Compur. them.Engng,Vol. II, No. 6, pp. 561-519, 1987 0098-l354/87 $3.00+ 0.

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Printedin GreatBritain.All rightsreserved Copyright0 1987Pergamon Journals Ltd

SEQUENTIAL MODULAR AND SIMULTANEOUS

MODULAR STRATEGIES FOR PROCESS FLOWSHEET
OPTIMIZATION

T. P. KISALA~, R. A. TREVINO-LOZANO, J. F. BOSTON, H. I. Bwrr

Aspen Technology Inc., 251 Vassar Street, Cambridge, MA 02139, U.S.A.
and

L. B. EVANS
Massachusetts Institute of Technology, Cambridge, MA 02139, U.S.A.

(Received 17 February 1987; final revision received 8 June 1987; received for publication 23 June 1987)

Abstract-The sequential modular and two-tier simultaneous modular approaches to solving the process
flowsheet optimization problem are described. Results from implementation of both of these strategies
in an existing sequential modular simulator are presented and an analysis of the benefits and deficiencies
of each method is given.
For the sequential modular approach, a new method, called infeasible path hybrid (IPH), is shown to
be superior to existing infeasible path and feasible path methods.
For the two-tier simultaneous modular approach, the requirements for good reduced models are
discussed in detail and a new reduced model for plug flow reactors is presented. It is shown that, with
good reduced models, the two-tier simultaneous modular approach should out-perform the sequential
modular approach.

Scope-This paper discusses new developments in both the sequential modular and two-tier simultaneous
modular approaches to process flowsheet optimization using sequential modular simulators. Results from
implementation of both of these strategies in an existing sequential modular simulator, ASPEN PLUS,
are presented and an analysis of the benefits and deficiencies of each method is given.
For the sequential modular approach, a new method, the infeasible path hybrid (IPH) method is
presented. The IPH method combines the robustness of feasible path methods with the speed of infeasible
path methods.
The two-tier simultaneous modular methodology, in which equation-oriented optimization techniques
are applied iteratively to reduced (i.e. simplified) models of the flowsheet, is described in detail. Particular
attention is paid to the requirements reduced models must meet in order to ensure superior performance
of the method. A new reduced model for plug Row reactors is presented. This model demonstrates the
applicability of the two-tier approach to unit operations described by differential equations. A technique
for ensuring a true optimal solution using the nonlinear simultaneous modular approach is presented.
The relationship between sequential modular optimization and linear simultaneous modular opti-
mization is also considered.

Conclusions and SignIScenc~The results of the test problem show that the two-tier simultaneous modular
method can be much more efficient than the sequential modular methods tested. Less time was needed
to optimize the flowsheet using the simultaneous modular approach than was required to simulate it using
the sequential modular approach. Trevino-Lozano [l] shows that, as the complexity of the simulation
problem increases, the relative efficiency of the two-tier simultaneous modular method increases. However,
in addition to requiring changes to the architecture of an existing sequential modular simulator, there are
other factors which will slow the development of a general-purpose two-tier simultaneous modular
simulator/optimizer. Further research is needed to determine how equality constraints affect the behavior
of the algorithm. Good reduced models are needed to take full advantage of the efficiency of the approach.
If linear models are used for some unit models, the efficiency of the algorithm will be decreased.
Results for the sequential modular optimization methods indicate that the infeasible path methods are
generally faster than the feasible path method tested. This conclusion differs from that reported in earlier
work by Biegler [2]. Although the infeasible path method (IP) required more iterations than the feasible
path method (CFV), IP was faster because it did not converge the simulation problem at each optimization
iteration. The new infeasible path hybrid (IPH) method was faster than either IP or CFV, generally taking
the same number of iterations as CFV but requiring less computation per iteration. These trends are
typical of our experience with sequential modular optimization in ASPEN PLUS.
Although the two-tier simultaneous modular method promises to be the most efficient, more research
is required to fully develop the method. The sequential modular approach is important since it requires
no changes to the architecture of an existing simulator and since reduced models are not required. The
benefits of flowsheet optimization can be realized today using the sequential modular approach and
existing flowsheet simulators.

tAuthor to whom all correspondence should be addressed.

