AC

AT
E

= = =
=

PI
PP

= = =

concentration deviation entering controlled section of the reactor temperature deviation entering controlled section of the reactor void fraction of packed bed fluid density, g/cnia solid density, g/cnia frequency, radians/fluid residenre time frequency, w / H P

SUBSCRIPTS

'1
P
S

evaluation a t positions of z in bed when used as subsciipts. Otherwise values of z a t these positions denotes steady-state quantity

Crider, J. E., FOSS, S., A.I.Ch.E. J. 14,77 (1968). A. Douglas, J. M., Eagleton, L. C., IXD. ENG.CHEM.FUNDAMENTALS 1, 116 (1962). Hoiberg, J. A., Ph.D. thesis, University of California, Berkeley, 1969. Law, V. J., Rodehorst, C. W., Appleby, A. E., von Rosenberg, D. U., paper 15c, 56th National Meeting of A.I.Ch.E., May 1965, San Francisco, Calif. Pavnter, H. M., "flegelungs-technik: Moderne Theorien und ihre verwendbarkeit, Verlag R. Oldenbourg, Munchen, 1957; Report of Heidelberg Meeting, September 25-29, 1956. Poxell, B. E., ISA J . 10,45 (1963). Simpkins, C. R., Ph.D. thesis, University of Delaware, 1966. Sinai, J., Foss, A. S., A.I.Ch.E. J., tobepublished, 1970. Stangeland, B. E., Ph.D. thesis, University of California, Berkeley, 1967. Tinkler, J. D., Lamb, D. E., Chem. Eng. Progr. Symp. Ser. 61, No. 55, 155 (1965). RECEIVED review February 27, 1969 for ACCEPTEDAugust 7, 1969 Work supported by fellowships and research grants from the National Science Foundation and by a fellowship from the Standard Oil Co. of California. Computational facilities were provided by the Computer Center, University of California at Berkeley.

literature Cited

Ark, It., Ind. Eng. Chem. 58, 32 (1966). Biloiis, O., AInundson, N. R., A.Z.Ch.E. J . 2 , 117 (1956). Boreskov, G. K., Slin'ko, h l . G., Pure A p p l . Chem. 10, 611 (1965). Crider, J. E., FOSS, . S., A il.I.Ch.E. J . 12,514 (1966).

Branch and Bound Synthesis of Integrated Process Designs

K. F.
Lee,' A. H. Masso,Z and

D. F. Rudd

Chemical Engineering Department, University of Wisconsin, Madison, TVis. 65706

The branch and bound techniques of problem solving can b e used to guide the design engineer during the invention of integrated process designs. When confronted with a design problem for which no method of design i s known, the engineer gainfully can branch to simpler design problems which bound the original problem. Often, the optimal solution to the original unsolvable design problem can b e inferred from the solutions to bounding problems. These ideas are illustrated in the design of an energy exchange system.

Rm.m~.ux,T little theoretical guidance is currently available during the synthesis of integrated process designs (Hwa, 1965; Kesler and Parker, 1969; hlasso and Rudd, 1969; Rudd, 1968; Siirola et al., 1970). For the most part', the selection of process equipment and its integration into a process sheet are left to experience. The engineer invents processes with the full knowledge that more efficient processing schemes may have escaped him. I n this report we examine the branch and bound method of problem solving (Lawler and Wood, 1966) and demonstrate how these ideas can be used by the engineer as guidelines during the invention of process designs. Using branch and bound theory, methods have been devised for the systematic synthesis of energy exchange systems. The systems generated are known to be the best attainable acyclic designs.
Branch and Bound Strategy

An engineering design problem consists of a statement of a task to be performed, such as the maiiufact'ure of certain Present, address, Amoco Chemical Corp., Whiting, Ind. 46394 Present address, Shell Development Co., Emeryville, Calif. 94608
1
2

products from crude feedstock; pertinent technical information, such as the performance characteristics of process equipment, limitations on sources of energy and raw materials, etc. ; and pertinent economic information including a n economic objective to be reached, such as maximum venture worth. For most industrial design problems there are no formal procedures which lead directly to the process design that accomplishes the design objective. Should we be confronted with such an unsolvable or excessively difficult design problem (problem A) we look for simpler design problems for which methods of design esist (problems B). Suppose that one can invent a design problem B which is more easily solved. This simpler problem might arise from a clever manipulation of the original design task, the technical constraints on the original problem, or the economics. What information can be gained about the solution to the original unsolvable problem A by examination of the solution to alternate problems B? If problem B has been constructed to exhibit certain bounding properties, and if its solution sat'isfies the original problem in certain critical ways, considerable information

