Since experimentation is expensive with increasing computation power the significance of modeling, simulation, and opti-
mization in process development has grown. Quite often in such models some parameters are uncertain, e.g., due to high
variance in experimental data used for their estimation. Methods for investigating the impact of uncertain model parame-
ters in the simulation and a new extension of an adaptive multi-criteria optimization method to account for these uncer-
tainties are described and demonstrated based on a cumene process.
Keywords: Decision support, Multi-criteria optimization, Robust optimization, Sensitivity analysis, Stochastic optimization
Received: July 12, 2016; revised: August 18, 2016; accepted: October 13, 2016
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based on sigma points calculated by using the fully symmet- objectives within the multi-criteria optimization which is
ric numerical integration formulas [8]. done in stochastic optimization (cf., e.g., [13] and [14]).
The results can be investigated in a sensitivity navigator,
where the properties for which sensitivities should be esti-
mated, can be selected. There are a lot of different possibili- 3.1 Robust Optimization
ties to analyze the generated data:
– Several 2D projections (or scatter plots, similar to the one The goal of robust optimization is to identify a conservative
in the MCO navigator described in Burger et al. [6]) with design, which works for all scenarios without optimizing
the possibility to choose a third property as color code of each scenario individually (parametric optimization, cf.
the investigated points. This can, e.g., be used to show Sect. 3.1.2). In this respect, conservative is a good result
the variability of an objective for different enumerated since none of the considered scenarios can lead to a worse
points. For example if they represent different measured design. In the following only this min-max robustness is
operating points then it is possible to add the experimen- considered. For examples of other kinds of robustness refer
tal data to this 2D projection. to [15]. Depending on the constraints of the optimization
– A slider view which allows to investigate the results of problem the robust optimization might lead to worse solu-
the sensitivity analysis by restricting values or navigation tions than the individual scenarios. This leads to overcon-
(moving sliders), similar to MCO [6]. servative designs which will be more costly.
– Sensitivity bar chart for each chosen objective to be
investigated: Here in case of finite differences based sam- 3.1.1 Unconstrained Robust Optimization
pling methods two different sensitivity measures are
shown for each uncertain parameter. Furthermore, a There are some questions arising with the definition of
box-whisker plot is included showing the full range, worst cases especially in the context of a multi-criteria opti-
quantiles, mean values, and the reference (or nominal mization. Considered the case of an unconstrained single
value). objective optimization problem, in which an objective f2
– For vectorial properties like, e.g., temperature profiles of should be minimized. If p denotes the parameter vector of
columns it is possible to see the sensitivities for the whole the optimization problem and qs the vector of uncertain
vector. This allows, e.g., to choose a position for the parameters for scenario s (proposed by the sampling meth-
placement of a temperature sensor in a distillation col- od) then with
umn based on the largest sensitivity on process fluctua- fi;s ¼ fi ðp; qs Þ (1)
tions as described, e.g., by Oldenburg et al. [9].
– Within the sensitivity navigator it is possible to calculate The optimization problem can be formulated as follows:
a relative gain array which can be used to identify possi-
ble good combinations of manipulated and controlled minp maxs f2;s (2)
variables. (cf., e.g., Skogestad [10]).
So during optimization (here minimization) the maxi-
mum of f2 of all scenarios has to be identified. This maxi-
mum which is unique in case of single-objective optimiza-
3 Multi-criteria Optimization under tion (i.e., scenario with highest value of f2) might be not in
Uncertainty case of multi-objective optimization. That is demonstrated
in Fig. 2 for a problem with 2 objectives f1 and f2. There are
An existing multi-criteria optimization tool based on an
adaptive method to calculate Pareto points (Bortz et al. [5])
was extended to account for uncertainties during optimiza-
tion. As mentioned before, here only a finite number of sce-
narios (samplings) is considered. In this first implementa-
tion as sampling method for investigating the uncertainty
range the factorial design was chosen. In principle it is pos-
sible to extend the application to other methods, but there
is danger to get lost in the different methods and produce a
large amount of different simulation and optimization runs.
Therefore, a computationally relatively cheap method in
terms of number of samplings was selected here. There are
two different ways to consider the different scenarios (sam-
plings). Either focus on the worst case and try to optimize
this case, which is done in robust optimization (cf., e.g., [11] Figure 2. Problem with worst case of f2 in multicriteria optimi-
zation: several solutions possible. Use of re-optimization to
and [12]) or evaluate the different scenarios to calculate a improve the solutions of extreme compromises: Identify worst
mean (or expected value) and a variance to use them as case in f1 at fixed value for worst case of f2.
