Lec07 Process Optimisation

Lecture 7
Process Optimisation
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Process Design & Simulation 2013
Intended Learning Outcomes
Identify and represent quantitatively trade-offs in process design Develop understanding of role of optimisation in process design Develop understanding of how type of optimisation problem affects solution strategy Define and identify a simple optimisation problem and solve it
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Optimisation in process design and operation

Optimisation is intrinsic to design Design decisions should be based on good designs
o Experience and judgement are useful o Rigorous optimisation is often needed
Operations including planning, scheduling, supply-chain management and selection of operating conditions benefit significantly from optimisation
Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9

Lec 07 3 Process Design & Simulation 2013
Process synthesis, design and optimisation

Structural (topology) optimisation discrete options
o Technology selection, flowsheet configuration, connections
Project definition
Synthesis
Parameter optimisation continuous variables

o Design and operating variables (conversion, purity, pressure, temperature...)
Simulation
Parameter optimisation
Evaluation
Performance evaluation
o Which measure of performance (key performance indicator, KPI; objective function)?
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Structural optimisation
Final flowsheet
Process optimisation: Key concepts

The model a mathematical description of the key aspects of the problem The process performance must be evaluated
a suitable measure of performance must be defined this is the objective function
We need to set some constraints

the required outcomes provide problem specifications feasibility (e.g. non-negative mole fractions) and external issues (e.g. related to safety) may be needed to arrive at meaningful solutions
The overall optimisation problem...

select values for the degrees of freedom of the problem in order to achieve the best performance model, constraints and objective function may include both discrete and continuous variables model, constraints and objective function may have linear or nonlinear formulation
Outline
1 Optimisation example: Heat exchanger design 2 Problem formulation 3 Objective functions 4 Convexity 5 Solving single-variable optimisation problems 6 Multivariable optimisation 7 Constrained optimisation
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Setting up the problem

Problem decomposition may make the problem simpler
o Need to ensure that optimum solution for one unit (sub-problem) is not at the expense of another unit (sub-problem) o Often need to consider process system and interactions between units
Need good understanding of physics and chemistry

o Ensure that degrees of freedom and constraints are satisfactorily addressed o Identify and include significant issues
Need good understanding of problem context

o What performance indicator(s)? o What constraints? ... solution must be feasible and practical
Need to select mathematical formulation

o linear, non-linear, mixed integer/continuous variables? o what optimisation algorithm? o what initial guess?
Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9.4
Simulation vs. optimisation (Degrees of freedom)

Simulation is a prediction mathematical model relates inputs, specifications, constraints, etc. to outputs
o To simulate, number of unknown variables must be equal to number of independent equations o i.e. number of degrees of freedom is zero
In optimisation, there remain some degrees of freedom

o no. of equations, equality constraints, etc. is fewer than number of unknowns o during optimisation, the values of the degrees of freedom (decision variables or optimisation variables) are selected o ... to maximise or minimise the objective function o ... subject to constraints o typically, optimisation will require repeated simulation using different values of the optimisation variables
1 Optimisation example: Heat exchanger design

1 Design problem
A hot stream is available for heat recovery in a process. A heat exchanger design is needed.
Hot waste stream PROCESS PROCESS Heat recovery
Design problem: How big should we make the heat exchanger ? How much heat should be recovered ?
Smith, 2005, Chemical Process Design and Integration, Wiley, Ch. 3.1
Optimisation example: Heat exchanger design

TC out
2. Mathematical model
mH = mass flowrate of hot stream (kg.s1)
Hot stream TH in (being cooled)
TH out TC in
Cold stream (being heated)
mC = mass flowrate of cold stream (kg.s1) CP H = heat capacity of hot stream (kJ.kg1.K1) CP C = heat capacity of cold stream (kJ.kg1.K1) QH = hot utility demand without heat recovery (kJ.s1) CE = unit cost of energy ($.kJ1 or $.kW1.h) A = heat exchange area (m2) U =overall heat transfer coefficient (kJ.m2.K1 s1) TLM = logarithamic mean temperature difference (K) a,b,c = cost coefficients AF = annualisation factor T = temperature (K)
Write equations (equality constraints) : Enthalpy change :
QREC = mH CP H (TH in - TH out) - 1 QREC = mC CP C (TC out - TC in) - 2 Energy Cost = (QH - QREC) CE QREC UTLM 3 - 4
- transfer area (A) = Heat
Annualised capital cost = (a + bAc)AF - 5

