Process integration and
optimization
Lecture one: Introduction to Optimization
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
OPTIMIZATION
Optimization is a mathematical process of obtaining the minimum (or maximum)
value of a function subject to some given constraints.
Or A mathematical technique to find out the best possible solution
You have a process that can be represented by a mathematical model.
You also have a performance criterion such as minimum cost. The goal of
optimisation is to find the values of the variables in the process that yield the best
value of the performance criterion.
Optimization involves searching for either the minimum or the maximum
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
WHY OPTIMIZE?
Improved yields, reduced pollutants
Reduced energy consumption
Higher processing rates
Reduced maintenance, fewer shutdowns
Better understanding of process (simulation)
But there are always positive and negative factors to be weighed
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
INGREDIENTS OF AN OPTIMISATION PROBLEM
The following are the requirements for the application of optimization problems:-
The design or decision variables
the variables within a model that one can control
The constraints (Performance criterion)
The limit of any variable
The objective function (cost function)
the mathematical expression that we need to optimize
Process model
Process Mathematical presentation
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Performance criterion (constraints)
Constraints are limitations on the values of decision variables. These may
be linear or nonlinear, and they may involve more than one decision
variable.
When a constraint is written as an equality involving two or more decision
variables, it is called an equality constraint.
For example, a reaction may require a specific oxygen concentration in the
combined feed to the reactor. The mole balance on the oxygen in the reactor
feed is an equality constraint.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Performance criterion (constraints)
When a constraint is written as an inequality involving one or more
decision variables, it is called an inequality constraint.
For example, the catalyst may operate effectively only below 400°C, or
below 20 MPa.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Performance criterion (constraints)
An equality constraint effectively reduces the dimensionality (the number
of truly independent decision variables) of the optimization problem.
Inequality constraints reduce (and often bound) the search space of the
decision variables.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Process or model (The objective function) (cost function)
An objective function is a mathematical function that, for the best values
of the decision variables, reaches a minimum (or a maximum). Thus, the
objective function is the measure of value or goodness for the optimization
problem.
If it is a profit, one searches for its maximum.
If it is a cost, one searches for its minimum.
There may be more than one objective function for a given optimization
problem.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Some typical performance criteria:
Maximum profit
Minimum cost
Minimum effort
Minimum error
Minimum waste
Maximum throughput
Best product quality
Note the need to express the performance criterion in mathematical form.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Optimisation
Static optimisation: variables have numerical values, fixed with respect
to time.
Dynamic optimisation: variables are functions of time.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Essential Features
Every optimisation problem contains three essential categories:
1. At least one objective function to be optimised
2. Equality constraints
3. Inequality constraints
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
By a feasible solution we mean a set of variables which satisfy
categories 2 and 3. The region of feasible solutions is called the
feasible region.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
An optimal solution is a set of values of the variables that are
contained in the feasible region and also provide the best value of the
objective function in category 1.
For a meaningful optimisation problem the model needs to be
underdetermined.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Optimization and Chemical Engineering
Optimization is important for process modelling, synthesis, design,
operation and retrofitting of chemical, petrochemical, pharmaceutical,
energy and related processes.
Chemical engineers need to optimize the design and operating conditions
of industrial process systems to improve their performance, costs,
profitability, safety and reliability.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Optimization and Chemical Engineering
Process system optimization is challenging because chemical engineering
application problems are often complex, nonlinear and large, have both
equality and inequality constraints and/or involve both continuous and
discrete decision variables.
The mathematical relationships among the objective to be optimized and
constraints and decision variables establish the difficulty and complexity of
the optimization problem , as well as the optimization method that should
be used for its solution.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Optimization Applications
Examples of optimization in a chemical plant:
At what temperature to run a reactor?
When to regenerate/change reactor catalyst?
What distillation reflux ratio for desired purity?
What pipe diameter for a piping network?
Optimization can be used to determine the best answer to each of these
questions
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Benefits of Optimization
Able to systematically determine the best solution
Model created for optimization can be used for other applications
Insights gained during optimization process may identify changes that can
be made to improve performance
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Optimization Requirements
A clear understanding of what is needed to be optimized.
Ex: minimize cost or maximize product quality?
