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KpH PhD Studies in the Optimal Design of Flexible Chemical Plants 24feb1982 CMU

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00 mendukung00 menolak

KpH PhD Studies in the Optimal Design of Flexible Chemical Plants 24feb1982 CMU

Attribution Non-Commercial (BY-NC)

Anda di halaman 1dari 153

IN

THE

OPTIMAL OF

DESIGN

FLEXIBLE

CHEMICAL

PLANTS

A Thesis

Presented by

to The Department in Partial of Chemical Engineering

Fulfilment for

of the Requirements

the Degree of

Doctor of Philosophy

t

-[9.-.

IlIuu

For The Degree Of

K_e_sha __v_e __P_r_a_sa_d __Ra __l_e_ma_n_e _

Title of Dissertation

Chemical February

DR 1102

,

Chairman Chemical

Laurence

Biegler,

Electrical Mathematics

Engineering

Sarosh Talukdar,

Electrical

Engineering.

PLEASE POST

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

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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

m

2

3 3

ABSTRACT

The plant

need

to

introduce of the

in

the

optimal often

design

of

a chemical have to

arises under

because various of

very

plants

operate

discrete

different operating

as a

sequence to values

problem

problem.

process

or fluctuate should

strategy

uncertainties the

values

these

In both that

main

objective

is to design for

optimal both

economic the

addresses

these and

giving solution

feasible that

operation

under

various

encountered.

multi period

is formulated constraints.

in the the

computational is the

faced of

numerical variables

decision

It is shown to

effectively on

circumvent

problem. is

decomposition which

scheme the

a projection-restriction

strategy

exploits

- KpH -

structure become

of

the

problem

and

the

fact

that

many

inequality

active

solution. to find

strategy

requires of

method

the

extension

equation that

these

projection-restriction effort

strategy

is analyzed with

to show

this of

technique.

example periods.

increase strategy

with

above

possibility of

large-scale

nonlinear

programs

that

in the design

flexible

plants.

In suitable

order

to

for

the a

in

the

parameter so that

values, it can

a be

strategy

design design

enough, a given

to satisfy suitable

in the

mathematical nonlinear

formulation infinite

design

program,

wherein

optimization

variables, that

satisfied

belongs value

expected for

annual

every

possible

realization This

incorporated

in the

problem.

appropriate design

control In

can

as to

specifications. in to a the

problem is

infinite to be

dimensionality equivalent

constraints,

constraint also

max-min-max

constraint,

provides

deeper

- KpH -

of

the

feasibility constraint

aspect functions

of

the

design

problem. only

It

is shown of the

in the

space is

feature. vertices,

proposed the

multiperiod solution

problem. as shown

algorithm problems.

leads

an efficient

procedure

by two

- KpH -

ACKNOWLEDGEMENTS

to

express

my for

sincere his

appreciation guidance

to

my

research

advisor of

E. Grossmann, work

valuable

throughout Working

of this thesis.

him has

devoting

his time

to

the

discussions the

we

appreciate

criticism Prof.

W. Westerberg.

for their

Lorenz

patience

reading

through

this thesis

and for

services

and

facilities

by

the

of my

University

essential

research. office

Center support

and

Dean's

provided. under

from

National

CPE 79-26398

is greatly

appreciated.

to love

mention and

my

heart-felt

gratitude am for

towards to

my my

wife

parents

Sncouragement

brothers

affection.

from this

my friends thesis

on various

reading

and providing

comments.

- KpH -

- i -

TABLE OF CONTENTS

1. INTRODUCTION

1.1 Review

of Previous of this

Research Research

3 10

1.2 Objectives

2. THE' DETERMINISTIC

--

MULTI-PERIOD

12

13 14 16

2.3 Decomposition

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

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

5. SOLUTION

56

57

ALGORITHMS 1, 2. Examples on locating

60 69

71 72 73 76

5.4 Discussion

the critical

parameter

points

92

- KpH -

- ii -

for

the numerical

example

problems

106 110

OF DECISION

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

structure

of Problem (2.1)

15 24 28 34

in Problem (2.11)

of control

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

41 49

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

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

structure

- 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

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

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

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

with Algorithm

choices of weighting

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

variables

the ordering

- KpH -

1 -

CHAPTER

INTRODUCTION

Plants of

for of of the

fixed raw

nominal materials

are that or

with the

values such as

transfer in the

materials conditions

chemical considered

quite and

If a plant

has to

operate

at various products,

capacity,

process there

different is

feeds,

alternatively it is essential

when to take

uncertainty account as to

in the parameter

values,

specifications

operating

conditions.

In equipment, of not

practice, with

empirical

overdesign factors

factors will

are

widely for

used

to

size

uncertainty a very

However, there

rational

approach

is no

quantitative

- KpH -

-2 -

for

the

use clear it is

of what not

factors. of

For

instance,

with

that

will for

especially conditions.

design

context of

of

the theory

of

design,

designing

flexible gaps

stems that

from are

that with

substantial

between

currently in

practice.

a plant.

this

procedure,

is to for

the plant

will

economically it would

Clearly,

consider

system

operation

the plant.

framework steady

such considerations, of

it is first

guarantee

feasible

under

conditions this

flexibility of feasible

indicates state is

characteristic, for

steady

is ensured that

allowable thesis.

is specified,

and it

aspect

is studied

There of flexible

of

that one to

wherein

is

designed periods.

operate

various

in a sequence types of

Typical

various The

that

products. plants

second

design of

where

significant

uncertainty

is involved

in the

values

some

- KpH -

- 3 -

process

parameters. transfer

Examples coefficients,

of

case

arise

when or

of

feed

properties

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 that

Grossmann

Sargent plants

a general

multipurpose by the

chemical

be applied involves

deterministic program of

multiperiod

This

the

a large

nonlinear

the main

computational

variables solution

Chapters

2 and 3 strategy

decomposition shown

scheme

to be very

efficient

in solving

problems.

have design

been

several

in

the

I iterature

on

the of the

under uncertainty.

in terms principle

,!S

well

as

under

uncertainty

authors or

distribution the

known

expected

value

approach that

in transforming vary

within overview

by the

A brief below.

features

the different

approaches

- KpH -

- 4 -

and Watson

(1966) assume

that

functions variables

of in

parameters design so

cost.

sensitivity'

the

as the

fractional

its nominal

they this

value

value a penalty

of

in the

function

involving

individual value

an unconstrained made an

minimization to

they

attempt

violation limit

their of

formulation of

does

even

lower

failure

constraint, by Charnes

which and

(1959)

determining of

overdesign

columns. values

a series (within

statistical

experiments

by choosing

random

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

overdesign

determined

cumulative

distribution 'dependability'

nominal of for

and Gaddy

as the fraction

'time'

process optimum

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

a stochastic variables

values chosen

randomly.

value the

dependability level

is obtained that

results

expected et

Johns of

al. (1976)

select

effect of

parameter computed

uncertainties over

or timelife

value

cost

the whole

- KpH -

- 5 -

This procedure

enables

expansions

of existing

and to analyze

the economics

It made

is

to

here types

that of

in the decision

above

approaches

no

distinction of the

is

between design.

variables

optimal sizes of

process

variables,

assigned

representing

equipment, during of

get their

unaltered

the plant.

variables

the plant

optimal

plant

operation while

minimizing of

the being

values

control

depending for of

parameters

under

In a realistic

strategy

optimal design

design must

uncertainty, this

mathematical difference

formulation design

the

incorporate

between

and control

variables.

have

made

such

a distinction the

between of

design

concept process

statistical as a a

theory,

optimal

design

statistical which

They

minimize

function

expected

value

probable

value

a strategy value of

cost

is minimized). such as

Avriel two-stage

discuss

strategies

and

In

a twovariables

then

accordingly stage). it is

(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

objective

expected

a feasible is

design. suitable

Therefore,

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

most

representation

process waits

under

uncertainty. of the

values

design

Here.

design;

value

parameters decision

results

other s words.

variables

program, control

variables

possible here in

of neither of the

uncertain variables a

all

decision suggest

design the

variables. optimal

(1969)

procedure

obtaining

in bounding of the

be obtained

two-stage

solving they

wait-and-see their

program only

program.