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3. Problem analysis
Five Equations + Specifications for 13 variables (mH, mC,CP H, CP C, TH in,TC in, U, a, b, c, AF, QH, CE) = 18 equality constraints In addition to above 13 known variables, there are 6 unknown variables (QREC, TH out, TC out, Energy Cost, Annualised Capital Cost, A) = 19 variables Degrees of freedom = [No of variables] [No of equality constraints] = 19 18 There is one degree of freedom to be optimised ... Let us select heat recovery as the optimisation variable

4. Graphical representation
TC out Hot stream TH in (being cooled) TH out T
Hot stream
TH in
TC in Cold stream (being heated)
TH out TC out
Increase heat recovery
TC in
QREC
Conditions in heat recovery exchanger
Graphical representation can help with insights


5. Application of model
Cost Total Cost
Energy Cost
Capital Cost
Trade-off exists between capital and energy
Optimum
Heat recovered
Recovery of heat from a waste steam involves a trade-off between reduced energy cost and increased capital cost of heat exchanger. Objective function: Total Annualised Cost (TAC) = Energy cost + Annualised Capital Cost Smith, 2005, Chemical Process Design and Integration, Wiley, Ch. 3.1
Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9.3 Process Design & Simulation 2013
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2 Problem formulation
Integer vs. continuous variables
Process optimisation problems typically involve discrete decisions
o e.g. how many stages? which connection between equipment? how many of a given type of unit? o these often translate into integer variables
Hot stream 1 Cold stream
Hot stream 2 ? Cold stream
Hot stream 3 ? Cold stream
Example of discrete decision which heat recovery match?

Other important process parameters form continuous variables
o e.g. what operating pressure? what volume of tank? what product purity?
The overall problem formulation depends on that of the process model, the objective function and the constraints
Problem formulation Non-linear problems

Most process optimisation problems are non-linear
o i.e. model + objective function + constraints o e.g. physical properties models, reaction models, mass balance using mole fractions, cost calculations...
Cost Total Cost
Energy Cost
Capital Cost
Energy Cost =
(QH - QREC) CE QREC UTLM
Heat transfer area (A) =
Annualised capital cost = (a + bAc)AF

Optimum
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Heat recovered
Problem formulation Linear problems

No. batches (product 2) Constraint: Use of unit 1
It is often possible to formulate the problem as a linear problem

o model, constraints and objective function must all be represented using linear (or piece-wise linear) expressions o but... the accuracy of the modelling may be compromised
Revenue dependent on no. of batches
Constraint: Use of unit 2
The benefits of a linear formulation are that the optimisation problems are much easier to solve ... and the optimum that is found is guaranteed to be the global optimum
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No. batches (product 1)
Two products produced batch-wise in two- step process

Value of products, time required in each processing step known Constraint: Availability of equipment for each processing step
Objective: Maximise revenue from production
3 Objective function
The objective function measures how good the design is
o Is the design fit for purpose? How effectively does it satisfy customer needs? o Measure of performance is maximised or minimised
Profit Net present value Process yield Plant availability
Project expenditure Cost of production Total annualised cost Waste production
Process economics dominates decision making

o e.g. maximise profit
Good understanding of the important issues can allow a simpler objective to be set
o e.g. maximise yield
Difficult to quantify some costs and benefits

o e.g. health, environment, safety, societal impact
May need to consider uncertainties in prices, sales volumes, etc.

Objective functions
Example: Unimodal objective functions
In the heat exchanger design example there was only one 'extreme' point (minimum) in the objective function i.e. it was unimodal.
Cost Total Cost Capital Cost
Energy Cost
Optimum
Heat recovered
Not all objective functions are as straightforward

Lec 07 18 Process Design & Simulation 20132005, Chemical Process Design and Integration, W Smith,
Complex forms of objective functions

f(x) f(x)
Discontinuity Stationary Point
Stationary Points
Local Optimum Global Optimum

x
Local Optimum
Discontinuous function
Multimodal function
A 'false' optimum can be obtained, depending on where we start the search

o A local optimum is not the best solution
A zero gradient is a necessary but not sufficient condition for optimality

