represents infinite

has

shown

to

be a two-stage

program,

optimization satisfy

is to be performed the constraints bounded annual cost for

on the set of design every possible region, To value while

and c.9ntrol of the

variables

so as to within the value for

parameters the of

specified of the

polyhedral function. of the

minimizing feasibility logical ensures

expected the design is

guarantee a

every

possible in the value

realization This

parameters,

constraint that for during

incorporated allowable operation,

problem. of the values

feasibility that

constraint may be can

every the

parameters of control

encountered be chosen

appropriate

variables

so as to satisfy

the design

constraints.

The because constraints

main of the

computational infinite By

difficulty of

with variables

the

above an of

formulation infinite

arises of and

number selecting value

and set

number values

involved.

a discrete the cost

parameter

approximating the the number problem of

the expected control of an

of

function to

by a weighted be finite. an

average,

variables infinite has

can be reduced of

To circumvent for the

number been

constraints, which

equivalence to to

feasibility constraint. obtaining problem. properties

constraint This a

established, constraint of

leads proved

a max-min-max be very of useful in

max-min-max

has also the

deeper

understanding

feasibility obtained

aspect from

the

design of the

The following

are the main

results

an analysis

of the rnax-rnin-max

constraint

in relation

to the design

problem .

It is shown max-min-max operation.

that

for

a given

design

and a fixed

parameter

value, of

the the

problem

provides

a measure of (in)feasibility

- KpH -

- 106 -

critical

parameter for

value

corresponds

to

the of

smallest

degree

of

feasibility

operation,

or the largest

degree

infeasibility.

In general that must

there

can be more for

than

a single in order

critical

parameter

value

be considered

design,

to ensure

feasibility.

If

the

constraints

are

convex the critical


region

points

must

lie

at

the

vertices of the polyhedral

of parameters.

Base'

.on

these of

results

an algorithm uncertainty would

has been into

proposed an iterative to

which

transforms

the

problem problem, distinct solution

design

under

multiperiod the plant

design with a

wherein value

each period

correspond

operating

of the parameters.

The proposed by two

algorithm example

leads to an efficient

procedure,

as has been shown

problems.

6.3 RECOMMENDATIONS

FOR FURTHER RESEARCH

In the constraints uncoupled fact there

formulation have been

of

the

deterministic
to

multi period design problem the


in the design variables, periods. variables block-diagonal but If in in

considered and control of

be coupled among

in the state is a

variables

the different these

subset the

constraints will then

interconnecting have the the a

different structure strategy coupled design coupling render

periods, in the

problem

bordered

constraints. be control recover needs

However, if in

proposed linking

projection-restriction only a few as of can its also

could state variables

still and to

applicable variables the further

constraints these can

occur,

as then

be treated problem which

block-diagonal work so as to

structure. devise while

This a scheme still work

constraints the

projection-restriction as a promising solution of

strategy

applicable,

maintaining is required of

efficiency for

procedure. the

Additional

a theoretical

investigation on strategy.

convergence be noted

properties here, that

the proposed (1973) has

projection-restricti

It should

Ritter

- KpH -

- 107 -

presented to Iinear

a proof

for

his version

of the decomposition further numerical

technique

when applied with the this 1982). the

constraints.

Regarding strategy,

experience

projection-restriction strategy Such has been

a general of

computer

program

incorporating (Avidan,

the will of

objective certainly the

a Master's for

thesis further so

project

a capability refinements the more

be useful

investigations make it with

into

possible also for

proposed

strategy

as to

applicable coupling

general

case of

multiperiod

design

problems

constraints. ~. tn the problem the factors in the

of optimal proposed

design

with

uncertain AlgorHhm

parameter 2 that build-up

values, requires

one of further

solution

investigation of of parameters Algorithm iteration

is the question to 2. It of value the in

of avoiding for that the

the cumulative multiperiod could

of the number in Step 2 at of

be considered is suggested

design

problem by

this

be achieved point,

removing

every

Algorithm

2, at least

one parameter a parameter most would likely

on the basis

the minimum region small having changes

of jt'(d,81. which largest design. of depth This

indicates

value with to remain to be

a feasible for good

and hence procedure efficient for in this the

feasible a very

seem

heuristic, which Further limitations

in the absence guarantee is

a more

and theoretically entire range to of study

valid parameter the

approach values. and

can still

feasibility needed

investigation of this

direction,

scope

approach.

As efficient number value given that could of

for

Step 3 of for

Algorithm solving is involved.

2, it would the

be desirable

to

devise when

a more a large the

procedure of parameters

max-min-max Note that in the for

problem proposed vertex to

algorithm point the

jt'(d,8)

has to region jt'(d,8). quite

be determined of the

explicitly space,

every

in the vertex points

polyhedral maximizes become since

parameter this as

in order locating of

find

Therefore, inefficient

approach the

for

the critical

number of vertices

uncertain increases

parameters exponentially.

increases,

the corresponding

number

- KpH -

- 108 -

One

possible

solution

strategy analysis along for the for of

would

be

to

linearize linear

the

constraints to determine for bounding However, nonlinear

and the the to case

perform critical value make would work.

a parametric parameter of this

the resulting

program procedure

points,

with error

an appropriate in the above

I/' to account
a valid to

linearization. in the

procedure

finding which

critical would

points require

seem

be a nontrivial

task

considerable

research

Note independentlv design

that of

the one

uncertain another,

parameters both in the

are

considered

to

be

varying of the

mathematical

formulation

problem

in Chapter It should

4, as well

as in presenting out here, that quite

the solution

algorithms programming even when

in Chapter formulation

5.

be pointed

the two-stage

given

in Chapter

4 is in fact

general, (through

and is valid their

the parameter Also, the

variations idea case

are linearly of of the

constrained

interdependence). can if indeed be

basic the be

proposed

solution parameter the the

algorithm variations, points to

appl icabl e for procedure Algorithm points of can

interdependent for would locating involve

a suitable of

developed this

critical ability

in. Step 3

2.

However,

identify

the .extreme it would for the

the constrained to locate

convex the critical

region points

of parameters, through

and in general solution

be desirable max-min-max

a complete

problem.

It constraint points region the the

is

also

important is only vertices

to

note

that

the

assumption for

of the

convexity location polyhedral would of

of

the

functions be at the

a sufficient (extreme

condition points) of

critical (convex) relax

to

the given condition

in the parameter of of

space. of of points

In fact, the the

a weaker

be to

assumption condition

convexity convexity

constraint feasible

functions, region.

and Also,

instead since

impose in the be

nonconvex desirable constraint.

case the critical to devise However, a

may not for

correspond

to vertices, the

it would

procedure

solving

explicitly

max-min-max that it can

the complexity

of this

constraint,

and the fact

- KpH -

- 109 -

lead to a nondifferentiable to make it very case. difficult to

problem

with

multiple

local

solutions procedure

would valid

appear for the

have an efficient

solution

general

- KpH -

- 110 -

6.4 CONCLUSIONS

This research work

has resulted

in the following Process

contributions Design:

to

the area of Computer-Aided

Chemical

A systematic of chemical

approach plants,

for that

introducing is more

flexibility rational

in optimal than other

design existing

approaches.

very

efficient strategy

decomposition for solving

scheme multiperiod

based design effort.

on

projectionwhich

restriction results

problems,

in significant

gains in computational

rigorous with

mathematical uncertainty and properties

formulation in

for

the

problem for

of

optimal its

design

parameter

values,

which

interpretation

have been investigated.