However,

restrict and

Malik design

Hughes

(1980) although

a very is no

guarantee method

feasibility based

design. Monte

stochastic

programming enormous

propose, effort.

Carlo

simulation,

requires

computational

that of

the parameters

vary

within from

specified at

function

nominal

satisfying

linearized

their value

nominal that

values. result

a separate

parameter This

would

constraint.

formulation

- KpH -

-7 -

has

major by

limitation

apart

from Their

the approach

fact

that

the

constraints that

approximated meet

is to seek

a design

a single (if

and common

operating a very

condition

design, this on

in unnecessarily recognize

investment.

words,

advantage

of the fact

depending

realized, satisfy

of the plant in

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

extreme

values

design wherein

so obtained. value

maximum

parameter design.

range, strategy to be

the appropriate

the uncertainty of

values the

maximization it.

cost, to

objective

designer come

It is important to the of

corresponds worst) to

optimum the in

(namely, design

value be

and

claimed on

optimal

sense of this

different

Also,

be guaranteed, problem

since

aspect

formulation.

Friedman

having can be

policies and

determining in their

incorporate additive

required 'corrections'

flexibility

on the current

decisions,

- KpH -

- 8 -

the

system

by

applying

an to for

cost-for-correction were

in

the the

It is interesting corrections to

outcomes

uncertain to

feasible,

a procedure their

limitation design

it is not because

suited in this

flexible on be

corrections control

design

Instead, meet

variables

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

in spite

of the variations

in the

parameters. the

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

model

coefficients their to

applicable value of

select

optimum for

their

constraints different

objective they

is quite solve

from

In fact, about to

a steady

state and

linearized

problem, that

variables,

therefore for

the

optimization of the

seems of

a suitable

criterion

solution

particular

equations

present.

faced

with to

whether the

for

values

involved. design in be

question,

the fact

process

well-defined,

systematic First of

procedure all, of it is to

as solving

problems. the

while

minimizing

cost,

main

concern

engineer

of the plant

specified

bounds. Grossmann

and Sargent

- KpH -

-9 -

propose

that value

tries of

to

incorporate

this

They a finite

the cost

discrete optimum

probabilities design by

parameter cost

They

select

minimizing

this

expected with

to maximizing

inequality a small of

constraints set of

procedure

extreme of

is selected inequality

by analyzing

the signs

the gradients

constraints, in the

parameter

values,

multiperiod cannot

problem. guarantee

However,

as it is shown requirements

approach

the feasibility

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

is chosen (with

already

This individual

constraints

correspond of

the uncertain of

parameters) this

each of

approach

in designing here -

engineering) design is

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

it requires difficulties. be

more

load

uncertain, of which

seems

available, The

the values of

can be chosen

with and in

problem

design has

tolerancing extensively,

electrical/electronic

circuits

electrical

- KpH -

- 10 -

One

objective center

there and

is

to

the

yield

by so

design

tolerance, caused

effect can

uncertainties by

in the

parameters' required

during for

compensated

applying

tuning.

See

Bandler

(1974), Bandler

'design

parameters' by the of

define

be tuned for

a later effect

proce

which It

directly, the

be noted

problem is

optimal in

uncertain types

'process of design

parameters' problems.

different This is

nature the

above for

because once

a given

or integrated of design

for

be applied

to the design

of chemical

plants.

1.2 OBJECTIVES

thesis

addresses

both

is presented arises in

problem

and the

design

under uncertainty.

based nonlinear

strategy

that

formulating

model.

effectively

block-diagonal

many

structure

inequality

constraints have

become also

problem. feasible

been

proposed detection of

problem, for

selection

decision

equations obtained

resulting application

optimization

problem.

Computational strategy

results

of the proposed

decomposition

are discussed

in Chapter

3.

- KpH -

- 11 -

rigorous

mathematical

for

the

problem

of

design

under

in Chapter 4.

problem

represented is to be the

optimization so as to

performed constraints

satisfy

possible while of

values

(within value of

bounded cost

polyhedral

region),

function. which

constraint,

allowable

value

that

may

encountered be chosen

during to

variables

manipulate

so as to satisfy computational of

minimizing

formulation number of

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

to be finite. an

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

(in)feasibility

a convex problem

feasible at

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

strategy scheme.

The application

proposed in Chapter

algorithm

computational

results

- 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.

a plant types of

at various

capacities,

process

several

products. flexibility,

if the plant

required under

so

specifications conditions

operating known

various

conditions. problem

are either

or predictable, problem.

multiperiod of the

specifications the

various will

operating satisfy

conditions the

incorporated,

design is

naturally formulated

feasibility

requirements.

The design

in fact cost

wherein

annual

general below.

proposed

- KpH -

- 13 -

2.1 MATHEMATICAL

FORMULATION

deterministic piecewise

multiperiod constant

model

it

is

that

the

plant

is

conditions

time the

successive three of

steady

variables

in this

problem

partitioned with

vector

d of

design

remain

variables

fixed

is associated

sizing

changes

in the

operation of

plant.

control variables.

so as to be meet noted

which

and zi

operating existing xi

that

in the

operation in the

corresponds the

state

variables

Thus,

design

problem

d,

z .z ,... z

s.t.

minimize 1 2 N

COld)

L

i= 1

Ci(d,zi))

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

(2.1)

where

variables from of

in this the

problem.

equality

constraints Note

the process

system.

formulation

the order

are considered

the operation

position

in the sequence.

be represented

by the last

- KPH -

- 14 -

2.2 COMPUTATIONAL

For large

ASPECTS

industrial

problems rather

the

computational

for

solving the

expensive. with

is that

periods too

number to for

decision solved

become algorithms.

large Since

fjo.

the

designing

has proved

to be very provides

effective

(Grossmann

a rational

for for

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

from

equations instance, of

so as to

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

calculation

torn

variables

minimized

Christensen,

1970). of

In this equations

system

by eliminating has to

program given by

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

additionally

another

property

method

of solution.

the

interesting

that

it

is

blockcost d is

structure is

constraints,

in Figure that

the

separable

in the

N periods

implies

vector

decomposes

as decision should

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 -

variables.

requirements, time

substantially for

and also

enhance

the reliability

the method

obtaining

2.3 DECOMPOSITION

STRATEGIES

basic

decomposition

strategies

that

could

be used

for

solving

decomposition

schemes.

The Shindo

feasible

tech,nique

(Rosen

and

Ornea,

1963;

Umeda,

and Tazaki,

of the following

steps:

Step

1 - Find a feasible

point

problem

(2.1).