48

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VOL. 9 NO. 1 FEBRUARY 1970

can be gained. I n fact, one may even say that the solution to a simpler problem is the optimal solution to the original unsolvable problem. The idea developed in this report is that one can approach extremely difficult design problems gainfully by branching from the difficult problem to other simpler problems, and generate the solution to design problems which are unsolvable when attacked frontally. The branch and bound principles offer guidance in the generation of alternate problems and help identify the degree to ivhich the solutions of the alternate problems are satisfactory solutions to the original design problem. The more easily solved alternate design problem B must be selected to bound the original problem A in the following way. If OA(D) is the economic design objective to be maximized in problem A by adjusting design D, DAis the sought-for design which maximizes that objective, and OB(D) is the economic objective for the alternate problem B, if Equation 1 holds, problem B boundr problem A

As another example, suppose DE is feasible for problem A but the objective functions for the two design problems are not identical when solved by design DB-that is,
OB(DB)> OA(DE) We might then attempt to modify the economics of problem B to generate a new bounding problem which does not bound A so generously. I n this way the new bounding problem has a better chance of being the agent by which designs are developed to satisfy the conditions of optimality. One might even change the design task completely to achieve a simpler bounding problem-for example, the design task A might be the recovery of a light hydrocarbon from a mixture of several heavier hydrocarbons. X useful bounding problem B might be that of recovering the light hydrocarbon from a single heavier hydrocarbon, and the info] illation gained by the solution to problem B may allon- one to circumvent the difficult problem of dealing with a large number of hydrocarbons during certain phases of the design. These simple principles are exploited to accomplish a formidable design task, the synthesis of an energy recovery system for an oil refinery. The existing energy recovery system design methods involve the use of empirical rules of thumb or the solution of extensive integer or heuristic prograilis. Keither is completely satisfactory, the former offeiing no proof of optiniality and the latter being extremely difficult to implement. For our purposes, the design of such energy recovery sybtems is a n unsolvable problem to be approached by the branch and bound strategy.
Synthesis of Energy Exchange Systems

and DAmust be feasible for problem B. That is, if the optimal solution to problem A were available and applied to problem 13, that design would be feasible for problem B (satisfy all the technical constraints but not necessarily at maximum objective function), and exhibit a n equal or greater value for the economic objective. If so, problem B is an upper bound for A. The alternate problems to be useful must be so constructed. Now suppose we solve bounding problem B, the optimal design being DE. If this optimal solution satisfies the conditions of Equation 2, it is also the optimal solution to the original unsolvable problem A. DE is feasible for problem A, and

Conditions 1 and 2 are sufficient for DB t o be the optimal solution to design problem A. If the design engineer is clever and fortunate enough to invent a n alternate problem which is more easily solved and bounds the original problem, there is a means for detecting the ways in which the solution to the alternate problem does or does not satisfy the original problem. The creative ability of the engineer is then directed to the invention of certain kinds of alternate problems, and he is no longer without guidance when groping with an excessively difficult design. Generally it is necessary to branch and bound a number of times until one coilverges on the bounding problem desired. It is highly probable that convergence will not be achieved if the experience gained during the initially unsuccessful branching is not applied effectively to the invention of new bounding problems. For example, suppose that a bounding problem B had been invented by relaxing a constraint in the original problem on available steam supply, and that the design D B was constructed. Suppose further (applying Condition 2 ) , design DB is not feasible when applied to problem A-for example, design DE may demand more steam than is really available. We have gained information that the steam constraint is critical and perhaps in force in the yet unknown optimal design, DA, and we would be directed toward bounding problems which include that constraint but perhaps are simpler in other noncritical ways.

A major industrial design problem is the synthesis networks of heat exchangers, heaters, and/or coolers to transfer energy between processing streams required for economic process operation. The branch and bound methods are used to invent the means for creating optimal energy exchange systems. The results are significant in two ways. First', the methods are simpler to irnplement than the existing heat exchange network design procedures. Second, and most iniportant, the design procedures form in themselves a condition of optimality : The first feasible design synthesized is known to be the best possible solution to the problem within certain limits on cyclicity of information flow. Problem Statement. T h e design problem t o be considered has been defined by Alasso and Rudd (1969). There is a total of s liquid process streams, 71 of which are to be heated and t h e remaining ni streams are to be cooled. Associated with the ith stream are its flow rate, toi, input temperature, tii, output temperature, f i o , and heat capacity, c i a The available auxiliary heat transfer media are saturated steam and cooliiig water. The equipment includes heat exchangers of the shell and tube type operating as countercurrent single-pass units. The heat transfer coefficients are known for all exchangers, heaters, and coolers. llininium allowable approach temperatures are specified for all equipment. The cost of a heat exchanger is correlated to the required heat t'ransfer surface area by E = u A , where a and b are constants. Cooling water ~ costs $C, per pound and steam costs $ C, per pound are known. The total costs are computed on a yearly basis with fixed costs amortized linearly over years. Table I summarizes the basic data used in this study, and Table 1 con1 tains three example design situations used to illustrate the procedures to be developed.
VOL. 9 NO. 1 FEBRUARY 1970
I&EC FUNDAMENTALS
49

