Chemical Engineering Science 56 (2001) 69156931

www.elsevier.com/locate/ces

Calculation of chemical and phase equilibrium based on stability

analysis by QBB algorithm: application to NRTL equation
Yushan Zhua; , Katsutoshi Inoueb
a Institute

of Chemical Metallurgy, Chinese Academy of Sciences, Beijing 100080, China

of Applied Chemistry, Saga University, Saga 840-8502, Japan

b Department

Abstract
The Gibbs tangent plane criterion is of crucial importance to con3rm the reliability of the solution obtained for the chemical
and phase equilibrium (CPE) problem, and it consequently facilitates the search for the true equilibrium state if a postulated
solution is thermodynamically unstable. However, the nonconvex and nonlinear natures of the thermodynamic models, which are
the necessary conditions in order to describe the chemical and phase equilibrium problems, make the application of the deterministic
global optimization techniques to minimize the tangent plane distance function (TPDF) become very di;cult. In this paper, a
general quadratic underestimation function based branch and bound (QBB) algorithm is developed by the construction of a rigorous
underestimator for TPDF, which is the sum of the original convex part in the TPDF and a quadratic underestimation function
of the generic nonconvex part upon the basis of the maximal eigenvalue estimation of its interval Hessian matrix. The linear
constraints, especially the simplex feasible region, provide the novel compact partition in the above framework and mathematically
guarantee the -global convergence of this global optimization algorithm together with the rigorous underestimator obtained by
interval analysis. The phase equilibrium compositions are then calculated by the NewtonRaphson method. The preliminary results
for three ternary systems with up to two or three phases described by NRTL activity coe;cient equation showed that the novel
QBB algorithm could solve the global stability problem e=ectively. ? 2001 Elsevier Science Ltd. All rights reserved.
Keywords: Gibbs free energy; QBB; Phase equilibria; Stability analysis; Global optimization; TPDF

1. Introduction
As a basic problem in chemical and physical research
of great academic challenge, the chemical and phase equilibrium problem can be found in almost every unit operation in the chemical engineering 3eld and petroleum
industry, such as azeotropic distillation, supercritical extraction, and three-phase distillation. The ubiquity of the
@ash calculation is just one example of its prevalence
since robust algorithms are widely available for simple vaporliquid equilibrium (VLE). However, complications arise near phase boundary, when a vapor and two
liquid phases are possible, in the vicinity of critical points,
in the presence of chemical reactions (Seider & Widagdo,
1996). The problem of locating the equilibrium compositions of a multi-phase and multi-component system at

Corresponding author. Current address: Institute of Information

Sciences and Electronics, University of Tsukuba, Ibaraki 305-8573,
Japan. Tel.: +81-298-536791; fax: +81-298-535206.
E-mail address: yszhu@syou.is.tsukuba.ac.jp (Y. Zhu).

a temperature T and a pressure P can be formulated as

a minimization problem as the true solution for mixtures
corresponds to the global minimum Gibbs free energy.
The determination of phase stability, i.e. whether or not
a given mixture will split into multiple phases, is a key
step in the above process. It facilitates the search for the
true equilibrium solution if a postulated solution is thermodynamically unstable with respect to perturbations in
any or all of the phases. Although the Gibbs tangent plane
criterion (Gibbs, 1873a,b) has become known theoretically as a necessary and su;cient condition for the stability of a mixture in the above conditions since 100 years
ago, the feasible calculation just started in the last two
decades. Baker, Pierce, and Luks (1982) proved that a
necessary and su;cient condition for an equilibrium solution corresponding to a global minimum of the Gibbs free
energy was that the tangent plane corresponding to this
solution lies on or below the Gibbs free energy surface
for all possible values of the composition. Smith, Missen,
and Smith (1993) and Jiang, Smith, and Chapman (1995,
1996) extensively obtained the necessary and su;cient

0009-2509/01/$ - see front matter ? 2001 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 0 9 - 2 5 0 9 ( 0 1 ) 0 0 3 3 6 - 0

6916

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

condition for the stability of the system where a chemical reaction may or may not be taking place, using the
KarushKuhnTucker optimality conditions as the basis
of their consideration.
The main di;culty comes from 3nding the global
minimum of the tangent plane distance function (TPDF),
using complex and nonlinear methods that can predict an
unknown number of local minima in addition to the desired global one. Michelsen (1982a,b) 3rst provided an
e;cient implementation of the tangent plane criterion.
A two-stage approach was proposed whereby the stability
problem was used to generate initial points to be used in
the search for a global minimum of the Gibbs free energy.
For the stability problem, methods have been focused on
obtaining the stationary points of the TPDF, which reduce to solving a set of nonlinear equations subject to the
feasibility constraints. In order to increase the chances of
3nding all stationary points of TPDF, Michelsen (1982a)
suggested a number of starting points, such as Wilson
low-pressure estimates for VLE, in addition to the pure
component compositions. However, the computational
method used cannot 3nd, with complete certainty, all
the stationary points, and there is no theoretically based
guarantee of stability. In other words, even if no negative
solutions are obtained, the postulated con3guration may
still be unstable. Swank and Mullins (1986) compared
various methods for calculating liquid phase-splitting
problem. Cairns and Furzer (1990) described a Newton
Raphson method to obtain the stationary points of the
TPDF. One of the key ideas was to initiate a search
for the stationary points using the component with the
largest activity. To select the second starting points, they
used the component with the second largest activity. Nagarajan, Cullick, and Griewank (1991a,b) reformulated
the stability approach, replacing the mole numbers by
mole densities, so that the Helmholtz free energy is the
proper thermodynamic function describing equilibrium.
Eubank, Elhassen, Barrufet, and Whiting (1992) and
Eubank and Hall (1995) integrated the Gibbs free energy surface for a single hypothetical phase to obtain a
maximal area rather than a minimal tangent plane distance. This method has been used widely in all kinds of
phase equilibrium calculations, especially in the critical
region (Shyu, Hanif, Hall, & Eubank, 1995, 1996, 1997;
Hanif, Shyu, Hall, & Eubank, 1996a,b). Recently, Elhassen, Tsvetkov, Craven, Stateva, and Wakeham (1998)
developed this original AREA method into the case of
an N -component with a two-phase system, and provided
a rigorous mathematical proof that the equilibrium solutions satisfy the maximum AREA criterion. However, it
is only a necessary condition. More importantly, the authors pointed out (Elhassen et al., 1998) that a combined
algorithm which incorporates the integral scheme is necessary in order to 3nd the global solution among all possible equilibria satisfying the AREA criterion. Sun and
Seider (1995) applied a robust homotopy-continuation

method with multiple starting points in an attempt to 3nd

all stationary points of TPDF along a single path. However, no theoretical guarantee of identifying all of them
can be given, as the formulation of TPDF always contains
logarithmic terms. Such guarantees can only be claimed
for polynomial systems of equations. Wasylkiewicz, Sridhar, Doherty, and Malone (1996) presented a di=erential
geometry method, which locates all the stationary points
of TPDF by tracking the ridges and valleys in TPDF and
continuing the exploration of the function domain until
the results are globally consistent with a certain topological relationship. Their approach has the advantage that
the topological constraint sometimes reveals that one or
more stationary points remain to be found. But their topological criterion is only limited to the ternary mixture,
though the methodology has been applied for mixtures
containing more than three chemical species. Hua, Brennecke, and Stadtherr (1996a,b, 1998) and Hua, Maier,
Tessier, Brennecke, and Stadtherr (1999) presented an
interval Newton method combined with a generalized
bisection (IN=GB), which still cannot present complete
certainty of 3nding all stationary points because of rounding errors and dependence problem of TPDF. Since this
method ends up with intervals, it is not certain that within
an interval there exist one or multiple solutions. Zhu,
Wen, and Xu (2000) extended the simulated annealing
algorithm (SAA) into the high-pressure phase stability
analysis on the basis of its successful prediction of LLE
stability analysis (Zhu & Xu, 1999a,b), together with
some enhancements of the SAA used for LLE. However,
the asymptotic convergence of the SAA depends on the
suitable choice of its cooling schedules; otherwise, it
will lead to a local solution for TPDF.
McDonald and Floudas (1994, 1995a,b,c, 1997)
showed that for some activity coe;cient models, esp.
NRTL and UNIQUAC, the TPDF can be reformulated
to make it amenable to minimization by global optimization (GOP) techniques, generally involved with branch
and bound framework using a convex underestimation
function. Their methods did mathematically guarantee
that -global convergence to the global minimum of the
TPDF was found for CPE problem. Meyer and Swartz
(1998) introduced an interval analysis method for testing
the convexity of a function in an n-rectangular region of
its domain, which could be used in conjunction with the
above global optimization algorithm in order to improve
its convergence. However, the transformations made for
activity coe;cient equations have not yet been identi3ed for equations of state. Hence, the method is not yet
applicable for multi-phase equilibria in retrograde region
(Seider & Widagdo, 1996).
In general, the conventional approaches were concentrated on 3nding all stationary points of the TPDF.
However, there is no theoretically based guarantee of
reliability due to the nonconvex and nonlinear nature of
the thermodynamic models used to describe the Gibbs