567
568 T. P.
INTRODUCTION
Computer simulation of chemical processes is an
important and widely used tool in the operation of
existing plants and in the design of new ones. Math-
ematical optimization of process simulations is re-
ceiving increasing attention because of the significant
economic benefits that can be attained. Millions of
dollars may be saved in yearly operating expenses by
identifying and implementing optimal operating con-
ditions.
A chemical process plant consists of a series of unit
operations connected by process streams. Each pro-
cess unit may be modeled by a set of describing
equations, which include material and energy bal-
ances, phase and chemical equilibrium relations, rate
equations and physical property correlations. These
equations ultimately relate the outlet stream variables
to the inlet stream variables, for a given set of
equipment parameters.
The process simulation problem is to solve:
R(X) = 0,
(1)
where X represents all the variables in the process and
R = 0 is the collection of the describing equations of
all the units plus the stream connectivity relations.
In many applications additional design specifi-
cations are imposed on the process simulation prob-
lem (1). For example, the purity of a product or the
temperature of an internal stream may be specified.
The resulting constrained simulation problem is to
solve the system of equations:
R(X,Z)=O
H(X, Z) = 0, (2)
where Z represents the decision variables freed to
satisfy the design specifications and H = 0 is the
collection of design specification equations.
In a typical process simulation, systems of one
thousand to hundreds of thousands of nonlinear
equations are solved simultaneously. These equations
may be very poorly behaved and difficult to solve for
real systems.
When a flowsheet is optimized, a similar system of
equations is solved with some process parameters
freed and determined so as to maximize a given
objective function, F. Additionally, inequality con-
straints may be imposed on the optimization prob-
lem. For example, a lower limit may be placed on the
purity of a product stream. It may also be necessary
to add equations to evaluate the objective function,
such as cost correlations, to the system of equations.
The optimization problem is to:
maximize F(X, Z)
subject to R(X, Z) = 0
H(X, Z) = 0
KISALA et al.
CO-, Z) z 0
L,<ZdU, (3)
where Zrepresents all of the decision variables; R = 0
is the collection of flowsheet describing equations,
including any additional equations necessary to
evaluate the objective function; H = 0 is the col-
lection of the design specification constraints; G 2 0
is the collection of inequality constraints; and L and
U are the bounds on the decision variables.
Given the complexity of the problem and the
computer time needed to solve it, there is a strong
incentive to develop efficient and robust solution
methods.
APPROACHES TO THE PROBLEM
There are two broad classes of methods for solving
flowsheet optimization problems: feasible path meth-
ods and infeasible path methods. In feasible path
methods, the equality constraints of problem (3)
are satisfied for every intermediate estimate of the
decision variables along the path towards the optimal
solution.
In infeasible path methods, the equality constraints
are required to be satisfied only at the optimal
solution. These methods solve the process opti-
mization problem and the simulation problem associ-
ated with it simultaneously. There are three types of
infeasible path optimization algorithms: sequential
modular, equation-oriented and two-tier simul-
taneous modular methods.
Infeasible path sequential modular methods use the
modular architecture of existing simulators. Tear
streams and the optimization problem are converged
simultaneously by a convergence block [24].
Infeasible path equation-oriented methods solve
the optimization problem (3) directly as one large
nonlinear programming problem. These methods
promise to provide the greatest computational
efficiency and are the most elegant. However, due to
the numerical problems encountered in chemical en-
gineering applications, more research is needed be-
fore a reliable and robust general-purpose equation
oriented optimizer is developed [5, 61.
The two-tier simultaneous modular methodology
may be viewed as the iterative application of the
equation-oriented methodology, where simplified
flowsheet optimization problems are solved at each
step. These algorithms use existing sequantial modu-
lar simulator unit operation models to generate
simplified flowsheet describing equations which are
solved with an equation-oriented methodology
[7-12, 11. Some recent work [13] that has been called
simultaneous modular actually falls into the category
which we have called infeasible path sequential
modular. As will be shown later, the two algorithms
can be related. Nevertheless, this nomenclature is
confusing, so we prefer to reserve the name simul-
 Sequential and simultaneous modular strategies
taneous modular for the class of two-tiered algorithms
described in this paper.
In this study we have focused on the methods
which may be implemented in existing sequential
modular simulators: feasible path and infeasible path
sequential modular, and the two-tier simultaneous
modular algorithms. These methods will be presented
in more detail in the following sections, along
with performance comparisons obtained through
implementation in the ASPEN PLUS simulator.
SEQUENTIAL MODULAR OJTIMIZATION
In a sequential modular simulator the recycle
problem can be stated as in (l), except that X
represents only the variables in the torn streams and
R = 0 is the collection of tear stream equations:
R(X)=g(X)-X, (4)
where X is the vector of assumed values of the tear
stream variables and g(X) is the vector of values
calculated by executing one pass through all the
modules.
Feasible path methods nest the tear stream con-
vergence inside the optimization problem. Infeasible
path methods converge the tear stream and opti-
mization problem simultaneously.
Currently, the most efficient methods for solving
the process optimization problem in a sequential
modular simulator are the methods originally pro-
posed by Beigler [2,3]. Biegler presented two feasible
path methods (RFV and CFV) and one infeasible
path method (IP). One of the purposes of this work
was to further develop these methods and to study
their application to realistic flowsheeting problems.
Based on results for small hypothetical problems,
Biegler concluded that the feasible path methods
performed better than the infeasible path method,
although his results show that the differences between
the methods is usually small. Kisala [4] showed that
the infeasible path method was more efficient than the
feasible path methods when applied to realistic flow-
sheeting problems. The behavior of the algorithms
is greatly influenced by variable scaling and other
implementation details.
HYBRID METHODS
Kisala [4] proposed and tested a third sequential
modular method. This method, which we call the
infeasible path hybrid (IPH), combines properties of
the CFV and IP methods. The IP and CFV methods
were shown in Kisala [4] to differ only in the con-
vergence path: IP follows an infeasible path while
CFV converges the tear stream equations at each
iteration. Otherwise the algorithms are identical. The
two methods may actually be thought of as the same
algorithm, differing only in one parameter: the tear
stream convergence tolerance in the CFV algorithm.
For CFV, the tolerance is a small number. For IP, it
569
is essentially infinite; no attempt is made to converge
the tear streams. We can define the new hybrid
method, IPH (which is more precisely a class of
methods lying on a continuum between IP and CFV),
by setting the tolerance to some value between these
extremes, or by adjusting the tolerance during the
course of the optimization.
Alternatively, the hybrid method can be im-
plemented by adjusting the number of passes through
the sequence of calculation modules taken by the IP
algorithm. At each step of the SQP algorithm, two
or more passes through the sequence of modules
are performed, updating the tear stream variables.
This approach was used in implementing IPH by
Kisala [4].
The algorithm for IPH can be summarized as
follows.
1. Provide initial guesses for the decision variables.
2. Take several sequential modular flowsheet iter-
ations to partially converge the tear streams. The
number of iterations can be based on a tear stream
convergence tolerance. If only one iteration is taken,
the method becomes the same as IP. Note that, unlike
some previous feasible path methods [14-161, the
design specifications are not converged.
3. Compute the derivatives of the objective func-
tion, F, the tear stream equations, R = 0, the design
specification contraints, H = 0 and the inequality
constraints, G 2 0, with respect to the tear stream
variables, X and the decision variables, 2. This is
done by perturbing each variable independently and
performing a sequential modular pass through the
sequence of modules. Note that the simulation prob-
lem (2) is not converged for each perturbation. In
general, not all the blocks in the calculation sequence
need to be executed for each derivative perturbation,
only the blocks which are downstream of the
perturbed variable. Care must be taken to order the
derivatives such that the base point of the per-
turbation is preserved.
4. Generate new values for the decision variables.
The successive quadratic programming (SQP) algor-
ithm [17] is used to generate new values for the
decision and tear stream variables. The details of
the implementation of SQP used for this work are
described in Appendix A.
5. Check for optimality. If converged, stop.
6. Go to Step 2.
IPH has several advantages. Since the tear stream
constraints are not tightly converged at each iter-
ation, much of the computation time spent by CFV
converging the constraints can be eliminated. An
advantage CFV can have over IP is that it sometimes
converges the optimization problem in fewer iter-
