Computers them. Engng, Vol. 13, No. IO, pp. 1133-1152, 1989 0098-l 354/89 $3.00 + 0.

00
Printed in Great Britain. All rights reserved Copyright 0 1989 Pergamon Press plc
STRATEGIES FOR OVERCOMING UNCERTAINTIES IN
HEAT EXCHANGER NETWORK SYNTHESIS
C. A. FLOUDAS~ and A. R. CIRIC
Department of Chemical Engineering, Princeton University, Princeton, NJ 08544-5263, U.S.A.
(Received 15 J anuary 1989; final revision received 10 May 1989; received for publication 8 J une 1989)
Abstract-Current grassroot heat exchanger network design techniques involve a three-task procedure:
(a) calculation of the minimum utility consumption; (b) selection of a set of process stream matches that
satisfy the minimum utility consumption and minimum units criteria; and (c) derivation of a minimum
investment cost heat exchanger network configuration.
Section 3 of this paper will present an approach for overcoming the uncertainty associated with the
network optimization task that arises from the nonconvexities in the network optimization problem. A
global optimum search approach is proposed that decomposes the nonconvex network optimization
problem into a set of convex subproblems that represent upper and lower bounds and whose solution can
lead to the network configuration with the globally minimum investment cost.
Uncertainty arises in the selection of matches task when there are many combinations of matches that
satisfy the targetting criteria. When there are many such combinations, exhaustive enumeration may be
required to determine the optimal combination. Section 4 presents a decomposition methodology
circumventing this uncertainty, based upon a proposed hyperstrucmre that contains all possible network
configurations and process stream matches. This hyperstructure is used to derive a mixed integer nonlinear
programming (MINLP) formulation that models both the selection of process stream matches and the
derivation of a heat exchanger network configuration. A decomposition approach is proposed that
efficiently derives the optimal combination of process stream matches and the optimal heat exchanger
network configuration.
1. INTRODUCTION
Heat exchanger network synthesis has been the sub-
ject of an intense research effort: a recent review by
Gundersen and Naess (1988) cited over 200 publica-
tions on the topic. In general, these published ap-
proaches have been based upon a decomposition into
three main tasks: (1) targetting; (2) selection of
matches; and (3) optimization of the network
configuration. In the targetting task, design objectives
such as the minimum utility consumption, minimum
number of units and minimum heat transfer area are
obtained. In the selection of matches task, a set of
minimum process stream matches and their heat
loads are identified. Lastly, in the optimization task,
the minimum investment cost network configuration
is obtained.
Efficient procedures based on heuristic, evolution-
ary, thermodynamic and mathematical programming
approaches have been developed for completing each
task, and these procedures have been incorporated
into several approaches to the heat exchanger net-
work synthesis problem (e.g. Linnhoff and Flower,
1978a,b; Floudas et al., 1986). Despite the intense
research effort, however, none of the existing grass-
roots approaches can provide the globally optimal
network. The current solution procedures of each
task contribute an element of uncertainty.
tAuthor to whom all correspondence should be addressed.
Uncertainty l-The targetting task identifies the
minimum utility consumption and minimum number
of units criteria, as well as any pinch points. Uncer-
tainty arises in systems where heat flow across the
pinch can provide significant investment savings that
can compensate for the increase in utility costs. This
particular issue will not be explored in this paper.
Uncertainty t-The selection of matches task con-
tributes an element of uncertainty when there are
several combinations of matches that satisfy the
targetting criteria (minimum utility cost and fewest
number of units), but a minimum cost network
configuration is derived for only one combination of
matches that satisfies the targetting criteria. Cur-
rently, this uncertainty is overcome by exhaustive
enumeration of all combinations of matches that
satisfy the targetting criteria. A minimum cost net-
work is derived for each combination, and the set of
matches providing the lowest cost network conligura-
tion is chosen as optimal. For large problems, this
procedure can be quite cumbersome. This paper
presents an alternative approach to this problem in
Section 4.
Uncertainty SThe network optimization task
also contributes an element of uncertainty. This
problem can be formulated as a nonlinear program-
ming (NLP) problem (Floudas et al., 1986). Uncer-
tainty arises because this nonlinear problem is
nonconvex, and thus may have several local optima.
When conventional solution techniques are employed
1114 C. A. FLOUVAS and A. R. CIRIC
to solve this nonconvex problem, the final solution
depends upon the starting point. This paper addresses
the global optimum search in this nonconvex nonlin-
ear (NLP) problem in Section 3.
This paper presents systematic approaches for
overcoming the inherent Uncertainties 2 and 3 that
are associated with the selection of matches and
network optimization tasks. Together these tasks can
provide the solution to the general problem of sclect-
ing the optimal process stream matches and heat
exchanger network satisfying the minimum utility
cost criterion.
2. PROBLEM STATEMENT
The problem of determining simultaneously the
best combination of process stream matches and
network configuration can be stated as follows:
Given are: (a) a set of hot process streams and hot
utilities itff. their inlet and outlet temperatures T,
To,, and heat capacity flowrates F; (b) a set of cold
process streams and cold utilities jK. their inlet and
outlet temperatures Ti, TOJ, and heat capacity
fiowrates Fi; (c) a minimum temperature approach
.4Tmi,; (d) the overall heat transfer coefficients U, of
each potential match C(j); (e) the minimum utility
consumption and the location ofpinch points; and (f)
a maximum number of units N,,,.
The objective is to obtain simultaneously the set of
process stream matches, their heat loads and the
minimum cost heat exchanger network configuration.
It will be shown in Section 4 that this general
problem can be formulated as an MINLP problem.
If the matches and heat loads are given (e.g. via the
minimum number of matches calculation), then this
general problem is reduced to a nonconce.~, nonlinear
(NLP) optimization problem.
This paper is composed of two sections. Section 3
proposes a new decomposition approach that can be
applied to the noncon~.~ nonlinear (NLP) network
optimization problem so as to induce special struc-
ture and result in a series of convex subproblems that
can lead to the globally optimal network configura-
tion. Section 4 presents a decomposition approach
that can be applied to the problem of simultaneously
optimizing the combinations of matches and the
network configuration. It is shown that this simulta-
neous approach can significantly reduce the number
of network evaluations required to obtain the optimal
combination of matches and the optimal network
configuration.
3. GLOBAL OPTIMUM SEARCH IN NETWORK
OPTIMIZATIOX
In this section, a decomposition approach is pro-
posed that can be applied to the global optimum
search for the network optimization problem. A
review of the network optimization problem is pre-
sented. accompanied by an analysis of the mathemat-
ical properties of its formulation. The global
optimum search approach to the network optimiza-
tion problem is presented and demonstrated with
three examples.
Floudas rl crl. (1986) proposed an approach for the
automatic generation of heat exchanger networks
that feature minimum investment cost subject to the
criteria of minimum utility cost and fewest number of
units. Central to this approach is a superstructure
that has all possible network configurations embed-
ded within it. This superstructure can be used to
formulate an NLP problem. The solution of this NLP
is a heat exchanger network with minimum invest-
ment cost. A detailed explanation of the conventional
network optimization is given in Floudas et (I/.
(1986). Prior to presenting the superstructure and its
mathematical formulation. it is convenient ti) define
the following sets:
let ~EHCT be the mdcxcd set of all process streams
and utilities. defined as:
EICT = (H)u(C).
Let the indexed sets k~/?~ and ~ES~,~ be defined by:
RI = [h I if keH, then k~( and (k, k)eMA
k E C. kelf and (k , k)~.bfA j.
S,,, = :klkERI.k~R,.k#kj.
3. I. I. Netnork .superstruc twe. A typical superstruc-
ture proposed by Floudas Pt d. (I 9X6) is shown in
Fig. I. This superstructure is for hot stream k. It
contains two matches. with hot stream k exchanging
heat uith cold sircams k and k. In this superstruc-
turc. splitters arc located at the inlet of the stream to
the network and at the exits of each exchanger.
Mixers are located at the inlets of each exchanger,
and at the exit of the beat exchanger network.
Postulated streams fiow from (a) the splitter at the
stream origin to the mixers at the inlet of each
exchanger; (b) from the mixer at the rnlet of an
exchanger, through that exchanger. and to the splitter
following it: (c) from the splitter following an ex-
changer to a mixer at the inlet of another exchanger;
and (d) from the splitter follouing an exchanger to
the heat exchanger network exit.
This combination of splitters. mixers and streams
contatns all possible flow alternatlves within it. For
example. if all the bypass streams running from the
splitters at Ihe outlets of exchangers, to the mixers
preceding other exchangers are set to zero. the result-
ing network has a parallel structure. In contrast, a
series structure is obtained when each splitter has
only one outlet stream. All other structures between
these two cxtrcmcs can also be derived from this
superstructure. Similar superstructures are postulated
for each hot and cold process streams in (he heat
Strategies for overcoming uncertainties
1135
Fig. 1. Stream superstructure.
exchanger network. The resulting network super-
structure contains all possible network configura-
tions.