An

efficient

strategy that 'results

for

solving

the which

problem

of

design

under to be

uncertainty both feasible

in designs

can be guaranteed

and optimal.

A procedure variables problems tearing in of

for

detection

of

redundancy

and selection so of as to

of

decision the using

process

design in

computations, solving systems

avoid

singularity,

equations

procedure.

- KpH -

- 111 -

APPENDIX

SELECTION IN
",.

OF

DECISION DESIGN

AND

TORN

VARIABLES

PROCESS

COMPUTATIONS

One of solution has been solving are in of

the sparse

main

requirements of

of

chemical algebraic the state

process

computations For

is the it by

systems

nonlinear 2 that

equations. variables

instance,

mentioned set of

in Chapter equations

are determined system,

the

representing Also, in

the chemical Step 3 of

process the

which

general

nonlinear. constraints system

projection-restriction equality constraints of it is so

strategy, as to

the active a new

are added of has equations, to be

to the set of for which

define

a selection case,

decision in fact

variables possible it is

(control that there

variables) are more the

obtained. than there

In this

equations

are variables. can have larger also

and therefore handle degrees number for such of of

desirable

that

procedure often of

being these

developed systems

situations. freedom

However, since the

very

several than the

number In

variables to to of

is usually derive identify

independent rectangular determine suitable

equations. systems, the number of

order

a solution redundant of the the

procedure

these to a of

it is necessary of degrees variables,

equations in order and to select

freedom so that

system,

set

decision

resulting

square

system

- KpH -

- 112 -

equations applicable design

is not

solvable. only to

This the

Appendix

presents

such strategy,

a procedure but also

which to

is

projection-restriction

general

computations.

A.1 INTRODUCTION

In formulating that into arise in process of

a solution design

procedure computations,

for the

systems set of of of

of

algebraic

equations

variables

is partitioned The state any fixed

a vector are

decision

variables by solving

and a vector the system

state

variables. for

variables values of

calculated

equations either

decision

variables.

These

values

are chosen objective

by the engineer

or through

an optimization

of some

appropriate

function.

It should freedom equations. equations important the for that

be noted the in

that

the

determination of a a set of

of

the

number

of

degrees

of

requires This

identification general is

consistent

and non-redundant the number of it is

non-trivial

problem

since large. task

a chemical automated to specify

process solution all

system

can be rather perform

Therefore,

procedures

this

so as to allow even if some of

engineer

the valid

and relevant

equations,

these equations are redundant.

A rectangular decision

common systems

approach

for

deriving

solution

procedure

for

these

variables

of equations consists in ordering the equations, , and tearing state variables, so that the occurrence lower triangular for form, as shown in Figure

selecting matrix A.1. of In the by to torn

the system solving torn

has a bordered

the system

of equations while

any fixed

values state

of decision variables Clearly, the

variables,

variables

are iterated

the remaining

are calculated it is desirable number of

solving select

the equations an ordering A number

in the lower-triangular of of equations algorithms for example, so as

portion. to

minimize

variables. in the

based

on this

approach

have been reported

literature.

See,

Lee et

al., (1966); Lee and Rudd, (1966);

- KpH -

VARIABLES State ---=,------<1Decision ~,


-I

To r n

t:

-r-r---------------~----~~~--~ I

en z

8 ... :3 0-

-- -, -, -', '" , , '--' ~ '-", .>. ,~


-,

~, "
", ,

'"

h ~ .
e-,
u u

---

:'><:'~~"'~ "- '" ~'" -,


.

-,
-, -,

, "

-,

-, -,

""

Figure A.1:

Bordered

lower-triangular

structure

of the system (A.2l

,)

- KpH -

- 114 -

Christensen Leigh, system certain square present

and Rudd, (1969); Christensen,

(1970); Westerberg and Sargent, are singularities algorithms only

and Edie. (1979).

(1971);

(1973); Stadtherr has redundant of

et al.. (1974); Hernandez equations, or if there

When the with a

associated to

choices system

decision

variables,

all these In fact,

can fail

obtain

which

is non-Singular. for choosing

Edie and Westerberg to avoid

(1971) of

an algorithm square

the decision assume method of

variables

singularity

the resulting contain detecting set of problem

system, equations.

but they The set

that the original described below

system is

does not for

redundant redundancy

suitable

in a given

equations

and selecting

an appropriate without the

decision of

variables,

so that the resulting and singularify ..

system

is solvable,

inconsistency

A.2 CONSISTENCY

AND SINGULARITY

For algebraic

the

purpose be

of

the

present

discussion,

let

the

system

of

nonlinear

equations

hlx)

0,

(A.l)

In order properties:

to

analyze structural

the

system

of

equations algebraic said of to its

it

is useful

to

define and

the

three

{in)consistency, system is

(non-)singularity be structurally

numerical if by

(non- )si ngul arity. permutations to arrive the of

The the tows

consistent

and columns of the

occurrence matrix

matrix

it is possible entries if

at a rearrangement diagonal. if it has at In other least

occurrence the

having

non-zero

along

words,

system output

is structurally set, as shown

consistent by

and only (1962). having

one

admissible arises

Steward

Structural more

inconsistency than

because of in

of the presence state variables

of a subsystem defining that is the rank

equations and therefore

the

number results

subsystem, deficient.

always

a jacobian

matrix

- KpH -

- 115 -

While is associated

iinlconsistency is a structural
with the algebraic and if

property numerical and only

of

a system,

(non-)singularity of a system. is rank matrix is said

characteristics if its jacobian

The system deficient

is algebraically

singular

matrix

at all points only

in the domain at certain at points those

X of

the system. analyzed, Note

If the jacobian then that An the system algebraic example of

is rank deficient to be

being points.

numerically
not necessarily system

singular
imply of

singularity this note one system is a that point of

does

structural which

inconsistency. are by linearly the

consistent algebr. ic where algebraic the

equations is

dependent. of at for

Also least any

non-singularity system is

indicated

presence Thus,

numerically

non-singular. implications hold:

equations

the following

structurally ~
and,

inconsistent

algebraically

singular X.

numericet ty singular

at every point in the domain

numerically

non-singular

at every point in the domain ~ structurally

algebraically

non-singular

consistent.

From necessary numerical the system

these but not solution, of

implications, sufficient most

it

is

clear

that

structural

consistency

is

only

to ensure algorithms be at

algebraic (e.g.

non-singularity. methods)

For successful require in may equations alone the that state

Quasi-Newton

equations region of

least

algebraically Algebraic of

non-singular singularity redundant

variables

in the

computation.

be caused or even is not and to to non-

by structural by a bad

inconsistency of

or by the presence variables. to Thus

choice for

decision

structural

analysis

sufficient select modify singularity

deriving set of

a procedure decision

eliminate As

redundant below,

equations it

a right existing

variables.

shown so

is possible algebraic

equation

ordering of

algorithms

as to

ensure

in the system

equations.