ations due to line search difficulties in IP; thus it can
require less computation time than IP. IPH shares
this characteristic with CFV and thus can converge in
fewer iterations than IP. The hybrid method can,
therefore, converge faster than either CFV or IP.
570 T. P.
One disadvantage of IPH is that, by not converging
the constraints to the same tolerance at each point of
the line search, the shape of the line search penalty
function may be changed, leading to line search
failure even though a suitable step size may exist.
Biegler [18] suggests that this problem can be elimi-
nated by taking iterations on the tear stream
equations only after the line search procedure has
determined the step size, rather than at each point of
the line search. This approach would eliminate one of
the advantages of the hybrid method, that it can often
take the full SQP step due to the partial convergence
of the constraints. An alternative solution to the
problem is to insure that the tear stream equations
are converged to a tight tolerance at each point of a
line search when a line search is necessary. This
insures that the contribution of the tear stream
residuals to the penalty function is negligible, but tear
streams are not converged tightly when the full SQP
step is satisfactory. In practice, we have observed that
even a loose tolerance is sufficient; no problems
related to the tear convergence in the line search have
occurred.
TWO-TIER SIMULTANEOUS MODULAR OPTIMIZATION
In order to fix ideas, we begin by describing the
two-tier simultaneous modular concept as it would
apply to solution of the simulation problem. The
underlying idea is the use of two types of models for
each process unit: rigorous and simple. The rigorous
models consist of the describing equations, along
with algorithms designed to solve them, of the type
incorporated in the unit operation modules of exist-
ing sequential modular simulators. A simple model
consists of a simplified, approximate representation
of a unit operation, requiring a much smaller set of
equations and variables than the corresponding rig-
orous model. The variables are often only the inlet
and outlet stream variables. We therefore refer to
these simple models as reduced models. Other
desired characteristics of reduced models are dis-
cussed in a later section,
The solutions of the rigorous models at a base
point are used only to determine parameters of
the corresponding reduced models with which they
are replaced in the system of flowsheet-describing
equations in an iterative fashion. The equations
describing all the reduced models are solved simul-
taneously along with the connectivity and design
specification relations. A new base point is thus
generated from this solution to the reduced problem,
and then new reduced model parameters are com-
puted from the rigorous models. This two-tier pro-
cedure is continued iteratively until the changes in the
reduced model parameters become sufficiently small
to achieve convergence in the process variables. The
KISALA et al.
outsi* Loop
1
Inside Loop
Fig. 1. Simultaneous modular optimization algorithm.
computational procedure is shown schematically in
Fig. 1.
A good set of reduced models for the important
unit operations, such as distillation and reactors, is
critical to the effectiveness of this approach. The aim
is to have reduced models that represent the rigorous
behavior as faithfully as possible, and over as wide a
range as possible, without sacrificing simplicity or
other desirable characteristics discussed later. The
number of times the rigorous models have to be
solved to update the reduced model parameters is
therefore as few as possible and the associated com-
puting load is minimized.
Linear approximations clearly do not in general
meet our objectives for reduced models. Our ap-
proach is to use nonlinear models based on approxi-
mate engineering representations of the process units.
This of course means that an iterative method must
be used to solve the reduced problem at each base
point, but Pierucci [lo], Jirapongphan [8,9] and
Trevino-Lozano [l] all found that the use of non-
linear models increased the overall efficiency of the
method.
The simplicity and other characteristics of the
reduced models make it particularly advantageous to
use an equation-oriented method to solve the reduced
problem. Thus the two-tier simultaneous modular
concept may be visualized as the application of an
equation-oriented convergence method to solve a
sequence of subproblems that are much more amen-
able to treatment by such methods than the original
problem. At the same time full advantage is taken
of robust and efficient methods now available for
solving the more complex rigorous models of the
individual process units.
To generalize this methodology to the solution of
flowsheet optimization problems, the reduced prob-
 Sequential and simultaneous
lems are stated as nonlinear programming problems
of the form:
maximize F(x, Z)
subject to r(x, Z) = 0
H(x, Z) = 0
G(x, Z) 3 0
L<ZGU, (5)
where x represents the process variables in the inner
loop (a subset of X in formulation (3)); r = 0 is the
set of flowsheet-describing equations based on the
reduced models, and the other terms have the same
meaning as in formulation (3).
In the generalization to optimization problems,
Trevino-Lozano [l] and Beigler et al. [19] show that,
unless the nonlinear reduced models have Jacobians
that match those of the rigorous models at con-
vergence, the solution reached will not in general be
a true optimal solution. In order to guarantee con-
vergence to the true optimum, we use linear reduced
models in place of the nonlinear ones in a final
sequence of one or more iterations, taking the sub-
optimal solution reached using the nonlinear reduced
models as the starting point. The more faithful the
nonlinear reduced models are to the behavior of the
rigorous models, the closer the suboptimal solution
will be to the true optimum, and the fewer the
iterations required to make the final correction using
linear models. In our experience, using well-designed
nonlinear models, typically only one correction iter-
ation has been required using linear models.
The two-tier simultaneous modular optimization
algorithm may then be described as follows.
1. Provide initial values for the decision and
dependent variables.
2. Take one pass through the sequence of unit
operation modules to obtain a base rigorous solution
for each model. (Note that the flowsheet describing
equations are not converged).
3. Compute the parameters of the nonlinear re-
duced models (or linear reduced models if the cor-
rection sequence has been initiated) for each unit
operation module based on the rigorous solution
obtained in Step 2.
4. Solve the nonlinear programming problem (5) to
obtain new values of the decision and the dependent
variables. The successive quadratic programming
algorithm proposed by Locke et al. [20] was used.
Details of the implementation of the algorithm are
given in Appendix B.
5. Compare the values of the process variables
obtained from the solution of the reduced opti-
mization problem (5) with the previous values of the
process variables. If convergence criteria are not
satisfied, return to Step 2. If convergence criteria are
satisfied, and linear reduced models are being used,
stop; if nonlinear reduced models are being used,
modular strategies 571
return to Step 2 to initiate the correction sequence
using linear reduced models.
This new algorithm is truly a two-tier approach in
the sense that an optimal solution is obtained, based
on the reduced simulation equations, before re-
turning to the rigorous models to update the reduced
model parameters. As in the case of the simulation
problem, the efficacy of this strategy arises from the
fact that the reduced optimization problem is rela-
tively small and well-behaved. The computational
load associated with solving it is therefore small, in
view of the benefit derived from it, compared with the
relative computational load and benefit associated
with solving the rigorous models. In other words,
given that we have a good set of reduced models,
a judicious balancing of computational loads tends
to favor getting as much as possible from the
reduced problem before updating the reduced model
parameters.
Using a general NLP algorithm for the solution of
the reduced optimization problem can be thought of
as the iterative application of an equation-oriented
approach. We therefore benefit from the desirable
simultaneous convergence characteristics of this ap-
proach, in which all variables are adjusted simul-
taneously and no solution satisfies the equations and
constraints until the optimal solution is found. How-
ever, we have a much smaller and better-behaved
problem than if the equation oriented approach were
applied directly to the original problem. At the same
time, our approach is compatible with and indeed
beneficially utilizes, modular representations of
process units, including the associated solution
algorithms.
RELATIONSHIP BETWEEN SEQUENTIAL MODULAR
AND TWO-TIER SIMULTANEOUS MODULAR
APPROACHES
The possibility of using a two-tier simultaneous
modular approach with gradient-type linear models
was introduced in the previous section. In this im-
plementation of the method, the simple models for
the blocks are linear approximations to the input-
output relationships. That is, the Jacobian matrix of
the reduced flowsheet describing equations is formed
from the concatenation of the Jacobians of the
input-output relations of the flowsheet units. Thus,
the reduced optimization problem may be written as:
maximize F(x, Z)
subject to J -b=O
H(x, Z) = 0
GkZ)20
LSZ=sU, (6)
where J is the Jacobian of the reduced flowsheet
describing equations and b is the vector of constant
572 T. P.
terms in the first-order approximations to the inlet-
outlet relations of the blocks.
This problem may be mathematically decomposed
in many different ways. In the particular implemen-
tation used in this work, the problem is decomposed
automatically via the successive quadratic pro-