Table 1. Design Data

Steam (saturated) pressure

Cooling water temperature Maximum water output temperature Minirnuni allowable approach Heat exchanger Steam heater Water cooler Over-all heat transfer coefficients Heat exchanger Steam heater Water rooler Equipnient down time Heat exchanger cost parameters Cooling 17 ater cost Steam cost

962.5 p.s.i.a. for problem 4SP1 450 p.s.i.a. for problems 5SP1 and 6SPl 100F 180F

20F 25OF 20F

150 Btu/(hr)(sq ft) ( O F ) 200 Utu/(hr)(sq ft)("F) 150 Btu/(hr)(sq ft)("F) 380 hr/yr 350, 0 . 6

5 X 10-5 $/lb 1 X 10-3 $/lb

Table It. Example Design Problems

Stream No.

Flow rate

Input Temp.

output Temp.

Heat Cap.

1 2 3
4

20,643 27,778 23,060 25,000 27,000 42,000 35 000 36,000 38,000

~

Problem 4SPl 140 320 240 480 PROBLChl 5SPl 100 480 150 0J. 5 400 200 Problem 6SP1 100 440 180 520 200 390

320 200 500 280

0 0 0 0
0 0 0 0 0 0 0 0 0 0 0

70 60 50 80 80 75 70

1 2 3 4 5

400 2 50 360
400

70 65
80 70 91 68 85 80

1 2 3
4

5 6

20,000 40,000 36,000 35 ,000 31,000 42.000

430 150 350 300 400

150

The synthesis problem is that of creating the network of heat exchangers, coolers, and/or heaters required to perform the design tasks at a minimum cost. Further, it is assumed that once a stream is committed to a heat exchanger, cooler, or heater as much energy as is technically feasible is exchanged, and no stream splitting is considered. Bounding Problem. Even in relatively small industrial energy exchange problems a n enormously large number of feasible heat exchange networks can b e synthesized; therefore t h e unguided comparison of feasible networks is not a n efficient method of synthesis. T h e source of the difficulty is t h e large number of ways in which a stream and its residual can be used in t h e exchange of energy. This leads t o severe combinatorial problems. A useful problem which bounds the original problem can be created merely by relaxing one condition of network feasibility-namely, that a stream cannot be used in more than
50

one place a t the same time. This condition confounds the engineer, since, because of it, it is not possible to focus attention on the processing of one stream a t a time. For example, in processing stream 1 one might consider heat exchanger with stream 2: but, perhaps stream 2 is best used in an exchange with the residual of a previous exchange wit'h streams 3 and 4. If the need for considering these secondary int'eractions could be eliminated temporarily by allowing the simultaneous multiple use of streams, the resulting processing problem would be simplified enormously. Further, if we allow the simultaneous multiple use of primary streams and heat exchange residuals, the cost of processing the streams is less than in the original design problem. Finally, if in solving this new and physically unrealistic problem, t'he simultaneous multiple use of processing streams does not occur, the original problem is recovered. I t is evident then that relaxing the conditions on the simultaneous multiple use of streams leads to a simpler problem which has valid bounding properties. However, procedures must be established to force the bounding problem away from the simultaneous multiple use of st'reams if the original design problem is to be solved. Focus attention on the computat'ion of the bound on the processing cost. First, the costs of heat exchange bet'ween all streams are computed and the residual unprocessed hot and cold streams determined. Then the costs of heat exchange betjyeen the primary streams and residuals, and of exchange among residuals, are computed and the new residual hot and cold streams determined. Also, a t each stage the costs are determined for processing the primary streams and their residuals by auxiliary heating or cooling. This kind of computation is performed until there are no residuals left to process. The result's are lists of ways in which each stream can be processed and the cost for each method of processing. We adopt the convention that one half of the heat exchange cost between two streams is assessed to each of the tIvo streams. These computations are performed ignoring the fact t,hat a stream niay find better use elsewhere, and for this reason the computations are simple and straight'forward, with none of the conibinatorial problems which arise in the original real design problem. At this point for each stream t'here exists a list of ways in which the stream can be processed by heat exchanges and/or auxiliary heating or cooling. A system can be synthesized merely by selecting one entry from each list, and the system will be feasible if the entries are selected so that no simultaneous multiple uses of streams occur. However, these lists can be put to the more useful purpose of forming bounding problems which lead directly to the optimal system. Suppose nom that the ways of processing a given stream are ordered according to increasing cost of processing. The first entry in each list is then t'he lowest cost method of processing each stream, disregarding the network feasibility requirements. The sum of these first streaniprocessing costs will be a t least as low as the lowest cost of processing the streams feasibly. And, if by chance no simultaneous multiple uses of bhe streams occur, this mode of processing is feasible, and by Conditions 1 and 2 the design is optimal. If the sum of the first entries from t'he ordered lists does not form a feasible system, one moves up the lists to the next lowest suni. If this new system is feasible, it is optimal. If not,, one moves to the third lowest sum. If this process is continued, the first feasible system found will be optimal.