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

free energy in TPDF. The GOP algorithms have only

been found for an important but limited number of thermodynamic models for LLE or VLE. Then, there appears
to be an urgent need for an e=ective general method that
can perform phase stability analysis which guarantees
a mathematically stable solution for any arbitrary equation of state at elevated pressures or activity coe;cient
model for LLE or VLE calculation. It will become more
important if we realize that more thermodynamic models
with higher accuracy are now appearing for all sorts of
systems. Zhu and Xu (1999d) found that a Lipschitz optimization algorithm can be used to minimize the TPDF,
which is described by SoaveRedlichKwong (SRK)
at elevated pressures, after analyzing the structure of
its derivative function. This analysis can be taken as
the original interval estimation of the 3rst-order partial
derivatives of TPDF. Zhu and Xu (1999c) developed a
novel branch and bound algorithm for TPDF described
by UNIQUAC equation on the basis of compact partition
of the feasible region, where the separable assumption
is no longer needed for the construction of the valid
underestimation function. However, the nonconvexity
is only generated by the concave function in the D.C.
(di=erence between two convex functions) formulation
of the TPDF. Androulakis, Maranas, and Floudas (1995)
used the BB algorithm, a global optimization method
for general constrained nonconvex problems, to minimize the Gibbs free energy while satisfying the material
constraints. Harding and Floudas (2000) extended the
above algorithm to the phase stability analysis with cubic
equations of state where the rigorous convex functions
were de3ned to underestimate the nonconvex terms in
the TPDF arising from the complexities of the equations
of the state. However, they did not take advantage of
the linearly constrained characteristics of the CPE problem. In this paper, a novel branch and bound framework
will be constructed where a quadratic function based
underestimator of TPDF will be developed in order to
underestimate the generic nonconvex part rigorously.
The compact partition of the feasible region depending
upon the linear constraints of the phase stability problem
and the maximal eigenvalue estimation for the interval
Hessian matrix of the above underestimator guarantee
the -global convergence with complete reliability of this
global optimization quadratic underestimation function
based branch and bound algorithm (QBB).
2. Mathematical formulation of the tangent plane
distance functions described by NRTL activity
coecient equation
Gibbs tangent plane criterion was 3rst shown by Gibbs
(1873a,b) as a necessary and su;cient condition for the
absolute stability of a mixture at a temperature T , a pressure P, and overall composition z, that the Gibbs energy

6917

surface be at no point below the plane tangent to the surface at the given composition. A recent explanation and
derivation of this condition was given by Baker et al.
(1982); Michelsen (1982a,b); Smith et al. (1993); and
Jiang et al. (1995). The optimization formulation for the
phase stability analysis with the normalized and nonnegative conditions for the component variables is presented
as follows:
N


xi i0 (z)
min F(x) = g(x) T (x) = g(x)
i=1

=
s:t:

N

N

xi {i (x) i0 (z)}

(1)

i=1

xi = 1;

(2)

i=1

0 6 xi 6 1;

i = 1; 2; : : : ; N;

(3)

where F(x) is the tangent plane distance function. g(x)

is the molar Gibbs free energy surface for a single hypothetical phase. T (x) is the tangent plane to the molar
Gibbs free energy surface at the charge z. i (x) and i0 (z)
represent the chemical potentials of component i at x and
z, respectively. xN is the N th component variable in the
above constrained conditions, which can be obtained by
the following equation according to Eq. (2):
N
1


xi :
(4)
xN = 1
i=1

Therefore, there are only N 1 independent variables

in the phase stability analysis problem. The equality
condition, Eq. (2), can be replaced by the following
inequality:
N
1


xi 6 1:
(5)
i=1

Then the two inequalities, Eqs. (5) and (3), constitute

the composition space, which is a convex simplex for the
N 1 independent variables. Obviously, the only nonconvexity arises from the thermodynamic model used in
TPDF. In this paper, NRTL activity coe;cient equation
derived by Renon and Prausnitz (1968) is used, whose
excessive Gibbs free energy function expression, i.e. gE
is presented as follows:
N
N
gE

ij ij xi xj
=
;
(6)

RT i=1 j=1 Nl=1 lj xl
where ij is the nonsymmetric binary interaction parameter between components i and j; ij is the parameter that
depends on another adjustable parameter, ij with ii = 0
and ij = ji . The relationship between these three parameters is presented as ij = exp(ij ij ), so that ij is always positive. As the molar Gibbs free energy is the sum
of the ideal portion and excessive one, then the expression

6918

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

for the molar Gibbs free energy of a single hypothetical

phase is
g(x) =

N

xi {SGif + ln xi } +

i=1

N

N


ij ij xi xj
:
N
i=1 j=1

l=1

lj xl

(7)

Then the tangent plane distance function described by

NRTL equation can be written as

N
N

ij ij xi xj
xi SGif + ln xi +
F(x) =
N

l=1 lj xl
i=1
j=1
i0 (z)

(8)

where the chemical potential for each component, i, is

calculated by
N
j=1 ji ji xj
f
i (x) = SGi + ln xi + N
j=1 ji xj

N
N


ij xj
l=1 lj lj xl
+
ij N
;
(9)
N
l=1 lj xl
l=1 lj xl
j=1
where SGif represents the Gibbs free energy of the component i at the system temperature T , constructed so that
the Gibbs energy content of the elemental species is zero
at T . It should be noted here that all quantities with respect to Gibbs free energy, such as g(x); i (x); F(x),
and SGif , have been made dimensionless by dividing by
RT. Obviously, the tangent plane distance function de3ned by Eq. (8) is a nonconvex function, there are a
number of di;culties associated with obtaining its global
solution described by Eq. (1) as well as constraints, i.e.
Eqs. (2) and (5). Regularly, as derived formerly (McDonald & Floudas, 1995a,b,c; Zhu & Xu, 1999c), the
following function, labeled as F C (x) and separated from
Eq. (8):
C

F (x) =

N

xi {SGif + ln xi i0 (z)};

(10)

i=1

is the convex part of the tangent plane distance function. Then the nonconvex part of the tangent plane distance function described by Eq. (8) is the molar excessive
Gibbs free energy de3ned by Eq. (6), which is required
by thermodynamics. Here it is rede3ned as F NC (x), in
order to explain its nonconvexity generally, expressed in
the following form:
F NC (x) =

N

N


ij ij xi xj
:
N
i=1 j=1

l=1

lj xl

(11)

As McDonald and Floudas (1994) have pointed out,

F NC (x) is a nonconvex function. Since it is expressed by
a fractional form and is nonseparable, it is impossible to