Step

(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

solve

the problem:

minimize d s.t.

CO(d)

2:

i= 1 )

Ci(d)))

(2.3)

- KpH -

- 17 -

Step

4 - If convergence

is not

achieved,

return

to step

2.

with

this

is that a smaller

However, in the

convergence

extremely

neighborhood

decomposition directions

technique

alternating

orthogonal

.z ,...z N))

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

In Lasdon,

the

infeasible

decomposition

and We"sterberg,

necessary

reformulate

2:

z ,z ,.... z

s.t.

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:

Ci(di,zi,xi)

- (1Ti)T

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

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

Step

2 - Solve

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

Step

adjust

the

1Ti by solving

11

minlmiz e 1 2 N

,11 , . 11

Co(a) +

2:

i= 1 2.

[Ci(di.zi))

(2.7)

to step

Note with a

that

technique (2.1) as

it with

is

not the

to

start

feasible there

strategy. The

However,

basically

difficulties

when

using

technique.

- KpH -

- 19 -

first

one

is

that

the

method

may

not

to

the which

solution gives

due rise

to to

the dual by it

that

difficulty and

the the

method

proposed that

Westerberg amount of

disadvantage A further

effort. that

feasible

obtained is dealing

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

simultaneously.

an alternative

decomposition

must be considered.

STRATEGY

(1971)

and

Ritter

(1973)

have

suggested with

mathematical for

programming

block-diagonal is convex

function

given

by Geoffrion

the

Projection-Restriction

in the following

Strategies.

ideas of this

strategy,

are described

steps:

Step

1 - Find a feasible

point

the problem

(2.1)

the N subproblems

in (2.2)

Step 3 - (Restriction)

(a)

i convert

the

in step 2 into

equalities,

- KpH -

- 20 -

g~

g~

i= 1,2,...N

(2.8)

where

h~, g~

sets

of equality

and inequality

inequality

constraints

2.

('b)

Eliminate so as to define

control

variables

from

the vector

zi

[:t] .

(2.9)

',2, ....N

vector

of

control n~

variables elements,

which

z~ of

is the expanded

of state

variables.

Step

4 - Solve

the restricted

problem:

= :5

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

(2.10)

:5

Step

changes

in the values

- KpH -

- 21 -

(b)

inequality

constraints

become

active

again,

that

in step 4 the

really in get

consists with

in a by this

problem number

variables, many of

general

since 2. of

eliminated of

determined on the

in step number

Clearly, inequality

actually

active

at the solution.

(1973) found

that would

problems active. in

variables

(1971)

corresponding when

(1973) with

a square

Unfortunately constraints of

these

techniques since

be extended heavily on

are nonlinear,

the assumption

linearity

However, extended

strategy chemical

plants.

of

for

flexible

plants

a surprisingly solution,

large

at the

as can

in Table

appears

to be the to

monotonicity

function problems.

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

seems to

have that

projection-restriction as formulated

solving application

the type

successful

projection-restriction

strategy

- KpH -

- 22 -

Table 2.1:

Active solved

constraints

by Grossmann

of

number

of

active constraints

at the solution

20

10 14

23

39

11 * 14

24

15

65

15

was

redundant

at the solution

- KpH -

- 23 -

that point in

have in

to

be 1.

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

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

a value

feasible

in (2.2). in (2.1)

a feasible of

is to of

replace the

squares

deviations

violated

constraints,

thus leading

d.z ,Z , Z s.t.

~ 0

can

be handled

by

an NLP

algorithm

based

on

an active

constraints

as the

by Sargent

Since the in of

the

objective

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:

function

in problem (2.11)

- KpH -

- 25 -

for

all

works

very

well

desirable is to

problems.

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

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

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

this the

method

to find by

a feasible

point

is quite

good.

(2.11) could

have In this

minima function

feasible

defines and

a plateau hence

zero-value is

in

usually

slow in are

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

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

from

of of

variables for

determined, equations

sequence for

has to be derived,

each period

of

algorithms sequences

are of

available

Lee et

1966; Christensen et

al.,

and

plants.

be pointed procedure

difficulties problem

may

deriving

the restricted

the added

inequality produce be

redundant

equations. following problem:

or inconsistent

Therefore, procedure for

algorithms the

extended in each

according in the

eliminating

restricted

- KpH -

- 27 -

Step

constraints

of

Step

2 - Perform

equations

the optimal

reordering

of

by minimizing

the number

of torn

variables

in

zi, xi.

Step

3 - Select

control

variables

z~

as decision

variables,

equations

if necessary

so as to obtain

a non-singular

of equations.

be noted

that contain

of

variables from

in step xi.

2, the

it

can in fact to

variables

Also,

variables either

force Again,

become

2 above,

than

since variables,

possible suitable

resulting ordering

more

equation

must

be used,

instance such

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

reordered

as shown

in Figure

in two

stu.v)

r(u, v)

=

=

(2.14)

0.

the

subsystems the

sand vectors As of

form

a u

partition and s v is

of

the

vector

of of non-

variables in Figure

(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

given v

a value can

of

u, and

corresponds implicit

to the function

recycle

Since

be treated

as an

u, the system

of equations

to the form:

rtu, v(u))

(2.15)

represents t T]

the

set

of

variables sequence

z~

and torn

variables is

is, uT = [(z~)T,

and for

its dimensionality

at a minimum.

110

to

delete

the

appropriate subset of

equations equations s

in step

3, it is sufficient point. to of

to Note be the is

subsystem

in (2.14)

assumed singularity

lower-triangular through

and

the

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

perturbations

determine

equations submatrix

procedure

J~ of

is obtained

by performing in

in (2.16). J~ will

correspond t.

to the columns

submatrix u r R will in r

as torn

variables

variables

decision in the

variables rows of

deleted of the

as inequality of

constraints. can

In this be ensured

matrix and is

system Also,

rank

hence usually

the jacobian

matrix

be analyzed

much smaller

of the system

in (2.14).

- KpH -

- 30 -

A variables in a

detailed

discussion

on step of

the

procedure

for

the

of

control

is given selection

it is presented variables in

more

process

design

It is useful of for

to note

this

procedure

can also

be applied to identify

problem

in the design

This of

flexible of

chemical

degrees

since

be careful

maintain system.

number

of freedom,

indicated

above

for

finding step,

feasible

point

elimination

decomposition an example

solving illustrates

deterministic the

multiperiod and

problems, confirms

problem

expected

performance

,projection-restri

- KpH -

- 31 -

CHAPTER 3

NUMERICAL THE

PERFORMANCE

OF STRATEGY

PROJECTION-RESTRICTION

in the

previous of of

is

a large at the

original design in

constraints This

is in fact making

design

as shown

2.1. thus

the above

strategy

an effective arise in

solving

large plants.

that an the

chemical

analysis proposed

relative

effort of

decomposition as the

strategy. number of

design

problem

as well

expected to

numerical the

performance. application of

An the

example

been

solved

projection-

performance.