The heat capacity flowrates of the streams in
the superstructure are labelled with the following
conventions:
.f$F = Stream in superstructure of process stream
k flowing from the splitter at the beginning
of the network to the mixer preceding the
match between k and k.
f9 = Stream in superstructure of process stream
k flowing through the exchanger used in the
match between k and k.
f$- = Stream in superstructure of process stream
k flowing from the splitter following match
between k and k to the mixer preceding
the exchanger used in the match between k
and k.
f 9 = Stream in superstructure of process stream
k flowing from the splitter following the
exchanger used in the match between k and
k to the mixer at the end of the network.
Also included in the superstructure are tempera-
ture variables, represented by f. Each temperature
variable has two superscripts: the first denoting the
position with respect to an exchanger (i.e. I = inlet
temperature, 0 = outlet temperature) and the second
denoting the position of the stream superstructure in
the indexed set HCT. Temperature variables also
have one subscript, denoting the stream paired with
k in the relevant match. For example t$! denotes the
temperature of stream k at the inlet to the match
between k and k.
In addition to the variables representing the
flowrates and temperatures, the superstructure con-
tains several parameters. The heat load of match
(ij) is represented by the parameter Qij. The inlet tem-
perature of a process stream or utility is denoted as
Tk, and its total flowrate is denoted as Fk. Note that
the constant parameters are written in boldface; this
convention will also be used throughout the paper to
designate variables that are held constant.
3. f.2. Nonlinear programming formulation. These
variables and parameters of the superstructure are
used to write the constraints of the NLP problem that
minimizes the total investment cost. The constraints
include mass balances at the splitting and mixing
points, energy balances at the mixing points and the
exchangers, and equations to calculate the tempera-
ture approaches and the log mean temperature differ-
ences. Constraints are also added to maintain the
temperature approaches above the minimum temper-
ature approach.
3.2. Objective function
The objective function minimizes the total invest-
ment cost that equals the sum of the investment costs
associated with each exchanger, and has the following
form:
OBJ =midA &&Di)R.
(1
The quantity inside the brackets equals the heat
transfer area of match (ij) and the parameters t(, /I are
cost parameters. The function LMTD,, is the log
mean temperature difference of match (ii), evaluated
with the standard formula:
,T+,fTD =_DT1,-DT2,
v
In
DT1,
DT2,
or with Patersons (1984) approximation:
LMTD,= 213 x (DTl,, x DT2,i)z + l/3
x [(DTl, + DT2,,)/2].
3.3. Mass and energy balances
1. Mass balances at the splitters located at the inlet
of the superstructure:
&, f $$ = FL kcHCT.
(2)
1136 C. A. FLOUDAS and A. R. CIRIC
2. Mass balances at mixing points at the inlets of
exchangers:
3. Mass balances at splitting points at the outlets of
exchangers:
f$ + c f&$-f:: = 0 kER*,
kE& *
k E HCT. (4)
4. Energy balances at mixing points at the inlets of
exchangers:
Tkf f i k + 2 f &t , " ; ; " . - - f F; ; *t $k =0
k" PSI r
kE RL, k E HCT.
5. Energy balances in heat exchangers:
Qil -.f,k,(z;, - tp,) = 0 (ij)eMA,
Qij -f:J(tPJ - rf,) = 0 (ij)~.44A.
3.4. Temperature d@erence constraints
1. Temperature approaches:
DTl,, = t; - tp (ij)eMA,
DT2, = ty - t: (@MA.
2. Minimum temperature approach:
DTl,, > AT,,,; (<j)&fA,
DT2, > AT,,,,,; (ij@MA.
(5)
(6)
(7)
(8)
(9)
(10)
(11)
Equations (I-11) form a nonconvex, NLP prob-
lem, denoted as (P).
3.5. Nature of NLP formulation
To solve problem (P), Floudas et al. (1986) used
conventional nonlinear optimization methods and
solvers (MINOS 5, Murtagh and Saunders, 1986). A
weak point of this approach was that the quality of
the solution depended upon the starting point of the
optimization: a starting point close to the global
optimum gave a good solution, whereas a starting
point far from the optimum may converge to a local
optimum with a higher cost. If the starting point were
particularly bad, the conventional NLP solvers could
fail to provide a feasible solution.
These difficulties in determining the solution of the
NLP arise from the nature of the energy balances in
the formulation: these energy balances form con-
straints that are bilinear with different signs in the
flowrates and temperatures, and are thus nonconvex.
A nonconvex constraint renders the entire problem
nonconvex, meaning that there may be more than one
local optimum. Consequently, the solution of the
NLP for the grassroots network optimization using
conventional solution techniques cannot be guaran-
teed, and if a solution is reached, it can only be
considered as a local optimum.
3.6. Global optinwm search
The decomposition approach was developed to
solve mathematical optimization problems with no
special structure (Floudas ef a/., 1989). The key idea
of this approach is to induce special structure in
subproblems that arise from a decomposition of the
original problem, by an appropriate projection of the
variable set and an appropriate partitioning of the
constraint set. This approach can be used to decom-
pose nonlinear and nonconveY problems (such a& the
network optimization problem) into a series of con-
vex subproblems, whose solution can lead to the
overall globally optimal cost network. Nonconvex.
NLP problems of this class can be solved using a
general three-step method:
Step l--Identify the sources of nonconvexities that
arise in the particular subproblem. These
sources can be identified as the nonconvcx
terms of the constraints and objective
function. Examples are sums of bilinear-
terms Gth different signs. These noncon-
vex terms can appear in an objective func-
tion, equality constraints or in inequality
constraints.
step 2 Partition rhe set of continuous variables
into two subsets: (a,! complicating, and (I?)
noncomplicating. so that when tither sub-
set oflariables is held fixed, the remainmg
problem is easier to soive and its solution
is its global solution. Such a partition also
decomposes the ccmstramts inro two sets:
the first set of constraint> contams equa-
tions in\tal!ing only comphcatmg vari-
ahles. while the second set contains
constraints that may irlvohe both compli-
cating and noncomplicntlng variables.
From this partition of the variable and
constraint sets. two subproblems are
formed. The first subproblem. termed the
primal subproblem. consisis of the objec-
tive function and the second set of con-
srraints. containing both complicating and
noncomplicating variables. In this sub-
problem, the complicating variables arc
held fixed at values gencr-atrd either by the
second subproblem or by nn initial point.
The solution of tbis problem provides an
upper bound on the original objective
function.
The second subproblem, denoted as the
master problem. consists of the first set of
constraints contaming only complicating
variables, and a set of inequalities involv-
ing the Lagrangian funcrion. derived from
previous solutions of the primal problem.
In this subproblem, the complicating vari-
ables are calculated. Its solution provides
a lower bound on the original objective
.
Strategies for overcoming uncertainties
1137
Step &Apply the Generalized Benders Decompo-
sition algorithm (Appendix A) to generate
two subproblems and solve these subprob-
lems iteratively. The Generalized Benders
Decomposition algorithm consists of se-
lecting a set of values for the complicating
variables, solving the primal subproblem,
generating the Lagrangian function based
on the results of the primal subproblem,
and solving the master subproblem to
generate new values of the complicating
variables. The algorithm terminates when
the objective value of the master problem,
a lower bound on the final objective cost,
meets or exceeds the lowest value of the
objective function generated during the
solution of primal problems.
Judicious selection of the set of complicating vari-
ables can have a profound effect on the solution of a
mathematical formulation. In this paper, it will be
shown how the appropriate selection of complicating
variables changes the character of the heat exchanger
network optimization problem from one nonconvex
problem to a number of convex subproblems that
provide upper and lower bounds and can lead to the
globally optimal solution.
3.6.1. Sources of nonconvexities. Problem (P) is a
nonconvex NLP problem. Although the objective
function (1), for fixed heal loads, is a convex function
(see Appendix B), the energy balances, equations (4)
and (5), contain sums of terms that are bilinear in the
flowrate and temperature variables, and have differ-
ent signs. Thus, the source of the nonconvexities in
problem (P) are the bilinear terms of the form (ft) in
the energy balances.
3.6.2. Selection of complicating variables. The ap-
propriate selection of the set of complicating vari-
ables for the problem of network optimization
becomes apparent when one considers the form of the
energy balances in the NLP formulation. These equa-
tions are bilinear in the temperature and flowrate
variables. Thus, if the flowrate variables are set to
fixed values, the energy balances become linear in the
temperature variables. Conversely, if the temperature
variables are set to fixed values, the energy balances
become linear in the flowrate variables. Furthermore,
if one set of variables is fixed, the resulting set of
linear equations forms a square system, and conse-
quently the other set of variables is also fixed. In
other words, fixing the flowrates fixes the tempera-
tures and vice versa.