3nd its convex envelope directly. However, a rigorous

quadratic underestimator of this function could be found
on the basis of the maximal eigenvalue estimation of its
interval Hessian matrix in each feasible region under a
branch and bound framework, which will be presented in
the following section.
3. The general quadratic underestimation function
based branch and bound algorithm (QBB)
For the general optimization problems described by
Eq. (1), the objective function, i.e. the tangent plane distance function applied in this paper, is always nonconvex
owing to the complicated thermodynamical models used
to predict the complex phase behavior. The branch and
bound algorithm is a common method to 3nd the global
solution to Eq. (1). Its general framework is to successively re3ne the feasible region by a rectangular partition, thereby optimizing convex subproblems by using
any convex programming which can guarantee the global
convergence in these subregions and generate a nondecreasing sequence of lower bounds that will converge
on a global solution of the original nonconvex optimization problem. Unfortunately, the above partition method
may give rise to two possible worse cases, one is that the
number of possible partition is in3nite which will lead to
the exponential running time for the algorithm, and the
other one is that the classes of the partitions may overlap. In this section, a simple compact partition method is
proposed according to the linear constraints of the phase
stability problem which can overcome the latter problem
above, and its calculation e;ciency is higher than that
used in our former work (Zhu & Xu, 1999c) especially
when the system component number is greater than three.
In each subregion generated above, a rigorous underestimator on the basis of the interval analysis (Neumaier,
1990, 1996; Hansen, 1992; Kearfott, 1996) is established
to be so tight that the branch and bound algorithm can
converge on the global solution 3nitely.
3.1. Subdivision of the feasible region by using
compact partition
The initial feasible region of the phase stability problem described by Eqs. (3) and (5) is a simplex according to its linear constraints, it has N vertices and can
be described by N superplanes having N 1 dimensions. The kth superplane of this simplex is described as
follows:
N
1

pik xi = qk ;

k = 1; 2; : : : ; N;

(12)

i=1

where pik and qk are the linear equation constrained coe;cients which determine the kth superplane of above

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

simplex. Since N 1 vertices, except for the kth vertex

in this simplex, locate in this superplane, the above constrained equation coe;cients can be obtained by solving
the following linear equation group:
N
1

N


pik xij = qk ; k = 1; 2; : : : ; N;
(13)

6919
b

i=1 j=1
j=k

where xij is the ith coordination of the jth vertex in the

above superplane, and j = k. Compared with that described by Zhu and Xu (1999c), a di=erent compact partition method is used by dividing the longest edge of
the incumbent subsimplex into NP segments, the distance between two vertices is calculated by the common
Euclidean norm as follows:

N 1


m; n
(xim xin )2 ;
m; n = 1; 2; : : : ; N
D =

a
n

NP-1

i=1

and

m = n:

(14)
m

Let
DM = max{Dm; n };

m; n = 1; 2; : : : ; N

and

m = n;
(15)

where DM is the maximal one among those distances de3ned by Eq. (14). Therefore, the edge between vertices m
and n will be divided into NP segments, the corresponding NP 1 nodes are represented by
k n
(x xm ); k = 1; 2; : : : ; NP 1;
(16)
xk = xm +
NP
where xk represents the kth node arrayed between vertices
M and N . Thereby, the initial simplex will be divided
into NP 1 new subsimplexes by connecting the above
newly generated nodes with the vertices in the original simplex except from m and n. Fig. 1 represents the
above division for quaternary mixture since the number
of independent variables that appeared in tangent plane
distance function is three, where the new subsimplexes
originated from the initial one, {a; m; n; b}, can be described as {a; m; 1; b}; {a; 1; NP 1; b}, and {a; NP
1; n; b}. The corresponding linear constrains of those
subsimplexes can be obtained by solving their individual
constrained equations similar to those described by Eqs.
(12) and (13). It should be noted here that as the feasible points lie in the inner space of each newly generated
subsimplexes, they can be partitioned into more re3ned
subregions by using the same method as above till the
branch and bound algorithm has converged on the global
solution.
3.2. Rigorous lower bound of the TPDF
In each subsimplex generated by the above compact
partition, a valid underestimation function of the TPDF

Fig. 1. Compact partition of the feasible region for the quaternary

system case, where NP = 3.

can be obtained as the sum of the original convex part,

i.e. Eq. (10) and a quadratic underestimation function of
the generic nonconvex part, i.e. Eq. (11), according to
the maximal eigenvalue estimation of its interval Hessian
matrix. Zhu and Xu (1999c) ever used a linear function,
or a hyperplane when the problem dimension is greater
than three, in order to underestimate a concave function in the D.C. formulation described by UNIQUAC
equation. Here, we expand the above idea to the generic
nonconvex form based on the idea that it can be underestimated rigorously by a su;cient convex quadratic
function. The quadratic underestimation function for
the nonconvex term, i.e. Eq. (11), is constructed as
follows:
N
1
N
1




ai xi2 +
bi xi + c:
(17)
LNC (x) =
i=1

i=1

First, all quadratic term coe;cients, ai , should be nonnegative, in order to make the above function absolutely
convex (or linear). Second, all function coe;cients appearing in Eq. (17) should be established to guarantee
that it, i.e. LNC (x), should be a rigorous underestimator of the original nonconvex function, i.e. F NC (x). In
each subsimplex, V k , generated by the compact partition in Section 3.1, the quadratic function, i.e. Eq. (17),
passes through the N vertices of the above subsimplex,
i.e. {x1 ; F NC (x1 )}; {x2 ; F NC (x2 )}; : : : ; {xN ; F NC (xN )}. The
following theorem can be used to ensure that LNC (x) established by the above procedures is indeed a rigorous
underestimator of F NC (x).

6920

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

Theorem 1. LNC (x); as de9ned in Eq. (17); is a rigorous underestimator of the generic nonconvex function F NC (x); if the di<erence function between them;
D(x) = LNC (x) F NC (x); is a convex function.
Proof. Suppose x and y are two arbitrary points
in the above subsimplex V k , and there exist 2N
real
i ; %i R satisfying 0 6 
i ; %i 6 1, and
N values, 
N
N
i

=
1;
%
=
1,
such
that
x
=
i
i
i=1
i=1
i=1 i x and
N
y = i=1 %i xi according to the de3nition of the simplex
where xi s are vertices of the above subsimplex. Since
D(x) = LNC (x) F NC (x) is a convex function, we have
the following result according to the de3nition of the
convex function:
D[&x + (1 &)y] 6 &D(x) + (1 &)D(y);

(18)

where & is an arbitrary real value and 0 6 & 6 1. Substituting the simplex expressions of x and y into Eq. (18),
we get
D[&x + (1 &)y]
 N

 N





i
i
6 &D
i x + (1 &)D
%i x
i=1

6&

N

i D(xi ) + (1 &)

i=1

%i D(xi );

(19)

i=1



since Ni=1 i = 1 and Ni=1 %i = 1. Also, LNC (x) passes
through each vertex of the current subsimplex, i.e.
LNC (xi ) = F NC (xi ) for all xi ; i = 1; : : : ; N . Then D(xi ) = 0
for xi ; i = 1; : : : ; N above. Following Eq. (19), we have

D[&x + (1 &)y] 6 0:

(20)

Since x and y are two arbitrary points in the above

subsimplex, let t = &x + (1 &)y; obviously an arbitrary point in the above subsimplex, and D(t) 6 0. Then
LNC (t) 6 F NC (t), which means that LNC (x) is a rigorous
underestimator of the generic nonconvex function F NC (x)
to any point x V k .
It is well known that D(x) is a convex function if and
only if its Hessian matrix HD (x) is positive semi-de3nite
in the above subsimplex. A useful convexity condition
is derived by noting that HD (x) is related directly to the
Hessian matrix HF NC (x) of F NC (x) by the following equation:
HD (x) = 2) HF NC (x);

[x

, xU

Fig. 2. The relationship between the current subsimplex V k and the

corresponding encompassing interval box
xL ; xU .

i=1
N

Vk

(21)

where ) is a diagonal matrix whose diagonal elements

are the ai s de3ned in Eq. (17). ) is referred to here as the
diagonal underestimation matrix, since these quadratic
parameters guarantee that LNC (x), as de3ned in Eq. (17),
is a rigorous underestimator of the generic nonconvex
function F NC (x). Evidently, the following theorem will
help guarantee that D(x) is convex.