- KpH -

- 32 -

3.1 ANALYSIS

OF THE EXPECTED

NUMERICAL

PERFORMANCE

advantage

in using

a decomposition solved,

technique

may

in general to this

being

and hence

proposed

decomposition

Based between of

on

some

simple

assumptions,

relationship problem

can in terms

be of

derived number

the CPU-time

the design

periods.

nd in

of N

design the

variables, number of tp

the number

of

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,

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

strategy

(3.4)

- KPH -

- 33 -

In

general

the

exact at

values hand.

of

o.

to

q. rand

for the

a , K R

depend the

on

the

problem aR

However, be of

problem of

values and

same

order

magnitude,

a gradient of

algorithm 2 and 3.

to have K is

p, q and r

to be small. a = 0

variables that

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

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

order

of

0 ~

<

1,

p. q, r

>

In

from

in using

the

decomposition of value a.

a t ,

by larger value in

and smaller is a by

values

fact,

below

which

savings This be

ensured a tpR

decomposition

threshold determined

useful

range thus

o ~

t a ~ a , a t

to'

obtaining

(3.7)

Assuming

ap = a

= "o

and

q,

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:

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

variables plots of

to be eliminated

problem.

,at

versus

as are

case when As

nd :: n ' z

There

from of for N.

Figure

3.1, a

,at

is smaller q of

K. Alt0, relatively

for small

given values

with

N, and approaches

asymptotically

As

an

example,

take

the

case

>

and

when

strategy periods,

8%

eliminated

a relative increase

the

These period

K :: 2 and respectively to

K :: 1,2 and 3.

can expect

obtain problems

in computational

time strategy,

when

design of

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

first

exothermic, loop

is adjusted in Table

temperature minimum

conversion.

- KpH -

- 36 -

This in N

plant

is

to

be

so

as

to The

produce

different

products of

successive for

periods

year.

performance

equations

such a system,

any period

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 problem

3.1.

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

s s

~

(C~o

- C~1)/C~O

:s:

1.0

l'o

i T 1max 0

- Ti 2 TW1

s

~ ~

T~2 11.,

356

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

function

includes cost

and the

operating

water

A

are

2 + 9N 6N

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

and N

2 + 10N different

inequality periods.

problem of

2 + 3N the

degrees design

freedom

problem. control

Selecting variables

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

corresponding

nonlinear

consists

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

corresponding N different

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

In each case,

is designed concentrations,

products etc. as

that

indicated

all

the

when

constraints Adding

active to

upper in

bounds, Table

peri ods.

equations by

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

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

is infeasible, in the

is used for

all

initial obtained

feasible by the

points

strategy to d

alternately of

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

deviations the

optimizations (Sargent

performed

using

variable were

a tolerance

of

10-2 for

of the gradient

of the objective

projected

in the constraint

space.

sizes

of

the reactor

in

the five

cases.

the problem

optimal

designs involved

various

products

annual cost.

- KpH -

- 39 -

for

the

initial that

feasible

points

are

was

efficient

considering of periods

particularly gains in

when

the number

is large. are

However, when

problem

feasible. restriction

projection of the

Table

3.7

a comparison with

problem feature

and without

of

CPU-time

linearly

It is interesting solved by

problem

using

strategy period

which

is about

required

without

using

any decomposition.

3.3 DISCUSSION

results

of

the

show design

that of

the flexible

of plants

the is to

decomposition

In fact, problems

has

appl ied

requiring in Table of of

computational effort

3.7,

required

problem

this

chapter

the application

the projection-

strategy. is

required of

(number with to

periods).

that more

in computational problems.

in larger

with

different

nonlinear

programming

- KpH -

- 40 -

that optimal

they

are

much when

more the

likely of

to

be

successful variables

in is the

solution

decision

Also,

it will

method

in obtaining

design

solutions,

nonlinear

programming

to a sequence

of smaller

subproblems.

that

the

proposed not

strategy of any

is

conceptually

quite

and for

does

particular

solving

nonl inear

programming

(NLP) with

different of

derivations

beginning

that any

significant the

effort

algorithm

solving the

in CPU-time the

increase

solving

example

without

above

decomposition

example (without problem the

typical

algorithm. case of 1, 2

and using

periods

application (Powell,

strategy) requiring

Han-Powell

Algorithm

14.1sec,

respectively

to attain when

32.2sec,

respectively

projection those

computational metric

obtained

the variable in

Sargent

and

Murtagh of its

(1973). stringent

although termination

general criteria -

the for

because

results

application in solving

strategy problems.

the multiperiod

- KpH -

1>0'

F. .. o

v' ,

T1

CAo

T" o

T,\.

Figure 3.2:

Flowsheet

for

- KpH -

- 42 -

Table

3.1:

Data for

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

= =

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

=

=

Ti 2 i Tw2

- KpH -

- 43 -

Table 3.2:

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:

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

Number Periods

of N

Optimum Cost

Annual $/yr

0.980 X 10 1.010 X 10

4 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,

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

Optimize d

Alternatively and z

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):

*

Projection Restriction

4

5

Number

indicates

periods

1,2,....N

taken together.

- KpH -

- 48 -

Table 3.7:

Computational

results for

Number of Periods N

5 2

7 14 21

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 size of

the problem

- KpH -

- 50 -

3.4 NOMENCLATURE

EXAMPLE

PROBLEM

m2

stream,kgmole/m3 stream,kgmole/m3 K

(Ei/R) Fi Fi

1 FW

Heat capacity

kJ/kgmole

Ratio

of activation

energy

to gas constant,

(aH)~xn ko N i Q HE

number

considered

K

TO

Ti

1

of feed

temperature, temperature,

Ti

temperature

of cooling

water, water, K

difference,

coefficient, capacity),

kJ/m

hr K

V

Vi

(J)

(design

3 m

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

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

correspond

internal

process

transfer In to the

streams, of these or

streams, are

conditions only

data. during

The the of

values design

stage,

actually

or fluctuate chemical

the plant.

Hence,

an optimal having

process and

parameters these

have to be on

uncertain

values,

uncertainties

the optimality

of operation

be considered.

account the

for

the that

in

the

values is to

of

these

procedure

assume

some factors

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

since A

problem the

is not

different

approaches

shortcomings

in Chapter

As

mentioned

in Chapter

in the problem

of optimal of

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

words, of on

optimal

even region, order

design, the

be to ensure a given

when

bounded in

suitable to satisfy a

manipulation the

in the

Grossmann tries to

have by

proposed designing

design

incorporate

a plant

flexible

enough

to accommodate strategy

the uncertainty

idea in this

to satisfy

during that

operation remain of

the

is only

the design a

fixed.

this

strategy, of

the problem

flexible

values

chapter. than in

be shown presented to

(1978)

fai I of

some

formulation

are also

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

into

categories.

is associated is

not

jIo'

the plant.

z denotes

the control so as to

variables,

the values

meet

the are

operating

The

vector

'variables the

determ ined

solving

system. whose

Finally, values

a

for

is

the to

vector

in the range

bounded is defined

values

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

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.

(1)

Operating

that be all

design

it is the

that of

process T. Hence,

parameters for

region

in this

select

every

realization

E T, a control

is optimal

and feasible.

Clearly, be expressed

for as

of

a,

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

Z

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

s.t.

(4.4)

Since

the

control

variables problem of

z lie

set,

the

minimum which d. 8.