This property of the superstructure equations can
be used advantageously when applying the proposed
global optimum search approach. By selecting the
flowrates as complicating variables, the energy bal-
ance constraints in the primal subproblem become a
square system of linear equations in terms of the
temperature variables. Effectively, this fixes all de-
grees of freedom in the primal problem, as the
remaining constraints that define the temperature
approaches and heat transfer area do not add any
degrees of freedom. Consequently, if flowrates are
fixed and the resulting problem is feasible, there is
only one feasible solution to the optimization prob-
lem. This is an incentive for selecting the flowrate
variables to be the complicating variables in the
proposed approach.
3.6.3. Formulation of the primal problem. When the
flowrate variables are chosen to be the set of compli-
cating variables, the following primal problem (Pl) is
obtained:
subject to
TY:+ + z f$,t$V - fE+-ti+ = 0
!dq,,,
kER,, kEHCT,
Q,, - fi(ty - ty) =0 (ij)eMA,
Qu - fF(tpj- ty) =0 (i&VA,
DT] = t!. - t?j
(r I 1
(ij)EMA,
DT2, =t?,- t!j
/ J
(ij)&fA,
DT1,> AT,,,i; (ij)eMA,
DT2, >AT,,,,,; (ij)44A.
(W
Note that in this formulation, the flowrate vari-
ables are fixed. As a result, the primal problem (Pl)
satisfies three important properties:
Property I-For a given set of matches and for
fixed heat loads, the objective func-
tion is convex.
Property 2-The equality constraints form a
square system of linear equations,
and if the problem is feasible, there is
only one feasible solution to the opti-
mization problem.
Property >-The solution of the NLP problem
(Pl) is the global optimum of (Pl).
These properties are proven in Appendix B.
Note that the primal problem may be infeasible for
one of two reasons: (a) the linear equality constraints
form a singular system (due to a separated flow
system), and hence have no solution; and (b) the
temperature approach constraints are violated. The
possibility of singular equality constraints can be
eliminated by adding bounds to the master subprob-
lem (see Appendix D), while the case of violated
temperature approach constraints can be treated as
an infeasible primal subproblem (see Appendix C).
3.6.4. Formulation of the relaxed master problem.
The relaxed master problem for the network opti-
mization is given below:
min PBD
1138 C. A. FLOUVAS and A. R. CIRIC
n = 1 N.
(Dl)
Note that the parameters IpkgO, l!EX.+ and d~sX~.
are the Lagrange multipliers of thk energy balances
from the 12th primal problem. Similarly, the par-
ameters At. tk5 and tgc* are the values of the
corresponding heat transfer area and temperature
variables from the solution to the nth primal prob-
lem. The master problem is a linear programming
problem, and therefore, its solution is a global solu-
tion. It should be noted that both the primal subprob-
lem and the master subproblem are convex. This
implies that the Generalized Benders Decomposition
applied to the network optimization problem consists
of solving a series consisting of nonlinear hut convex
primal subproblems and linear and convex master
subproblems. Every subproblem has only one solu-
tion. From this it is inferred that the global optimum
search scheme presented in this paper can lead to the
globally optimal solution of the network generation
problem. It should be noted, however, that there is no
theoretical proof that this scheme determines the
global optimum from all starting points.
3.7. Improvement qf lower bounds
The efficiency of the global optimum search ap-
proach can be improved by adding a set of con-
straints to the master problem. These constraints arc
linearized energy balances, and act as bounds on the
flowrate variables. An approximate energy balance
for cold process stream k taken at the inlet of
exchanger (kk) provides the constraint process
streams: these constraints are:
Tkf; + 1 (Tk + Q,,,, Fk)f;::
ii ES,.A
< (T - Qkl/Fk - AT- )f:
I,
keC; kER,
The left-hand-side of this equation is a lower bound
on the enthalpy of cold stream f:. at the inlet of
exchanger fkk). This lower bound is obtained by
estimating the temperatures of the cold bypass
streams fM, as the minimum outlet temperature of
match Qk,,k. Note that the right-hand-side of this
equation is an upper bound on the enthalpy of,jF. at
the inlet of exchanger (kk), as the estimated inlet
temperature T - QVL/FL - AT,,,,,, is an upper
bound on rk! that is based upon the maximum outlet
temperature of hot stream k.
Upper and lower bounds on the enthalpy of cold
stream .f$ at the outlet of exchanger (kk) can be
used to create another constraint:
< (T - AT,,,,)I :. k&-i OER,.
The left-hand-side of this equation is a lower
bound on the enthalpy of cold stream.f:. at the Inlet
of exchanger (kkj. This lower bound is obtained by
estimating the temperatures of the cold bypass
streams _fFf as the minimum outlet temperature of
match Q,,. Note that the right-hand-side of this
equatton is an upper bound on the enthalpy of,/:, at
the inlet of exchanger (h-h-) as the estimated Inlet
temperature T -- QVk ;F - A T,,, is an upper bound
on ti that is based upon the maximum outlet
temperature of her stream X .
Similar constraints may be written for hot process
streams:
> (T + Qkk ,F + A7;,,,,, ,i: XEH; k'ER, ,
Tyf : + c (T - Qtk !Fk)f,B$ - Qkk
c FSki
3 (TV + A T,,, ,,f:- k EN ; k E R,
The first equatton is generaied from bounds on the
enthalpy of hot streaml:, at the inlet of exchanger
(kk), while the second equation is based upon
bounds of the cnthalpy of hot ctream,f: at the outlet
of exchanger (kk).
These constraints have two main effects upon the
global optrmization approach: (a) they reduce the
number of infeasible flow patterns generated by the
master subproblem: and (b) they improve the lower
bound provided by t-he master subproblem. The net
effect is to reduce the total number of iterations
required by the global optimization approach.
3. 7.1. Global uprimur~l search nigorirhm. The ai-
gorithm that searches for the globally optimum heat
exchanger network configuration from the non-
linear, nonconvcs formulation can be summarized as
follows:
I. Select a set of initial values of the stream
flowrates that corresponds to a feasible network
structure. Such a structure can be generated by
solving a NLP problem that minimizes the infeasibil-
Strategies for overcoming uncertainties 1139
ity of the network structure. This set comprises the
initial point in the optimization. Set the counter Nfeas
and the counter Ninceas to zero.
2. Solve the primal problem. If the primal problem
is feasible, store the temperature variables and La-
grange multiplier values, and update the value of the
upper bound and the counter Nreas. Otherwise, incre-
ment the counter Ninfeaa, solve the infeasibility sub-
problem (Appendix C) and store the temperature
variables and Lagrange multiplier values appropri-
ately.
3. Solve the master problem. If the master problem
is infeasible or the objective function of the master
problem equals or exceeds the upper bound set by the
primal problem, stop. Otherwise, store the values of
the flowrate variables and return to Step 2.
This algorithm was performed automatically using
the APROS techniques (Paules and Floudas, 1989)
and the following three examples were solved on a
VAX II/GPX workstation computer.
Example I
In this example, the global optimal network is
sought for a system of two hot streams and one
cold stream. The data for these streams are given in
Table I, and information about the matches and cost
data appears in Table 2.
The network chosen as a starting point is shown in
Fig. 2. This network has a parallel configuration, and
features a net total cost of $81,439. The optimal
solution was obtained in six iterations of the global
optimum search, consuming a total 39.7 CPU s and
averaging 6.6 s per iteration.
The optimal network is shown in Fig. 3. This
network features a total cost $57,371. It should be
noted that the final network has a series configura-
tion, in comparison to the starting network that
features a parallel configuration.
Table 1. Stream data for Example I
stream T in (K) T out (K) FC, (kW K-)
Hl 500 250 4
HZ 350 200 4
Cl 150 310 IO
AT,,,=lOK.
Table 2. Match data for Example 1
Match Q NW)
II (kWm-K-) A (m*)
HI Cl 1000 0.05 228.8
H2 Cl 600 0.05 124.1
Cost of heat exchangers = $13OOA 6.
Example 2
This example involves deriving a network structure
for a system of three hot streams and one cold stream.
The data for these streams are given in Table 3. There
is no utility requirement for this system, and the
minimum number of required matches is three. The
data for these matches is given in Table 4.
This problem was originally solved using
MAGNETS, a software package embodying the
grassroots design technique of Floudas et al. (1986).