gramming algorithm proposed by Locke et al. [20].
The variables in this decomposition are chosen dur-
ing the matrix manipulation operations based on
numerical stability criteria. Nevertheless, other sets of
variables could be used to decompose the problem.
Let us consider another possible set of variables:
the decision variables 2 combined with the tear
stream variables X. As the Jacobian matrix of
the reduced flowsheet describing equations is de-
composed, the chain rule would insure that the
decomposed problem is equivalent to a linear
approximation of the tear stream equations
R(X, Z) = 0 shown in (4). If the optimization algor-
ithm uses linear approximations to the nonlinear
equality constraints at each iteration (as successive
quadratic programming does), the solution of prob-
lem (6) as the reduced problem of the two-tier
simultaneous modular approach would be equivalent
to the solution of problem (3) in an infeasible path
sequential modular approach.
The equivalence described above provides an in-
centive for a detailed comparison between the steps
involved in a linear two-tier simultaneous modular
optimization method and an infeasible path sequen-
tial modular one. The two algorithms are almost
equivalent if successive quadratic programming is
used to solve the optimization problems and the
derivatives of the tear stream equations in the latter
method are computed by chain ruling. The main
differences between the two approaches are:
(1) a linear two-tier simultaneous modular
approach will usually use a better choice of
decomposition variables than the sequential modular
approach which depends on tear stream variables;
(2) the derivatives of the tear stream equations are
updated at each iteration of the successive quadratic
programming algorithm in a sequential modular ap-
proach. The two-tier simultaneous modular method
keeps the Jacobian matrix of the linearized inlet-
outlet relations constant until the reduced problem
is converged. Thus, the computed Jacobian of the
tear stream equations remains unchanged until the
optimization problem is converged.
Given the similarities between the two approaches,
it is reasonable to expect both methods to have about
the same performance for the solution of a given
flowsheet optimization problem.
The work performed by Jirapongphan shows that
a nonlinear two-tier simultaneous modular approach
performs much better than a linear one [8,9]. There-
fore, it is possible to infer that a nonlinear two-tier
simultaneous modular approach will also be faster
K~SALA et al.
than the sequential modular approaches analyzed in
this paper.
REDUCED MODEL CHARACTERISTICS
The previous two sections present arguments which
lead to the conclusion that the efficacy of the two-tier
simultaneous modular approach depends upon the
use of suitable nonlinear reduced models of individ-
ual unit operations. In our work we have established
a set of desirable characteristics of reduced models
which we have found to impart superior performance
characteristics to the approach. In this section
we present these characteristics and discuss their
significance.
The principal subset of desired characteristics is
listed below.
1. The number of equations in a reduced model of
a unit operation should be much smaller than the
number of equations solved by the rigorous model.
2. The equations in the reduced model should be
well behaved.
3. The number of degrees of freedom of a reduced
model should be the same as that of the correspond-
ing rigorous model.
4. The variables included in a reduced model
are: inlet and outlet stream variables, equipment
parameters, computed properties and the internal
variables that may be unique to the reduced model.
5. The parameters of a reduced model are com-
puted from a base solution of the rigorous model in
such a way that the reduced model equations are
satisfied exactly at the base point.
6. The simple model equations and the Jacobian
associated with them should be evaluated analyti-
cally, without other auxiliary calculations, such as
thermophysical properties and without requiring
iterative calculations.
Characteristics 1, 2 and 6 guarantee that the calcu-
lations needed to solve the reduced problem are
relatively simple, making it particularly attractive to
use equation oriented methods. Characteristics 3, 4
and 5 insure that the reduced and rigorous models
give consistent results when the solution is reached.
The list of characteristics for reduced models
presented above does not impose any constraints on
the actual form of the model being used for a unit.
That is, these characteristics would apply to both
linear and nonlinear models. The following set of
characteristics have to do with the performance of the
reduced models.
7. The equations in a nonlinear reduced model
should be representative of the type of unit being
modeled, rather than just empirical relationships.
8. The material and energy balances around each
unit should always be satisfied, even away from the
base point.
9. The parameters of a reduced model should be
 Sequential and simultaneous modular strategies
obtainable from the results of the rigorous model by
analytical expressions. These expressions may involve
any variables of the rigorous model (internal vari-
ables as well as inlet and outlet stream variables).
Characteristics 7 and 8 indicate that a reduced
model should make use of the knowledge available of
the physical processes taking place in the unit oper-
ation. The reduced model would then be a suitable
engineering approximation of the rigorous model and
away from the base point at which the model par-
ameters were computed, would have a wider range
of extrapolation than a reduced model based on
empirical relationships alone.
Characteristic 9 is intended to rule out the use of
models that require the computation of numerical
derivatives across each unit. Such calculations require
excessive computer time and should be avoided
whenever possible. Analytical expressions for the
reduced model parameters result in increased
efficiency of the parameter generation calculations.
Finally, the following requirement was introduced
to guarantee convergence to the true optimal
solution.
10. At convergence the inputoutput Jacobian of
the reduced model must be the same as that of the
rigorous model of the unit.
Gradient type linear models always satisfy this
requirement, because the model parameters are the
derivatives of the outlet variables with respect to the
inlet variables. While nonlinear reduced models hav-
ing characteristics l-9 will not in general satisfy this
requirement, they should have enough physical
meaning to give a good approximation to the
input-output Jacobian, resulting in a suboptimal
solution which in general would be close to the true
optimal solution. As discussed in a previous section,
linear models are then used in one or more additional
iterations to reach the true optimal solution, using the
suboptimal solution obtained with the nonlinear
models as a starting point when the linear models are
introduced.
REDUCED MODEL EXAMPLE
Examples of reduced models possessing the charac-
teristics just presented have been described previously
by Lee and Boston [21] and Trevino-Lozano et al.
[22] for multicomponent, multistage separation oper-
ations. In this section we show the derivation of a
reduced model for a general plug flow reactor to
illustrate how a unit operation described by differ-
ential as well as algebraic equations can be handled.
It is necessary to describe the plug-flow reactor
problem before the reduced model is presented. Let
us consider a system of n components including
reactants and all possible products. A material stream
enters the reactor at inlet temperature T, and inlet
pressure Pi. (In some problems there may be multiple
phases at different temperatures flowing through the
573
reactor. If this is the case, a differential energy
balance for each phase is necessary to compute the
different temperature profiles). The inlet flow rates of
the components in the system are represented by the
vector fi. A series of reactions take place inside the
reactor and heat is added or removed in order to
control the reactor temperature.
The component flow rates and the stream tempera-
ture and pressure inside the reactor are described by
a system of nonlinear differential equations:
g = H/U T, PI
dT
dz = HAL T, f)
dP
dz = H,(f, T, P),
where z is the axial coordinate. At the outlet of the
reactor, z = L, the stream variables have values f,,
i-0, P,.
The purpose of the reduced reactor model is to
approximate the values of the outlet stream variables,
f,, To, PO, given the inlet conditions A, Ti, Pi and
other relevant exogenous data such as heat transfer
rates. This approximation must be made through a
system of algebraic equations and the equations in
the model should take into account the coupling
among the original differential equations.
One way to account for coupling in the original
differential equations is to approximate the complete
composition, temperature and pressure profiles
through the reactor. In the proposed reduced model
this is done using polynomials of the form:
f =A,+(A,,+rZ,)z +A,fz*+..
T=A,,+(A,,+l,)z+A,,z*+~~~
P=A,,+(A,,+rl,)z+A,,z*+.... (8)
The main feature of this proposed reduced model
is that the polynominal coefficients A,, A,, A2, etc.
are not reduced model parameters. Instead, these
coefficients are reduced model variables to be deter-
mined for any given set of inlet conditions. The
coefficients 1 are reduced model parameters which are
determined from the rigorous solution of the differ-
ential equations for the base-point inlet conditions.
The function of these coefficients will be discussed
later in this section.
The equations needed to determine the poly-
nominal coefficients A,, . . , are obtained from the
application of collocation techniques to linearized
sets of differential equations. Given a set of M
collocation points z,, z2, . . . : z,, it is possible to
define a system of m(n + 2) algebraic equations of the
form:
H,f+ i dH (A,,+A,Zj+ . . . -fF)
,=, af, zj
574 T. P. KISALAet al.