- KpH -

- 116 -

A.3 IDENTIFYING

REDUNDANCY

AND SELECTING

DECISION

VARIABLES

First,

the rows

and columns using any of

of

the occurrence cited

matrix

of

the equations obtain t(x')

in a

(A.1) are permuted bordered lower

the above The

algorithms, system of sets

so as to equations of

triangular

form.

reordered

= 0

can be represented

as shown stu.v)

in Figure

A.2, by the two

equations:

=
=

0 0 (A.2)

rtu.vl

Here, s is the set of in the vector state v variables a

non-recycle can u. and

equations therefore

with

lower

triangular sequentially the of set of

structure for the

v, which
of

be solved to

given Since

value

corresponds

recycle of

equations. equations

v can be treated

as an implicit to the form:

function

u, the system

in (A.2) can be reduced

rtu, vtu))

(A.3)

The vector torn may the not

u includes

the set is,

of

decision

variables any

d as well value reduce vector

as the vector of d. the

of

variables be solved equations trivial,

t. that
by

uT = (dT, t T). For on the torn

chosen t. to of to the

system of

iterating

variables

the residuals

in (A.3) .10 zero. careful

The partitioning consideration

u is in general as shown

and requires

avoid

singularities,

below.

The subsystem because the fact of its

s in (A.2) can be assumed structure. through the

to be algebraically the algebraic of

non-singular singularity which is of in

lower-triangular

Hence, jacobian system

system the

can be analyzed

Jc(r,u)

(A.3),

constrained jacobian of the original


equations. This matrix is given by:

(A.2) corresponding

to the

recycle

- KPH -

110'

')
/

Figure A.2:

Constrained

jacobian

matrix for

the system (A.2)

- KpH -

- 118 -

=
and is indicated the singularity matrix rank of

ar au
A.2 by the entire
in (A.3). we this, shaded need to area. In order to

(A.4)

in Figure the

analyze of this J~ of The

system With

determine non-singular

the rank submatrix

jacobian highest variables

Jc(r,u).

a corresponding in Figure of this

can be found form

as shown

A.2 by the darker


J~ will

area.

in u that variables

the columns

submatrix in u will

then be chosen to the set number of

as th:' torn of decision of

t. The remaining d, of and its

variables

correspond the

variables freedom of

dimensionality Those will

determines rr that since

degrees in the

the system. submatrix J~

equations be deleted, that

are not they

included either of

rows

this

are

redundant the and

or inconsistent. square system

Thus it can be ensured is of full rank

the jacobian non-singular

matrix

resulting

and hence

(Halemane for for the the

Grossmann, J~, it variables

1981). is also

Since

there to

can

be several any

possible preferred

choices choice

sub matrix decision

possible

incorporate

in the above

procedure.

In practice, numerically u. Since vector rank of

the

jacobian point

matrix

Jc(r,u)

given small

in (A.4)

can

be

evaluated

at the current ordering

by performing tend to

perturbations the very

in the vector of the The square Gaussian by the nonthe

equation u, the the J~ work

algorithms in this Jc(r,u) can

minimize is often

dimension moderate.

involved matrix

procedure and be

jacobian of

a corresponding obtained by the in

non-singular a

submatrix elimination Westerberg redundant singular, maximum

highest matrix. (1979) are

rank

performing procedure order to

on this et al.

For this can be

elimination, Also, and the

presented that is than

applied. deleted for the

ensure system larger

equations the specified

always tolerances that

remaining should be

pivots

round-off

error

may be accumulated

in the elimination

process.

- KpH -

- 119 -

It point,

is to

be

noted

here the

that

by

analyzing of

the jacobian able to

(A.4) at a single distinguish singular introduce one would between matrix. more may be

there

is sometimes jacobian the

danger that of

not being

a non-singular This design evaluate can

matrix

is ill-conditioned

and a truly equation this and

cause

deletion

a non-redundant To guard

variables

than

required. at different

against

possibility, strategy

the jacobian

points.

However,

a better

the following

procedure:

Whenever residuals satisfied satisfied,

a numerical deleted a given

solution

is are If

obtained evaluated any of of

for to

the check

square

system, they

the are

"'.

of

the

equations tolerance. the

whether equations of the

within it

these of

deleted freedom decision by be the a

is not system to be of one the can

indicates

that

number

degrees

has been over-estimated, converted constrained expect except to state

and therefore This current only

requires can be It

some done should of

variables

variables. at the

reanalysis that

jacobian to

point. one

noted

in general for severely

perform

analysis

constrained

jacobian,

ill-conditioned

problems.

A.4 EXAMPLE

To isothermal

illustrate flash

the system

ideas (Edie

presented

above,

the

example

of

binary

and Westerberg,

1971) is considered,

as shown

in Figure A.3.

This

car: be represented

by the set of equations

(a) to (I) as:

po 1 po 2 po 1 po 2 y,

p~(T) p~(T) K,P K P 2 K,x1

= = = =
=

0 0 0 0 0

(a) (b) (c) (d) (e)

- KpH -

- 120 -

Y2 z, x, y, x,L
+ + + +

K x 2 2 z2 x 2

= = = =

0 0 0 0 0 0 0

(f) (g) (h) (i)

Y2 y,V Y2V V

z,F z2F

= = =

(j)
(k)
(I)

x L + 2

In this equation, the system case for

all the equations instance, equation

are clearly
(I).

valid,

but they this

contain will

one redundant be included earl ier. in

However,

equation

so as to illustrate

the proposed

procedure

presented

Table entries original equations, shown

A.,

shows to

a structure the non-zero

obtained elements

by of

equation

ordering,

with of

the the

corresponding system. as

the jacobian

matrix to

The constrained given A.2. by the

jacobian in

Jo(r,u) (A.4) of

corresponding is obtained matrix

the recycle and

expression that
(k)

algebraically is row

in Table

It is clear

the rank

this

two, as it can
(I) to

be seen in Table row to that (h). Hence,

A.2 that one of Table

the row these

is obtained recycle possible of of

by adding

L times

three the

equations choices these

is redundant for decision equations.

and needs variables, Further

be deleted. arise by

A.3

gives of

the

deJetion

anyone of a set

three

analysis depending

as for

a final

selection

decision

variables

can be made

upon the requirements

of the particular

problem

at hand.

- KpH -

- 121 -

A.S DISCUSSION

The identify so as

above redundant

example

shows

how

the

proposed a proper system

method set of which Also, the

can decision can

be

used

to

equations in a

and to

select

variables, be solved to of and is

to

result using by

non-singular equation one

square

numerically note that, of of to

suitable

solving is able

algorithms. to determine

it is important right number

this

method of

degrees design

freedom

a system, system. relevant

which In using

is essential the proposed equations

in both method,

the analysis the engineer the

allowed even

any process specify all

and valid

that

describe required

system,

if some

of the equations select

are redundant. set of

The analysis variables

to identify in the

redundancy proposed

and to method,

a right

decision

as presented procedure.

can be incorporated

in an automated

solution

The numerical the analysis

information earlier, of

on the jacobian can in fact

matrix,

which

is required

for

presented formula the

be used also method proposed of

as an initial

estimate 1965) is not at any

in the when limited given

updating solving

a Quasi-Newton equations. The

(e.g. see method

Broyden, in itself, matrix

recycle

by the numerical point. This

evaluation from

and analysis the example

the jacobian

is clear

wherein

no numerical package

evaluation to the that a be

has been used. be available, jacobian although tearing extended it

If an automatic should and

algebraic to

manipulating the It

is assumed of here

be possible hence of the to

detect

algebraic should be

singularity noted when

matrix, this

system. be directly there

procedure for

seems equation of

applicable is no reason

only why

using

procedure for other

solving,

it cannot

types

equation

solving

algorithms.