Theorem 2. D(x); as de9ned in Theorem 1; is convex if

and only if 2) HF NC (x) = 2diag(ai ) HF NC (x) is positive
semi-de9nite for all x in the current subsimplex.
This theorem states that the rigorous estimation to the
Hessian matrix of F NC (x), i.e. HF NC (x), will help to obtain the diagonal underestimation matrix, that is, a set of
ai parameters in the quadratic underestimation function
de3ned by Eq. (17). For a generic nonconvex function,
such as F NC (x) described by Eq. (11), the elements of
its Hessian matrix HF NC (x) are likely to be nonlinear and
nonconvex functions of the variables, so that the derivation of a matrix ) valid over the entire current subsimplex
is a very challenging task. However, satisfying the convexity condition of Theorem 2 is essential for the preservation of the guarantee that LNC (x) de3ned in Eq. (17) is
a rigorous convex underestimator of the generic nonconvex function, F NC (x). The complexity arising from the
presence of the variables in the convexity condition can
become tractable by using the transformation of the exact
x-dependent Hessian matrix, i.e. HF NC (x), to an interval
Hessian matrix HF NC  (Neumaier, 1990; Hansen, 1992;
Kearfott, 1996; Adjiman, Dallwig, Floudas, & Neumaier,
1998a; Adjiman, Androulakis, & Floudas, 1998b), such
that HF NC (x) HF NC , x V k . V k , the current subsimplex, can be replaced by a more general interval box,
described by xL ; xU . xL and xU are the lower and upper bounds of the current subsimplex, respectively. Obviously, in Fig. 2, we can see V k xL ; xU . Then the
interval Hessian matrix can be calculated in the above

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

interval box, which will not in@uence the rigorousness

of the estimation of the Hessian matrix, HF NC (x), in the
current subsimplex. The elements of the original Hessian matrix, i.e. HF NC (x), are treated as independent when
computing their general interval boundaries according to
the interval arithmetic. The following theorem will tell
us how to use the interval Hessian matrix family HF NC 
to calculate parameters ai s de3ned in Eq. (17).
Theorem 3. Consider the generic nonconvex function
F NC (x) with continuous second-order derivatives and its
Hessian matrix HF NC (x). Let D(x) = LNC (x) F NC (x)
be de9ned in Theorem 1 and LNC (x) be de9ned by Eq.
(17). Let HF NC  be a symmetric interval matrix such
that HF NC (x) HF NC ; x xL ; xU . If the matrix [HD ]
de9ned by [HD ] = 2) HF NC  = 2diag(ai ) HF NC  is
positive semi-de9nite; then D(x) is convex over the current subsimplex encompassed by xL ; xU .
According to this theorem together with Theorem 1, the
parameters estimated by the following interval method
will guarantee that LNC (x) de3ned in Eq. (17) is a rigorous convex underestimator of the generic nonconvex
function, F NC (x). The use of the interval techniques, not
only help to reduce the computational complexity of the
parameter estimation, but also allow the preservation and
transfer of the global information. In order to simplify
the parameter calculation, the underestimator LNC (x) de3ned in Eq. (17), is reformulated using a single a value
as follows:
N
1
N
1




xi2 +
bi xi + c:
(22)
LNC (x) = a
i=1

i=1

Then, all elements of the diagonal underestimation matrix ) are therefore equal to a. The following theorem
can then be used to ensure that LNC (x) is indeed a rigorous convex underestimator of F NC (x).
Theorem 4. LNC (x) as de9ned by Eq. (22) is a rigorous
convex underestimator of F NC (x); if and only if


1
max &i (x) ;
a max 0;
(23)
2 i; xL 6x6xU
where the &i (x) s are the eigenvalues of HF NC (x); the Hessian matrix of the generic nonconvex function F NC (x)
in xL ; xU .
Proof. As HF NC (x), the Hessian matrix of the generic
nonconvex function F NC (x), is symmetric, all its eigenvalues are real values. According to Theorems 3 and 1,
LNC (x) as de3ned by Eq. (22) is a convex (or linear)
underestimator of F NC (x) if and only if D(x) de3ned
in Theorem 1 is convex. D(x) is convex in xL ; xU  if
and only if every x xL ; xU , all eigenvalues &iD (x)
of D(x) are nonnegative. This is equivalent to requiring the minimum eigenvalue of D(x) over x to be

6921

nonnegative:
&iD (x) 0:

min

i; xL 6x6xU

(24)

After substituting &iD (x) = 2a &i (x) and a

max{0; 12 maxi; xL 6x6xU &i (x)}, we have
min

i; xL 6x6xU

&iD (x)

min (2a &i (x))

i; xL 6x6xU

min {max0;

i; xL 6x6xU

min { max

max

i; xL 6x6xU

i; xL 6x6xU i; xL 6x6xU

&i (x) &i (x)}

[0; &i (x)] &i (x)}:

(25)

Obviously, maxi; xL 6x6xU [0; &i (x)] &i (x) 0 by considering the two cases for the sign of maxi; xL 6x6xU &i (x),
so mini; xL 6x6xU &iD (x) 0, that is, D(x) is convex in
xL ; xU . Therefore, LNC (x) as de3ned by Eq. (22) is a
rigorous convex underestimator of F NC (x).
If F NC (x) is strictly concave, such as that appeared
in the D.C. form of the TPDF described by UNIQUC
equation (Zhu & Xu, 1999c), all eigenvalues of HF NC (x)
are negative for any x xL ; xU , then a = 0 by Eq.
(23). So the rigorous underestimator of such a concave
function LNC (x) will degenerate to become a linear function as that used by Zhu and Xu (1999c). In fact, for a
nonconvex function, a measure of the degree of the convexity of the function is introduced through the use of the
most positive eigenvalue in the construction of the underestimator. The greater the convexity of a nonconvex
function, the bigger is the maximal eigenvalue needed to
evaluate its convexity and hence larger the a. Theorem 4
states that the rigorous estimation of a de3ned by
Eq. (22) can be related to the reliable estimation of the
eigenvalues of the Hessian matrix of the generic nonconvex function. However, the eigenvalue estimation, in
general, is a di;cult nonconvex optimization problem,
as used by Maranas and Floudas (1994) for obtaining the
minimum eigenvalue of the Hessian matrix. Since the
strict lower bound on the largest eigenvalue of HF NC (x)
by the above optimization method always requires the
solution of a convex programming problem based on the
second-order derivatives of the function being underestimated and then entails a large amount of computational
e=ort (Adjiman et al., 1998a). Since the interval Hessian matrix HF NC  HF NC (x) is obvious, a valid lower
bound on the maximum eigenvalue of HF NC (x) can be
more easily solved by using the interval arithmetic. Eq.
(23) derived in Theorem 4 can be replaced by following
interval form, in order to generate a single a value which
satis3es the following su;cient condition for LNC (x) to
be a rigorous convex underestimator of F NC (x):


1
(26)
a max 0; &max ([HF NC ]) ;
2

6922

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

where &max (HF NC ) is the maximal eigenvalue of the interval matrix family HF NC . For a real matrix A = (aij ),
the well-known Gerschgorins theorem (Gerschgorin,
1931) states that the eigenvalues are bounded, such as
&max , by all its elements such that

|aij | :
(27)
&max = max aii +
i

j=i

In this paper, a straightforward extension of this theorem

was presented for interval matrices, as the following theorem.
Theorem 5. For an interval matrix [A] = (aij ; aVij ); a
lower bound on the maximum eigenvalue is given by

 

max aij  ; |aVij | :
(28)
&max max aVii +
i

j=i

Proof. By de3nition of the interval matrix, &max ([A])

maxA[A] &max (A), therefore

|aij |
&max ([A]) max max aii +
i

A[A]

max max (aii ) + max

|aij |

max aVii +
i

A[A]