MAGNETS used the NLP solver MINOS to derive
H 1 HZ
I
500 K
I
350 K
Cl
1 250 K 1 200 K
Fig. 3. Optimal network in Example 1
2.942
490 K
A
10.0
*
150 K
1
200 K
Fig. 2. Starting point in Example 1.
1140 C. A. FLCILUAS and A. R. CIRIC
Table 3. Stream data for Example 2
Stream
HI
T in (K)
210
Tout (K)
130
PC,> (kW Km)
25
HZ 210 160 10
H3 210 180 50
Cl 100 200 45
Table 4. Mstch data for Example 2
Match
Q (kV
U(kWm K 1
A cm)
Hl Cl 2000 0.5 57.9
HZ Cl IO00 IO 36.9
H3 Cl 1500 2.0 64.7
Cost of heat exchangers - %1300A
a minimum investment cost heat exchanger network.
This network is shown in Fig. 4. Note that this
network has a parallel configuration, and is an exam-
ple of a topology trap, as any small change in the
structure would result in a violation of the minimum
temperature approach. The cost associated with this
network is $52.542.
This problem was also solved using the global
optimum search technique described in this paper,
with the MAGNETS solution taken as the starting
point. Two iterations were required to derive the
optimal network configuration. The optimal network
found by the global optimum search procedure is
shown in Fig. 5. Note that the netwot-k has a series
configuration. indicating that the topology trap was
overcome. The optimal network features a total
investment cost of $46.266, which is 12% less that the
solution provided by MINOS.
Example 3
The third example is the test problem 7SP4, taken
from Papoulias and Grossmann (1983). In this prob-
lem, a heat exchanger network must be designed for
a system of six hot streams, one cold stream, one hot
utility and one cold utility. The stream and match
data for this problem are given in Tables 5 and 6. The
minimum temperature difference is 2OF. and there is
a pinch point between 410 and 430 F.
H 1
Fig. 4. Solution obtained by MAGNETS in Example 2.
Fig S. Optimal network in Example 2.
Strategies for overcoming uncertainties 1141
Table 5. Stream data for Example 3
stream T in (F) T out (F) FC, (B.t.u.- sY)
HI 675 I50 15
H2 590 450 II
H3 540 115 4.5
H4 430 345 60
H5 400 100 12
H6 300 230 125
Cl 60 710 47
CW 80 140 11.03
FIleI 800 801 8390
AT,,, = 20F.
The optimum network configuration was derived
for subnetworks above and below the pinch. Twenty-
seven iterations of the global optimization technique
were performed to obtain the optimum network
above the pinch, requiring 247 CPU s. Each iteration
consumed an average of 9.2 CPU s. Nine iterations
were required to find the optimum network below the
pinch. 132 CPU s were consumed in this calculation,
with an average 14.6 CPU s consumed per iteration.
The optimal network is shown in Fig. 6. This network
involves an investment cost of $147,072. It should be
noted that this network is the optimum for the set of
matches obtained by Papoulias and Grossmann
(1983) that satisfy the minimum utility and minimum
units constraints.
4. SIMULTANEOUS MATCH-NETWORK OPTIMIZATION
This section considers the problem of optimizing
the matches and the network configuration simulta-
neously. The proposed approach is based upon a
Table 6. Match data for Exam& 3
Match Q (kB.t.u. h-) U (kB.t.u. h- ft+F-) A (ft*)
Above pinch
HI Cl
HZ Cl
H3 Cl
Fuel Cl
Below pinch
3675 0.1 682.6
1540 0.07 390.9
495 0.06 211.8
8390
HI Cl 1182.5
HI CW 3017.5
H3 Cl 1417.5
H4 Cl 5100.0
H5 CW 3600.0
H6 Cl 8750.0
Cost of heat exchangers = 324A.
0.1 114.5
0.08 295.4
0.06 290.4
0.07 2414.5
0.04 962.8
0.055 2034.9
match-network hyperstructure that contains all pos-
sible matches and network configurations embedded
within it. The hyperstructure can be used to formu-
late a match-network optimization problem as an
MINLP model that can be solved with a proposed
decomposition approach.
4.1. Generalized match-network hyperstructure
The optimization technique presented in this paper
is based upon a hyperstructure at the level of matches
that contains all possible matches and all possible
network configurations. This hyperstructure is con-
structed from smaller superstructures associated with
each process stream, containing all possible matches
and network flow configurations embedded within it.
These stream superstructures contain the same
elements as the superstructure proposed by Floudas
Cl-
430F
H5
Fig. 6. Optimal network in Example 3
I142 C. A. FLOUDAS and A. R. CIHIC
i
*
Ii 2 SUPER-
STRUCTURE
t d?_
t
t, )
Hl
Fig. 7. An example of a hyperstructure
et al. (1986). The primary difference is that the
superstructure of Floudas et al. (1986) involved only
matches that had been previously selected with a
method based upon the minimum number of matches
criterion. Here, all potential matches must appear
in the hyperstructure, as the matches and heat loads
will be determined simultaneously with the network
structure.
An example of a hyperstructure for a system of
two hot streams and three cold streams is shown in
Fig. 7. Note that all six potential matches and
network configurations are included in this hyper-
structure, as opposed to a subset of matches that were
previously selected by satisfying the fewest number of
matches calculation.
4.2. Mathematical formulation
The mathematical formulation of the general
match-network hyperstructure has two main compo-
nents. The first component is a transshipment model
(Papoulias and Grossmann. 1983) for selecting pro-
cess stream matches and heat loads. The second
component is the hypcrstructure model, which is a
generalized match-network optimization model that
minimizes investment cost while determining the flou
structure, stream temperatures and actual heat ex-
changer area of the optimal network.
The transshipment model involves partitioning the
temperature range into T temperature intervals using
the inlet and outlet temperatures of the process
streams and utilittes. In this model. heat flows in one
of two ways: between hot stream i and cold stream j
in temperature Interval ET. and from one interval to
the interval below it via a hot stream residual heat
flow. The first type of heat flow is represented by the
variables qq,. while the second type of heat flow ts
Strategies for overcoming uncertainties
1143
represented by the variables R, . Within each interval,
hot stream i must release Qz and cold stream j must
release QE heat.
The hyperstructure model contains constraints
generated from the generalized match-network hy-
perstructure. These constraints include mass balances
at the splitting and mixing points, energy balances
over the mixing points and heat exchangers, equa-
tions calculating the total required area, and mini-
mum temperature approach constraints that reflect
thermodynamic feasibility criteria.
When combined, these two components form the
following generalized match-network optimization
problem.
4.3. Match-network optimization problem
min C C aA$Y,,,
(MN)
subject to
bN j-SC
c qu,
Id,
R, -
R,.,_ , = QF icH jeR,,
; f;+ = FL keHCT,
fi! + cf$ -f3 = 0 k, keHCT,
v
(17)
(18)
/>+;f&-f$=O k,keHCT, (19)
Q,, -fy(t$ - ty) = 0 &H JEC,
Q. -f(t% - t1.j) = 0
/ t
isH jsC,
DTl = t- tpJ icH jeC,
DT2; = ,a.; - t;
ieH jsC,
(20)
(21)
(22)
(23)
(24)
(25) LMTD, =
DT1, - DT2,
,nDn,
DT2,,
A,=
Q,
U, LMTD,
ieH jd,
f:, - FYg < 0 iEH jd,
fyj- FiY, GO ieH j&,
fy - Q,/ATij,,,,.x a 0 isH jeC,
f? - QlilATi,.m~x z 0 icH jd,
(12)
(13)
(14)
(1%
(16)
(26)
(27)
(28)
(29)
(30)
DTl, > AT,,,; icH jeC,
(31)
DT2,> AT,,,,,,; icH jd.
(32)
The objective function minimizes the investment
cost, which is based upon the actual heat exchanger
area of each match A,. The parameter a scales the
investment cost, and p is an exponent that reflects
economies of scale.
Constraints (12- 16) compose the transshipment
model. Equations (12) and (13) are energy balances
over each interval. Equation (14) calculates the total
heat load of each match. Equation (15) connects the
heat load to the integer variable representing each
match. (Note that U is a large fixed constant.)
Equation (16) is an integer cut restricting the solution
to an upper bound on the total number of units.
Equations (17-19) are mass balances taken at the
splitting and mixing points of the generalized
match-network hyperstructure. Equations (20-22)
represent energy balances over the mixing points and
heat exchanger units. Individual temperature differ-
ences are calculated in (23-24), and the log-mean
temperature difference and total heat transfer area in
(25-26). It should be noted that the log-mean temper-
ature difference can also be calculated with Patersons
(1984) approximation. The minimum temperature
approach between a hot stream and a cold stream
exchanging heat, AT,,, , is specified in (31-32). It
should be noted that AT,,, may equal the HRAT
(Colbert, 1982), which is the temperature approach
used to calculate the utility consumption, or AT,,,,,,
can be relaxed by specifying it independently to be
some value less than the HRAT.
