CHEM ENG 752 – OPTIMIZATION OF CHEMICAL PROCESSES

2010

TERM PROJECTS

A key objective of the course project is to have students study a particular aspect of
optimization in depth, drawing on the foundation provided by the course material. A list
of suggested project topics is attached, together with references that may be used as a
starting point. Participants may be allowed to choose an alternative topic, subject to (i)
the focus being primarily on optimization rather than for example, model development
and formulation, and (ii) approval of the instructor.

A short project proposal (1-2 pages) is to be submitted (via e-mail) by Friday Nov 5.
This should summarize the proposed project under the following headings:
 Objectives (these should be optimization-related!)
 Background
 Methodology/approach
 References

The final report should be no longer than 25 pages in length (including figures). A
suggested format for the final report is the following:
• Introduction
• Literature review
• Problem formulation
• Results and discussion
• Conclusions
• References
• Appendices

A clear problem formulation is expected and computer code used to generate results
must be included.

Students will also be required to give a presentation on their projects to the class.

Students are reminded that they should read and comply with the University’s policy on
academic integrity. For information the various types of academic dishonesty please
refer to the Academic Integrity Policy, located at
http://www.mcmaster.ca/academicintegrity

IMPORTANT DATES

TASK DATE
Project proposals due Fri, November 5, 2010
Project presentations Wed, December 1, 2010
Final report due Mon, December 6, 2010
Late submissions will not be accepted

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PROJECT TOPICS

1. Implementation of an Interior-Point (IP) Method for the Solution of Linear

Programming Problems

Interior-point optimization methods have gained wide popularity over the past two
decades, and are being applied not only to linear programming problems but to several
other optimization problem types (quadratic programming, nonlinear programming, etc.).
This project will involve the implementation of an IP method, such as the Mehrotra
Predictor-Corrector Algorithm, for solving LP problems. Key issues to be investigated
are the influence of the algorithm’s “tuning parameters” on convergence rate, and a
comparison of its performance against that of the simplex method. Application to a
simple problem with extensive use of graphics to illustrate these convergence effects
would be preferable to application to complex problems.

Potentially useful reference(s)

S. J. Wright (1997). Primal-Dual Interior Point Methods. SIAM. Philadelphia, PA.
Nocedal, J. and S. J. Wright (1999). Numerical Optimization, Springer.
Vanderbei, R.J. (2001). Linear programming. Foundations and Extensions, 2nd Edn.,
Kluwer.

2. Mathematical Programs with Complementarity Constraints (MPCCs)

Mathematical programs with complementarity constraints (MPCCs) are optimization

problems that include constraints of the form, xy = 0, and arise in many engineering
applications. Problems of this type had proved troublesome for standard NLP solvers for
years, giving rise to specialized algorithms for their solution. However, recent analysis
has shown that minor reformulation of the problem makes them amenable to solution
with standard, or slightly modified, NLP algorithms. This project will compare the
reliability of selected approaches to the reformulation and solution of these problems. A
small number of test cases will be used, and a systematic performance evaluation study
conducted.

Potentially useful reference(s)

Baumrucker, B.T., J.G. Renfro and L.T. Biegler. (2008). MPEC problem formulations
and solution strategies with chemical engineering applications. Comput. Chem. Eng., in
press (available on-line).
Raghunathan, A.U. and L.T. Biegler. (2003). Mathematical programs with equilibrium
constraints (MPECs) in process engineering. Comput. Chem. Eng., 27, 1381-1392.

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3. Optimal Design under Uncertainty

Designs based on nominal steady-state conditions would in general not be able to

satisfy operational and specification constraints in the face of parameter variation.
Moreover, over-sizing of equipment, as is commonly done, may in certain cases reduce
plant flexibility. This has motivated the development of systematic techniques for
addressing plant flexibility. A project in this area might involve the implementation of a
computational procedure for optimal design under uncertainty proposed in the literature
(such as the MIP approach of Floudas and Grossmann, 1987), together with an
application study.

Potentially useful reference(s)

Halemane, K.P. and I.E. Grossmann (1983). Optimal process design under uncertainty.
AIChE J., 29(3), 425-433.
Swaney, R.E. and I.E. Grossmann (1985). Index for operational flexibility in chemical
process design. Part I: Formulation and theory. AIChE J., 31(4), 621-630.
Floudas, C.A. and I.E. Grossmann (1987). Active constraints strategy for flexibility
analysis in chemical processes. Comput. Chem., Eng., 11 (6), 675-693.
Biegler, L.T., I.E. Grossmann and A.W. Westerberg, Systematic Methods of Chemical
process Design, Prentice-Hall (1997).