- KPH -

P,T

1,2

L..---i>L

x.
l

Figure A.3:

Binary isothermal

flash system

- KpH -

- 123 -

Table A.1:

Structure

of

the binary isothermal by equation ordering

flash

system

as obtained

(a)

-p -p

a
b

(b)
(c)

-K 1

(d)

(i)

(e)

-x,

-K 1

(f)
(g)

(j)
(h) (k)

L -1

(I)

a = -..,.--- 1

- apo

aT

- apo 2 b = --::---

aT

- KpH -

- '24 -

Table A.2: for

Constrained Jacobian Jc(r,u) given in Table A. 1

the structure

------~,-------------------------------------------------------------------------------------------v
F

Y,

(h)

000

,/P

(k)

, - y,/x, ,-y,/x,

-,

z,/x,

FIx, FIx,

o
-LIP

-'+z,/x,

- KpH -

- '25 -

Table A.3:

Possible

choices

of

decision

variables

for

the ordering

given in Table A.1.

Equation deleted

Decision Variables

Torn Variables

(h)

V, V, V, V, V, V, V, V, V,

F, Z l' Y1 F, Z l' P F, Z l' P F, p, Y, F, T, Y, F, p, T z, , Y" z, Y l'


r

p, T

Y l' T Y"
P T P

z l' z, ,

z l' Y 1
F, T

P T

F,

z"
Z, , Z

P, T

F, Y,
V, T V, P V, Y, P, T

F,
F,

Y"
P, T

P T

l' Y"

F, Z l'
(k) or (I)

F, V, .F,
V, V,

Z, Z,

Y,
P T

Y" Y"

T P

F,

Z, ,

- KpH -

- 126 -

REFERENCES

Avidan,

A. I. Flexible Chemical

"A Computer Package for the Design of Multiperiod ,..plants", M.S. Thesis, Carnegie-Mellon University, Pittsburgh,

(1982)

Avriel,

M. and D. J. Wilde "Engineering Design Under Uncertainty", pp 124-131, (1969)

Ind. Eng. Chern. (Proc. Des. pev.). Vol. 8, No.1,

Sandler,

J. W.
of Design Appl., Vol. Tolerances 15, No.1, Using Nonlinear Programming",

"Optimization

J. Opt. Theory

pp 99-114,

(1974)

Sandler, "A

J. W., P. C. Liu and H. Tromp


Nonlinear Programming and Tuning", and Systems, Vol. CAS-23, No.3, pp 155-165, Approach to Optimal Design Centering,

Tolerancing

IEEE Trans. on Circuits (1976)

Sook,

N. L. and F. Ramirez "The Selection A.I.Ch.E. of Design Variables in Systems of Algebraic Equations",

J., Vol. 22, pp 55-66 ,(1976)

Srosilow, "A

C. and L. Lasdon Two-Level Optimization Technique for Recycle Processes",

A.I.Ch.E.-lnst.

Chern. E. Symp.

Ser. No.4,

pp 75-83, (1965)

- KpH -

- 127 -

Broyden, "A

C. G. Class of Methods Vol. for Solving Nonlinear (1965) Simultaneous Equations",

Math. Comp.,

19, pp 577-593,

Charnes,

and W. W. Cooper Constrained Programming",

"Chance

Manag. Sc., Vol. 6, pp 73-78, (1959)

Christensen, ~!he

J. H. Structuring J., Vol. of Process 16, No.2, Optimization", pp 177-184, (1970)

AI.Ch.E.

Christensen,

J. H. and D. F. Rudd Design Computations", pp 94-100, (1969)

"Structuring AI.Ch.E.

J., Vol.

15, No.1,

Danskin

J. M. and its applications to weapons allocation

"The Theory of Max-Min problems" Springer-Verlag, (1967)

Demyanov,

V. F. and V. N. Malozemov to Mt ni Mex", from Russian by D. Louvish, John Wiley, N.Y. (1974)

"Introduction Translated A Halsted

Press Book,

Director,

S. W. and G. D. Hachtel Approximation Approach to Design Centering", No.7,

"The Simplicial

IEEE Trans. on Circuits (1977)

and Systems,

Vol. CAS-24,

pp 363-372

- KpH -

- 128 -

Dittmar,

R. and K. Hartman of Optimal Design Margins for Compensation of Parameter

"Calculation Uncertainty",

Chem. Eng. Sci., Vol. 31, pp 563-568,

(1976)

Edie, F. C. and A. W. Westerberg "Computer-Aided Hidden Singularities Design, Part 3: Decision Recycle (1971) Variable Selection to Avoid

in Resulting

Calculations",

Chem. Eng. J., Vol. 2, pp 114-124,

"..
Freeman, R. A. and J. L. Gaddy Overdesign of Chemical pp 436-440, Processes", (1975) "Quantitative

A.I.Ch.E. J., Vol. 21, No.3,

Friedman,

Y. and G. V. Reklaitis
Solutions to Linear Programs Under Uncertainty: Inequality

"Flexible

Constraints", A.I.Ch.E. J., Vol. 21, No.1, pp 77-83, (1975a)

Friedman,

Y. and G. V. Reklaitis
Solutions , pp 83-90, (1975b) to Linear Programs Under Uncertainty: Equality

"Flexible

Constraints"

A.I.Ch.E. J., Vol. 21, No.1,

Geoffrion,

A. M. of Large-Scale Sci., Vol. Mathematical Programming",

"Elements Manage.

16, pp 652-675,

(1970)

Grigoriadis, "A

M. D. Method for Structured Nonlinear Programs",

Projective

Math. Prog., Vol.

1, pp 321-358,

(1971)

- KpH -

- 129 -

Grigoriadis, "A

M. D. and K. Ritter Method for Structured Linear (1969) and Nonlinear Programs",

Decomposition

J. Compo and Sys. Sc., Vol. 3, pp 335-360,

Grossmann,

I. E. in the Optimum University of Design of Chemical London, U.K" (1977) Plants",

"Problems

Ph.D. Thesis,

Grossmann, .'A

I. E. and K. P. Halemane Strategy for Designing Flexible Chemical Plants",

Decomposition

to appear,

A.I.Ch.E. J., (1982)

Grossmann,

I. E. and R. W. H. Sargent Design of Chemical Plants with Uncertain (1978) Parameters",

"Optimum

A.I.Ch.E. J., Vol. 24, No.6,

pp 1021-1028,

Grossmann,

I. E. and R. W. H. Sargent Design of Multipurpose Chemical Plants", pp 343-348, (1979)

"Optimum

Ind. Eng. Chem. (Proc. Des.