+t$ .(AOr+AITzj+" . - T+)

5

3Hk
+F z,(A,,+A,,zj+-P*)

=A,,+2Azzj+.. (9)
fork = 1,2,. . . , n + 2 (n = number of components)
i=l,2,... , rn (m = degree of polynomials)
The left hand side of this equation corresponds to
a first-order expansion of the derivative function Hk
at the collocation point zj. The value of the stream
variable whose profile is described (in differential REACTKIN A - P-x
form) by Hk is approximated by the corresponding
polynomial without the linear correction term &z. MAXMUE P - 300 in Product

Asterisks are used to indicate terms evaluated at the

collocation point zj.
The unknowns in this system of equations are the Fig. 2. Flowsheet for plug flow reactor problem.
polynomial coefficients A,, A,, . . . , A,,,. The indepen-
dent coefficients A, are determined from the inlet
conditions by the following equations: The correction parameters 12are computed from the
difference between rigorous and reduced solutions
A f; evaluated at the outlet of the reactor for the base inlet
A,= A: = Ti . (10) conditions. Mathematically:
A OP
[HI pi

The reduced model parameters to be determined ~=[3=[3_~~~~~~.:.:.~~(11)

from the rigorous solution for the base inlet con-
ditions are the elements of the Jacobian matrix of the The reduced model just derived was used in one
derivative functions Hat each collocation point. This of the benchmark problems discussed in the next
choice of reduced model parameters may be justified section.
by the following arguments:
(1) the first-order partial derivatives of the deriva- BENCHMARK PROBLEM RKSJLTS
tive functions H take into account the coupling in the
Both sequential modular and two-tier simul-
original system of differential equations;
taneous modular optimization have been tested in the
(2) the shapes of the stream variable profiles inside
ASPEN PLUS [23] process simulator. Since ASPEN
the reactor (determined by the values of the partial
PLUS is a sequential modular simulator, the addition
derivatives through the reactor) are usually less de-
of sequential modular optimization capabilities did
pendent on inlet conditions than the stream variables
not require any changes to the architecture. A new
themselves. Thus, these parameters constitute a well-
convergence block was added to the system which
behaved set of reduced model parameters;
converges the objective function in addition to the
(3) the numerical methods used to integrate sys-
tems of ordinary differential equations in practical
engineering applications require the computation of
derivatives at each point along the integration. Thus,
the Jacobian matrix of the differential functions at
each collocation point is usually computed anyway,
so that the evaluation of the reduced model par-
ameters involves no additional work.
One of the reduced model characteristics indenti-
fied in the last section is consistency with the rigorous
model at the base point where the reduced model
parameters are computed. In the case of the plug flow
reactor model, the collocation equations by them-
I I I I I I 1
selves do not guarantee that the reduced model 5.0 10.0 15.0 20.0 25.0 30.0
solution matches the rigorous solution when the inlet
LENGTH (METERS)
conditions are the same as at the base point. In order
to match the two solutions, a linear correction func- Fig. 3. Objective function vs reactor length for plug flow
tion lz is introduced in the collocation polynomials. reactor problem taken from Trevino-Lozano [I].
 Sequential and simultaneous modular strategies 575

Table 1. Results for plug flow reactor problem simulation problem. The details of the imple-
Algorithm Number of iterations STE mentation are given by Kisala [4]. For the two-tier
Simultaneous modular Sb 0.92 simultaneous modular approach, changes to the
Squential modular architecture of the simulator were necessary. Trevino-
IP 4c 2.66
CFV T 3.50 Lozano [l] describes, in general, the changes neces-
lPHd 2 2.46 sary to convert an existing sequential modular
STE = Simulation time equivalents (time for optimization/time for simulator to a two-tier simultaneous modular
sequential modular simulation at optimum). architecture.
bNumber of outside loop iterations.
Number of SQP iterations. The first problem is an adaptation of a flowsheet
3 passes through the sequence of modules. used by Evans as an example to demonstrate the

. MIXER -
Stream FEED

24.0% NiImgen I-
74.3% Hydrogen STAGE 1 INTERCOOLER STAGE 2
0.6% Argon COMPRESSOR COMPRESSOR
1.l% Methane

- SPLITTER ------e
BLEED

t
COMPRESSOR

HIGH
PRESSURE
FLASH

LOW
PRESSURE
FLASH

JPRODUCT

Fig. 4. Flowsheet for ammonia synthesis process.