N
1

bi xik + c = F NC (xk ) a

i=1

A[A]

j=i

 

max aij  ; |aVij | :

j=i

Similar to that pointed out by Adjiman et al. (1998a)

in their BB algorithm for the estimation of the minimum eigenvalue of the interval matrix, the above computational complexity is only of order n2 , then the bound
it can provide on the eigenvalue is slightly loose. However, it is still very e=ective if the problem scale is not
too large. In general, the interval Hessian matrix can
be obtained by an automatic di=erentiation method with
the interval enclosures (Neumaier, 1990; Hansen, 1992;
Kearfott, 1996). But for the NRTL equation used in this
paper, the interval Hessian matrix of the generic nonconvex function described by Eq. (11) is easily obtained by
a symbolic method, which is presented in Appendix A.
After obtaining the interval Hessian matrix in each subsimplex, the quadratic term coe;cient in Eq. (22) can be
calculated by Eqs. (28) and (26).
Since the quadratic underestimation function as de3ned by Eq. (22) passes through the N vertices, i.e.
{x1 ; F NC (x1 )}, {x2 ; F NC (x2 )}; : : : ; {xN ; F NC (xN )} of the
current subsimplex. Therefore, its N linear coe;cients,
i.e. bi ; i = 1; : : : ; N 1; and c; can be calculated by

N
1

(xik )2 ;

k = 1; : : : ; N:

i=1

(29)

Finally, the rigorous convex underestimator, as de3ned

by L(x), for TPDF described by NRTL, i.e. Eq. (8), can
be obtained as the sum of its convex part, i.e. F C (x) described by Eq. (10), and the quadratic underestimation
function of the generic nonconvex part, i.e. LNC (x) described by Eq. (22), as follows:
N


xi {SGif + ln xi i0 (z)}
L(x) = F C (x) + LNC (x) =
i=1

+a

N
1

xi2 +

i=1

N
1


i=1

bi xi + c:
(30)

Since L(x) is convex, the following convex programming

problem will yield a valid underestimation of the global
solution in the current subsimplex:
N


xi {SGif + ln xi i0 (z)}
min L(x) =
i=1

j=i

solving the following linear equation group:

+a
s:t:

N
1

N
1

xi2

i=1

pik xi qk 6 0;

N
1

bi x i + c

(31)

i=1

k = 1; 2; : : : ; N:

(32)

i=1

During the successive re3nements of the feasible region,

the lower bound supplied by the above minimization
problem will be tighter than that supplied by any of its
preceding subsimplex. The function value of the F(x) on
the global solution of the convex programming problem
described by Eqs. (31) and (32) is taken as the upper
bound in each subsimplex. Then it is applied to delete
the introduced unnecessary subsimplexes whose lower
bounds are higher than the lowest upper bound in all subsimplexes left in each calculation step. This procedure, on
one hand, helps in ruling out the subsimplexes with only
local solutions or saddle points, and on the other hand
saves the machinery memory and increases the computing speed. Obviously, the diameter of a subsimplex generated in Section 3.1 must go to 0 when the number of the
branchings leading to it goes to in3nity (Horst & Pardalos, 1995), the feasible subregion with the lowest lower
bound must be selected in each iteration, and the di=erence between the optimal value of the TPDF and the estimated value min F(x) must go to 0 when the diameter
of the feasible region goes to 0. Since these conditions
are satis3ed in the above procedures, the global convergence of the quadratic underestimation function based
branch and bound (QBB) algorithm follows from the

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

6923

Table 1
Phase stability analysis and equilibria of acetic acid butyl ester, phenol, and water at feed composition z = {0:2; 0:2; 0:6} with T = 317:15 K and
P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min

CPU (s)

0:32461

20.21

237
(0)

57.01

642
(17)

1
2
3

Trivial L
,L1 = 1:0

0.2
0.2
0.6

0.00016
0.00212
0.99772

1
2
3

Global LLE
,L1 = 0:556

0.35929
0.35444
0.28627

0.00016
0.00625
0.99359

0.35929
0.35444
0.28627

general global convergence theorem of Horst and Pardalos (1995). In fact, as Neumaier (1996) pointed out, the
QBB algorithm will attain its global convergence 3nitely
because of the second-order global convexity estimation
by interval analysis. The detailed steps of the QBB algorithm are very similar to those presented in Zhu and
Xu (1999c), but still it is presented in Appendix B, with
the addition of the parameter estimation, for the sake of
clarity.

4. Calculation results and discussion

There are three ternary systems with up to two or
three phases for phase stability analysis and calculation
of phase equilibria presented in this section, where the
nonideal liquids are described by NRTL activity coe;cient equation. All computational runs were performed
on a Pentium II=266 machine. In this article, all CPU
times reported represent the total real time taken to solve
any given phase stability problem by the QBB algorithm. The global convergence of the novel algorithm, ,
is 106 , and the tolerance is 105 for the Rosen Gradient Projection method (Rosen, 1960) which is used as
the convex programming tool in each subsimplex. In the
following tables, when the value does not exceed 107 ,
in double precision, an entry of zero was recorded. The
set of liquid phases is denoted by P {k }, where each
is designated as Lk P. For any postulated solution,
the mole fractions of eachcomponent i in some phase k
are given by xik , so that i xik = 1 k P. The parameter ,k corresponds
to the fraction of total mass in phase

k, so that i ,k = 1. ximin is the mole vector at a global
function, with F min being the corresponding minimum
value of the TPDF. N is the iteration number of the QBB
algorithm taken to converge on the global solution of
TPDF, and the numbers listed in the parentheses below
N show the remaining subregions when the algorithm
terminates.
If the global minimum of the tangent plane distance
function at the speci3ed conditions is negative, it states

0.0

that the system is unstable, and will separate into two

or more phases at the incumbent temperature and pressure. The following local and global equilibrium compositions for the overall composition were calculated by
the NewtonRaphson method (with the sum of squared
residuals less than 108 ) described by Michelsen (1982b)
based on the stability analysis results. There is no need
to check the stability of all phases at equilibrium since
the points representing other phases must have a common tangent plane, which is the necessary condition of
the equilibrium. Then only the stability test for one of the
compositions in the equilibrium phases, which satis3es
the LLE, or LLLE would be su;cient.
4.1. System 1: acetic acid butyl ester (1) + phenol
(2) + water (3)
The binary interaction parameters of the acetic acid
butyl ester, phenol, and water for NRTL equation were
presented by Sorensen and Arlt (Vol. V=3, 1980) at a
temperature 317:15 K and a pressure 1 atm. Two di=erent
charges, i.e. z = {0:2; 0:2; 0:6} and {0:2; 0:4; 0:4}; at the
above temperature and pressure were used to check the
reliability of the QBB algorithm. Tables 1 and 2 represent
the stability analysis results for the above trivial solutions
and their corresponding true global LLE solutions, which
were calculated by NewtonRaphson method upon the
basis of the preceding stability analysis. The 3nal phase
number, phase fractions, and the global LLE compositions are in good agreement with the experimental data
and phase diagram provided by Sorensen and Arlt (Vol.
V=3, 1980).
4.2. System 2: n-propanol (1) + n-butanol (2) +
water (3)
This system contains one partially miscible pair between water and n-butanol. Block and Hegner (1976) 3rst
studied this mixture in their calculation of three-phase
distillation towers, and provided the NRTL binary interaction parameters, which are independent of temperature.