Constraints (27-28) connect the existence of a
match (zj), designated as the integer variable Y,, with
the flowrate of the streams flowing through the (ii)
exchanger. Similarly, equations (29-30) place lower
bounds on the flowrates through the exchanger.
(Note that ATij,m.x equals the largest possible temper-
ature drop through the exchanger, equal to
To, - TJ - AT,,.) If the match is selected, then the
Rowrate of the hot and cold streams through the
exchanger are bounded from above by the total
flowrate and below by a minimum flowrate that is
based upon the heat load. If, however, the match is
not selected, then the flowrates through the ex-
changer, fy and f yJ are set to zero. Note that iffy
and fp are zero, then all other streams associated
with match (ij), namely, fy, ffi, fp, f f, f Fi and f pJ
are zero, as a result of equations (19-20).
4.4. Nature of mathematical formulation
Problem (MN) is an MINLP problem, as it con-
tains both integer and continuous variables, a nonlin-
ear objective function and nonlinear constraints. The
integer variables Y, appear in the linear constraints
(15), (16), (27) and (28). In addition, the integer
variables appear in the nonlinear objective function,
in terms of the form crA{ Y,,. It should be noted that
1144 C. A. FL~UDAS and A. R. Cnuc
if A, were held constant, the terms aA{ Y, would be
linear functions of Yy.
The nonlinear objective function and equality con-
straints also complicate problem (MN). The objective
function consists of a sum of concave terms in the
area of the heat exchanger. The energy balances
(20-22) are bilinear in the flowrate and temperature
variables, and are thus nonconvex. Equation (25),
defining the log-mean temperature approach, is a
nonlinear equality constraint. Lastly, equation (26),
which calculates the heat transfer area, is in general
nonconvex, but becomes convex when Q,, is held
constant (see Appendix B).
It should also bc noted that the heat loads Q,,
appear in linear constraints and linearly in nonlinear
terms of nonlinear constrain&. Equivalent formula-
tions can bc obtained by substituting equation (25)
into equation (26), and/or equation (26) into the
objective function. While the first substitution has no
consequence other than reducing the constraint set,
the substitution of (26) into the objective function
provides a formulation in which the Q,, no longer
appear linearly. As it will be shown, keeping the
formulation linear in Q, allows for a particular type
of decomposition in the global optimization ap-
proach.
4.5. Nerr decomposition upproach
The goals of applying a decomposition approach to
problem (MN) are twofold: (a) to decompose (MN)
in a manner that isolates the integer variables in a
pure integer programming (IP) or a mixed integer
linear programming (MILP) problem; and (b) to
induce special structure in the subproblems thdl can
lead to an efficient solution technique. These goals
can be accomplished through a careful partitioning of
the variable and constraint sets.
4.5. I. Selertion ojcomplic~ating ruriables and purti-
tioning of constraints. The most obvious choice of
complicating variables are the integer variables Y,,.
This is the standard choice for solving MINLP
problems with either the Generalized Benders De-
composition (Geoffrion, 1972) or the Outer Approx-
imation method (Duran and Grossmann, 1986).
Selecting the integer variables as complicating vari-
ables partitions the constraint set into two subsets.
The first subset, containing the constraints that in-
volve only integer variables, consists of equation (16).
The second subset consists of the remaining equa-
tions. This partitioning results in a nonconvex, non-
linear prlmal subproblem and a pure integer master
subproblem (IP). While this selection provides two
solvable subproblems. it has the deficiency that many
integer combinations satisfying the minimum units
constraint do not satisfy the minimum utility con-
straint or the transshipment model. Thus. many
solutions to the master problem may exist that give
infeasible primal subproblems. This can result in an
excessively large number of iterations.
This difficulty can be overcome by selecting both
the integer variables Y,, and the transshipment vari-
ables qr,!, R,, and Q, as complicating variables. In this
case, the transshipment model constraints [equations
(12- 16)]. involve only complicating variables, and
thus comprise the first subset of constraints. The
network optimization model [equations (17- 33)] con-
tains both complicating and noncomplicating vari-
ables, and thus comprises the second subset of
constraints. The resulting decomposition of problem
(MN) will feature an MIL,P master problem contain-
ing all the constraints of the transshipment model.
and a primal subproblem containing all the con-
straints of the network optimization model. It is this
set of complicating variables that is proposed in this
paper.
4.5.2. Primal subproblem. The primal problem is a
NLP problem containing the variables and equations
associated with network optimization. It should be
noted that in this formulation. the complicating
variables Y,, and Q, are held constant. To emphasize
this, they appear in boldface in the primal subprob-
lem formulation.
It is important to note that the unselected matches
(those with Y,, = 0) do not affect the optimal solution
of the primal subproblem. for three reasons:
(a) the investment cost terms for the unselected
matches drop out of the objective function:
(b) the total heat transfer area of unselected
matches is identically zero:
(c) the flowrates through the exchangers of un-
selected matches (f,! and .fF) are identically
zero. In addition, the mass balances (18~~19)
ensure that all other flowrates associated with
these units will also be zero. Therefore, the
unselected matches will not appear in or other-
wise affect the final fiow pattern;
Because the unselected matches do not affect
the optimal solution, the constraints and vari-
ables associated with these matches can be
dropped from the primal subproblem, greatly
reducing the size of the primal subproblem.
This reduced primal subproblem is the size of
a network optimization problem. presented in
Section 3
The resulting reduced primal subproblem is written
below:
OBJ = min c 2 crAeYii,
(34)
i&V ,tR,
subject to
(PI)
4; f;+=FL kEHCT. (35)
h
Strategies for overcoming uncertainties 1145
Tkfi! + 1 f$$ t$k -f$k$ = 0
kllES~~~
kER,, keHCT, (38)
Qi, -f/E.i(t:. - ty) =0 &H, jcR,,
(39)
Qs -fy(ty - tl) =0 ieH, jeR,,
(40)
DTl.. =t!~ - tyj ieH, jERi,
/ I
(41)
DT2, =to. - 1f.j ieH, J ER,,
/
(42)
LMTD, =
DT1,- DT2, .
,,, DTl,
ICH, jER,,
(43)
DT2,
DTl, a AT,,,in; &H, jeRi,
DT2,Y 2 ATmi,; SH, jeR,,
A,=
Qij
U, LMTD,
iEH, jER,,
(46)
ff- FrYit < 0 ieH; jeR,,
(47)
f BJ - FtY, < 0 iEH; jcR,,
(48)
fFi - Qii/ATii_ 20 ieH; jeRi,
(49)
f 7 - Qii/ATij,,,, > 0 ieH; jER,.
(50)
It should be noted that the above primal formula-
tion corresponds to the nonconvex nonlinear pro-
gramming problem of Section 3.
4.5.3. Master subproblem. The master problem is
constructed from all constraints in (MN) that involve
only complicating variables and from the Lagrange
functions of previous prima1 problems. The formula-
tion for the master subproblem is present below:
min p
subject to
+ af-[ff,i,n - F r;,] + )$.-a[fiEj,a - Fj yi,]
+ ,~b+[,:,i,o - Q, AT,,,]
+ J .p[f F - Q, AT,,,,]
+ xuHx[Q,, _ fi(ty - ty)]
+ p=[Qii - pytoj. - p@)]
Q,
U, LMTD,
n = 1 N,
(52)
2 q,,, =Q? _iaC, t = 1 . . . T, (53)
(51)
(54)
(55)
(56)
Here, N is the total number of iterations, fy, fF*,
ttie toJ an I
, gx., tpJ *n
and A; are the values of the
objective function, flowrates and temperature vari-
ables, and heat transfer areas obtained in the solution
of the nth primal problem, and 2.?, ky, )LpW,
k$i@, )$l+, k? and kp are the Lagrange multipli-
ers of the upper and lower bounds, energy balances
and area calculation equations obtained in the solu-
tion of the nth primal problem.
Note that the Lagrange function [equation (51)] is
linear in both the Y, variable and the Q, variables.
This is a consequence of the formulation of (P), as
both Y, and Q, appear linearly in the nonlinear terms
of (P), when the log mean temperature approach,
LMTD, and the A,, are held constant.
As a consequence of the linear Lagrange function,
the master problem is an MILP. The solution of the
master subproblem provides a set of matches and
heat loads that satisfy the transshipment model of
heat flow, the minimum utility consumption and the
Lagrangian constraints (5 1).
4.5.4. Global optimum search of the primal sub-
problem. The reduced primal subproblem (Pl) is a
nonlinear optimization problem. Because of its non-
convex objective function and constraints, primal
subproblem (Pl) is nonconvex and may have more
than one locally optima1 solutions.