Table 2. Ammonia svnthcsis orocess variables and constraints

Lower Upper
Variables: bound bound Optimum
1. Reactor temperature (F) 600 1000 866
2. Pressure of recompression compressor (psi) 2900 4310 2908
3. Preheater temperature (F) 400
4. High pressure flash pressure (psi) 2:: 4265
900 2850
5. Low pressure flash pressure (psi) 147 1000 147
6. Pressure of compressor first stage (psi) 600 1000 600
7. Pressure of compressor second stage (psi) 2900 4310 2908
8. Compressor intercooler temperature (F) 100 200 200
9. Split fraction to bleed stream 0.05 0.12 0.05
10. Quench temperature (F) 73 100 73
Il. Condenser temperature -40 140 -30.8

Equality constraints
1. Reactor is adiabatic
2. STAGE2 pressure = recompression pressure

Inequality constraints
1. Ammonia in purge stream is no more than 2.0 lb-mol h-l.
2. Vapor fraction entering STAGE2 is at least 0.99.
3. High pressure flash pressure is at least 4 atm (58.8 psia) leas than outlet pressure for feed compressor.
4. Product stream is at least 99.9% ammonia.
576 T. P.
principles of sequential modular simulation [24]. The
flowsheet is shown in Fig. 2. This purely hypothetical
process consists of five unit operations. The feed
stream is fed to a mixer where it is mixed with a
recycle stream rich in unreacted raw material, A. The
liquid is fed to a reactor where it forms a product, P,
which further reacts to form an undesired by-
product, G. The outlet from the reactor is fed to a
flash drum where the more volatile product, P, is
separated from unreacted A and the by-product G.
The liquid stream from the flash is recycled after a
small fraction of the stream is purged from the
process.
The feed stream consists of 0.0126 kmol s-i of pure
A at 298 K and 1 atm (1.013 x 10-5Nm-2). The
reactor is a plug-flow reactor operating at a
temperature of 449.82 K and a pressure of
1.0342 x lo6 Nmm2. The diameter of the reactor is
0.1533 m. The rates of the two reactions taking place
in the reactor are given by Arrhenius type kinetic
expressions, which are functions of reactant concen-
tration and temperature:
A+P+G
rl = (3.53 x lO)exp( - 35570/RT)C,, (12)
r2 = (53.346)exp( - 23670/RT)Ci, (13)
where C, and C, are the concentrations of A and P,
respectively, T is the temperature in K, and R is the
gas constant. The flash drum operates at atmospheric
pressure.
The physical properties were computed assuming
the following compounds in the system:
A = iso-butyric acid,
B = ethyl acetate,
C = n-butyric acid.
Ideal physical properties were assumed for enthalpy
and equilibrium calculations.
For this problem, the length of the plug flow
reactor was varied to maximize the price of the
product stream given by the expression:
maximize p - 30g
(14)
Where p is the molar flow rate of product P in the
product stream and g is the molar flow rate of by-
product G in the same stream. The value of the
objective function is plotted for different reactor
lengths in Fig. 3. The optimal value is obtained with a
reactor length of 12.77 m which corresponds to a value
of the objective function of 8.89 x 10m3kmol s-r.
The results for the two-tier simultaneous modular
method and the sequential modular methods
described earlier are given in Table 1 in terms
of the number of simulation time equivalents
(STE = amount of time to solve the optimization
problem/amount of time to perform a sequential
modular simulation at the optimum). The two-tier
simultaneous modular method was able to solve the
KISALA et al.
Table 3. Ammonia synthesis process results
Number
Number of SQP of flowsheet
Algorithm iterations evaluations STE*
IP 6 117 4.88
CFV 4 121 5.60
IPHb 4 88 3.79
STE = Simulation time equivalents (time for optimization/time for
simulation at optimum).
b3 passes through ihe sequence of modules.
optimization problem in less computation time than
was required for one sequential modular simulation.
The infeasible path sequential modular method was
the fastest of the sequential modular methods, al-
though the differences among the sequential modular
methods were not great.
The second problem is an ammonia synthesis loop,
first presented by Parker [15]. The details of the
process are given by Kisala [4]. The flowsheet for this
process is given in Fig. 4. The objective function for
this problem was to maximize the net present value
of the project. The economic analysis and net present
value were calculated rigorously using the ASPEN
PLUS costing and economic evaluation system.
Eleven variables were freed for the optimization
problem. The variables include operating parameters
for every unit in the process. There were two design
specifications and four inequality constraints im-
posed on he optimization problem. The variables and
the constraints are summarized in Table 2.
Table 3 gives a comparison of the sequential
modular optimization algorithms for this problem.
Although IP required more iterations than CFV, IP
was somewhat faster, due to the amount of com-
putation time necessary to solve the simulation prob-
lem at each iteration for CFV. IPH converged in the
same number of iterations as CFV and was
significantly faster than either IP of CFV. These
trends are typical of our experience with sequential
modular optimization in ASPEN PLUS.
REFERETCES
1. R. A. Trevino-Losano, Simultaneous modular concept
in chemical process simulation and optimization. Ph.D.
Thesis, Department of Chemical Engineering, Massa-
chusetts Institute of Technoloev. Cambridae (1985).
I_
2. L. T. Biegler, Optimization methods fo; sequential
modular simulators. Ph.D. Thesis, University of
Wisconsin, Madison (198 1).
3. L. T. Biegler and R. R. Hughes, Infeasible path optim-
ization with sequential modular simulators. AZChE JI
28, 994 (1982).
4. T. P. Kisala, Successive quadratic programming in
sequential modular process flowsheet simulation and
optimization. Sc.D. Thesis, Department of Chemical
Engineering, Massachusetts Institute of Technology
(1985).
5. P. K: Gupta, R. C. Lavoie and R. R. Radcliffe, An
industrial evaluation of SPEEDUP. Paper presented at
the 1984 AZCHE And Mtg, San Francisco (1984).
6. M. H. Locke, A CAD tool which accommodates an
evolutionary strategy in engineering design calculations.
Ph.D. Thesis, Carnegie-Mellon University (1981).
 Sequential and simultaneous modular strategies 511