6924

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

Table 2
Phase stability analysis and equilibria of acetic acid butyl ester, phenol, and water at feed composition Z = {0:2; 0:4; 0:4} with T = 317:15 K and
P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min
0:04409

1
2
3

Trivial L
,L1 = 1:0
0.4

0.2
0.4
0.4

0.00008
0.01188
0.98804

1
2
3

Global LLE
,L1 = 0:960

0.20823
0.41592
0.37585

9:96105

0.20823
0.41592
0.37585

0.01339
0.98651

0.0

CPU (s)

48.55

559
(2)

179.71

1581
(31)

Table 3
Phase stability analysis and equilibria of n-propanol, n-butanol, and water at feed composition z = {0:04; 0:16; 0:80} with T = 298:15 K and
P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min

CPU (s)

0:01161

105.79

879
(19)

314.33

2827
(120)

1
2
3

Trivial L
,L1 = 1:0

0.04
0.16
0.80

0.00940
0.01898
0.97162

1
2
3

Global LLE
,L1 = 0:570

0.06154
0.26390
0.67456

0.01141
0.02214
0.96645

0.06154
0.26390
0.67456

0.0

Table 4
Phase stability analysis and equilibria of n-propanol, n-butanol, and water at feed composition z = {0:148; 0:052; 0:800} with T = 298:15 K and
P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min

CPU (s)

1:0105

335.21

2899
(394)

557.77

4688
(932)

1
2
3

Trivial L
,L1 = 1:0

0.148
0.052
0.800

0.11454
0.03613
0.84933

1
2
3

Global LLE
,L1 = 0:828

0.15448
0.05509
0.79043

0.11672
0.03707
0.84621

0.15448
0.05509
0.79043

Walraven and van Rompay (1988) also studied this example for a variety of charges to test their phase-splitting algorithm. McDonald and Floudas (1995a,b,c) applied their
GOP algorithms to calculate this system at two feed conditions: z = {0:04; 0:16; 0:80} and {0:148; 0:052; 0:800}.
This system with the above two charges was also taken
as a typical example for the SAA algorithm by Zhu and
Xu (1999a,c). Here, it is applied to test the global convergence of the QBB algorithm. The calculation results
of the stability analysis and the ultimate global LLE solution are presented in Tables 3 and 4. It should be noted
that the 3rst feed condition lies in the immiscibility region and is easily solved as a relatively simple example as those in System 1. However, the other one lies

0.0

close to the plait point, and is therefore very challenging. In Table 4, the global minimum of the TPDF for the
above latter charge is very little and close to zero. However, it is still negative, and reveals the importance of the
global stability analysis for phase equilibrium calculation.
The 3nal results agree well with those given by McDonald and Floudas (1995a,b,c) and Zhu and Xu (1999a,c),
respectively.
4.3. System 3: n-propanol (1) + water (2) + toluene
(3)
At a temperature of 278:15 K and a pressure of
1 atm, this mixture has one three-phase region and

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

6925

Table 5
Phase stability analysis and equilibria of n-propanol (1), water (2), and toluene (3) at feed composition z = {0:3; 0:2; 0:5} with T = 278:15 K
and P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min

1
2
3

Trivial L
,L1 = 1:0

0.3
0.2
0.5

0.01925
0.98000
0.00075

0:24349

1
2
3

Local LLE
,L1 = 0:091

0.32573
0.12420
0.55007

0.04382
0.95462
0.00155

0.24183
0.06410
0.69407

3:6104

1
2
3

Global LLLE
,L1 = 0:434
,L2 = 0:492

0.24344
0.06499
0.69157

0.38835
0.20609
0.40556

0.04380
0.95465
0.00155

0.24344
0.06499
0.69157

0.0

CPU (s)

80.24

600
(19)

545.96

4134
(294)

625.27

4686
(104)

Table 6
Phase stability analysis and equilibria of n-propanol (1), water (2), and toluene (3) at feed composition z = {0:35; 0:25; 0:40} with T = 278:15 K
and P = 1 atm by using NRTL equation
Comp.

Solution

Phase equilibria

Stability analysis

xiL1

xiL2

xiL3

ximin

F min

1
2
3

Trivial L
,L1 = 1:0

0.35
0.25
0.40

0.02508
0.97398
0.00094

0:14235

1
2
3

Local LLE
,L1 = 0:918

0.37723
0.18737
0.43540

0.04363
0.95482
0.00155

0.23377
0.05994
0.70629

7:07104

three two-phase regions according to the calculation

of Wasylkiewicz et al. (1996). The binary interaction
parameters of NRTL equation for this system were reported by Sorensen and Arlt (Vol. V=2, 1980). The
calculation results of the stability analysis for two postulated overall compositions, i.e. z = {0:3; 0:2; 0:5} and
{0:35; 0:25; 0:40}, and their corresponding local LLE solutions and the global LLLE solutions are represented
in Tables 5 and 6. For the latter charge, the global
LLLE solution has the same mole fractions in each of
the three phases as those for the 3rst feed composition,
only the phase fractions change with ,L1 = 0:086 and
,L2 = 0:839. The results calculated by QBB algorithm
are in good agreement with those of Wasylkiewicz et al.
(1996) and Zhu and Xu (1999c), respectively.
4.4. E@ciency and reliability
The e;ciency of the QBB algorithm can be shown by
the iteration steps and CPU times presented in Tables 1
6, which is also compared with a program for chemical
and phase equilibria, GLOPEQ developed by McDonald
and Floudas (1994, 1995a,b,c, 1997), and BB, a global

CPU (s)

97.49

717
(27)

419.24

3227
(239)

optimization method for a general constrained nonconvex problem (Androulakis et al., 1995; Adjiman et al.,
1998a,b). Since all the above algorithms are implemented with di=erent compilers on di=erent machines, a
comparison of them is somewhat qualitative. The QBB
algorithm generates a far lower underestimation value for
TPDF at the starting stage of the minimization. As shown
in Fig. 3 for acetic acid butyl ester, phenol, and water
mixture, the global minimum of the TPDF at charge
{0:2; 0:2; 0:6} is 0:32461; but the 3rst underestimation
value is about 442:692 with the estimated quadratic
term coe;cient by interval Hessian matrix a = 744:551.
However, the underestimation value is increasing to the
global minimum very quickly in 10 steps. When the
QBB algorithm terminates with the global tolerance satis3ed, the quadratic term coe;cient a = 28:885, which
is very close to 28.79, the maximal eigenvalue of the
Hessian matrix of the generic nonconvex function, i.e.
F NC (x) described by Eq. (11), at the global solution
of the TPDF, i.e. {0:00016; 0:00212; 0:99772} presented
in Table 1. Androulakis et al. (1995) used BB algorithm to minimize the mixing Gibbs free energy of the
n-propanol, n-butanol, and water system with the charge
{0:148; 0:052; 0:800}. The global solution by the QBB

6926

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

L(xmin)

-100

-200

-300

-400

-500
0

50

100

150

200

250

300

k
Fig. 3. Change of the minimal underestimation value with the iteration for acetic acid butyl ester, phenol, and water mixture at feed
compositions z = {0:2; 0:2; 0:6}, where L(xmin ) represents the underestimation function value (squares, presented only in the 3rst 50
steps) at minimal solution in current step, and k is the iteration step
described in Appendix B.

algorithm for this system is in good agreement with

their calculation results. Similarly, the BB algorithm
parameter, i.e. , is close to 0.0 with the algorithm processing. It means their underestimator is also becoming
the same as the original function while impending on
the global solution. However, it does not take advantage
of the unique linear constraints of the stability analysis
problem, though the BB algorithm is more general, and
its parameter estimation can guarantee mathematical rigorousness. GLOPEQ used the special biconvex function
structure of the TPDF described by NRTL equation in a
GOP algorithm developed by Floudas and Visweswaran
(1990, 1993). As the convex envelope can be obtained
in the relaxed dual problem, it has higher e;ciency
compared with the QBB algorithm. However, the QBB
algorithm is thermodynamically independent besides its
complete mathematical reliability.
5. Conclusions
In this paper, a quadratic underestimation function
based branch and bound (QBB) algorithm is developed
for the minimization of the stability analysis problem
on the basis of a rigorous underestimator constructed by
interval analysis. First, the convex part of the TPDF is
separated and remained without transformation in the
convex underestimator. Second, for the nonconvexities
categorized as being generic, a quadratic function is constructed as the rigorous convex underestimation function
where the quadratic term coe;cient is determined by
the estimation of the maximal eigenvalue of the interval
Hessian matrix belonging to the above nonconvex part
of TPDF in each subsimplex. According to the strict