I&EC FUNDAMENTALS

VOL. 9 NO. 1 FEBRUARY 1970

Figure 1 .

T.

Cost matrix for problem 4SPI

Termination o a stream f Stream infeasibility Technological infeasibility Moditled cost

Solution to Problem 4SP1

Four-stream problem 4SP1 is now worked o u t in detail to illustrate the method. Construction of Primary Cost Matrix. T h e primary streams are first segregated into cold and hot streams, and p u t in a matrix form as shown in Figure 1. Entries in t h e first row a n d column are t h e names of t h e hot and cold streams, respectively. Entries in t h e second row and column are t h e costs of processing t h e streams by coolers (C) and heaters (H), respectively. The next four entries in t h e upper left-hand portion of t h e matrix are one half t h e costs of t h e heat exchangers required t o exchange heat between t h e two corresponding streams. I n exchange heat of one stream with another (matching the streams), as much heat is eschanged as technically possible. When the match is physically impossible because of certain technological limitations-the inlet temperature of a hot stream is lower thau that of a cold stream--we use * to denote such technological infeasibility. At this point we introduce the folloiving symbolic notation, which we call stream process statements, to represent the way by which a stream is processed.

i, H.
j , C.

Stream i is processed t o a _Heater. Stream j is processed t o a s o o l e r . (i,j ) , Cold stream residual of i after it matches w i t h j [i,a ] . Hot stream residual o f j after it matches with i The stream has satisfied the task constraint and need T. not be processed further (and thus Terminated).

For example, statement (1,2), H means that the cold stream residual of 1, after it matches with 2, is sent to a heater;

and statement [(3,4),2], T means that the hot stream residual of 2 completely satisfies the task constraint after it matches with the cold stream residual resulting from the match of 3 and 4. For a symbolic statement of processing one stream to be physically realizable, the process statement must satisfy the following stream feasibility criterion: il stream process statement is feasible when a stream number does not appear niore than once in that same s t a t e ment. For example, process statement ((1,2), [3,2]), H is streaminfeasible, since 2 appears t n ice in the statement, which nieans that 2 is simultaneously matched with 1 and 3. We use to denote stream infeasibility. The primary cost matrix can be expanded to include residuals from primary matchings. This expansion ultimately leads to the formation of bounding problems. The first expansion includes the matchings of the residuals with primary streams and with residual streams. The heat exchanger costs for the primary matchings are modified to take on one half of the original costs. These modified costs (rounded to whole numbers) are assessed to each of the two matching s t r e a m and used for computation of the cost of each process statement. The expansion of the cost matrix is a finite process which terniinates when no niore residuals are left to be processed. Such will be the case when all the residuals are terminatedi.e., they satisfy the task constraints-and/or the process Statements contain all stream numbers-Le., all streams are being used. The final cost matrix for problem 4SP1 is shown in Figure 1. The modified costs for matches involving residuals contain not only the immediate heat exchanger costs but also

VOL. 9 NO. 1 FEBRUARY 1970

l&EC FUNDAMENTALS

51

Table Ill. Pertinent Data for All Possible Residuals for Problem 4SP1
Cost of Heat Exchanger (Nonmodifled)

Table IV. l i s t of Process Statements for Each Stream for Problem 4SP1
Entry Cost

Residual of Stream

Temp., In

OF

out

990 534 740 476 237 564 620 930 366 990 74 5 740 930 745 1,103 824 1,003 517 1,057 534 1,103 476 824 237 1,003 564 517 620 1,057 366

287 320 230 241 320 320 289 300 320 200 278 200 269 300 460 329 460 329 430 349 353 280 298 450 387 323 332 280 340 415

4 5 3
1

320

10 9 8 7 6 5 4 3 2 1 5 4 3 2 1 7 6 5 4 3 2 1

32,389 16,726 14,750 8,060 6,273 4,389 806 462 366 267 11,066 7 ,739 7,244 557 495 37,550 29,357 25,289 25,259 11,060 6,692 6,556 21,549 18,725 15,148 12,444 8,608 7,975 7,400 6,426 5,624 2,627 654 514