Dev.l. Vol. 18, No.2,

Halemane, "A

K. P. and I. E. Grossmann Remark on the paper 'Theoretical Centering, Tolerancing and Computational and Tuning Vol. CAS-28, Aspects of the

Optimal

Design

Problem''', No.2, pp 163-164,

IEEE Trans. on Circuits (1981)

and Systems,

Halemane,

K. P. and I. E. Grossmann of Decision and Torn Variables in Process Design

"Selection

Computations", Proceedings Washington, of the 1981 Summer D.C., pp 230-234, Computer Simulation Conference at

(1981)

- KpH -

- 130 -

Halemane,

K. P. and I. E. Grossmann Process Design Under Uncertainty", Meeting of the A.I.Ch.E., New Orleans,

"Optimal paper (1981)

presented

at the 74th Annual

Han, S. P.
"A Globally Covergent Appl., Method Vol. for Nonlinear Programming", (1977)

J. Opt. Theory

22, No.3,

pp 297-309,

Hernandez. "A

R. and R. W. H. Sargent New Algorithm for Process Flowsheeting", 3, pp 363-371, (1979)

paper

# 6B.2, Compo Chem. Eng., Vol.

Hettich,

R. (Ed.) Programming", ag, (1979)

"Semi-Infinite Springer-Veri

Johns,

W. R., G. Marketos "The Optimal Design

and D. W. T. Rippin of Chemical Plant to Meet Time-varying Demands in

the Presence paper

of Technical at the

and Commercial of

Uncertainty", Engineers Design Congress,

presented

Institution

Chemical

Birmingham,

U.K., (1976)

Kilikas,

A. C. and H. P. Hutchison "Process Comput. Opt irnis at ion Using and Chem. Eng., Vol. Linear Models", (1980)

4, pp 39-48,

Kittrel,

J. R. and C. C. Watson "Don't Overdesign Process Equipment", pp 79-83, (1966)

Chem. Eng. Pro g., Vol.

62, No.4,

- KpH -

- 131 -

Knopf,

F. C., M. R. Okos "Optimal Design of

and G. V. Reklaitis Batch/Semicontinuous Processes", pp 79-86, (1982)

Ind. Eng. Chem. (Proc. Des. Dev.), Vol. 21, No.1,

Lasdon,

L. S. Theory for Large Systems", Ltd., London, (1970)

"Optimization Collier-MacMillan

Lashmet,

P. K. and S. Z. Szczepanski Uncertainty and Distillation Column 13, No.2, Overdesign pp 103-106, Factors", (1974)

'~fficiency,

Ind. Eng. Chem. (Proc. Des. Dev.), Vol.

Lee, W., J. H. Christensen "Design AI.Ch.E. Variable

and D. F. Rudd to Simplify Process Calculations",

Selection

J., Vol. 12, pp 1104-1110,

(1966)

Lee, K. F., A "Branch

H. Masso

and D. F. Rudd of Integrated Process (1970) Designs",

and Bound Synthesis

Ind. Eng. Chem. (Fund.), Vol. 9, pp 48-58,

Lee, W. and D. F. Rudd "On the Ordering AI.Ch.E. of Recycle Calculations", (1966)

J., Vol. 12, pp 1184-1190,

Leigh,

M. "A Computer Flowsheeting the Problem Ph.D. Thesis, Structure", University of London, U.K., (1973) Programme Incorporating Algebraic Analysis of

Loonkar,

Y. R. and J. D. Robinson
of Capital Investment for Batch Processes", pp 625-629, (1970)

"Minimization

Ind. Eng. Chem. (Proc. Des. Dev.), Vol. 9, No.4,

- KpH -

- 132 -

Malik,

R. K. and R. R. Hughes "Optimal Design of Flexible Chemical Processes", (1979)

paper # 8B.5, Compo Chem. Eng., Vol. 3, pp 473-485,

Mangasarian,

O. L. Programming",

"Nonlinear McGraw

Hill, (1969)

Nishida,

N., A. Ichikawa of

and E. Taz ak i Process Systems with Uncertainty", pp 209-214, (1974)

~:Synthesis

Optimal

Ind. Eng. Chem. (Pr oc. Des. Dev.), Vol.

13, No.3,

Oi, K., H. Itoh and I. Muchi "Improvement Margin", paper presented Chemical at the 12th Symposium Montreux, on Computer April Applications in of Operational Flexibility of Batch Units by a Design

Engineering,

Switzerland,

8-11, (1979)

Polak,

E. and A. Sangiovanni-Vincentelli "Theoretical Tolerancing and Computational and Tuning Problem", and Systems, Vol. CAS-26, No.9, pp 795-813, Aspects of the Optimal Design Centering,

IEEE Trans. on Circuits (1979)

Powell, "A

M. J. D. Fast Algorithm for Nonlinearly Constrained Optimization on Numerical Calculations", Analysis, # 630, in

paper presented "Numerical Lecture

at the 1977 Dundee Conference Dundee

Analysis",

1977, eds. A. Dodd and B. Eckman,

Notes

in Math., Springer-Verlag.

- KpH -

- 133 -

Ritter,

K. "A Decomposition Method for Structured Nonlinear Programming

Problems", pp 399-413, Problems", in D. Himmelblau NorthHolland, (Ed.). "Decomposition (1973) of Large-Scale

Amsterdam,

Rockefellar,

R. T.

"Convex Analysis", Princeton University Press, (1970)

Rosen, J. B. and J. C. Ornea "Solution of Nonlinear Programming Problems by Partitioning",

Manage. Sci., Vol.

10, pp 160-173, (1963)

Rudd, D. F. and C. C. Watson "Strategy of Process Engineering", (1968)

John-Wi ley, New York,

Sargent,

R. W. H. and B. A. Murtagh Methods for Nonlinear Programming",

"Projection

Math. Prog., Vol. 4, pp 245-268,

(1973)

Sparrow,

R. E., J. F. Graham and D. W. T. Rippin of Equipment Sizes for MUltiproduct Batch Plants -

"The Choice Heuristics

vs. Branch and Bound", 14, No.3, pp 197-203, (1975)

Ind. Eng. Chem. (Proc. Des. De v.), Vol.

Stadtherr,

M. A., W. A. Gifford Solution of

and L. E. Scriven Sets of Design (1974) Equations",

"Efficient

Sparse

Chem. Eng. Sci., Vol. 29, pp 1025-1034,

- KpH -

- 134 -

Stephanopoulos,

G. and A. W. Westerberg Method of Multipliers to Resolve Dual Gaps in

"The Use of Hestenes' Engineering System

Optimization", 15, No.3, pp 285-309, (1975a)

J. Opt. Theory

App I., Vol.

Stephanopoulos "Synthesis

G. and A. W. Westerberg of Optimal Process Flowsheets by an Infeasible of Functional (1975b) Non-convexities",

Decomposition

Technique

in the Presence

Can. J. of Chem. Eng., Vol. 53, pp 551-555,

Steward,

D. V. to Techniques for the Analysis of the Structure of

"On an Approach Large Systems S.I.A.M.

of Equations", (1962)

Rev., Vol. 4, pp 321-342,

Stoer,

J. and C. Witzgall "Convexity and Optimization (1970) in Finite Dimensions",

Springer-Verlag,

Suhami,

I. for the Scheduling and Design of Chemical Processing

"Algorithms Facilities",

Ph. D. Thesis,

Northwestern

University,

Evanston,

Illinois,

(1981)

Takamatsu,

T., I. Hashimoto Margin

and S. Shioya for Process System with Parameter (1973) Uncertainty",

"On the Design

J. of Chem. Eng. of Japan, Vol. 6, No.5,

pp 453-457,

Umeda, T., A. Shindo "Optimal Method", Design

and E. Tazaki of Chemical Process by Feasible Decomposition

Ind. Eng. Chem. (Proc. Des. De.). Vol.