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two solutions with the same value f2,s* = minpmaxs f2,s which
differ in the value for f1. If the objective was to minimize
the worst value of f1 as well; then the worst case scenario is
the one with the higher value for f1.
In CHEMASIM a hybrid approach for the adaptive mul-
ti-criteria optimization is used (cf. Bortz et al. [5]). This
starts with the identification of the extreme compromises
(i.e., single-objective minimization of the different objec-
tives). Since in these cases exactly the problem visualized in
Fig. 2 may occur, a method for re-optimization is intro-
duced. Starting from this point, a second optimization starts
Figure 3. a) About the definition of worst case scenario in
that should have f2,s* as an upper limit (included as con- multi-criteria optimization: Scenario s1 is worse in f2 but better
straint for all solutions): in f1 compared to scenario s2. b) Determination of robust Pareto
point by minimizing the maximum of the weighted sum of all
minp maxs f1;s (3) scenarios in the sandwiching approach.
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If the limits in the constraints are also uncertain then The kinetics are expressed by the Arrhenius ansatz:
their enumeration can be used to investigate the impact
EA;i
of these limits on the results of the multi-criteria optimi- ki ¼ k0;i exp (12)
RT
zation.
Among the implemented methods to take the constraints with:
for the different scenarios in stochastic optimization into k0;1 ¼ 2:8 107 L mol1 ; EA;1 ¼ 104 251 J mol1 (13)
account there is also a method to define a probability that
constraints are fulfilled – so-called chance-constraint k0;2 ¼ 2:32 109 L mol1 ; EA;2 ¼ 146 873 J mol1 (14)
approach [14] – which is not considered here.
The reaction heat is used to produce 40 bar(g) steam. The
reactor outlet is cooled and flashed. Propane is removed
3.2 Stochastic Optimization with the overheads of the flash. In the first column of the
process unconverted benzene is removed and recycled to
In stochastic optimization the objectives of the different sce- the feed section of the reactor. The remaining bottoms are
narios should be weighted according to their probability to fed in a second column where cumene is the top product
determine the expected value E[K]. Since normally the with a desired purity of 99.9 mol %. The design capacity tar-
probability distribution is not known quite often equal get is 98 kt per year. The bottom product of the column
weighting (uniform distribution) or normal distribution of contains the undesired side product p-diisopropyl benzene
the different scenarios are chosen which results in the mean (p-dipb).
value for the objective. One possibility is to replace an Details about the cumene process have been described by
objective by its mean over all uncertainty scenarios. In some Luyben [18]. The fluid properties in the system are mod-
cases it might be interesting to reduce the variance (square elled with the Soave-Redlich-Kwong (SRK) equation of state
of the standard deviation) of the distribution. Therefore, in with Peneloux volume correction [19]. Parameters of this
the setup of the stochastic optimization it is alternatively model are given in Tab. 2. Based on a total cost (for 10 a
possible to replace the objective by its standard deviation. with discounted operational expenditures, discount rate
If inequality constraints are present in the stochastic opti- 11 %) minimization the design of the process shown in
mization problem there are different possibilities to take Fig. 4 has been determined, the gray parameters reflect the
them into account. Using also an expected value for the numbers which have been adjusted, the black ones were
constraints will lead to solutions in which the active con- fixed during optimization.
straints are only fulfilled for 50 % of the scenarios in case of
a normal distribution. This normally is not acceptable. In Table 2. Parameters of the Soave-Redlich-Kwong equation of
state for the binary system cumene + p-diisopropylbenzene.
chance-constraint optimization (cf. [14]) it is possible to The binary interaction parameter is kij = 0.
define a probability to which extent the constraints should
be fulfilled. Here a version in which the constraints have to pC [bar] TC [K] w [–]
be fulfilled simultaneously for all scenarios similar to the
cumene 32.00 638.35 0.3444
proceeding for the robust optimization was used.