7. H. S. Chen and M. A. Stadtherr, A simultaneous- Systems Optimization Laboratory, Department of

modular approach to process flowsheeting and optim- C&rations -Research, Stanford University (1982).
ization. AIChE JI 31, 1843 (1985). 28. J. Abadie and J. Caroentier. Generalization of the
8. S. Jirapongphan, Simultaneous modular convergence Wolfe Reduced Gradient Method to the case of Non-
concept in process flowsheet optimization. Ph.D. linear constraints. In Optimization (R. Fletcher, Ed).
Thesis, Department of Chemical Engineering, Massa- Academic Press, New York (1969).
chusetts Institute of Technology (1980).
9. S. Jirapongphan, J. F. Boston, H. I. Britt and L. B.
Evans, A nonlinear simultaneous modular algorithm
for process flowsheet optimization. Paper presented at APPENDIX A
the AZChE 73rd Ann1 Mtg, Chicago, Illinois (1980).
10. S. J. Pierucci, E. M. Ranzi and G. E. Biardi, Solution Successive Quadratic Programming Algorithm
of recycle problems in a sequential modular approach. The successive quadratic programming (SQP) algorithm,
AZChE JI 28, 820 (1982). as presented by Powell [17], is outlined below to solve the
11. M. A. Stadtherr and H. S. Chen, Strategies for general nonlinear programming problem:
simultaneous-modular flowsheeting and optimization.
Paper presented at the 2nd Znt. Conf Fundam. Com- minimize F(x),
puter-Aided Process Des., Snowmass, Colorado (1983). subject to C(x) = 0,
12. L. T. Biegler, Simultaneous modular simulation and
ontimization. Paner presented at 1983 Conf Foundations G(x) B 0,
Cornput. Aided Process Des., Snowmass, Colorado. L <x < u. (15)
13. M. A. Stadtherr. R. D. LaRoche and R. C. Alkire, A
simultaneous-modular approach to electrolytic process 1. Evaluate the objective function, F, and the constraints,
optimization using ASPEN. Paper presented at the C and G. Evaluate the gradient of the objective function F
AZChE Spring Nat1 Mtg, New Orleans (1986). and the Jacobian of the constraints C and G.
14. D. L. Martin and J. L. Gaddy, Modeling and Optim- 2. Update an approximation to the Hessian of the objec-
ization of the maleic anhydride-process. Paper presented tive function Lagrangian, B. The Broyden-Fletcher-
at the AZChE Nafl Mm, Anaheim, Calif. (1984). GoldfarbShanno (BFGS) quasi-Newton update formula is
15. A. L. Parker, Optimizaiion of FLOWTRAN models by used. Gn the first iteration, B is initialized, usually to the
quadratic approximation programming. Ph.D. Thesis, identity matrix, 1.
University of Wisconsin, Madison (1978).
16. A. L. Parker and R. R. Hughes, Approximation pro-
gramming of chemical processes. Compur. them. Engng
5, (1981). Where:
17 M. J. D. Powell, A fast algorithm for nonlinearly k = the iteration counter,
constrained optimization calculations. Paper presented B = the approximate Hessian matrix,
at the 1977 Dundee Conf. Numer. analysis. 6 =xk_zk-
18 Y.-D. Lang and L. T. Biegler, A unified algorithm for g = ey + (1.0 L B)IBS,
flowsheet optimization. Comput. them. Engng 11, 143
(1987). 1.0 if 6ry <0.2ilTlBS
19 L. T. Biegler, I. E. Grossmann and A. W. Westerberg, e
A note on approximation techniques used for process 0.86 B,T
otherwise
optimization. Comput. them. Engng 9, 201 (1985). 6%6 - 6y
20 M. H. Locke, R. H. Edahl and A. W. Westerberg, y = VL(xk, AL- ,/#-)-VL(&,A-,/I_),
An improved successive quadratic programming
optimization algorithm for engineering design prob- L = the Lagrangian function,
lems. AZChE JI 29, 871 (1983). L=F+ZTC+prG,
31
(18)
-.. L. S. Lee and J. F. Boston, A generalized reduced model
for distillation column. Paper presented at the AZChE I are the Lagrange multipliers for the equality contraints,
Nat1 Mtn. Anaheim, Calif. (1984). c are the Kuhn-Tucker multipliers for the inequality
22. R. A. Trevino-Lozano, T. P. Kisala and J. F. Boston, constraints.
A simplified absorber model for nonlinear simultaneous 3. Solve the following quadratic programming problem
modular flowsheet calculations. Compur. them. Engng 8, (QW:
105 (1984).
23. ASPEN PLUS Introductory Manual. Aspen Tech- minimize VFTd+ l/2dT5d
nology Inc., Cambridge, Mass. (1984). subject to C+ VCrd = 0
24. L. B. Evans, Chemical Process Systems Analysis. A set G+VGTdBO
of class notes for the course Analysis and Simulation of l<ddu (19)
Chemical Process Systems. Massachusetts Institute of
I and a are the lower and upper bounds on d.
Technology (1983).
The solution of the QPP gives the search direction at the
25. Harwell Subroutine Library-A Catalogue of Sub-
current iteration, d and the Lagrange multipliers and
routines. Computer Science and Systems Division of
Kuhn-Tucker multipliers, Ik and #.
the United Kingdom Atomic Energy Authority,
As Powell observed, it is possible that the linearized
Oxfordshire (1978).
constraints in (19) are inconsistent even if the nonlinear
26. P. E. Gill, W. Murray, M. A. Saunders and M. H.
constraints are consistent. Thus, an extra variable, 5, is
Wright. Users Guide for SOLIOPSOL: A FORTRAN
introduced into the QPP and the constraints in (19) become:
Package for Quadra& Programming. Technical Report
SOL 82-7, Systems Optimization Laboratory, Depart- CC + VCrd = 0,
ment of Operations Research, Stanford University
(1982). CC + VGd 2 0. (20)
27. P. E. Gill, W. Murray, M. A. Saunders and M. H. & = 1 for inequality constraints which are satisfied (G > 0)
Wright, The Design and Zmplemenlation of a Quadratic and ti = 4 otherwise. r is made as large as possible within
Programming Algorithm. Technical Report SOL 82-7, the range 0 < < < 1 by setting the gradient of F with respect
578
to [ to a large negative number (- IOk, for example). The
elements in the extra column and row of B for r are set to
zero. If no solution to the QPP can be found with 5 > 0,
then the algorithm fails.
4. Check for convergence. Calculate the Kuhn-Tucker
error, K:
K=IVFTdl+lJ.CI+IpTGI
If K 4 c is the convergence tolerance, stop.
5. Find a value of the line search step size, (I, to satisfy
the inequality
Pr(x+ ad, Ik, rk) C Pr(x, lk, #) + O.la/i,
Pr is a penalty-type line search objective function:
Pr(x,I,C)=F+C1:ICiI+CF:Imin(O,Gj)I,
, i
A+ and p* are constraint weighting factors which are
functions of the Lagrange and Kuhn-Tucker multipliers at
the solution of the QPP. On the first iteration, they are set
equal to the Lagrange and Kuhn-Tucker multipliers:
1*=111,
P*=IPI.
After the first iteration,
1* = max { Ilk], l/2(1*,- + ]1])},
p*=max{I~I, lP(~*,-+l~~l)),
iWr
p is an approximation to -