In Section 3 of this paper, a method was presented
for the global optimum search of the network opti-
mization problem. (Pl) is essentially an equivalent
formulation of the network optimization problem of
Section 3. The global optimal solution to (Pl) can be
obtained by using the approach presented in Section
3 of this paper for the network optimization associ-
ated with the selected matches.
Applying the global optimum search approach of
Section 3 to the match-network problem will not
provide the optimal Lagrange multipliers for the
constraints of (Pl). To obtain these Lagrange multi-
pliers, it is necessary to solve (Pl) at the globally
optimal point. Thus, an algorithm can be established
for obtaining the optimal Lagrange multipliers of the
globally optimal solution of (Pl):
Step a-Obtain an initial set of values for the
flowrate variables of the selected matches.
Step &Solve for the global optimization problem
for the selected matches, using the values
of the flowrates obtained in Step 1 as a
starting point.
Step c-Using the values of the noncomplicating
variables obtained in Step 2, solve the
prima1 subproblem to obtain the optimal
values of the Lagrange multipliers.
4.5.5. Algorithmic strategy. Application of the
Generalized Benders Decomposition algorithm to
problem (MN) results in the following procedure for
determining simultaneously the optimal set of
matches and the optimal network structure:
II&l C. A. FLOUDAS and A. R. CIRIC
Step l-Identify an initial set of process stream
matches Y, and heat loads Q, that are
solutions to the transshipment model
and satisfy the minimum utility con-
sumption and minimum number of units
criteria. One method of selecting a set
of matches and heat loads is to solve
the minimum number of units problem
(Papoulias and Grossmann, 1983). Set
an upper bound OBJ, = frx, and a
lower bound OBJ = - m Set an itera-
tion counter N = 1.
Step 3a-
Step 2-Solve the infeasibility primal suhprohlem
for the selected combination of matches
and heat loads, then gcneratc and store
the error Lagrangian.
If the global solution of (Pl) is not
sought, solve the pnmal problem (Pl) as
a nonconvex NLP, using the data gener-
ated by the inreasihility subproblem in
Step 2 as a starting point. The solution of
(Pl) will provide locally optimal values
of the noncomplicating variables and
Lagrange multipliers.
If the global solution of (Pl) is sought.
apply the global optimum search proce-
dure described in Section 3 of this paper
to the network formed by the selected
matches (i.e. matches with Y,, = 1). Using
the globally optimal values of the non-
complicating variables as a starting
point, solve (Pl) to obtain the optimal
Lagrange multipliers.
Step 3b
Step 4h
Step &-If the value of the objective function OBJ
is less than the upper bound OBJ, . then
set OBJ+ = OBJ.
-From the solution of the primal problem,
generate a Lagrange function and ap-
pend it to the master- problem. Solve the
master problem, obtain a new set of
matches Y, and heat loads Q,, and up-
date the lower bound.
Step 5
-
-If the upper and lower hounds meet or
cross (OBJ, d OBJ ). STOP. Other-
wise, return to Step 2, using the values of
Y,, and Q, obtained from the master
problem.
The above algorithmic strategy with Step 3a was
applied to solve the following examples.
Excrmple 4
This example involves obtaining the matches, heat
loads and network configuration for a system of three
hot streams, three cold streams and one cold utility.
Stream data is given in Table 7. The minimum
tempcraturc approach (AT,,,,,) is IOC. For this value
of the temperature approach, there is no pinch point
and only a cold utility is required.
The minimum number of units for this problem is
Table 7 Stream data for Example 4
stream T in (K) T OUT (K) FC,, (km K )
--
HI 500 350 IO
H2 450 350 12
H3 400 120 N
Cl 300 480 1
C2 340 420 IO
c3 340 400 H
CW Inn 120 2
AT,,, L IO K, U = 0.8 kW m K
six. This problem has the unusual feature that al-
though there arc only 12 potential matches, there are
25 combinations of matches that are solutions to the
transshipment model and satisfy the minimum num-
her of units criterion.
A hyperstructure containing the 12 potential
matches and every possible network configuration of
these 12 matches was formulated. Using this hyper-
structure. the mathematical model was generated for
this problem.
The optimization algorithm was performed on a
VAX IIiGPX workstation computer. utilizing
APROS techniques (Paules and Floudas. 1989) and
GAMS (Kendrick and Meeraus. 1987) as a modelling
environment. The solution was obtained m 13 itera-
tions, consuming a total of 2350 CPU s. and avcrag-
ing 180s per Iteration.
An exhaustive search over all combinations was
also performed using a MILP--NLP iterative proce-
dure. A combination of matches satisfying the mini-
mum units criterion was identified in the MILP step
using Papoulias and Grossmanns (1983) minimum
number of units model. uith integer cuts added to
eliminate previous solutions. An optimal network
configuration for these matches was obtained in the
NLP step using the hyperstructure model of Floudas
er ul. (1986). The procedure was repeated for 15
iterations, when no more feasible six-unit combina-
tions could be obtained. This exhaustive search re-
quired a total of 4507 CPU s. averaging 180.3 CPU s
per iteration. Thus, in this example the optimization
algorithm required the same amount of CPU time per
iteration, but required half the iterations and CPU
than the exhaustive enumeration.
Both the optimization search and the exhaustive
enumeration selected the same match combination
and network configuration as optimal This solution
features a total investment cost ot$49,352. The match
data for this solution is given in Table 8, and the
optimal network is shown in Fig. 8.
Table 8. Match data fur txample 4
Mntch Q(kW,
A(&)
HI Cl 1500
HZ Cl 120
H? C2 x00
H2 C3 280
H3 C3 200
H3 CW 440
Cost of heat cxchangcn = Sl300~
68 2
3.1
41 8
I.2 3
I I .I
15.9
Strategies for overcoming uncertainties
300K
C3
c2 Cl
Fig. 8. Optimal network in Example 4.
1147
Example 5
The second example is the test problem lOSP1 (Pho
and Lapidus, 1973). This example involves five hot
streams, five cold streams and one cold utility. The
data for this example are given in Table 9.
For a minimum temperature approach of 20F,
there is no pinch point and 6497.8 kB.t.u. h- of
coolant are required. The minimum number of units
for this problem is 10.
The lOSP1 hyperstructure involves 30 potential
matches, and no matches can be selected or elimi-
nated a priori. Thus, there are 30 integer variables in
the mathematical formulation. There are at least 843
combinations (Linnhoff et al., 1979) of these integer
variables that satisfy the targetting criteria of mini-
mum utility consumption and fewest number of units.
A consequence of the large combinatorial nature of
this problem is that the master problem consumes
most of the computational time.
Seventeen iterations of the optimization technique
were performed on this problem. The lowest cost
network obtained during these iterations is shown in
Table 9. Stream data for Example 5
H2 480 280
H3 440 I50
H4 520 300
H5 390 150
Cl I40 320
c2 240 431
c3 IO0 430
c4 180 350
c5 200 400
cw 100 180
AT,,,=20 F, U=0.15kB.t.u.h-ft- F-l.
stream Tin CF) T out (F) FC, (kB.t.u. h - F-l)
HI 320 200 16.67
20.00
28.00
23.80
33.60
14.45
II.53
16.00
32.76
400
Fig. 9, and the match data is given in Table 10. This
network requires a total investment cost of $93,253,
which is $898 less than the best solution reported in
the literature (Linnhoff and Flower, 1978b).
5. CONCLUSIONS
In this paper, decomposition approaches were pre-
sented that can be used to overcome two sources of
uncertainty in heat exchanger network design: (a) the
uncertainty associated with nonconvexities in the
network optimization task; and (b) the uncertainty
that can arise when there are several combinations of
matches satisfying the targetting criteria. In both
cases, the basic idea involved selecting a set of
complicating variables that induces special structures
in the decomposed subproblems. This selection leads
to a partitioning of the original problem into two
subproblems, referred to as the primal and master
subproblems. The solution is obtained by iterating
between these subproblems.
Section 3 of this paper showed how this approach
Table IO. Match data for Example 5
Match Q (kB.t.u. h-) A (ft*)
HI C3 2000.4 136.8
HZ Cl 2601 153.2
H2 C5 I399 130.9
H3 C4 5569.2
H3 CW 2550.8
H4 C2 1956.4
H4 C3 3219.6
HS C2 245.8
H5 C5 3871
H5 CW 3947
Cost of heat exchangers = S350A06.