11, pp 1-8, (1972)

- KpH -

- 135 -

Watanabe,

N., Y. Nishimura Design of

and M. Matsubara Chemical Processes Involving Parameter Uncertainty",

"Optimal

Chem. Eng. Sci., Vol. 28, pp 905-913,

(1973)

Wen, C. Y. and T. M. Cheng "Optimal Design of Systems Involving Parameter Uncertainty", pp 49-53, (1968)

Ind. Eng. Chem. (Pr o c. Des. Dev.),

Vol. 7, No.1,

Weisman,

J. and A. G. Holzman
Process System Design Under Conditions 11, No.3, of Risk", pp 386-397, (1972)

.Optimal

Ind. Eng. Chem. (Pr o c. Des. Dev.), Vol.

Westerberg,

A. W. and F. C. Edie Design, of Part 2: An Approach Sparse Equation to Convergence and

"Computer-Aided Tearing

in the Solution

Sets",

Chem. Eng. J., Vol. 2, pp 17-25, (1971)

Westerberg,

A. W., H. P. Hutchison,

R. L. Motard

and P. Winter

"Process Flowsheeting", Cambridge University Press, pp 42-45, (1979)

- KpH -

Cam uscalendar
A bi-weekly production

2 MA

P,d

for Ihe

students,

faculty and slatt of Carneqie-Mellon

University

22 MONDAY
TARTAN. The Tartan meets every Monday evening at 9 p.m. in Skibo room 13. Anyone interested in writing, photography, or working on any other facet of newspaper production is welcome to stop by or call the offices at x2112. SUPA SEMINAR. Dr. Keith Poole will speak on "Congessional Voting" at 3:30 p.m. in MMC room B-14. JOINT PHYSICS COLLOQUIUM. Professor Frank von Hipple of Princeton University will speak on "Physicists in the Public Policy Debate", at 4:30 p.m. in WEH 7500. Coffee will be served at 4: 15 p.m. Everyone is welcome.

23 TUESDAY
JOINT LOGIC SEMINAR. CMU and the University of Pittsburgh will sponsor a seminar at 2 p.m. in WEH 5336. For more information, check the main bulletin board outside WEH 61 14. SOCIAL SCIENCE BROWNBAG. Steve Klepper, Steve Garber and Dan Rubenson will discuss "The Underground Economy" at 12:30 p.m. in PH 2 17. Everyone is welcome. METALLURGICAL ENGINEERING AND MATERIALS SCIENCE GRADUATE SEMINAR. The seminar will feature J. Gilbert and will be held at 3:30 p.m. in DH A317. Abstracts will be located on the bulletin board outside WEH 3325. STUDENT SENATE. The Student Senate meets at 7 p.m. in the Wherrett Room, Skibo. Everyone is welcome and students may address the senate during audience participation. NUMERICAL ANALYSIS WORKSHOP. A numerical analysis workshop will be held in WEH 6121 at 9 a.m. For more information, see the bulletin board outside WEH 6 1 13.

MATHEMATICS GRADUATE SEMINAR. A graduate seminar will be held at 5:30 p.m. in WEH 5310. See the bulletin board outside WEH 61 13 -for details. A PHI O. Alpha Phi Omega, the national service fraternity, meets every Tuesday evening at 6:30 p.m. in Skibo 12. All are welcome.

24 WEDNESDAY
MECHANICAL ENGINEERING SEMINAR. J.M. Beer of MIT will discuss "Fluidized Combustion of Coal" at 2:30 p.m. in Scaife Hall Auditorium. Everyone is welcome to attend. FICTION READING. Bruce Dobler will present a public reading of his short fiction at 8 p.m. in Baker Hall 231. Everyone is invited to attend. PERSPECTIVES ON WORLD CITIES SERIES. "Urban Economics" will be discussed at a lecture by Professor William Alonzo of Harvard University from 4-5 p.m. in Gregg

Hall. The public.

lecture

is free

and open

to

the

1 MONDAY
NO SCHEDULED EVENTS.

ART LECTURE SERIES. George Trakas, a sculptor from New York City, will present his personal views on art at 8 p.m. in Gregg Hall. PH.D THESIS DEFENSE. K.P. Halemane will defend his thesis, "Studies in the Optimal Design of Flexible Chemical Plants", at 12:30 p.m. in the Chemical Engineering Conference Room. Open to the Public. EPP SEMINAR. V. Penninti will speak on "Fundamental Studies on Hot Cathode Arcs" in Scaife Hall 301 at 12 noon (Bring a lunch.) AIESEC-CMU. The International Association of Students in Economics and Business Management welcomes students of every major to their weekly meeting at 4:30 p.m. in Skibo 11. THREE STOOGES FILM FESTIVAL. Kappa Sigma fraternity will sponsor a Three Stooges Film Festival in DH 2210 at 6,8,10,12 p.m. Admission is $1.00.

2 TUESDAY
METALLURGICAL ENGINEERING AND MATERIALS SCIENCE SEMINAR. The seminar will feature G. Pierini and will be presented in DH A317 at 3:30 p.m. Everyone is. welcome to attend. STUDENT SENATE. The Student Senate meets at 7 p.m. in the Wherrett Room, Skibo. Everyone is welcome and students may address the senate during audience participation. NUMERICAL ANALYSIS WORKSHOP. A numerical analysis workshop will be held in WEH 6121 at 9 a.m. For more information, see the bulletin board outside WEH 61 13. MATHEMATICS GRADUATE SEMINAR. A graduate seminar will be held at 5:30 p.m. in WEH 5310. See the bulletin board outside WEH 6113 for details. JOINT LOGIC SEMINAR. CMU and the University of Pittsburgh will sponsor a seminar at 2 p.m in WEH 5336. For more information, check the main bulletin board outside of WEH 61 14. A PHI O. Alpha Phi Omega, the national service fraternity, meets every Tuesday evening at 6:30 p.m. in Skibo 12. All are welcome.