The solution to

of this

function fixed

C*(d,8) of

the optimal

operation

values

is performed be given

every

realization value

by the expected

E

8ET basic

(2)

Design

stage:

In order

to

achieve

the

of

feasibility

of

operation so as to

d must variable

be chosen z can be of

selected

Z

Note

that

an improper of

selection

realizations

8 in which

case no

will order

exist to

constraints design d

Furthermore,

in

optimal value

must

be selected C*(d,8)

so as to

minimize region

expected

optimal

cost

function

- KpH -

- 55 -

This

strategy

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

constraint,

because

operation

In fact, of

states

8 E T vector

there

at least

that

gives

rise

Qualitatively, parameters,

irrespective design

taken

o.

the plant

can be operated

to satisfy

the specifications.

the objective of

function optimal

in (4.5) design

is itself

determined

through

the NLP in

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)

that

since

there

number

of

possible operation

for is in

number

decision every

variables of

(4.6) the

is

infinite.

because is

value Also,

control

being infinite

chosen. set of

feasibility

constraint

constraints

- KpH -

- 56 -

inequalities problem

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

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

a discretization cost

parameter

in order

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

to e i

discrete E T,

probabilities

number

parameter

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

probability design

distribution these

the

parameters by the

available so as to

stage,

be selected

designer

reflect

subjective

probabilities.

the above

simplification,

of

decision vector

variables design

in (4.7) is variables

since finite

optimization number of

the

d of

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

control

corresponding operation

optimal

feasible

- KpH -

- 57 -

space. is still

that so for

despite as to every

this

the the

feasibility design d to in of

restrict point

0 E T.

(NLSIP),

Thus, with

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, with

where length

operates

Oi, and

period

proportional design

discussed be solved

2 and 3,

this

class the

of multiperiod

problems

efficiently

with arises

question

that

immediately

then

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

feasibility

those be

guarantee

feasibility

constraint

will

number

of parameter

values

possible

problem to

deterministic it is

multiperiod first to

problem.

order

essential it more

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

of

of by of

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

constraint,

max BET

min z

max jEJ

(4.9)

are exactly

equivalent.

Proof:

This theorem

can be proved

in two

parts,

namely,

(1981).

is simpler

By the definition

used

following

equivalences

global

max

operators:

V

:~

BET

(V

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

0 ])}

V V

BET

z(

0 )}

BET

min

z

max BET min

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

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

r which

corresponds

maximum this

z,

e.

that

minimizes feasible

any given

e,

corresponds

most

operation

the for

worst which

eC

z

'r

having

i,

for

a given

design

a design critical

can be chosen

to satisfy

the constraints

every feasible

eC,

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

problem

handling

infinite constraint

constraints.

max-min-max likely to

determines while

eC

that

for

which

inequalities

are most

requiring

these solving

inequalities

be satisfied

at that

point.

constraint

involves min

the max-min-max

problem, (4.11)

max eET

- KpH -

- 60 -

which

is structurally in literature

far

more

complex

than

the

min-max

problems

addressed main

(Danskin,

computational

arises

of the of

as the difficulties

evaluation

Furthermore, subproblem is

clear

circumstances

unique, the

since

in Theorem Therfore, of it

1 global is desirable

operators step to

had to

be used for

pco of.

examine

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

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

be a good

measure of (in}feasibility

Since

the constraint

which

BC corresponds

to a critical

space for

- KpH -

- 61 -

design largest

the

smallest

degree

of

feasibility

(if

infeasibility

To which

illustrate

these

ideas

consider

the

following 8:

set

of

two

constraints

involve

one variable

f1 f2

-z

8

+

z - 28 - d

2 2

s s

0 0 (4.14)

shows to

a plot d = 0.5.

of

the As

feasible

region

on

8-z

space,

for

in the figure,

the size

region feasible

increases at one

as 8 increases, value of

1 being

single also

region

feasibility. region of

JIt

This

can

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

its

results

are point of

plotted of

in Figure

4.1c.

Note

= 0 for of and

JIt

JIt

feasibility. as

Also, for

values 8 = 2,

correspond positive

to

regions are

feasibility with of 8,

instance as

values

infeasibility

JIt

1"

is a critical decreases

where

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:

for

constraints

- 64 -

design

d and for

any

chosen of

parameter

value

8, the

of

-JI'(d,8) can be

interpreted for

operation. region

feasible and 8.

in the d-8-z-u

onto

values

the effect

of

changes

in d, the region

of feasibility

for plot

in Figure in Figure

for

1 is

corresponds ~ 8 ~ 2. 8 =

maximum design

value

JI'{d,8)

range point

is feasible range

critical

is found

to be also

feasible

the entire

1 ~ 8 ~ 2.

The

example

above

would

suggest

that

feasible critical

in the

design of of

one single

respect

8, which

in this may

JI' versus

However, if a third

not

be true

general with

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)

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

for constraints

(4.16)

with d=1.0

- 66 -

at from

= 9/5,

and exhibits

two

local

maxima

at

= 1 and

= 2.

Figure

4.3b that

decreases the

at both point

points, There

e =

e =

2,

interior for

= 9/5. which

be considered

design,

range

:$

:$

2.

This

observation of a set

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,

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

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

Epi { fj(d,Z,e)}

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

Epi {

Epi {

jP(d,z,O)

which

is therefore

a convex

set.

From

this

it follows

~(d,z,O)

is also jointly

convex

in z and O.

Property

2.

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,

e2

E T be two

1,

distinct

points 0'

that

+

are different

).

from

<). <

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

+

T.

Then

it

is

possible of 0,

to and

choose

two

distinct 0

points

in

the

o<

<

such that

= (1-A)

A 02.

is convex

in 0,

Since

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

of the region

T must

proves

the result

- KpH -

- 69 -

Property

4.

T is polyhedron

defined

solution

for

the problem

of this

This points

result for

is

obvious

from

the

fact and

that that

the every

vertices

extreme well as

a polyhedral can be

region, expressed

point)

extreme and

any

,

problem the

(4.18).

must

a vertex

polyhedral

region

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

number

can be considered T. of It

design fr om for

in the convex,

follows

operation all

eET

for.

considering critical

design values

the will

polyhedron

parameter

accounted

(4.17) 3 of

a maximization 2, there

of

a convex of This

function local

as shown for

Property

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

important points.

critical

feasibility

the

design

by explicitly

considering

them for

design.

It

should

also

be

clear

that

the

assumption

of

convexity

on

the

- KpH -

- 70 -

functions points

2 is a sufficient of the

condition

for

vertices if to

polyhedron constraint

T. Therefore,

correspond be

However, this

necessarily

true.

limitation,

provided solving

2

of

is

very

useful

efficient

algorithms

design

under uncertainty,

as shown

~.

- KpH -

- 71 -

CHAPTER 5

ALGORITHMS UNCERTAINTY

UNDER

As

shown

in

Chapter 4,

when

solving

the

problem

of

optimal

it is essential

to satisfy for

feasibility

e E T.

critical

This

d. feasibility be

every

value two

then

can

guaranteed which

every

e E T.

that the

In this critical

solution at

assume region

are located

polyhedral

T of

These

design an

an iterative strategy

problem, presented

which

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

2, if

the

constraint at the

functions vertices in T, a of

fj' the

convex, T.

then

Since

vertices for

design point in

considering This

be feasible following

every for

polyhedron.

algorithm

solving

~ 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

strategy,

dO.

so as to obtain

Since Oc

To

includes

all,the to the

N vertices above

of design

the

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.

in this

increases for

exponentially involving 2 10

the number

parameters

N = 2P. design

a problem consider

ten uncertain

(p = 10). lead to

problem

has to

= 1024 vertices,

- KPH -

- 73 -

large the

problem number

in (5.2). of

Because is

of

this

fact,

Algorithm not

parameters

small

(typically,

5.2 ALGORITHM

2.

of

uncertain

parameters does

procedure

which

verticls and

explicitly of

1, but that

following the vertices

ensure is

feasibility wherein

proposed for

purpose,

are considered

multiperiod

formulation.