4 Convexity and concavity

If we draw a straight line between any two points on a function...
f(x) f(x)
x1
x2
x1
x2 x
If the function is to be minimised and all values of the function lie below the straight line convex function
If the function is to be maximised and all values of the function lie above the straight line concave function
Objective functions: Convex and concave functions

A convex or concave objective function provides a single optimum
o If we find a minimum for a function that is to be minimised, and is known to be convex, then we know it is the global optimum o If we find a maximum for a function that is to be maximised, and is known to be concave, then we know it is the global optimum
Non-convex and non-concave functions can have local optima
f(x)
f(x)
f(x)
x1
x2
x1
x2
x1
x2
convex function
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concave function
neither concave nor convex
5 Solving single-variable optimisation problems

1 Region elimination
An example of a method for single variable search is region elimination The function is assumed to be unimodal
f(x) f(x)
f(x)
x1 x2
x1
x2
x1
x2
If f(x1) > f(x2), we need search only for x > x1
If f(x1) < f(x2), we need search only for x < x1
We keep narrowing the search space until x1 x2

i.e. x1 and x2 are within a specified tolerance
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Solving single-variable optimisation problems

2 Newton's method
f(x)
Evaluate derivative of objective function given candidate solution, x1
Estimate new candidate solution, x2, by assuming objective function is linear
xOPT x1 x2 x3 x
Iterate until successive values of x are sufficiently close
Method can be extremely efficient However, the solution procedure can be unstable if function is not unimodal
Higher-dimensional optimisation problems
Single variable problem find highest point on line
Two-variable problem Two-variable problem find highest peak in find mountain top mountain range
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Higher-dimensional optimisation problems

If the optimisation involves two variables, then we can represent it as a contour plot
x2
200 100 50 20
Global Optimum
Local Optimum
x1
The concepts of convexity and concavity can be extended to problems with more than one variable
If a straight line between any two points on the surface always lies above (or below) the surface, the function is concave (or convex, respectively)
Smith, 2005, Chemical Process Design and Integration, Wiley, Ch. 3.1 Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9.7
Multivariable optimisation methods

Direct search
o do not require gradients
Indirect search
o use gradients to select search direction
Stochastic optimisation
o use random choices to guide search
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1 Direct search methods e.g. univariate search (parametric search)
all variables except one are fixed remaining variable is optimised this variable is then fixed and another variable is optimised, etc.
x2 x2
200 100 50 20
Global Optimum
Starting point Local Optimum x1
NOTE: Start at the wrong initialisation and we will find the local optimum.

2 Indirect search methods
e.g. steepest descent (ascent)
x2
maximum rate of change of the objective function gives search direction problems caused by gradient changing significantly during search and choice of step size search can become extremely slow as the optimum is approached
x2
200 100 50 20
Global Optimum
Starting point Local Optimum x1
NOTE : Start at the wrong initialisation and we will find the local optimum.

3 Stochastic optimisation
All of the methods so far seek to improve the objective function at each step.
Unfortunately, this can mean that the search is attracted towards a local optimum.
Stochastic search methods generate a random path to the solution based on probabilities. Improvement in the objective function becomes the ultimate goal, rather than the immediate goal. Some deterioration of the objective function is tolerated, especially during the early stages of a search. Stochastic optimisation reduces the problem of becoming trapped in a local optimum, and of requiring good initial values.
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... usually at the expense of computation time

Constraints in design
Issues external to the design problem often constrain the solutions

o e.g. safety, environmental issues, materials, design codes and standards, available resource, the market o these may be represented mathematically as inequalities or equalities
A good understanding of the design problem and its context is essential to formulate the problem constraints
o ... otherwise the optimal solution may be far from practical or feasiblet
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Process Design & Simulation 2013 Sinnott and Towler, 2009, Chemical Engineering Design
Constrained optimisation
Most optimisation problems involve constraints General form of an optimisation problem involves three basic elements: 1 An objective function to be optimised (e.g. minimise total cost, maximise economic potential, etc.). 2 Equality constraints, which are equations describing the model of the process or equipment. 3 Inequality constraints, expressing minimum or maximum limits on various parameters. Inequality constraints reduce the solution space to be explored In general, the existence of constraints complicates the problem relative to the problem with no constraints
Constrained optimisation
Graphical representation
Constraints on solution space are imposed on objective function
x2
Unconstrained optimum
x2
x2
Constrained optimum
Local optimum
Feasible region
x1
Feasible region x1
x1
Unconstrained optimum can be reached (no constraints active at optimum)
Unconstrained maximum cannot be reached (constraints active at optimum)
A non-convex region might prevent the global optimum from being reached.
To ensure we reach the global optimum we need a convex function and a convex region
The search for global optimality