497.6
307.2
188.9
291.1
12.1
516.5
392.8
1148 C. A. FLOUDAS and A. R. CIRIC
225F
H 2 480F 280F
44OF
241F
H3
319F
9.7
52Oi
-&..I
I
300F
11 b
14.1 287F
347F
H 5 268F 150F
b3OF 1 Q. t2OF-
CZ
c5
Fig. 9. Optimal network in Example 5.
can be applied to the nonconvex, nonlinear network
optimization problem. Selecting the flowrate vari-
ables as complicating variables partitions the original
nonconvex problem into a linear master subproblem
and a nonlinear but convex primal subproblem.
Through several example problems it was demon-
strated that there can be a significant difference
between the global optimum and the local optimum
found by conventional solution techniques.
Section 4 of this paper proposed an approach for
obtaining simultaneously the best combination of
process stream matches and the network configura-
tion of a minimum investment cost heat exchanger
network. This procedure is based upon a generalized
match-network hyperstructure that contains all po-
tential process stream matches and network configu-
rations. Based upon this hyperstructure, an MINLP
problem is formulated that encorporates all design
options at the level of matches. This MINLP was
decomposed by selecting as complicating variables
the integer variables representing a match, the heat
loads of each match and the variables in the trans-
shipment model. This decomposition resulted in an
NLP subproblem that derived a heat exchanger net-
work for a single set of matches, and an MILP master
problem that identified the sets of matches and their
heat loads that satisfy the transshipment model and
the minimum utility consumption criterion.
It should be noted that the MILP master problem
can be computationally inefficient for problems with
a large number of binary variables. For these prob-
lems, the master problem can be efficiently solved
using the Lagrangian Relaxation algorithm
(Geoffrion, 1974). This technique involves solving
two master problems. In this first prohlem, the
original master problem is solved with the binary
variables treated as though they were continuous
variables. The solution of this problem was used to
formulate a second master problem containing all the
constraints of the original master problem, except for
the Lagrange functions. The objective function of this
second master problem is generated by summing the
products of the Lagrange functions with their multi-
pliers found from the solution of the first problem.
This second master problem is a mixed integer linear
programming (MILP) problem that provides a new
set of values for the complicating variables and also
provides a lower hound on the final solution. The
advantage of this technique is that it can significantly
reduce the number of constraints in the MILP model.
as well as exploit any existing structure.
Ackno~ledgentenis~The authors would like to gratefully
acknowledge financial support from the National Science
Foundation under Grant DMC-8617139
REFERENCES
Allgor R.. Automatic synthesis of optimal heat exchanger
network configurations. Senior Thesis. Princeton Univcr-
sity (1988).
Avriel M ., Nonlinear Programming: Analysis and Merhod~s
Prentice-Hall, Englewood Cliffs. New Jersey (1976).
Strategies for overcoming uncertainties
1149
Colbert R. W., Industrial heat exchanger networks. I. Chem.
E. Annual Research Meeting, Bath, U.K. (1982).
Duran M. A. and I. E. Grossmann, An outer approximation
for a class of mixed integer nonlinear programs. Math.
Program. 36, 3077339 (1986).
Floudas C. A., A. Aggatwal and A. R. Ciric, Global
optimum search for nonconvex NLP and MINLP prob-
lems. Computers them. Engng 13, 1117-1132 (1989).
Floudas C. A., A. R. Ciric and I. E. Grossmann, Automatic
synthesis of optimum heat exchanger network configura-
tions. AIChE Jl 32, 276-290 (1986).
Geoffrion A. M.. Generalized Benders decomposition.
J. Optimization Theory Applic. IO, 234-260 (1972).
Geoffrion A. M., Lagrangian relaxation for integer
programming. Mathematical Programming Study 2,
pp. 82-l 14. North-Holland, Amsterdam (1974).
Gundersen T. and L. Naess, The synthesis of cost optimal
heat exchanger networks, an industrial review of the state
of the art. Cornput. them. Engng If, 503 (1988).
Kendrick D. and A. Meeraus, GAMS: an introduction.
U.rer.r Manual for CAMS. Development and Research
Dept of the World Bank (1987).
Linnhoff B. and .I. R. Flower, Synthesis of heat exchanger
networks: I. Systematic generation of energy optimal
networks. AIChE JI 24, 633642 (1978a).
Linnhoff B. and J. R. Flower, Synthesis of heat exchanger
networks: Il. Evolutionary generation of networks with
various criteria of optimality. AIChE Jl 24, 642-654
(1978b).
Linnhoff B., D. R. Mason and I. Wardles, Understanding
heat exchanger networks. Comput. them. Engng 3,
295-302 (1979).
Marsten R., Users Manual for ZOOMIXMP. The Depart-
ment of Management Information Systems, University of
Arizona (1986).
Murtagh B. A. and M. A. Saunders, MINOS 5.0 Users
Guide-Appendix A. MINOS 5.1, Technical Report SOL
83-20, Systems Optimization Laboratory, Dept of Opera-
tions Research, Stanford University (1986).
Paterson W. R., A replacement for the logarithmic mean.
Chem Engng Sci. 39, 1635-1636 (1984).
Papoulias S. A. and I. E. Grossmann, A structural optimiza-
tion approach in process synthesis--II. Heat recovery
networks. Comput. them. Engng 7, 707-731 (1983).
Paules G. E. IV and C. A. Floudas, APROS: an algorithmic
development methodology for discrete-continuous opti-
mization problems. Opers Res. J. 37, 6 (1989).
Pho T. K. and L. Lapidus, Topics in computer-aided design:
Part Il. Synthesis of optimal heat exchanger networks by
tree searching algorithms. AIChE JI 19,1182-l 189 (1973).
APPENDIX A
Generalized Benders Decomposition
The Generalized Benders Decomposition algorithm
(Geoffrion, 1972) solves problems of the form:
subject to
Z = min C(x, y).
.,
e(y) C 0,
fcv) = 0,
&,y)=O,
g(.x,y)~o,
xsX={x/x~R~,x~<~ <x},
ycY.
(Cl)
Where the set of variables y has been chosen as the set of
complicating variables, and x the set of noncomplicating
variables. Note that constraint sets e(y) and/(y) contain
only complicating variables, while constraint sets g(x, y)
and h(x, y) contain both complicating and noncomplicating
variables. The Generalized Benders Decomposition al-
gorithm (Geoffrion, 1972) consists of the following three
steps:
Step I-Select intial values y for the set of complicating
variables y. Initialize the upper bound of (Cl), Z, to
infinity. Set the scalar counter K = 1.
Step 2-Solve the Kth primal problem (G2):
Z(yK) = min C(x, yK),
x
subject to
h(x,yK)=O,
&7(-T Y9 =s 0,
.xeX,
WI
where yK is the Kth set of selected values for the complicat-
ing variables y. The solution of (G2) gives Z(yr), xK, fl K and
AK, where qx are the Lagrange multipliers of the constraint
set g(x, yK) c 0, and 1 K are the Lagrange multipliers of the
constraint set h(x, yK) = 0.
Update the current upper bound:
Z = min[Z, Z(yx)]. If Z = Z(yx),
then set y* = yK and x* =xK.
Step 3-Formulate the master problem (G3):
subject to
where
/~>L(x*,y,q~,i.~) k=I...K;
e(y) c 0,
f(y) = 0.
.wY,
IIER, (G3)
L(x,y, 7 ,A.*) = C(x*, y) + (tJYg(x, y) + (1)h(x,y).
Step &Solve problem (G3). The solution of (G3) gives Z:
and y K+ . If Zi equals Z, then STOP. The solution is Z,
y*, x*. Otherwise, set K = K + 1 and return to Step 2.
Infeasible primal subproblems
If a particular set of values yK renders the primal problem
(G2) infeasible, then:
1. Replace (G2) with:
Z(y) = min a,
0(,1
subject to
h(x, YK) = 0,
gb->Y) G a.
a 30,
XCX, (64)
where c is a scalar quantity. The optimal solutiou of (m)
will be a set of values (xK, qx,lK) that are minimaJJy
infeasible solutions of (GZ).
2. Define a new Lagrangian function:
L(x, y, $, i,) = ($)rg(x, y) + (~Yh(x, Y).
3. GO to Step 3, and add the constraint:
L(xh, y, nk, I) < 0,
to problem (G3).
1150 C. A FLOUDAS and A. R. CIRIC
APPENDIX B
Proof of Properties l-3
(a) Proof qf Properi~l I
The first property of problem (Pl) states that the objective
function of (Pl) is convex for a given set of matches with
constant heat loads. The objective function is:
In equation (Bl), w,, is the log-mean temperature differ-
ence (LMTD), 0 is a constant less than one, and a, $, and
U,, arc constants, Since the sum of convex functions is also
a convex function, it wl l be sufficient to prove that one term
of (Bl) is convex. Thus. it will be shown that:
f = M 1, (82)
is a convex function.