2P.

can

be

achieved by

with

small

computing Sargent

requirements, (1978), in

using which

the each

and

assuming af/aOk to

monotonicity of each of

and the

analyzing individual

gradients. f, j

gradients

constraint

functions

respect

the parameters

at initial for

constraint for function the parameter for zero the

individual

gradient if

>

of

0, the upper

the the vertex, lower bounds the the

O~ is selected O~ is selected.

< o

either to finally a

Since

constraint all by

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

constraint

functions

(see Grossmann,

Step 2 - Solve

(5.3)

=

dk. values

1,2, .....N

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

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

from

Step 2.

that for

of this

algorithm because

will

parameters of to of iterations be

a finite

there The

parameter by the

considered.

guesses As in

which

required.

- KpH -

- 75 -

1,

problem

(5.3)

in

Step 2

can

be Also,

solved note

with that

projection-

described have to

in Chapter

2.

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

~

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.

number while

throughout, This

by eliminating

points

new ones. of

elimination those

of the value of of

1/', to

the a

remove

corresponding is clear

1/'.

T/,

From indicates

in Chapter 4 it with

a minimum

region

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

heuristic.

A second points

is whether

determine each of it

critical individual"

analyzing possible,

would

further

enhance

above

solution

strategy

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

network

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

temperatures 1978).

is considered five

heater

a cooler as overall

water, 5.1.

streams data

cold

streams The

problem.

transfer

coefficients

considered

(within outlet

range

values), choice T 13

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

temperatures

by suitable temperature

T 15 and representing

equal ity

inequal ity

temperatures

various

have to be satisfied.

T3 T6 T 10 T 12 T5 T3 T8

~ ~ ~ ~

T 13 ~

- KPH -

- 77 -

T 11

T5 ~

0.55

T7 TS T9

T2 ~ T6 ~ T 15 ~

Among

the

above on the

the

first

correspond on the

to

minimum considered

initial

vertices of

signs

gradients (197S).

of Note

Sargent provide

also

function. with

CPU-time

required

to

design

problem The

strategy

(DEC-20). to

design for

parameter are

found

be feasible which it

The

results

5.3, from

is clear

at all

the vertices,

thus ensuring

feasibility.

that

the actual

value

of

I/' is dependent

are given

factors this

used

which scaling

in Table

problem. the

factors

is arbitrary,

I/'

It

is also

that

there

vertices

value

may respect

that

performed and

variable

Sargent was

Murtagh with

(1973). a

this

example

solution

obtained

single

iteration

through

- KpH -

- 78 -

2, without always

the

need

for

considering

additional from

vertex

points. example

This which

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.

parameters: 3066 kJ / m2 hr K

hr K

FC4 FC 7

FC 11 = 31674

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:

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)

2

cost, $/yr

30.8 CPU-Time

45.58 obtaining

2.9

11758

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

0-15, 24-31

CPU-Time

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.

shows

the

consisting exothermic

of

reactor

and

reaction

uncertainty temperature

To'

..

(ill) rate

Tw1'

inlet

temperature

constant

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

correspond to

parameters than

the

is specified be lower in

be not the

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

must

than selecting

design heat

consists

and

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

by suitable of the

choice

of the of

temperatures

actual

values

equations of the

design

are

equations by the

Other inequality

specifications constraints:

satisfied

expressed

~ ~ ~ ~ ~

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

as given given in

Table

design

corresponding to

these for

Table

5.6a.

This

design

is found

be infeasible

eight of

Y'

for

Y'

is found to new

to

be the to

be added set of in by

initial points

design. resulting

is given design of

shown

This

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

as shown these

values

Y'

values

of of

Y'

the

constraints

the

the for

constraint range of

a means

feasibility as in the

operation

previous

example,

vertices that

of with the of

can be attributed

constraints

it took

4 and from

feasibility

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

which The of

is quite

moderate, were

optimizations Sargent

the variable

projection

algorithm

and Murtagh

- KpH -

- 85 -

Finally, of weighting

the

of

the solution

with

respect was

to

factors

objective for

function) this

tested

the results

wi

obtained the

design

problem As can

by taking be seen

in the

objective is

of

reactor

on the varies

weighting within

factors,

whereas

the

cost

11.5% and

not It since get is in the of

5.7%

respectively. affected

w

that

the

design

does factors.

moderate

in the

weighting

1.0

of

the variations

to be quite

is given on these

Although feasibility

actual the

solution is

factors, because

always

guaranteed. parameter of

constraints and

corresponding it

to the critical

points

design design

large

since

several a single

parameter parameter

the common

practice

which

is to optimize

- KpH -

..

'

cAl "

Figure 5,2:

Reactor

Example 2.

)

- KpH -

- 87 -

Table

5.4:

Data for

Example

Nominal

values kR Fo

of

uncertain hr

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.

factor

Scaling

factors

(c) 1.8;

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

A

18.0

T w2 ~

- KpH -

- 88 -

Table 5.5:

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

N - Nominal,

L - Lower

bound,

U - Upper bound

- KpH -

- 89 -

Table 5.6:

Results for

with

Algorithm

2.

(a)

Design obtained

for

parameter

points

~ 3 V = 5.3 m ,

CPU-Time (DEC-20) for

(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

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

with Algorithm 2.

(a)

A

;~t~2

using 12.8sec

IO~(J2

Co st: oI!'e i i 0 $/yr

CPU-Time

,..

(DEC-20) for

the design

(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

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:

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

to

see only

that those

in the

first

the

design

solution by

is

vertices

gradients 5.2,

individual the

constraint functions

out

Section

constraint

monotonic

respect

procedure

corresponds

maximization '978).

functions from

and Sargent,

However, always

..

Example parameters

such procedure

cannot for

set of of

required

design. the

method

characterizing Thus, as

parameter

2 illustrates to achieve

analyzing operation

feasibility this

of

parameter

values.

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)

these point

constraint chosen of

functions for

are linear,

their

gradients they be

It different

is clear

at the

vertices to the

J.

= [1,1] on

Therefore, of of

according

is based

solely

individual parameter

these for

three design.

vertices

would that by

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 -

the

constraint of

ljI - the

for

set of

design for

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)

gives

a plot

of

the

feasible

region of

for

the

set

of from

constraints

in

a design each of

obtained

the

constraint must

functions

parameter of

ljI in Figure

that vertex.

since the

v

2

attains

design 8

d = 3 is and

feasible it

vertices the

r ,

the of

= [',2]

whereas - [2,2]. 84 -

point critical

ljI

design region

consider

d = 4. The shown

feasible

for

vertices

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

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

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

(5.8)

- j fj(d,Z,e )

max eiET

0,

V jE

to

J.

Thus and

if

for

the for of

design all

design

select

a control points

z.

feasible by

common

e E T,

then

parameter

individual

constraints

to those is clear

points)

by the controls

max-min-max z may

constraint.

in general of

to

Therefore,

points,

guess

parameter

to be considered

Another determine

interesting

about only

locating

the

critical

points

is

to

to be considered of yr(d,e) in

design. rise to

a single

out earlier point

critical

point would

suffice

As pointed a single

critical

as is also of are

given to

above

monotonicity nonlinear,

I/' is difficult

following

establish can be

analysis

constraint

functions.