If problem is linear, global optimality can be guaranteed If problem is non-linear, global optimality cannot be guaranteed
Most design problems are non-linear Objective Function
Solutions
In the region of the optimum there are usually several solutions with very similar performance Don't concentrate on one solution with the absolute lowest value of the objective function
o always uncertainties in the data o many other factors to consider in the final design
Design optimisation industrial practice

In practice, rigorous optimisation is rare
Time constraints vs. value added Economic uncertainties are large Capital cost estimates are highly approximate Safety, operability, reliability etc. not embedded in optimisation Typically several near-optimal solutions exist
... need to develop confidence that design is close to optimal

Understanding of physical phenomena is important! Which costs dominate? What are constraints and causes of step changes (discontinuities)? What trade-offs need to be accounted for? How sensitive is performance (objective) to important design parameters?

Summary
Models allow quantitative, mathematical representation of process, design objectives and constraints Optimisation employs systematic techniques to find the best process designs Optimisation can address fixed flowsheets and flowsheet generation
o discrete design decisions typically involve integer variables
Which optimisation strategy is appropriate depends on the nature of the mathematical formulations
structural vs. parametric variables, number of degrees of freedom, convexity of problem and objective function
Typically, process design problems are non-linear 'mixed integer' (both discrete and continuous variables), constrained, non-convex problems
o local optima, infeasibilities and discontinuities present significant challenges for process optimisation

Lec07 Process Optimisation

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Lecture 7

Process Design & Simulation 2013

Intended Learning Outcomes

Process Design & Simulation 2013

Optimisation in process design and operation

Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9

Process synthesis, design and optimisation

Parameter optimisation continuous variables

Process Design & Simulation 2013

Process optimisation: Key concepts

We need to set some constraints

The overall optimisation problem...

Process Design & Simulation 2013

Setting up the problem

Need good understanding of physics and chemistry

Need good understanding of problem context

Need to select mathematical formulation

Sinnott and Towler, 2009, Chemical Engineering Design, Ch. 1.9.4

Simulation vs. optimisation (Degrees of freedom)

In optimisation, there remain some degrees of freedom

1 Optimisation example: Heat exchanger design

Optimisation example: Heat exchanger design

Hot stream TH in (being cooled)

Cold stream (being heated)

Write equations (equality constraints) : Enthalpy change :

- transfer area (A) = Heat

Annualised capital cost = (a + bAc)AF - 5

Process Design & Simulation 2013

Optimisation example: Heat exchanger design

Optimisation example: Heat exchanger design

TC in Cold stream (being heated)

Conditions in heat recovery exchanger

Graphical representation can help with insights

Optimisation example: Heat exchanger design

Trade-off exists between capital and energy

Hot stream 1 Cold stream

Hot stream 2 ? Cold stream

Hot stream 3 ? Cold stream

Example of discrete decision which heat recovery match?

Problem formulation Non-linear problems

(QH - QREC) CE QREC UTLM

Heat transfer area (A) =

Annualised capital cost = (a + bAc)AF

Problem formulation Linear problems

It is often possible to formulate the problem as a linear problem

Revenue dependent on no. of batches

Constraint: Use of unit 2

No. batches (product 1)

Two products produced batch-wise in two- step process

Objective: Maximise revenue from production

Profit Net present value Process yield Plant availability

Project expenditure Cost of production Total annualised cost Waste production

Process economics dominates decision making

Difficult to quantify some costs and benefits

May need to consider uncertainties in prices, sales volumes, etc.

Not all objective functions are as straightforward

Complex forms of objective functions

Discontinuity Stationary Point

Local Optimum Global Optimum

A 'false' optimum can be obtained, depending on where we start the search

A zero gradient is a necessary but not sufficient condition for optimality

4 Convexity and concavity

Objective functions: Convex and concave functions

Non-convex and non-concave functions can have local optima