200
5 1

500 9

9
9 2 1 1 1 7 4 280

the costs of heat exchanges which lead to these residuals. Table I11 summarizes pertinent' data for each possible residual. Formation of Bounding Problem and Optimality Criterion. A11 possible ways of processing a n y one stream can now be listed from t h e final cost mat'rix (Table IV). The cost for each process statement' can be computed from the modified cost and/or t h e cost of heater or cooler. The process statements for each stream are ordered in increasing cost (Table IV). FEASIBILITY TEST. A necessary and sufficient condition that a set of process statements physically satisfy all the task constraints is that there must, be one and only one process statement which is stream-feasible for each stream; and there cannot be a multiple use of any one stream. I n other words, if an A , B match appears in one process statement, then A , C or C, B matches cannot appear in any other statement. The formation of bounding problems and the optimality criterion can no^ be stated as follows. The first bounding problem with the lowest cost is formed by selecting the lowest entries from each list in Table IV. If this selected set satisfies the network feasibility test, the network is optimal. If not, we move to the next higher bounding problem. The first bounding problem which satisfies the network feasibility test generates t,he optimal network. This procedure is illustrated in Table V. The first bounding problem does not satisfy the second part of the network feasibility test; stream 1 is in mult'iple use in three different
52
l&EC FUNDAMENTALS

12 11 10 9 8 7 6 5 4 3 2 1

places-to match stream 4 in entry 1 of stream 1, to match stream 2 in entry 1 of stream 2, and to match stream [3,4] in entry 1 of stream 4. The optimal network is shown schematically in Figure 2. This optimal design was found after examining 84 design candidates, there being a total of (10)(5)(7)(12) = 4200 different ways of processing the streams.
Improvement and Refinement of Basic Branch and Branch Method

Having shown how the branch and bound method can be applied to solve the simple four-stream problem, we are now ready to show how the basic method can be improved to obtain the optimal solution much more efficiently. But first, we show why the basic method has t o be improved. Drawback of Basic Method. I n the last p a r t of t h e solution t o problem 4SP1, t h e bounding problem is formed by selecting one entry from each process statement list, and t h e optimality criterion states t h a t t h e first system which is feasible is optimal. First a "superlist" is formed which contains all possible combinations of different

VOL. 9 NO. 1 FEBRUARY 1 9 7 0

Table V. Formation of Bounding Problems and Optimal Network for Problem 4SP1
Bounding Problem Stream 1 Entries and Process Statements Stream 2 Stream 3 Stream 4 Network cost Network Feasibility

7,832 7,894 7,931

NO

?TO

9 0

13,481

Yes

200" F

Figure 3. Replacement of original design 4SPI by a set of branching problems

1280'
F

Figure 2.

Optimal network for problem 4SPI

Then DK is an optimal solution to problem . if it satisfies 4 the condition: DK is a feasible solution t o problem A, and OK(DK) = O A ( D K ) (2a)

entries from the four stream lists. This list is then rearranged and ordered in increasing cost (the sum of four entry costs). Then one simply goes up this ordered superlist to find the first feasible bounding problem. In brief, this procedure involves forming all possible sums, sorting the sums, and testing network feasibility. There is no real great difficulty in the first step. It is in the second step that the need for improvement arises.. It is clear from Table I V that the superlist array for four-stream problem 4SP1 has a size of (10)(5)(7)(12) = 4200 elements. But as the number of streams increases, the problem becomes out of hand. For example, we found in five-stream problem 5SP1 that the superlist array has 3,397,680 elements! Even without mentioning the storage problem, it is evident that the problem becomes overwhelming when the number of streams increases. Hence the basic method must be improved t o handle problems with larger number of streams. Branching Strategy. One way to reduce the size of the problem is t o replace the difficult design problem h by a set P = { 1, 2, . . . . } of problems t h a t bound problem A in the sense t h a t they jointly satisfy the following generalized bounding property : OA(DA) OA(DA) 5 (la)

S o w we go back t o problem 4SP1 and show how the above strategy can reduce the size of the problem. I n Figure 3, the original difficult problem is represented by a node which contains all possible heat exchange networks. Branching off from this node, this problem is replaced by a set of five problems : Problem 1. Setwork in which no match is made-Le., streams are processed t o heaters and/or coolers Problem 2. All networks which contain a t least the match Problem 3. A411networks ryhich contain a t least the match Problem 4. All networks which contain a t least the match Problem 5 . All networks which contain a t least the match all 1,2 1,4 3,2 3.4

and DA must be feasible when applied to design problem keP where k is one of the problems in set P. Now suppose we obtain a n optimal solution Dk to each problem keP, and suppose OK(DK) = m a x O d D k )
krP

The above problems jointly satisfy the bounding property of Condition l a . R e proceed to find the optimal solutions for each problem in the set. Problem 1 is easy to solve; it is a straightforward calculation. Solutions to the last four problems are similar and problem 3 is selected to show the details. The solution to problem 3 which includes all networks that contain the 1,4 match, can be referred back t o the process statement list in Table IV. All process statements that are incompatible (fail the network feasibility test) with the 1,4 match are eliminated from the list. For example, entry 10 for stream 1 has to be eliminated because statement 1,H is incompatible with the 1,4 match. So is entry 9, 8, and so forth
VOL. 9 NO. 1 FEBRUARY 1970
I&EC FUNDAMENTALS 53