- KpH -

- 97 -

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

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

(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)

this d. of

it is clear in (5.12)

that the

in are

8. for

A which j

are in turn

from

in (5.12). and

Since r

multipliers necessary

since

+

for

every

1. In general. of all

condition uniquely k,

values

determined

system

(5.12). j. and

some by

constraints conditions

defined

individual

constraints

respect

8 would

To The three is

illustrate to

these

ideas

consider

the

set

of

constraints

given

by that

solution

yields for

indicating

constraints as

all 8. 1

+

for

obtained

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

indicating

indeed given

monotonic by 8

maximization of

I/' results

in the

4 = [2.2].

whereas

the signs is no

the gradients

.3,/1/.381

and

this condition. of From I/' with this it

constraint of

satisfies

in general of

constraint of

be clear the

individual It

constraint is also

functions to

predict that

values. constraints

important

in general

would

depend

on the

- KpH -

- 99 -

design depend

d, from on the

which

it follows d. is as

of

y(d,8)

well of in is

design

> nz

1. in

For 8

(4.16),

monotonic be seen

shown

However, in 8.

from

Figure 5.5,

d = 0.5,

the

analysis for

would of

seem nonlinear

to

be

too

applicable the

general provide

constraint

However, of this

analysis which

insight it

'" 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

the constraints

(4.16)

with

- 101 -

5.5 NOMENCLATURE

EXAMPLE

PROBLEMS

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

m2 kgmolefm3 kgmolefm3

stream,

stream, K

kJfkgmole

energy

to gas constant,

Heat capacity

flowrate,

kJfhr K

number

stream, K K i, K water,

temperature, temperature,

of stream of cooling

K 2 - outlet) kJfm2

1 - inlet,

subscript

u u'

V

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

problem

of

optimal In order

design

of

flexible for

chemical

plants

has

been

thesis. the

to account

changes

design the

systematic in the

introduce It of the is

flexibility

design

shown

there

classes

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

conditions be

are given by

sequence,

the problem

can to

formulated

deterministic

multi period

model.

program

difficulty It is arises shown to because that of a

decision

variables cannot be

existing this on a

decomposition problem. A

techniques new

effectively

exploits that very many The to with effectively inequality

projection-restriction

structure active at of

mathematical become

the problem

constraints of this

restriction computational between (number the effect The results time with

has can

been be of

significant The

technique.

the of

performance of

strategy

and

periods) of of having

is discussed, is clearly

wherein shown.

many

the numerical of

example

does for

the use of

nonlinear for

and is

general

application

problems

As dependent at the

is

shown,

the

efficacy of

of

the

proposed constraints

technique become

is

inequality

active

optimum of the

solution. since

It should it

be noted

that

technique, constraints

is a common become

observation

inequality

do in fact

active

a design additional

problem. feature

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

proposed

purpose

replacing

problem

of the to it

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,

reducing the

decision

variables set

program.

involves

an appropriate equations

variables a procedure

the resulting

is solvable.

is in fact

shown

to be applicable

in the general

of decision

variables

in rectangular

systems.

the or

values they

of

some

of vary

the or

parameters fluctuate

actually

problem parameters.

has t Since

a prior

distribution assumed

values

However, on these

in cases

distribution

values

may

confidence

for

these

can be determined

Having

fixed

the

range

of

values

for

these

parameters,

which

are

- KpH -

- 105 -

to be independent, feasible

is to propose of the

that such

guarantee of these

steady

parameters. depending

is designed of these

so that bounds}

values

the operation

design

represents infinite

has

shown

to

be a two-stage

program,

optimization satisfy

variables

parameters the of

specified of the

guarantee a

every

realization This

parameters,

feasibility that

every the

parameters of control

encountered be chosen

appropriate

variables

so as to satisfy

the design

constraints.

main of the

computational infinite By

difficulty of

with variables

the

above an of

formulation infinite

arises of and

and set

number values

involved.

parameter

of

function to

by a weighted be finite. an

average,

can be reduced of

number been

constraints, which

equivalence to to

constraint This a

established, constraint of

leads proved

max-min-max

deeper

understanding

feasibility obtained

aspect from

the

design of the

The following

results

an analysis

of the rnax-rnin-max

constraint

in relation

to the design

problem .

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.

there

than

a single in order

critical

parameter

value

be considered

design,

to ensure

feasibility.

If

the

constraints

are

region

points

must

lie

at

the

of parameters.

Base'

.on

these of

results

proposed an iterative to

which

transforms

the

design

under

design with a

wherein value

each period

correspond

operating

of the parameters.

algorithm example

leads to an efficient

procedure,

problems.

6.3 RECOMMENDATIONS

of

the

deterministic

to

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

be coupled among

in the state is a

variables

subset the

periods, in the

problem

bordered

However, if in

proposed linking

still and to

occur,

as then

block-diagonal work so as to

constraints the

strategy

applicable,

maintaining is required of

efficiency for

procedure. the

Additional

a theoretical

investigation on strategy.

convergence be noted

projection-restricti

It should

Ritter

- KpH -

- 107 -

presented to Iinear

a proof

for

his version

technique

constraints.

Regarding strategy,

experience

a general of

computer

program

incorporating (Avidan,

the will of

a Master's for

thesis further so

project

be useful

into

proposed

strategy

as to

applicable coupling

general

case of

multiperiod

design

problems

of optimal proposed

design

with

uncertain AlgorHhm

values, requires

one of further

solution

be considered is suggested

design

problem by

this

be achieved point,

removing

every

Algorithm

2, at least

on the basis

indicates

feasible a very

seem

a more

can still

feasibility needed

investigation of this

direction,

scope

approach.

for

Step 3 of for

2, it would the

be desirable

to

devise when

procedure of parameters

jt'(d,8)

be determined of the

explicitly space,

every

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

would

be

to

linearize linear

the

the resulting

program procedure

points,

with error

I/' to account

a valid to

linearization. in the

procedure

finding which

critical would

points require

seem

be a nontrivial

task

considerable

research

that of

the one

uncertain another,

are

considered

to

be

varying of the

mathematical

formulation

problem

in Chapter It should

4, as well

the solution

in Chapter formulation

5.

be pointed

the two-stage

given

in Chapter

4 is in fact

general, (through

constrained

basic the be

proposed

a suitable of

developed this

critical ability

in. Step 3

2.

However,

identify

region points

of parameters, through

be desirable max-min-max

a complete

problem.

is

also

to

note

that

the

assumption for

of the

of

the

functions be at the

a sufficient (extreme

condition points) of

to

in the parameter of of

space. of of points

a weaker

be to

assumption condition

convexity convexity

constraint feasible

functions, region.

and Also,

instead since

impose in the be

correspond

to vertices, the

it would

procedure

solving

explicitly

the complexity

of this

constraint,

- KpH -

- 109 -

problem

with

multiple

local

solutions procedure

would valid

have an efficient

solution

general

- KpH -

- 110 -

6.4 CONCLUSIONS

has resulted

contributions Design:

to

Chemical

A systematic of chemical

approach plants,

for that

introducing is more

flexibility rational

design existing

approaches.

very

efficient strategy

scheme multiperiod

on

projectionwhich

restriction results

problems,

in significant

gains in computational

rigorous with

formulation in

for

the

problem for

of

optimal its

design

parameter

values,

which

interpretation

An

efficient

for

solving

the which

problem

of

design

under to be

in designs

can be guaranteed

and optimal.

for

detection

of

redundancy

and selection so of as to

of

process

design in

avoid

singularity,

equations

procedure.