Properties of u convex multivariable function
A multivariable function is convex if the eigenvalues of its
Hessian matrix are positwe. This implies that the Hessian
matrix is positive definite (Avriel. 1976).
To prove that both eigenvalues are positive, it is sufficient
to prove that the quantities C, and c: are positive. where
C, = I, + i, = a,, $- all,
(B3)
1 _
(I=/.,12=~I,,12~-a~2. (B4)
In theses equations, the a,, are defined to be the second-
order derivatives of / with rcspcct to Y, and x,.
The Hessian elements
Let .x, and x2 be the temperature differences in a
exchanger. The log mea temperature difference w is a
function of .x, and I?:
il = M,(S,. S,).
(BS)
The quantities C, and C? can be show to be equal:
where c;, and d,, are functions of the partial derivatives of IV:
Proqf jbr the standard LMTD .function
The standard form of the log mea temperature difference
is.
@lo)
The parameters c,, and d,, can be evaluated directly from
(BIO):
(BI 1)

(Bl2)
(813)
(Rl4)
(BIS)
(B16)
mea As the log
mea is always less than or equal to the arithmetic mea,
this quantity is always less than or equal to zero Thus. t-,
and cr, are always less than or equal to ~cro. while c,: is
always greater than or equal to zero. It should also be noted
that d,, and d,? equal squared quantities. and thus they al-e
always greater than or eyual to zero. In addition. as the
value of ii is between Y, and v?, the term (rt, - .I )(it ~- x2)
is less thdn or equal to zero. giving ri,: greater than or equal
to zero.
As c,, and cIz are less than or equal to zero. and d,, and
& are greater than or equal to zero, the quantity Inside the
hrackcts in equation (86) is less than or equal to zero. Thus,
C, is greater than or cqu,il to xro fbr al? values of .x, and
1: greater than zero.
Fquation (013) can be simphlicd by noting that:
and
i,,(., ---<;*- -- 0
giving
C. = -/,(/I + I)n, I [c,,,di, + c>:d,, - 2c,ld,2] (B17)
It can be shown that the term inside the brackets is strictly
negative. Therefore. C? is also positive. Thus, the eigenval-
ues of the Hessian matrix are positive and i = M is a
convex function.
A similar proof can be easily performed for Patersons
approximation (Paterson, 1984) of the !og mea tempera-
ture difference.
The constraints of problem (Pl) mvolvmg temperature
variables and fixed fiowratcs are:
Q: =/.Ffi! - ty,, = 0 (ij)eMA. (Bl9)
Q it(iPx --ii, .= 0 (,i)GMrl.
#I (920)
There are 4MA temperature vartables. As the flowrates
and heat loads are hxed in (PI). the total number of degrees
of freedonl rquals IMA. Constramt (BlY) runs over the set
of all streams (IICT). and each streams set of matches R,,
giving a total of 2MA cquatwns. Constraints (B19) and
(820) provide MA equations each, giving a net total of4MA
equations. Thus, the number of constraimng equations
equals the umber of temperature variables. and all degrees
of freedom are consumed.
The constraints (Bl g)--(B2O) form a square system 01
linear equations. If the determinant of thts system is not
Strategies for overcoming uncertainties
1151
equal to zero, then this system has one unique solution. The
conditions under which the determinant is equal to zero are
discussed in Appendix D.
(c) Proof of Property 3
Property 3 states that the solution of the primal problem
(Pl) is the global optimum solution of (Pl).
Problem (Pl) is a member of a general class of nonlinear
optimization problems of the form:
minS(x),
subject to
hi(X) = 0,
g,(x)>0 (PC)
wheref(x) is a convex function, h,(x) are linear equations
that form an aSi& set, and gi(x) are concave functions,
The solution of all problems of the class (PC) corresponds
to a global optimum solution. This is proven in Theorem
4.38 in Avriel (1976).
APPENDIX C
I nfeasible Primal Problems
During the iterations of the global optimization al-
gorithm, the master problem (Dl) may generate values of
the complicating variables for which the primal problem is
infeasible. When this occurs, it is necessary to solve an
alternative problem (PZ). The values of the noncomplicating
variables and Lagrange multipliers obtained from the solu-
tion of (P2) can be used to add an error Lagrangian to the
master problem (Dl). This Lagrangian acts to restrict the
feasible space of (Dl) to a closer approximation of the
feasible space of (Pl).
The iqfeasibility subproblem
The mathematical programming problem (P2) shown
below minimizes the total infeasibility of the primal
problem:
subject to
min o!
Q,, - ff(t. - to,) = 0
Qfj - f& - :;,J ) = 0
(ij)d4.4,
(ij)~hfA,
m-1, - AT,,, t -cc; (z&W&
DT2, -AT,,, B -a; (ij)aWA.
ksHCT,
Gv
Here, the llowrate variables arc held constant. When a is
equal to zero, the solution of the energy balances give values
of the temperatures that satisfy the minimum temperature
approach constraints, indicating that the primal problem
(Pl) is feasible. When a is greater than zero, the primal
problem is infeasible.
The primal-dual solution of (P2) gives values of the
Lagrange multipliers J.y., ItRn, J.f;mix.k,n, Ayax. and
AF.CEX./,n, These multipliers can be used to formulate an error
Lagrangian:
Lo, = C )c$L(DTl,# - AT,,)
(~,EYA
three units in it are:
Tf:ff::tP+f::tP-fktl=O.
Tf;+f,B,,y+f:r$-ffr:=O,
Tf:+f&ro+f~rp-f~r:=O,
f:(rl, - t?) = Q,,
f:(t: - t?) = Qa>
f:(r: - rp) = Qa.
For this system, the matrix A is given by:
-ff 0 0 f:: 0 r:,
0 fB
II
-f:: 0 0 fu
0 fR 51 0 fB A= 31 -fF 0
f? -f:: 0 0 0 0
0 0 ff -ff 0 0
0 0 0 0 r: -r:
The determinant of this matrix is:
det (A) = fffv%(fv&f& + f$T&f:: + ffi&f&
+ fsfif:,f:: + f;,ffzf:: -f:f:F:)
Feasible values of the complicating variables give values
of the error Lagrangian that are less than or equal to zero.
Thus, it is appropriate to add the constraint:
LE. < 0
. ,
to the master problem.
APPENDIX D
Conditions for @feasible Primal Problems
The energy balances for the primal subproblem (Pl) form
a square system of linear equations. These equations can be
written in the form:
At=b,
(El)
where A is a square matrix whose elements are determined
by the Rowrate variables, t is a composite vector of the
temperature variables, and b is a vector with elements of the
form - Tfy for mixer energy balances and Q, for ex-
changer energy balances.
If matrix A is not singular, then equation (El) is solvable
for the temperature variables. If A is singular, then its
determinant, det A is zero, there is no solution to (El), and
problems (Pl) and (P2j are inherently infeasible. This
appendix will discuss what type of flow patterns create
singular matrices, and how they can be avoided.
(01) The matrix determinant for a three unit stream
superstructures
The energy balances for a stream superstructure with
&I)
@2)
(D3)
(D4
CDS)
(W
(D7)
(D8)
The matrix A is singular if: (a) f:, ff or f: equal zero; if
(b) f&f& = fvf and f$ and ff, are zero; if [c) f$,f$ = ffr:
and f& and f:: are zero; or (d) f$f& = fvf and f:: and f&
are zero.
1152
1
I
C A. FLOUDAS and A. R. Cnw
T
Fig. 10. An example of separated flow systems
Case (a) cannot occur because of the nonzero lower
bounds on ff. f: and fy. Cases (M) occur in a phenomenon
termed separation, where a closed flow loop is estab-
lished. An example of a separated system is shown in Fig.
10. This flow systems satisfies the mass balances, but not the
energy balances. It is these separated flow systems that
give rise to a singular energy balance matrix. It should be
noted that these separated fIow systems cannot arise for
superstructures containing less than three matches (Allgor.
1988). Thus, only those superstructures containing three or
more units can give rise to a singular energy balance matrix.
in general, an u-unit can separate into closed loops wtth
2, 3. n - I units (,41&w, 1988) As these separated flow
systems render the primal problem infeasible, it IS highly
desirable to add constraints tn the master suhp~-oblem that
will eliminate separated 110~ system
One type of constramt that accomplishes this in un upper
bound on the flowrates through the exchanger,. ./ These
flowrates must be Less than or equal to the turn of the inlet
streams of each potential closed loop.
This constraint is formulated hy generatmg for each
potential closed loop a set .V\ representing the units inside
the potential closed loop, and a set M, representing the
units external to Ihe ioop. The appropriate lower bound of
fL is:
!a F.,L \, k c I,, /
Flow structures with closed loops do not satisfy this
equation, and flow structures without closed !cops do.