Table VI. Compatible List of Process Statements for Problem 3 (of Problem 4SP1)
Stream Entry Process Statement cost

1 2 3

1 2 1

4
3 2 1 3

(1,4),T 2,c [3,21,c 3,H (312), H ((3,2),[1,41),H (3,[1,41),H 11.41.C

267 11,066 7,739 37,550 29 357 25 ,289 25,256 7,975 6 426 2,627
~

u
PROBLEM SOLVE

Table VII. Compatible List of Process Statements for Problem 3-3 (of Problem 4SP1)
Stream Entry Process Statement cost

! &
BY A SET OF
PROB.EMS

IV
wwn
MUTUALLY BOUND PROBLEM

OF

PROBLEM

1 2 3 4

1
1 1

2 1

(1,4) ,T 2,c (3,[1,41),H [1,41,c [3,[11411,T

267 11,066 25,256 7,975 2,627

Figure 4. Algorithm for branching strategy of improved branch and bound method

for stream 1. After all the incompatible statements are eliminated for all the streams, a new list of process statements for problem 3 is obtained (Table VI). The size of problem 3 is (1)(2)(4)(3) = 24, which means that we have reduced the size of problem by a factor of more than 170 (from 4200 to 24). Problem 3 can now be solved by the basic method presented above. But for the sake of illustration, suppose we are still not satisfied with a problem with size 24 (it may be too large to be solved by hand). One can continue the branching strategy and replace problem 3 by a set of problems as follows: Problem 3-1. Network in which no match is made after 1,4 match Problem 3-2. -411 networks which contain both 1,4 and 3,2 matches Problem 3-3. All networks which contain both 1,4 and 3, [1,4] matches

There is no problem for match (1,4),2, since (1,4) is terminated as shown in Table VI. Referring to Table VI, the solution to problem 3-1 is simply (1,4),T; 2,C; 3,H; [1,4] C which has a cost sum of 51,697. To solve either problem 3-2 or 3-3, we again eliminate process statements in Table VI that are incompatible with the committed matches. The new list of process statements for problem 3-3 is shown in Table VII. The size of problem 3-3 is (1) (1) (1) (2) = 2, and we have now reduced the size of the problem by a factor of 2100! Again the optimal solution to problem 3-3 can be easily obtained by the basic method. The above procedure might be repeated until one is satisfied with the size of the problem or no more replacement is possible. The algorithm for this improved branch and bound method is shown in Figure 4. Table VI11 shows how the original problem is reduced by the improved method. I n other words,

Table VIII. Comparison of Size of Problems for Different Levels of Branching for Problem 4SP1
Level of Branching Branching Problem Match Committed in 1st Level Branching Match Committed in 2nd Level Branching Size of Problem No. of Problems to Be Solved

0 1st

None 1 2 3

4
2nd 5 1-0 2-1 2-2 2-3 3- 1 3-2 3-3 4-1 4-2 4-3

... Xone 1,2 1,4 3,2 3,4 Sone 1,2

...
... ...

...

1,4

3,2

4-4

5-1 374 5-2 1,2 5-3 1,[3,41 Problems 2-2 and 5-2 are equivalent. Problems 3-2 and 4-2 are equivalent.
l&EC FUNDAMENTALS VOL. 9 NO. 1 FEBRUARY 1970

... ... ... None 3,4 (1,2),4 Sone 3,2 3,[1,41 hone 1,4 (3,2),4 1,[3,21 Koiie

4200 1 45 24 180 45 1
1 4

1 5

140

8
1

4 2
1 4 8 8 1

4
8

54

Table IX. Actual Computation Procedure and Solution to Problem 4SP1 b y Improved and Refined Branch and Bound Method
Match Committed in 1st l e v e l Branching Match Committed in 2nd l e v e l Branching Size of Problem Refined Refined procedure procedure not used used

O r d e r of Computation

Branching Problem

Cost of Optimal Solution

1 2 3 4 5 6

7 8

9 1 0 11 12 13 14 Optimal solution to original problem.