aa .=O
r9 = aFT6+ F - Pr(xk, Ak,flk),
B would be equal to
aPr
-
aa m=0
if all the constraints were linear.
6. Set xk+=xk+ad,
Setk=k+l,
Go to Step 1.
Powells implementation of SQP is available as subroutine
VFOZAD in the Harwell Subroutine Library [25]. This
implementation was used as the basis for the imple-
mentation by Kisala [4]. Several modifications were made to
the routines which will be discussed below.
Quadratic programming package
Perhaps the most significant change to Powells imple-
mentation was a change in the algorithm for solving
the quadratic programming problem (QPP) (19). Powells
implementation used a quadratic programming package
developed by Fletcher 1251.As pointed out by Biegler 121,
this method is susceptible to roundoff error. Powell noted
that a faster and more accurate quadratic programming
package was desirable. For the present implementation, the
SOL/QPSOL package [26] was used. QPSOL is an imple-
mentation of the active set null-space method of Gill et al.
[26]. Among the advantages of this package is that con-
straints believed to be satisfied at the solution of the QPP
can be specified. This warm start capability can save
computer time in SQP since a good guess of the active
constraints is available from the solution of the QPP on the
last iteration. The storage requirements for QPSOL are also
significantly less than for Fletchers routine.
Bounds on the variables
In Powells implementation of SQP, bounds on the vari-
ables had to be entered as inequality constraints. This is
inefficient because of the storage space required for the
larger Jacobian matrix of the constraints. Since the QPP
T. P. KISALA et al.
routine itself allows bounds on the variables, the bounds
were passed to the QPP directly, instead of entering them as
inequality constraints.
Step limiting
One difficulty encountered with SQP is that on the first
few iterations, the solution of the QPP can predict very large
(21)
changes in the variables, often leaving the variables at their
upper and lower bounds. This can lead to failure of the
algorithm, especially if the line search does not reduce the
predicted step sufficiently.
A heuristic which was used to aid convergence from poor
(22) initial points was to artificially to limit the change in the
variables on a given iteration. In the solution of the QPP
(23), bounds are placed on the change in the variables:
(23) l<d<u
(27)
d is the vector representing the change in X. I and Y are the
lower and upper bounds on d. Thus, we can easily limit the
change in any variable to, say, 20% of the step necessary to
reach one of the bounds by modifying the upper and lower
limits on d:
(28)
(24)
where:
I+ = 0.2 *i,
u* =0.2 *u. (29)
(25)
Evaluation of derivatives
VFOZAD requires that the gradient of the objective
function and the constraints be calculated on every call,
(26) even during the line search. Since this information is only
needed on the last line search point (the new point), a
modification was made so that the gradients were not always
required.
Convergence test
Instead of using the absolute convergence test in equa-
tions (2&6), the tolerance used in the convergence test was
the specified tolerance multiplied by the value of the objec-
tive function at that point (6* F), unless F was less than 1.O,
in which case the specified tolerance was used. This elimi-
nated the need to change the tolerance based on the
magnitude of the objective function.
Line search procedure
A change was made to the line search procedure so that
the algorithm is not allowed to terminate if a line search fails
to converge after five line search points. This is important
since the line search may have trouble converging on early
iterations if the starting point is far from the optimum. Thus
it is usually helpful to allow the algorithm to continue if this
occurs on an early iteration, but to terminate if it happens
repeatedly or on later iterations.
Another change to the line search procedure was to
change the maximum step size reduction factor. In Powells
implementation, the step size, a, would not be reduced by
less than 10% per line search point. This is actually quite
restrictive, allowing too much of a reduction, since, at the
end of five line search noints, a could be as small as 0.00001.
In the present implementation, value of 30% was used,
makine the minimum value of a be 0.00243. This usually led
the algorithm to take larger steps and to converge in fewer
iterations.
APPENDIX B
Locke-Edahl- Westerberg Algorithm
The Locke-Edahl-Westerberg (LEW) [20] algorithm is a
modification to Powells SQP algorithm. In LEW, the
optimization problem is decomposed into dependent and
independent (decision) variables. The equality constraints
 Sequential and simultaneous modular strategies
are used to eliminate the dependent variables and the
quadratic programming problem is solved in the decision
variable space only. Thus the algorithm is similar to the
generalized reduced gradient (GRG) algorithm [28], which
also eliminates the dependent variables and the equality
constraints from the optimization problem. Unlike the
GRG method, LEW does not converge the constraints
before eliminating them. Rather it eliminates the constraints
based on a linear approximation of the constraints, thus
performing one Newton-Raphson iteration toward con-
verging the constraints.
Although this algorithm usually requires more iterations
to converge the optimization problem than the original SQP
algorithm, the decrease in the number of variables in the
quadratic programming problem results in a substantial
579
savings in storage requirements for the approximate Hessian
matrix and in the computation time for updating the
approximate Hessian. Thus, this algorithm has been useful
for equation-oriented [6] and simultaneous modular ap-
proaches to the process optimization problem where the
ratio of the number constraints to the number of decision
variables is very high (on the order of 100 or 1000 to 1).
Trevino-Lozano [1] observed that the LEW algorithm will
sometimes fail when the initial values of the variables make
the quadratic programming problem on the first iteration or
other early iterations infeasible. He recommends taking
several Newton-Raphson iterations toward converging the
constraints when this is likely to occur, thus approaching a
feasible path method and gives a criterion for how many
Newton-Raphson iterations are necessary.