A clear understanding of the constraints on the optimization.
Ex: safety concerns, customer requirements, budget limits, etc.
A way to represent these mathematically (i.e. a model)
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
More Definitions
Minimum: A point where the objective function does not decrease when
the variable(s) are changed some amount.
Maximum: A point where the objective function does not increase when
the variable(s) are changed some amount.
Minimum Strict minimum:
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Minimization Vs Maximization
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Mathematical Description
Minimize : f (x) objective function
h(x) 0 equality constraints
Subject to:
g(x) 0 inequality constraints
where x n , is a vector of n variables (x1, x2 ,, xn )
h(x) is a vector of equalities of dimension m1
g(x) is a vector of inequalities of dimension m2
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Steps Used To Solve Optimisation Problems
1.Analyse the process in order to make a list of all the variables.
2.Determine the optimisation criterion and specify the objective
function.
3.Develop the mathematical model of the process to define the equality
and inequality constraints. Identify the independent and dependent
variables to obtain the number of degrees of freedom.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Steps Used To Solve Optimisation Problems
1.If the problem formulation is too large or complex simplify it if
possible.
2.Apply a suitable optimisation technique.
3.Check the result and examine it’s sensitivity to changes in model
parameters and assumptions.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Modeling Example 1
A chemical plant makes urea and ammonium nitrate. The net profits are
$1000 and $1500/ton produced respectively. Both chemicals are made in
two steps – reaction and drying. The number of hours necessary for each
product is given below:
Step/Chemical Urea Ammonium Nitrate
Reaction 4 2
Drying 2 5
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
The reaction step is available for a total of 80 hours per week and the
drying step is available for 60 hours per week.
There are 75 tons of raw material available. Each ton produced of either
product requires 4 tons of raw material.
What is the production rate of each chemical that will maximize the net
profit of the plant?
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
Objective Function:
We want to maximize the net profit. Net Profit = Revenue – Cost. Let x 1 = tons
of urea produced per week & x2 = tons of ammonium nitrate produced per week.
Revenue = 1000x1 + 1500x2. There is no data given for costs, so assume Cost =
0.
So the objective function is:
Maximize 1000x1 + 1500x2
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
Constraints:
We are given that the reaction step is available for 80 hrs/week. So, the
combined reaction times required for each product cannot exceed this
amount.
The table says the each ton of urea produced requires 4 hours of reaction
and each ton of ammonium nitrate produced requires 2 hours of reaction.
This gives the constraint:
4x1 + 2x2 ≤ 80
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
We are also given that the drying step is available for 60 hrs/wk. The table
says that urea requires 2 hrs/ton produced and ammonium nitrate requires
5 hrs/ton produced. So, we end up with the following constraint:
2x1 + 5x2 ≤ 60
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
We are given that the supply of raw material is 75 tons/week and each ton
of urea or ammonium nitrate produced requires 4 tons of raw material.
This gives our final constraint:
4x1 + 4x2 ≤ 75
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
Finally, to ensure a realistic result, it is always prudent to include non-
negativity constraints for the variables where applicable.
Here, we should not have negative production rates, so we include the two
constraints
x1 ≥ 0 & x2 ≥ 0
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont…
So, we have the following problem:
Maximize 1000x1 + 1500x2
Constraint 1
Subject to: 4x1 + 2x2 ≤ 80
Constraint 2
2x1 + 5x2 ≤ 60
Constraint 3
4x1 + 4x2 ≤ 75
x1, x2 ≥ 0
When solved, this has an optimal answer of x1 = 11.25 tons/wk & x2 = 7.5 tons/wk
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Graph of Example 1
The grey area is called the feasible region and you can see that the optimum
point is at the intersections of constraints 2 & 3.
Since we are maximizing, we went in the direction of the profit vector
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Modeling Example 2
A company has three plants that produce ethanol and four customers they
must deliver ethanol to. The following table gives the delivery costs per
ton of ethanol from the plants to the customers.
(A dash in the table indicates that a certain plant cannot deliver to a
certain customer.)