p-diisopropylbenzene 24.50 684.00 0.3587
4 Cumene Process Example The following assumptions are made for the basis of this
design. The heat exchanger, pumps, and columns are
A scheme of the cumene process is shown in Fig. 4. Benzene designed for 120 % load, the reactor design is dimensioned
and propene containing 5 mol % of propane are used as for 105 % load, and the reactor tubes length and diameter
feedstocks. The feeds are mixed with recycled, mainly un- are built as described by Luyben [18]). The heat exchanger
converted benzene and fed into an evaporator. The mixture are assumed with heat transfer coefficients (U-values) for
is then heated in a feed-effluent heat exchanger and subse- gas of 60 W m–2K–1 and for all others of 1 kW m–2K–1,
quently heated up to temperatures above 330 C. The reactor column height (2 stages per m + 5 m) and diameter
is a shell-and-tube reactor. The tubes are filled with catalyst (Fmax = 2 Pa0.5), and costs for catalyst 9.2 € kg–1, benzene
and there the following reactions take place: 957 € m–3, propene 192 € t–1, steam 7.3 € t–1, cooling water
propene þ benzene ! cumene (8) 1.8 ct m–3, electricity 7.3 € MWh–1, fuel gas 20 € MWh–1, and
boiler feed water 0.275 € m–3. The catalyst life time is as-
propene þ cumene ! p-diisopropyl benzene (9) sumed as of 2 a: initial fill is included in investment, refill is
part of operational expenditure, and credit for heating value
The model for the reaction rate is: (cf. [18]) of stream 7 and 9 has been taken into account.
r1 ¼ k1 cpropene cbenzene (10) Tab. 3 shows the results for the sizes of the heat exchang-
ers. A stream table for this design is given in Tab. 4. Con-
r2 ¼ k2 cpropene ccumene (11) cerning the design there exist some uncertainty about the
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a) b)
Figure 5. Vapor-liquid equilibrium (VLE) of a) cumene and benzene at 1 bar and b) cumene and p-diisopropyl benzene at 67 mbar:
markers – experimental values, full lines – SRK model from ASPEN (model VLE1), dashed lines – modified model with corrected pure
component fugacities (20 % increase for cumene, 20 % decrease for p-diisopropyl benzene, model VLE2).
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5 Discussion
Figure 7. 2D projection (operational expenditure discounted for 10 years per ton of The design and the scenarios discussed
product (OpEx) vs load) of the Pareto frontier. Results of the enumerated MCO for opti- for the cumene process are somehow
mization under uncertainty have been used for the cumene example: enumerated MCO artificial, but should rather demonstrate
(big symbols), robust and stochastic optimization. Lines are only for visualization (lower
convex hull). the use of the methods to account for
uncertainty than to give guidelines how
to design a cumene process. The follow-
ing list gives a brief overview about the
major issues which cause the example to
be not fully realistic:
– Uncertainty in the VLE model: Fig. 5
suggest that the model VLE2 is much
better than VLE1. This is true for the
description of both VLE diagrams, but
the modification of the model leads to
lower vapor pressures for p-diisoprop-
yl benzene at 1 bar which are not in
agreement with measurements and are
more relevant to the process. So for
model VLE2 the separation in the last
distillation column for the purification
of the cumene to high purity
(> 99.9 mol %) is easier than it is in
reality. Since the design is based on
Figure 8. 2D projection (OpEx vs load) of the Pareto frontier. Here different methods
this model, the column is a limiting
for optimization under uncertainty have been used for the cumene example: enumer-
ated MCO (lines cf. Fig. 7), robust optimization (worst case), stochastic optimization and factor for the model VLE1 with the
best case optimization. Lines are only for visualization (lower convex hull). more realistic vapor pressure for
p-diisopropyl benzene at 1 bar.
also be used but since they are connected to the optimiza- – Choice of model type: In normal process design for the
tion parameter load, the means are identical to the param- separation section at low pressure rather often a more
eter value. accurate model based on Gibbs energy (e.g., an NRTL
The comparison of the different optimization methods model) would be used than an equation of state or a
(cf. Figs. 7 and 8) shows that robust optimization where modification like in model VLE2.
the constraints have to be fulfilled for all scenarios s – Constraints: The constraints for the distributors are often
for the same operating parameters p is overconservative limiting. Especially for the top part of the first column
and the most costly solution. Stochastic optimization very low liquid loads are present. Here, rather as internals
using the mean values in this case is close to the worst trays would be used which offer a larger loading range for
case of the enumerated MCO solutions. Probably this is small liquid loads.
due to the dominance of the constraints of the scenario In the discussed example the purification column seems
VLE1 with k1 ¢ = 0.9 k1; k2 ¢ = 1.1 k2 in this problem and to be the bottleneck of the design. The uncertainty in the
might be different in other optimization problems. The kinetics can be compensated by loading ranges of the distil-
importance of the constraints is supported by the re- lation section and the recycle.