- KpH -

- 111 -

APPENDIX

SELECTION IN

",.

OF

DECISION DESIGN

AND

TORN

VARIABLES

PROCESS

COMPUTATIONS

the sparse

main

requirements of

of

process

computations For

is the it by

systems

nonlinear 2 that

equations. variables

instance,

mentioned set of

in Chapter equations

the

representing Also, in

process the

which

general

strategy, as to

define

a selection case,

decision in fact

variables possible it is

In this

equations

desirable

that

procedure often of

being these

developed systems

situations. freedom

very

number In

variables to to of

order

procedure

these to a of

freedom so that

system,

set

decision

resulting

square

system

- KpH -

- 112 -

is not

solvable. only to

This the

Appendix

presents

such strategy,

which to

is

projection-restriction

general

computations.

A.1 INTRODUCTION

a solution design

procedure computations,

for the

systems set of of of

of

algebraic

equations

variables

a vector are

decision

variables by solving

state

variables. for

variables values of

calculated

equations either

decision

variables.

These

values

by the engineer

or through

an optimization

of some

appropriate

function.

be noted the in

that

the

determination of a a set of

of

the

number

of

degrees

of

requires This

identification general is

consistent

non-trivial

problem

system

Therefore,

procedures

this

engineer

the valid

and relevant

equations,

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

has a bordered

the system

of equations while

any fixed

values state

variables,

variables

are iterated

the remaining

solving select

portion. to

minimize

variables. in the

based

on this

approach

literature.

See,

Lee et

- KpH -

-I

To r n

t:

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

en z

8 ... :3 0-

-,

~, "

", ,

'"

h ~ .

e-,

u u

---

.

-,

-, -,

, "

-,

-, -,

""

Figure A.1:

Bordered

lower-triangular

structure

,)

- KpH -

- 114 -

(1971);

associated to

choices system

decision

variables,

can fail

obtain

which

(1971) of

an algorithm square

variables

singularity

system, equations.

system is

redundant redundancy

suitable

in a given

equations

and selecting

decision of

variables,

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

it

is useful

to

define and

the

three

{in)consistency, system is

(non-)singularity be structurally

numerical if by

consistent

occurrence matrix

matrix

it is possible entries if

occurrence the

having

non-zero

along

words,

system output

consistent by

one

admissible arises

Steward

Structural more

inconsistency than

because of in

the

number results

subsystem, deficient.

always

a jacobian

matrix

- KpH -

- 115 -

While is associated

iinlconsistency is a structural

with the algebraic and if

of

a system,

is algebraically

singular

matrix

X of

is rank deficient to be

being points.

numerically

not necessarily system

singular

imply of

does

structural which

equations is

dependent. of at for

non-singularity system is

indicated

presence Thus,

numerically

equations

the following

structurally ~

and,

inconsistent

algebraically

singular X.

numericet ty singular

numerically

non-singular

algebraically

non-singular

consistent.

it

is

clear

that

structural

consistency

is

only

to ensure algorithms be at

algebraic (e.g.

non-singularity. methods)

Quasi-Newton

equations region of

least

algebraically Algebraic of

variables

in the

computation.

by structural by a bad

inconsistency of

choice for

decision

structural

analysis

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

of

matrix

of

in a

so as to equations of

triangular

form.

reordered

= 0

can be represented

as shown stu.v)

in Figure

equations:

=

=

0 0 (A.2)

rtu.vl

equations therefore

with

lower

v, which

of

be solved to

given Since

value

corresponds

recycle of

equations. equations

v can be treated

function

u, the system

rtu, vtu))

(A.3)

u includes

of

decision

variables any

of

t. that

by

chosen t. to of to the

system of

iterating

variables

the residuals

u is in general as shown

and requires

avoid

singularities,

below.

lower-triangular

system the

can be analyzed

Jc(r,u)

(A.3),

equations. This matrix is given by:

(A.2) corresponding

to the

recycle

- KPH -

110'

')

/

Figure A.2:

Constrained

jacobian

matrix for

- 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

system With

determine non-singular

Jc(r,u).

as shown

J~ will

area.

in u that variables

the columns

submatrix in u will

variables

correspond the

variables freedom of

degrees in the

included either of

rows

this

are

matrix

resulting

and hence

1981). is also

Since

there to

can

be several any

possible preferred

choices choice

possible

incorporate

in the above

procedure.

the

jacobian point

matrix

Jc(r,u)

given small

in (A.4)

can

be

evaluated

by performing tend to

minimize is often

dimension moderate.

involved matrix

procedure and be

jacobian of

non-singular a

rank

on this et al.

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

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

there

danger that of

not being

matrix

is ill-conditioned

cause

deletion

a non-redundant To guard

variables

than

required. at different

against

possibility, strategy

the jacobian

points.

However,

a better

the following

procedure:

solution

is are If

for to

the check

square

system, they

the are

"'.

of

the

within it

these of

indicates

that

number

degrees

requires can be It

variables

variables. at the

reanalysis that

jacobian to

point. one

noted

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

po 1 po 2 po 1 po 2 y,

= = = =

=

0 0 0 0 0

- KpH -

- 120 -

Y2 z, x, y, x,L

+ + + +

K x 2 2 z2 x 2

= = = =

0 0 0 0 0 0 0

Y2 y,V Y2V V

z,F z2F

= = =

(j)

(k)

(I)

x L + 2

are clearly

(I).

valid,

contain will

However,

equation

so as to illustrate

the proposed

procedure

presented

A.,

shows to

obtained elements

by of

equation

ordering,

with of

the the

corresponding system. as

the jacobian

matrix to

jacobian in

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

expression that

(k)

algebraically is row

in Table

It is clear

the rank

this

two, as it can

(I) to

by adding

L times

three the

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

of the particular

problem

at hand.

- KpH -

- 121 -

A.S DISCUSSION

The identify so as

above redundant

example

shows

how

the

be

used

to

equations in a

and to

select

to

result using by

square

suitable

solving is able

algorithms. to determine

this

method of

degrees design

freedom

which In using

in both method,

allowed even

and valid

that

describe required

system,

if some

to identify in the

redundancy proposed

and to method,

a right

decision

as presented procedure.

can be incorporated

in an automated

solution

information earlier, of

matrix,

which

is required

for

as an initial

updating solving

recycle

evaluation from

the jacobian

is clear

wherein

no numerical package

algebraic to

manipulating the It

is assumed of here

detect

algebraic should be

matrix, this

procedure for

seems equation of

applicable is no reason

only why

using

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

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 -

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

Equation deleted

Decision Variables

Torn Variables

(h)

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

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 -

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A. I. Flexible Chemical

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Srosilow, "A

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- KpH -

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- KpH -

- 128 -

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- KpH -

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Weisman,

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- KpH -

Cam uscalendar

A bi-weekly production

2 MA

P,d

for Ihe

students,

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

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

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

11 ID;

SPORTS

MEN'S BASKETBALL. Feb. 23 Washington

(A) 8

& Jefferson

p.rn

Feb. 25

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.

(H) 9

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

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

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