Plant/Customer C1 C2 C3 C4
P1 132 - 97 103
P2 84 91 - -
P3 106 89 100 98
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
The three plants P1, P2, & P3 produce 135, 56, and 93 tons/year,
respectively. The four customers, C1, C2, C3, & C4 require 62, 83, 39,
and 91 tons/year, respectively.
Determine the transportation scheme that will result in the lowest cost.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
Objective Function:
We want to get the lowest cost, so we want to minimize the cost. The cost
will be the costs given in the table times the amount transferred from each
plant to each customer. Many of the amounts will be zero, but we must
include them all because we don’t know which ones we will use.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
Let xij be the amount (tons/year) of ethanol transferred from plant Pi to
customer Cj. So, x21 is the amount of ethanol sent from plant P2 to
customer C1. We will leave out combinations the table says is impossible
(like x12). So, the objective function is:
Minimize 132 x11 + 97 x13 + 103 x14 + 84 x21 + 91 x22 + 106 x31 + 89 x32 +
100 x33 + 98 x34.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
Constraints:
The ethanol plants cannot produce more ethanol than their capacity limitations.
The ethanol each plant produces is the sum of the ethanol it sends to the
customers. So, for plant P1, the limit is 135 tons/year and the constraint is:
x11 + x13 + x14 ≤ 135
Since it can send ethanol to customers C1, C2, & C4.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
For plants P2 & P3, the limits are 56 and 93 tons/year, so their constraints
are:
x21 + x22 ≤ 56
x31 + x32 + x33 + x34 ≤ 93
The ≤ sign is used because the plants may produce less than or even up to
their limits, but they cannot produce more than the limit.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
Also, each of the customers have ethanol requirements that must be met.
For example, customer C1 must receive at least 62 tons/year from either
plant P1, P2, P3, or a combination of the three. So, the customer constraint
for C1 is:
x11 + x21 + x31 ≥ 62
Since it can receive ethanol from plants P1, P2, & P3.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
The requirements for customers C2, C3, & C4 are 83, 39, & 91 tons/year so their
constraints are:
x22 + x32 ≥ 83
x13 + x33 ≥ 39
x14 + x34 ≥ 91
The ≥ sign is used because it’s alright if the customers receive extra ethanol, but
they must receive at least their minimum requirements.
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
If the customers had to receive exactly their specified amount of ethanol,
we would use equality constraints
However, that is not stated for this problem, so we will leave them as
inequality constraints
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
As in the last example, non-negativity constraints are needed because we
cannot have a negative amount of ethanol transferred.
x11, x13, x14, x21, x22, x31, x32, x33, x34 ≥ 0
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
The problem is:
Minimize 132 x11 + 97 x13 + 103 x14 + 84 x21 + 91 x22 + 106 x31 + 89 x32 +
100 x33 + 98 x34
Subject to: x11+ x13 + x14 ≤ 135
x21 + x22 ≤ 56
x31 + x32 + x33 + x34 ≤ 93
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
x11 + x21 + x31 ≥ 62
x22 + x32 ≥ 83
x13+ x33 ≥ 39
x14 + x34 ≥ 91
And: x11, x13, x14, x21, x22, x31, x32, x33, x34 ≥ 0
The optimum result is:
x11 x13 x14 x21 x22 x31 x32 x33 x34
0 39 87 56 0 6 83 0 4
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Cont..
Unlike the previous example, we cannot find the optimum point
graphically because we have more than 2 variables
This illustrates the power of mathematical optimization
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Classification of optimization techniques
Classification based on presence/absence of constraint
Constraint optimization problems: which are subjected to one or
more constraint.
Unconstraint optimization: in which no constraint exist
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Classification based on the nature of the equation involved:
Linear programing (LP)
Nonlinear programing (NLP)
Quadratic programing (QP)
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Classification based on the nature of decision variables:
Continuous optimization
Integer programing (IP)
Mixed integer linear programing (MILP)
Mixed integer nonlinear programing (MINLP)
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Classification based on search space:
Local search methods
Global search methods
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Classification based on the number of objective function:
Single objective optimization
Multi-objective optimization
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
Another classification
Deterministic optimization
Stochastic optimization
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
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Question?
End Lecture one
Addis Ababa University
School of Chemical and Bio Engineering Shimelis Kebede (Ph.D.)
AAiT