4. Parametric Programming

Parametric programming is a technique that is used to express the solution of an

optimization problem as an explicit function of selected problem parameters. Thus, for a
given set of parameters, the solution can be obtained via a simple calculation, rather
than solving an optimization problem. Recent publications have shown the usefulness of
this approach in several process engineering applications. These include a novel
implementation strategy for model predictive control, and flexibility analysis in process
design. This project will apply parametric optimization to an application of interest
described in a publication. Available software code may be utilized.

Potentially useful reference(s)

Bansal, V., J.D. Perkins and E.N. Pistikopoulos. (2000). Flexibility analysis and design
of linear systems by parametric programming. AIChE J., 46 (2), 335-354.
Dua, V., Bozinis, N.A., and E.N. Pistikopoulos. (2002). A multiparametric programming
approach for mixed-integer quadratic engineering problems. Comput. Chem., Eng., 26
715-733.
Pistikopoulos, E.N., V. Dua, N. Bozinis, A. Bemporad and M. Morari. (2002). On-line
optimization via off-line parametric optimization tools. Comput. Chem., Eng., 26, 175-
185.

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5. Mixed-Integer Dynamic Optimization (MIDO) – An Application Study

Mixed-integer Dynamic Optimization arises in a number of process systems applications

such as integrated plant and control system design, or control system design that
includes control structure selection. This project will involve a review of solution
approaches for MIDO problems, and the solution of a MIDO case study. One of two
approaches may be followed – (a) direct inclusion of the differential equations and
solution via gPROMS, or (b) discretization of the dynamic equations and solution via
GAMS as a standard MINLP problem.

Potentially useful reference(s)

Mohideen, M.J. , J.D. Perkins and E.N. Pistikopoulos (1996). Optimal design of dynamic
systems under uncertainty. AIChE J., 42 (8), 2251-2272.
J. M. G. van Schijndel and E. N. Pistikopoulos (2000). Towards the integration of
process design, process control & process operability -- current status & future trends,
in Foundations of Computer-Aided Process Design, M. F. Malone, J. A. Trainham and
B. Carnahan, eds., American Institute of Chemical Engineers, pages 99-112.
Pistikopoulos, E.N. and V. Sakizlis (2002). Simultaneous Design and Control
Optimization Under Uncertainty in Reaction/Separation Systems, in Chemical Process
Control – VI, AIChE Symposium Series No. 326, Volume 98, J.B. Rawlings, B.A.
Ogunnaike and J. W. Eaton, eds., CACHE, pages 223-238,
Bansal, V., V. Sakizlis, R. Ross, J.D. Perkins and E.N. Pistikopoulos, New algorithms for
mixed-integer dynamic optimization, Comp. Chem. Eng., 27, 647-668 (2003).

6. Development and Implementation of a Multiple Shooting Strategy for Dynamic

Optimization

A key advantage that ‘forward marching’ ODE (or DAE) integration techniques have over
simultaneous discretization methods such as orthogonal collocation on finite elements is
the availability of well-established error control procedures through automatic adjustment
of step size and order. The former types of integration strategy may be used for control
system design via a sequential strategy, in which the differential-algebraic equations are
solved for each set of parameter values provided by the optimizer. However, difficulties
may be encountered when parameter values provided by the optimizer result in
instability, as is often the case with feedback control systems. ‘Multiple shooting’
methods have recently been proposed for solving optimal control problems that typically
arise in nonlinear model predictive control (MPC). Here, the integration is carried out
independently over time intervals with continuity of the states enforced at the
optimization level. The project will involve the implementation of a multiple-shooting
scheme for dynamic optimization, and its application to one or more case studies.

Potentially useful reference(s)

Santos, L.O., N. Oliveira and L.T. Biegler (1995). Reliable and efficient optimization
strategies for nonlinear model predictive control. Proc. 4th IFAC Symposium on
Dynamics and Control,of Chemical Reactors, Distillation Columns and Batch Processes
(DYCORD ’95), p33.

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Leineweber, D.B., Bauer, I., Bock, H.G., Schloder, J.P. (2003). An efficient multiple
shooting based reduced SQP strategy for large-scale dynamic process optimization.
Part 1: theoretical aspects. Comput. Chem. Eng., 27, 157-166.

7. Optimization under Uncertainty

Optimization problem formulations have been proposed to account for uncertainty

inherent in process descriptions; this is particularly relevant for problems that depend on
forecasts, such as planning and supply chain optimization. Stochastic programming is a
well-known framework for handling problems within this class, and is formulated within a
probabilistic setting. The project might involve a review of a method of this type (such as
two-stage stochastic programming), implementation of an algorithm, and application to a
small-scale literature problem.

Potentially useful reference(s)

SIAG/OPT Issue on Optimization under Uncertainty, Vol 13, Number 1,
http://wiki.mcs.anl.gov/NEOS/index.php/SIAG/Optimization_View_and_News
Sen, S. and Higle, J.L. (1999). An introductory tutorial on stochastic linear programming
models. Interfaces 29:2 March-April 1999, pp33-61.