1 2-1 3-1 41 5-1 3-3 3-2 2-2 4-2 52 2-3 4-3 4-4 5-3

Xone 112 174 312 314 1,4 114 1,2 3,2 3,4 1,2 3,2 312 314

...
None None None Kone 3,[1,41 372
3J4

114 1,2 (1,2),4 (3,2),4 1, [3,21

1 1 1 1 1 2 4 4 4

1,[3J41

4 8 8 8 8

1 1 1 1 1 2 1 4 0 0 1 1 1 1

102,554 67 ,654 56 , 858 >56,858 >56,858 39,216 >39,216 13,481. Same as 3-2 Same as 2-2 >13,481 > 13,481 >13,481 >13,481

instead of solving the original problem of size 4200,we are to solve 14 problems with size ranging from 1 to 8. Further Refinement to Enhance Efficiency. After the branching procedure is completed, t h e actual computational labor can be reduced further by t h e following procedure.
1. Solve a problem with t h e lowest size and obtain its optimal cost, Cp. 2. Go t o the next lowest size problem. 3. If this problem is equivalent t o one previously solved, i t has the same optimal solution as the previous one and need not be solved. If not, go t o the next step. 4.For the next lowest size problem, if the lowest bounding problem-].e., the lowest entries from each stream list-has a cost higher than C P , whether it is feasible or not, then the optimal solution for this problem must have a cost higher than C p , and this problem need not be solved (because it cannot be t h e optimal solution t o the original problem). If not, go t o t h e nest step. 5 . Look for any process statement IC which has t h e followiiig property :
S

four. This can be done very quickly and easily even b y hand. As expected, t h e optimal solution obtained by t h e improved and refined procedure is t h e same as obtained by the basic branch and bound method. Closer Upper Bound Cp*. I n t h e refined procedure of t h e branch and bound method, t h e actual computational labor is saved b y eliminating problems and/or process statements which lead t o solution with cost higher t h a n t h e optimal solution C p obtained up to that point. With reference to Table IX, the first C p is obtained from problem 1 in which no match is made. This cost (102,552) far away from is the true optimal solution (13,481). This is also true in the next four problems with size one; these problems involve process statements on the upper portion of the lists. Suppose we can find an upper bound CP*,for a given set of process statement lists, which is closer to the true optimal. Many more process

Ckl

CP

3=1
3#z

c1,

i
SOLVE LOWEST SIZE PROBLEM AND OBTAIN ITS OPTIMAL SOLUTION C o ANY MORE PROBLEMS WITH THE NEXT LOWEST SIZE 7 SOLVED
?

where Ckz is t h e cost of the kth entry process statement for stream i, and C,, is the cost of t h e first (the lowest) entry process statement of stream3 other than i. Eliminate all process statements with such property for all streams i = 1, , s. If there is no feasible solution to this reduced problem (often this can be detected by simple inspection), we can conclude t h a t the optimal solution t o t h e nonreduced problem must have a cost higher t h a n C P , and t h e problem need not be investigated further. B u t if we find a n optimal solution t o this reduced problem (by t h e basic method), we compare its cost C R with C p . If C R > C p , we simply go back t o step 2. B u t if C R < C P , we replace C P by CR, then go back t o step 2. and The algorithm for this refined procedure is shown in Figure
5.

SOLUTION TO THE ORIGINAL PROBLEM

YES

IS THERE ANY ELIMINATE THIS MENT FROM T H E LIST OBTAIN THE O P T I MAL SOLUTION ( B Y AND ITS COST C R NO

Actual Computational Labor in Solving Problem 4SP1. T h e improved and refined procedure of t h e branch a n d bound method enables us t o solve problem 4SP1 very efficiently. The actual computation procedure and labor involved are shown in Table IX. For this four-stream problem 4SP1, we need only solve 10 problems with size one, one problem with size two, and one problem with size

NO

Figure 5. Algorithm for efficient computation in refined branch and bound method
VOL. 9 NO. 1 FEBRUARY 1 9 7 0

l&EC FUNDAMENTALS

55

REPLACE

c;

BY

cg
YES

40 F 0'
150' F

NO SELECT T H E LOWEST COST PROCESS STATEM E N T S, FOR STREAM CALCULATE CALCULATE

323' F

L Si
DOES CONWHICH NO PROCESS S T A T E M E N T HAS BEEN SELECTED

I
ARE THERE ANY BEEN SELECTED

196' F

250' F

1 YES
I5OoF

360. F
40 F 0'

Figure 7.

Optimal network for problem 5SPI - ? - 3

Figure 6.