25 THURSDAY
MENTAL HEALTH POLICY COLLOQUIUM SERIES. Dr. Herbert J. Schelsinger, professor of psychiatry, School of Medicine, University. of Colorado, will present a lecture entitled "Mental Health Services and Medical Care Utilization in the Fee for Service System" at 4 p.m. in the MultiPurpose Room of Hunt Library. The lecture is free and open to the public. Coffee will be served at 3:30 p.m. HUMAN SEXUALITY SEMINAR. Dr. Tom Allen, gynecologist. will discuss "Sex - How to Keep it Safe" at 8 p.m. in the Wherrett Room. Refreshments will be served. For more information, contact Anne Witchner X2107. ASTRONOMY CLUB. The meets every Thursday at 2304. All are welcome. Astronomy 7:30 p.m. Club in DH

3 WEDNESDAY
MECHANICAL ENGINEERING SEMINAR. D. Anderson of Purdue University will speak on "Research in CAD/CAM and Computer Graphics" at 3:30 p.m. in Scaife Hall Auditorium. Everyone is invited to attend. EPP SEMINAR. Mark Shelton will speak on "Optimizing Toxicity, Energy Conservation and Profitablity in Industrial Chemical Complexes" at 12 noon in SH 30 1 (bring a lunch.I ART LECTURE SERIES. Nancy Hagin, a painter from New York City, will discuss her personal views on art at 8 p.m. in Gregg Hall. The seminar is open to the public. HIGH ENERGY PHYSICS SEMINAR. Dr. Goran Senjanovic of Brookhaven National Laboratory will discuss "An Oasis in the Desert Weakly Broken Parity in Grand Unification Theories" at 4: 15 p.m. in WEH 7500. Coffee will be served at 4 p.m. All are welcome. AIESEC-CMU. The International Association of Students in Economics and Business Management welcomes students of every

26 FRIDAY
EPP SEMINAR. Erick Erickson will speak on "Predator and Prey Relationships in Ecology and Economics" at 3 p.m. in SH 206.

27 SATURDAY
NO SCHEDULED EVENTS.

28 SUNDAY
NO SCHEDULED EVENTS.

major Skibo

to their weekly 11.

meeting

at 4:30

p.m. in

MOVIES
GERMAN FILM SERIES Feb. 23 Li na Braake 7 p.m. Feb. 2 Der starke Ferdinand 7 p.m. A" films Admission welcome. will be shown in Gregg Hall. is free. and the interested public is

4 THURSDAY
METALLURGICAL ENGINEERING AND MATERIALS SCIENCE STAFF SEMINAR. Dr. Gordon H. Geiger of the Research Labs. Inland Steel Co. will present a seminar entitled "The Thermal Stability of Countercurrent PackedBed Reactors" at 3:30 p.m. in DH A317. For more information contact Marge Cain or H.I. Aaronson at x2709. HUMAN SEXUALITY SEMINAR. Debbie Smith, Sex Consultant. will discuss "What Happens During Sex?" at 8 p.m. in the Highlander Room. Refreshments will be served. For more information contact Anne Witchner at x21 07. JOINT NUCLEAR PHYSICS SEMINAR. Dr. Donald Senjanovic of the Argonne National Laboratory will speak on "Macroplastic Features of Pion Inelastic Scattering and Charge Reactions" at 4:30 p.m. in DH 1212. Coffee will be served at 4: 15 p.m. in WEH 8327 (8th floor lounge). ASTRONOMY CLUB. The astronomy club meets every Thursday in DH 2304 at 7:30 p.m. A" are welcome.

THURSDAY FILM ARTS. Feb. 25 Breaker Morant 6. 8. 10 p.m. Mar. 4 Swept Away 6, 8:30, 1 1 p.m. All films Admission will be shown in DH is $1 with ID; 51.25 without. 2210.

AB FRIDAY FILMS Feb. 26 Excalibur 6, 8:30, 1 1 p.m Mar. 5 Arthur 6.8.10.12 All films Admission will be shown in DH is $1 with ID; 51.25 without. 2210.

5 FRIDAY
PROFESSIONAL ETHICS LECTURE SERIES. Douglas Maclean. research associate at the University of Maryland's Center for Philosophy & Public Policy. will present a lecture entitled "Social Values and Benefit-Cost Analysis" at 3:30 p.m. in the Wherrett Room. SPIRIT FASHION SHOW. "Controversy, a Fashion Extravaganza" will be presented in the Skibo Ballroom. Dinner will be served at- 6:30 p.m. in the Faculty Dining Room followed at 8: 15 p.m. by the fashion show. Tickets for the dinner and show are 57.50. for the show only. $4.00. For ticket information call 6829209. 241-6920. or x3924. H&SS SAC PARTY. The "Tropics Party" will dispel those midsemester chills from 4:306:30 on the Baker Hall Rotunda. Spring Fling tickets will be on sale. All H&SS students. faculty. and staff are welcome.

A Night at the Opera 6. 8. 10 p.m. and 12 midnight Mar. 6 S.O.B. 6. 8:30. 11 p.m. All films will be shown in DH 22 10 at 6. 8. 10 p.rn and 12 midnight Admission is $1 with ID; $1.25 without. SUNDAY EVENING AT THE MOVIES. Feb. 28 North by Northwest The film will be shown at 6. 8:30, and p.m. in DH 2210. Admission is $1 with $1.25 without

SDC FILMS. Feb. 27

11 ID;

SPORTS
MEN'S BASKETBALL. Feb. 23 Washington
(A) 8

& Jefferson

p.rn

Feb. 25

Bethany (H) 8 p.m.

6 SATURDAY
NO SCHEDULED EVENTS

WOMEN'S BASKETBALL. Feb. 24 Bethany (A) 7 p.m. Feb. 26 Washington (A) 7 p.m.

& Jefferson

7 SUNDAY
NO SCHEDULED EVENTS.

SWIMMING. Feb. 25-27 PAC Championships Allegheny

FENCING. Feb. 24 Feb. 27

California State (H) 6 p.m. North Atlantic Tournament


(H) 9

on Mar. 4-7 at 8 Tickets are $2.50.

p.m. in GSIA Auditorium.

MUSIC
FACULTY RECITALS Mar. 9 Louis Paul, clarinet Ral ph Zitterbart, piano Arthur Kubey, bassoon ACH 8 p.m. GRADUATE RECITALS Feb. 28 Patricia Florig, piano ACH 3 p.m. Mar. 6 Paula Tuttle, Cello ACH 8 p.m. STUDENT RECITALS Mar. 7 Craig Johnson, Flute ACH 8 p.m Mar. 7 Donald Zimmerman, organ Kent Smith, French Horn Calvary Episcopal Church 4 p.rn Mar. 10 Matthew Litterini French Horn ACH 8 p.m. Mar. 11 Sharon Sciore, Trumpet ACH 8 p.m

arn
Invitational

Mar. 6

Women's IUP
(A) 9

arn

GALLERIES AND EXHIBITS


HUNT INSTITUTE FOR BOTANICAL DOCUMENTATION. An exhibit of selected works from the recently acquired long-lost drawings from the Sesse and Mocino expedition to New Spain( 1787-1803) will be on display through March 6. The gallery is located in the penthous . of the Hunt Library and is open Monday-Friday, 9 a.m.-5 p.m. HEWLETT GALLERY. Veteran realist painter Malcolm Parcell will exhibit his works from Jan. 30 to Feb. 26. The Hewlett gallery is located in the College of Fine Arts and is open Monday-Friday, 11 a.m.- 5 p.m.; Sat 10 am. -5 p.m.; and Sunday 1-4 p.m. HEWLETI GALLERY. Nancy Hagin will exhibit a collection of her realistic paintings from March 2-21. The Hewlett Gallery is located in the College of Fine Arts and is open Tuesday to Friday 11 a.m. to 5 p.m., Saturday 11 am to 4 p.m, and Sunday 1 p.m to 4 p.m. VELAR GALLERY. Sarah Ratchye will exhibit her work Feb. 15-26. The Gallery is located in the lobby of GSIA and is open MondayFriday, 9 am.-5 p.m HUNT LIBRARY FINE AND RARE BOOK ROOMS. An exhibition entitled "Recent Gifts" will' run through March 12. The exhibit will be open Monday-Friday, 1:30-4:30 p.m. and is located on the fourth floor of the Hunt Library