proofs demonstrated on the basis of the novel compact

partition of the feasible simplex region and the interval
analysis, above underestimator is mathematically guaranteed that it is convex (or linear) and indeed a rigorous
underestimation of the TPDF. Therefore, the general
QBB algorithm attains 3nite -convergence to the global
minimum through the successive partition of the initial
simplex and the subsequent solution of a series of nonlinear convex programming problems, which is solved by
the Rosen Gradient Projection method. The QBB algorithm is thermodynamically independent for the stability
problem. However, only the NRTL equation is used
here to check the reliability for LLE calculation due to a
simple symbolic method for conveniently obtaining the
interval Hessian matrix. In comparison with GLOPEQ
and BB algorithm, the QBB algorithm can also provide
complete mathematical guarantee. In the coming work,
the nonconvexities with special structures, such as bilinear, fractional, and signomial, will be underestimated by
their customized tight convex lower bounding functions
developed in BB algorithm (Adjiman et al., 1998a),
in order to decrease the burdens of the maximal eigenvalue estimation of the interval Hessian matrix. The
preliminary calculation results for three ternary mixtures
with up to 23 phases show that the QBB algorithm is
e=ective for the stability analysis with complete reliability. The consequent local or global LLE or LLLE
solutions are calculated by a NewtonRaphson method
facilitated by the stability analysis results using the QBB
algorithm.
Notation
ai or a
bi
c
D
F(x)
F C (x)
F NC (x)
g
gE
SGif
HF NC (x)
HF NC (x)
L
L(x)
LNC (x)
max
min
N
NP
P

quadratic term coe;cient of QBB algorithm

linear term coe;cient of QBB algorithm
linear term constant coe;cient of QBB algorithm
length of the simplex side
tangent plane distance
convex part of TPDF
general nonconvex part of TPDF
molar Gibbs free energy
excessive Gibbs free energy
standard state Gibbs free energy
Hessian matrix of F NC (x)
interval Hessian matrix of F NC (x)
liquid phase at equilibrium
underestimator of TPDF
quadratic underestimation function
maximum
minimum
number of components
segment number
pressure, atm

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

pik
qk
T
Vk
xi
x L ; x U 
xL
xU
z

linear constrained coe;cients of subsimplex

linear constrained coe;cient of subsimplex
temperature, K
subsimplex
mole fraction of component i
interval box of the subsimplex
lower bound of the interval box
upper bound of the interval box
feed composition

Greek letters
ij
ij
)
&i (x)
i (x)
t0 (z)
ij
,i
Acronyms
CPE
D.C.
LLE
LLLE
TPDF
GLOPEQ
QBB

Appendix A. Derivation of the interval Hessian matrix

of F NC (x)
A symbolic method is developed here to obtain the interval Hessian matrix of the generic nonconvex function,
F NC (x) as de3ned by Eq. (11). To simplify the notation
(Meyer & Swartz, 1998), let
.ij = ij ij ;
g(i) =

N


j=1

NRTL equation parameters

NRTL equation parameters
diagonal underestimation matrix
eigenvalue
chemical potential of component i at x
chemical potential of component i at z
NRTL equation parameters
phase mole fraction

6927

(A.1)
.ij xj
:
k=1 kj xk

(A.2)

N

Then F NC (x) can be expressed as

F NC (x) =

N

xi g(i):

(A.3)

i=1

The 3rst and second partial derivatives of F NC (x) are

N

@g(i)
@F NC
= g(m) +
xi
;
@xm
@xm
i=1

m = 1; : : : ; N;

(A.4)

chemical and phase equilibium

di=erence between two convex functions
liquidliquid equilibrium
liquidliquidliquid equilibrium
tangent plane distance function
global optimization based phase equilibria
a C program developed by McDonald
and Floudas (1997)
quadratic underestimation function based
branch and bound algorithm written in C
in this paper

Acknowledgements
The 3nancial support from the Japanese Government
for Yushan Zhu and the kind help personally from Prof.
Katsutoshi Inoue and Mr. Takaaki Shinohara are gratefully appreciated. The authors are also grateful to Prof.
A. Neumaier (University of Vienna, Austria), Prof.
Warren. D. Seider (Pennsylvania University, USA),
Dr. M. L. Michelsen (Technical University of Denmark, Denmark), and Prof. C. A. Floudas (Princeton
University, USA) for their help in providing us with
constructive suggestions and precious computing programs. The 3nancial support formerly received from
the National Science Foundation of China under Grants
594340402 and the Laboratory of Computer Chemistry of CAS for this continuous research are gratefully
acknowledged.

@g(m) @g(n)
@2 g(i)

@2 F NC
=
+
+
xi
;
@xm @x n
@x n
@xm
@xm @x n
i=1
m = 1; : : : ; N ; n = 1; : : : ; N;

(A.5)

where the 3rst and second partial derivatives of g(i) are

expressed as
N

.ij (mj )xj

.im
@g(i)
= N
+
;
N
2
@xm
k=1 km xk
k=1 kj xk )
j=1 (

m = 1; : : : ; N;

(A.6)

.im (nm )
.in (mn )
@2 g(i)
= 
+ 
@xm @x n ( Nk=1 km xk )2 ( Nk=1 kn xk )2
+

N


.ij xj (2mj nj )
;
N
3
j=1

k=1

kj xk )

m = 1; : : : ; N ; n = 1; : : : ; N:

(A.7)

In each subsimplex, as mentioned in Section 3.2, x can

be transformed into being con3ned in a x-rectangle, i.e.
x xL ; xU , where xL and xU are the lower and upper
limits on the vector x. Therefore, the lower and upper
bounds on the second partial derivatives of F NC (x) need
to be constructed in order to obtain its interval Hessian
matrix. Since the NRTL parameter, , is always nonnegative, then the lower and upper bounds on the sum
Sj =

N


k=1

kj xk ;

j = 1; : : : ; N

(A.8)

6928

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

can be established as follows (Meyer & Swartz, 1998):

SjL =

N

kj xkL ;

j = 1; : : : ; N;

(A.9)

k=1

SjU =

N

kj xkU ;

j = 1; : : : ; N;

6 Sj (x) 6 SjU

where
for all x x ; x . It should be
noted that when the current subsimplex contains zero
point, SjL will be equal to zero. Then singularities arise
when it is taken as the denominators in the calculation.
In order to avoid this case and try to compute a sharper
bound on the interval Hessian matrix, the following strategies are used on the basis of the linear constraints of stability analysis, i.e. Eq. (3):
Sj =

N

kj xk

k=1

N

min

xk = 

@gU (i)
U
= vim
+
.ij (mj )vjU ;
@xm
j=1

m = 1; : : : ; N;
(A.17)

(A.10)

k=1

SjL

L
L
where vim
= .im =SmU if .im 0, else vim
= .im =SmL ; vjL =
1jU =SjL if .ij 0, else vjL = 1jL =SjU .

min

k=1

N

xk = 

min

k=1

j = 1; : : : ; N;

(A.11)

U
U
= .im =SmL if .im 0, else vim
= .im =SmU ; vjU =
where vim
L U
U
U
L
1j =Sj if .ij 0, else vj = 1j =Sj .
Similarly, the lower and upper bounds on @2 g(i)=
@xm @x n , i.e. @2 gL (i)=@xm @x n and @2 gL (i)=@xm @x n , respectively, can be computed by using
N

@2 gL (i)
L
= wim
+ winL +
.ij (2mj nj )wjL ;
@xm @x n
j=1

(A.18)

L
L
where wim
= .im (nm )=(SmL )2 if .im 0, else wim
=
U 2
L
L 2
.im (nm )=(Sm ) ; win = .in (mn )=(Sn ) if .in 0, else
winL = .in (mn )=(SnU )2 ; and wjL = 1jL =SjU if .ij 0, else
wjL = 1jU =SjL .
N

Sj =

N

kj xk 6

k=1

N

max xk = max

k=1

N

@2 gU (i)
U
= wim
+ winU +
.ij (2mj nj )wjU ;
@xm @x n
j=1

xk = max ;

k=1

j = 1; : : : ; N;