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6 Remarks and Improvements – investigate different control concepts for process fluc-
tuations (Oldenburg et al. [9]),
The investigations considered in this example relied on a – Sensor placement (Oldenburg et al. [9]).
conventional design based on a total cost minimization for (2) To be used within optimization:
the nominal (un-perturbed) values of the uncertain parame- – show variability of optimization results,
ters. Since usually a design should work for all possible – stochastic and/or robust optimization,
uncertainties also a robust design could be used. One prob- – optimal design of experiments.
lem in this case is that the design rules for sizing the equip- The use of the different options in sensitivity analysis and
ment, which form the basis for the cost estimation, are nor- multi-criteria optimization produce a lot of different simu-
mally already conservative to cover all uncertainties. So for lations which are of great value for decision support of the
the use of a robust-design optimization new design rules engineer. Only by comparing different solutions and
would be required. options the engineer reaches a good understanding of the
Furthermore robust optimization often leads to a costly, situation and can make a sound decision.
overconservative design. The requirements of a robust
design of a plant are closely related to the possibility to
We are grateful for valuable contributions in the project
adjust operating parameters for a chosen design to account
by Oliver Hirth, Achim Wechsung (BASF) and Volker
for the uncertainty. Here, it is possible to extend the robust
Maag, Karl-Heinz Küfer (Fraunhofer ITWM) and Hans
optimization in future to a two-stage stochastic program-
Hasse (Univ. of Kaiserlautern).
ming with recourse formulation, e.g., Steinmel and Engell
[21]: ‘‘[K] process synthesis and design problems with
uncertain parameters naturally lead to two-stage stochastic
problems as the design parameters have to be fixed while Symbols used
the operating parameters can be adapted to the realization
of the uncertain parameters. The core idea behind two-stage c [mol L–1] molarity (moles per volume)
stochastic programming is to optimize the first stage deci- EA [J mol–1] activation energy
sions (here, the design parameters) for a suitable cost func- D [m] Diameter
tion that is computed for an optimal choice of the second f [–] objective
stage variables for each scenario. Thus, the option to coun- F [Pa0.5] F factor
teract the uncertainties is anticipated in the decision, mak- k [L mol–1] kinetic constant
ing the result much less conservative than, e.g., a worst-case kij [–] binary interaction parameter
design. The design must be feasible for all realizations of the N [–] Number of feed stage, total stages or
uncertainty, however, only after adaptation of the second tubes
stage variables (operational parameters).’’ But here also new p [–] parameter
design rules would be necessary. p [bar] pressure
Further helpful improvements of the setup and execution r [mol h–1L–1] reaction rate per volume
of the multi-criteria optimization under uncertainty are: R [J mol–1 K–1] universal gas constant
– Inclusion of feasibility runs which ensure that each initial RR [–] reflux rate
run during the optimization is based on a feasible param- s [–] scenario
eter set. T [K] temperature
– In some cases problems with the solver might arise which U [W m–2K–1] heat transfer coefficient
are probably to be caused by the linear dependence of the w [–] weights
gradients of the constraints. This can be improved by the
use of entropic smoothening (cf. [22, 23])
Greek symbols
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Abbreviations [8] J. McNamee, F. Stenger, Numerische Math. 1967, 10, 327 – 344.
DOI: 10.1007/BF02162032
GWP global warming potential [9] J. Oldenburg, H.-J. Pallasch, C. Carroll, V. Hagenmeyer, S. Arora,
K. Jacobsen, J. Birk, A. Polt, P. van den Abeel, in Computer Aided
MCO multi-criteria optimization Chemical Engineering, (Eds: B. Braunschweig, X. Joulia), Elsevier,
OpEx operational expenditure Amsterdam 2008, 973 – 978.
p-dipb p-diisoproypl benzene [10] S. Skogestad, J. Process Control 2000, 10, 487 – 507.
SRK Soave-Redlich-Kwong [11] A. Ben Tal, L. El Ghaoui, A. Nemirovski, Robust Optimization,
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[13] N. V. Sahinidis, Comput. Chem. Eng. 2004, 28, 971 – 983.
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