COMING

EVENTS

DISTINGUISHED LECTURE SERIES. Ansley J. Coale, demographer, 4 p.m. Mar. 8, Skibo Ballroom. CHEMICAL ENGINEERING SEMINAR. Tulig 11 am. Mar. 9 DH 1102. H&SS SPRING FLING. Friday Carnegie Music Hall. April Mr. Tom

2, 7 p.rn,

CAMPUS LINES

CALENDAR

DEAD-

THEATRE
MERTON OF THE MOVIES. The world premier of "Merton of the Movies" previews Feb. 2024 at 8 p.m., opens Feb. 25-27, March 1-6 at 8 p.m., with matinee performances on Feb. 27 and Mar. 6 at 2 p.m. in Kresge Theatre The musical version of "Merton of the Movies" has a book by Mel Shapiro and Simon Burke. The music was composed by Gary Friedman, composer of the Broadway productions "The Me Nobody Knows" and "Platinum". Lyrics are by Bob Lorick. For additional ticket information, please call the Kresge Theatre Box Office at x2407. ON BROADW AY PLAYERS. Scotch N' Soda presents "You're A Good Man, Charlie Brown"

The Campus Calendar will be issued every other week. The deadline for entries is ten days prior to the Monday of that calendar's release and distribution. Submit copy to the Campus Calendar, Public Relation's Office, 16u Baker Hall, CMU. Below is a listing of the deadlines and the Calendar dates corresponding to the deadlines for this semester. Calendar Mar. 8-28 Mar 29-Apr. 2 Apr. 12-25 Apr. 26-May 9 May 10-Aug. 29 (summer calendar) *Please note that this calendar covers an extended period of time due to recesses and/or exams. Dead/ ine Feb. 26* Mar. 12 Apr. 2 Apr. 16 Apr. 30*

is James Hafer, Pittsburgh B.S.E.E., Carnegie-Mellon University, 1976 M.S.E.E., Carnegie-Mellon University, 1978 aior: Electrical Engineering Subject of Dissertation: Dataemory Allocation in the Distributed Logic Design Style eshava Prasad Halemane, Mangalore, India B.E., Karnataka Regional Engineering College, 1972 M.Tech., Indian Institute of Technology, 1973 M.S., Carnegie-Mellon University, 1979 Major: Chemical Engi eering Subject of Dissertatiorr: Studies in the Optimal Design of Flexible

Ying-Kuo Lee, Taipei, Taiwan M.S., Massachusetts Institute of Technology, 1975 Major: Mechanical Engineering Subject of Dissertation: Shear Bands in Elastic-Perfectly Plastic Media Jumlong limtragool, Hua-Hin, Thailand M.S., Carnegie-Mellon University, 1977 M.E., Chulalongkorn University, 1976 Major: Mechanical Engineering Subject of Dissertation: Investigation of the ThreeDimensional Behavior of a Crack Tip Singularity by Holographic Interferometry " "Michael Harvey Locke, Ran 0 Mass. B.S., University of Massachusetts, 1976 M.S., Carnegie-Mellon University, 1978 Major: Chemical Engineering Subject of Dissertation: A CAD Tool Which Accomodates an Evolutionary Strategy in En ineeri . n Calculations " "Luiz Carlos Barreto Martins, Bictoriada Conquista Bahia, Brazil Met.E., Escola Politecnica da U.S.P., 1973 M.S., Carnegie-Mellon University, 1975 Major: Metallurgical Engineering and Materials Science Subject of Dissertation: Kinetics of Reduction of Iron Ores by Mixed Gases Under Pressure " Stephen Roy McConnel, Emmett, Idaho S.B., Massachusetts Institute of Technology, 1976 M.S., Carnegie-Mellon University, 1978 Major: Electrical Engineering Subject of Dissertation: The Implementation and Performance of a Fault Tolerant Multiprocessor Jack Davenport McDonald, Jr., Glenolden B.S., Carnegie-Mellon University, 1973 M. S., Carnegie-Mellon University, 1974 Major: Electrical Engineering Subject of Dissertation: Target Selective Adaptive Control Model for Human Eye Movements

" Michael Carlton McFarland, Boston, Mass. A.B., Cornell University, 1969 M.S., Carnegie-Mellon University, 1979 Major: Electrical Engineering Subject of Dissertation: Mathematical Models for Formal Verification in a Design Automation System " "Harry Gilbert Miller III, Columbia, Md. B.S.E.E., University of Maryland, 1974 M.S., Johns Hopkins University, 1977 Major: Engineering and Public Policy Subject of Dissertation: The Reliability and Cost Impacts of Alternative Levels of Centralization in Electric Power Systems
" "Shantilal Manekchand Mohnot,

Marc Robert Halpern, Franklin Square, N.Y. Sc.B., Brown University, 1975 M.S., Carnegie-Mellon University, 1977 Major: Civil Engineering Subject of Dissertation: Dynamic Response of a Saturated . Poroelastic Halfspace To Imposed Surface Loadings Neal Michael Holtz, Ottawa, Ontario, Canada B. Sc., University of Alberta, 1969 M.Eng., Nova Scotia Technical College, 1970 Major: Civil Engineering Subject of Dissertation: Symbolic Manipulation of Design Constraints Ronald Lasser, Buffalo, N.Y. B.S., Carnegie-Mellon University, -1975 M.S., Carnegie-Mellon University, 1977 Major: Mechanical Engineering Subject of Dissertation: The Effects of Secondary Flow in a Converging Channel of Arbitrary Curvature and in the Wake Downstream of a Cascade of Airfoils " "Klncho Henry Law, Hong Kong B.S., B.A., University of Hawaii, 1976 M.S., Carnegie-Mellon University, 1979 Major: Civil Engineering Subject of Dissertation: GraphTheoretic Approaches to Structural Analysis

Bombay, India B. Tecb., Indian Institute of Technology, 1973 M.S., Kansas State University, 1977 Major: Chemical Engineering Subject of Dissertation: Fast Radial Mass Transfer in Microporous Flow-Through Electrochemical Reaction John Charles Molburg, Pittsburgh B.S.Eng., University of Illinois, 1971 Major: Engineering and Public Policy Subject of Dissertation: Mathematical Models for Integrated Environmental/ Economic Analysis of the Coal-toElectricity System " "Kwoon-Chuen Mui, Kowloon, Hong Kong B.S., Illinois Institute of Technology, 1975 M.S., Carnegie-Mellon University, 1978 Major: Chemical Engineering Subject of Dissertation: Stability of Displacement Fronts in Porous Media - Large Finger Analyses " Surajit Mukherjee, Calcutta, India B. Tech., Indian Institute of Technology M.S., Iowa State University, 1977 Major: Chemical Engineering

August14,1981

December22,1981

29