(A.12)

where min and max are the minimum and maximum of

the NRTL binary interaction parameters, and greater than
zero according to their de3nitions. While the lower and
upper bounds calculated by Eqs. (A.9) and (A.10) are
smaller and greater than min and max , respectively, they
will be replaced by the latter. Let a new set of variables
1 be de3ned as
xj
:
(A.13)
1j = N
k=1 kj xk
As each 1 is quasilinear, its lower and upper bounds
can be calculated by the following equations (McDonald
& Floudas, 1994):
1jL =

1jU =

xjL +

xjL
k=1
k=j

kj xkU

xU

xjU +

j

k=1
k=j

kj xkL

xjL +

xjL
SjU

;
U

jj xj

xjU
:
xjU + SjL jj xjL

(A.14)

(A.15)

The lower and upper bounds on @g(i)=@xm , i.e. @gL (i)=@xm

and @gU (i)=@xm , respectively, can be computed by using
the following formulae:
@gL (i)
L
= vim
+
@xm

N


j=1

.ij (mj )vjL ;

m = 1; : : : ; N;

(A.16)

(A.19)

U
U
where wim
= .im (nm )=(SmU )2 if .im 0, else wim
=
L 2
U
U 2
.im (nm )=(Sm ) ; win = .in (mn )=(Sn ) if .in 0, else
winU = .in (mn )=(SnL )2 ; and wjU = 1jU =SjL if .ij 0, else
wjU = 1jL =SjU .
Therefore, the lower and upper bounds on @2 F NC =
L
G
@xm @x n , i.e. @2 FNC
=@xm @x n and @2 FNC
=@xm @x n , respectively, can be obtained from the above relations, as follows:
N

L
@2 FNC
@gL (m) @gL (n)
L
=
+
+
umn (i);
@xm @x n
@x n
@xm
i=1

(A.20)

L
where umn
(i) = xiL @2 gL (i)=@xm @x n if @2 gL (i)=@xm @x n 0,
L
(i) = xiU @2 gL (i)=@xm @x n .
else umn
N

U
@2 FNC
@gU (m) @gU (n)
U
=
+
+
umn (i);
@x n
@xm
@xm @x n
i=1

(A.21)

U
where umn
(i) = xiU @2 gU (i)=@xm @x n if @2 gU (i)=@xm @x n 0,
U
(i) = xiL @2 gU (i)=@xm @x n .
else umn
Since there are only N 1 independent component
variables, the following di=erentiation relation can be obtained from Eq. (2):

@F NC (N 1) @F NC (N ) @F NC (N ) @xN
=
+
@xm
@xm
@xN @xm
=

@F NC (N ) @F NC (N )

;
@xm
@xN
m = 1; : : : ; N 1;

(A.22)

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

where @F NC (N 1)=@xm and @F NC (N )=@xm represent the

3rst partial derivatives of the generic nonconvex function
F NC (x) on the basis of N 1 and N variables, respectively. Therefore, their second partial derivatives can be
expressed as
@2 F NC (N 1) @2 F NC (N ) @2 F NC (N ) @2 F NC (N )
=

@xm @x n
@xm @x n
@xm @xN
@x n @xN
+

@2 F NC (N )
;
@xN2

m = 1; : : : ; N 1;

n = 1; : : : ; N 1:

(A.23)

According to the elementary interval arithmetic, the

lower and upper bounds on the F NC (x) with N 1 independent variables can be calculated as follows:
U
U
L
L
(N ) @2 FNC
(N )
(N 1) @2 FNC
(N ) @2 FNC
@2 FNC
=

@xm @x n
@xm @x n
@xm @xN
@x n @xN
+

L
@2 FNC
(N )
;
@xN2

m = 1; : : : ; N 1;

n = 1; : : : ; N 1;

(A.24)

U
U
L
L
(N 1) @2 FNC
(N ) @2 FNC
@2 FNC
(N ) @2 FNC
(N )
=

@xm @x n
@xm @x n
@xm @xN
@x n @xN

U
(N )
@2 FNC
;
@xN2

m = 1; : : : ; N 1;

n = 1; : : : ; N 1:

(A.25)
NC

Then, the interval Hessian matrix of F (x) with N 1

independent variables can be expressed as
 2 L

U
(N 1)
@ FNC (N 1) @2 FNC
;
:
[HF NC ] =
@xm @x n
@xm @x n
Appendix B. The general framework of the QBB
algorithm
The general framework of the QBB algorithm for the
minimization of the tangent plane distance function when
the nonideality of the liquid phase is modeled by the
NRTL equation is now presented. The initial feasible region de3ned by Eqs. (3) and (5), i.e. a convex simplex,
is denoted by M .
Step 1: (1.1) Partition of the initial simplex M into
NP subsimplexes, i.e. {M 1; 1 ; : : : ; M 1; NP }, according to the
method described in Section 3.1, where M 1; i represents
the ith subsimplex produced in Step 1.
(1.2) Determine NP underestimation functions
L1; i (x) : M 1; i R (i = 1; : : : ; NP) on the above NP subsimplexes according to the method described in Section
3.2., whose quadratic and linear term coe;cients are
calculated by maximal eigenvalue estimation of its interval Hessian matrix, i.e. Eq. (26), and by solving a linear
group described by Eq. (29), respectively, with L1; i (x)

6929

being the ith underestimation function produced on its

subsimplex M 1; i produced in Step 1.
(1.3) Compute x1; i from
L1; i (x1; i ) = min L1; i (x);

i = 1; 2; : : : ; NP

(B.1)

on each subsimplex M 1; i by the Rosen Gradient Projection method (Rosen, 1960), where x1; i is the minimum of
the ith underestimation function. At the same time, compute each TPDF value at x1; i on NP subsimplexes, i.e.
F(x1; i ), and compare them, and 3nally take the minimum
among them as the overestimation value of the TPDF in
Step 1.
(1.4) Compute x1 from
L1 (x1 ) = min L1; i (x1; i )

(B.2)

for i = 1; : : : ; NP, where x1 is the minimum among all

minimization values of the underestimation functions on
all subsimplexes in Step 1.
(1.5) Compute F(x1 ). If F(x1 ) L1 (x1 ) 6 , then stop
the iteration. If not, go to step 2.
Step k: (k = 2; 3; : : :). Assume xk1 M k1; Pk1 , where
M k1; Pk1 is the pth subsimplex in Step k 1, and xk1 is
the minimal underestimation value of TPDF in Step k 1.
(k:1) Partition the current subsimplex, i.e. M k1; Pk1
into NP new subsimplexes, i.e. {M k; 1 ; : : : ; M k; NP }k1; Pk1
according to the same method as that described in Step 1,
where {M k; i }k1; Pk1 represents the ith new subsimplex
produced in M k1; Pk1 in Step k.
(k:2) Determine NP new underestimation functions Lk; i (x) : M k; i R (i = 1; : : : ; NP) on the above
NP subsimplexes according to the method described
in Step 1, where Lk; i (x) is the ith underestimation
function produced in subsimplex M k; i in Step k. Obviously, min Lk; i (x) x M k; i is computable for those
i (1; : : : ; NP).
(k:3) Compute xk; i from
Lk; i (xk; i ) = min Lk; i (x)

(B.3)

in each new subsimplex M k; i produced in Step (k:1) by

the same convex programming method described in Step
1. Then add these NP minima into the set obtained in
Step k 1, and eliminate the original minimum value
on the subsimplex M k1; Pk1 . Then compute each F(xk; i )
and take the minimum as the overestimation in Step k,
and erase all regions whose minimal values are higher
than this overestimation.
(k:4) Compute xk from
Lk (xk ) = min Lk; i (xk; i )

(B.4)

for each i belonging to the current subsimplex set left

after Step (k:3), where xk is the minimal underestimation
of the TPDF in Step k.
(k:5) Compute F(xk ). If F(xk ) Lk (xk ) 6 , then stop
the iteration. If not, and the iterative number is lower than
the maximal, go to Step k + 1.

6930

Y. Zhu, K. Inoue / Chemical Engineering Science 56 (2001) 69156931

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