Algorithm for finding

C*P

*I
400 F

statements can be eliminated and the size of the problem can be reduced further even without the application of the improved and refined method. One way to find such Cp* is to explore the lower portion of each list in Table IV. Suppose we focus our attention first on one stream, say stream 2. The lowest cost method of processing this stream is by the first entry-namely, [l,2],T in Table IV. This statement directs our attention now to stream 1. From the list for stream 1, we select the lowest process statement that is not incompatible with 1,2 match, and we find statement ((1>2),4),T(entry 2). Then we go to the list for stream 4 and select the lowest statement that is not incompatible with (1,2),4 match, and we find statement [3,[(1,2),4]],C(entry 6). Finally we go to stream 3 and select the lowest statement that is not incompatible with 3, [(1,2),4]match, and we find statement (3, [(1,2),4],H (entry 3). We have now found the following feasible solution, and its cost, Cp', is much closer to the true optimal solution of 13,481.
Stream No. Process Statement cost

41

150' F

I
t 150' F
Figure 8.
1300' F

23 F 7'

Optimal network for problem

6SPI

2 1 4 3

[I121,T ((1,2),4) ,T [3, J41 1,' (3, [ ( 1 , 2 ) , 4 1 ) , ~

495

366 7,400 11,060 Cp' = 19,321

Generally, we can start with each of the four streams, follow through the procedure outlined above, and obtain a cost Cp' for each feasible solution. The lowest feasible solution costs will be taken as the closer upper bound, Cp*, for the original problem. Figure 6 shows the algorithm for finding such Cp*. For problem 4SP1, CP* was found to be 19,321. Once Cp* is found, we can eliminate all the process statements k in Table IV which have the following property:

the improved and refined procedure. This closer upper bound technique can also be applied to solve each branching problem. Suboptimization. The closer upper bound CP* provides another good feature. Suppose for some reasons (time saving, labor saving, or rough estimation) we will be satisfied with a solution t h a t is within certain range, say by0, of the optimal solution obtained so far. We may eliminate any branching problem which has the following property:
8

Cij 5 0.95 CP*

j=1

or eliminate any process statement k which has the following property :

j#i

By this procedure the original size (4200) of problem 4SPl is reduced to (7)(5)(3)(8) = 840, even without employing
56 l&EC FUNDAMENTALS

VOL. 9 NO, 1 FEBRUARY 1970

~~~~

Table X. Summary

of Computational labor

Involved in Solving Three Sample Problems

Construction of Cost Matrix

Problem

No. of Streams

Size of Final Cost Matrix

No. of H e a t Exchangers

No. of Coolers

No. of Heaters

4SP1 5SP1 6SPl

4 5 6

17 X 17 53 X 52 225 X 225

15 50 222

13 38 190

13 31 129

Improved and Refined Procedure Coupled with Closer Upper Bound Technique
Actual Computational Labor Problem Size of Original Problem (Approx.) Size of problems

No. of
problems

Total No.

of problems

CP*

Optimal Solution

4SPl

x x

103

1 2 4 1 2 1 2

10 1 1 20 4 125 1 2 1 3

12

19,321

13,481

5sP1
6SPl

3
1

106 10

24 132

38 ,527 52,419

38 ,278 35 ,108

4 8
16

Even though the optimal solution obtained by this procedure may not be the true optimal, the saving in the computational labor might justify the use of this suboptimization technique.
Solution to Problems 5SP1 and 6SP1

Problems 5SP1 and 6SP1 are solved by the improved and refined branch and branch method coupled with the closer upper bound technique, and the solutions are shown in Figures 7 and 8, respectively. Problem 5SPl has been solved by Masso and Rudd (1969) using the heuristic structuring method. The optimal network obtained by the heuristic method is the same as obtained by the branch and bound, even though the optimal costs are slightly different because of the use of a different value for the equipment down time (380 instead of 260 hours per year used by Masso and Rudd). Table X compares the computational labor involved in solving sample problems 4SP1, 5SP1, and 6SP1. There is a tremendous growth in the size of the original problem as the number of streams increases (lo3 for four streams, lo6 for five streams, and 10 for six streams). Nevertheless, the improved and refined procedure coupled with the closer upper bound technique enables us to reduce the overwhelming problem to problems with size ranging from 1 t o 16. Although this increases the number of problems to be solved (12 problems for four streams, 24 problems for five streams, and 132 problems for six streams), the rate of growth is much slower than the size of the original problem. Furthermore, most of these problems are of size 1, which is very easy to solve. Lee (1969) gives further details.
Conclusionr

all work was carried out by hand calculation. Second, an optimality criterion can be stated, whereas previous methods of heat exchange network design using empirical rules of thumb or the heuristic approach offer no proof of optimality. The branch and bound method illustrates two points. First, a difficult or seemingly unsolvable design problem can be solved by replacing it with a bounding problem which is much easier to solve; and in designing heat exchange network this bounding problem is created merely by relaxing one condition of network feasibility, that a stream cannot be used in more than one place a t the same time. Second, the size of an overwhelming problem can be reduced by the branching strategy. Finally, none of the designs generated here exhibit cyclic information flow. The methods used to generate the initial cost matrix involve the matching of primary streams to primary streams, primary streams t o residuals of primary matchings, and so forth. Every stream statement necessarily contains an initial primary-primary match or no match. Designs exist with no primary-primary matches, and these exhibit the cyclic information flow missing in this paper. Such cyclic designs are very few in number in design problems examined. Although no cyclic designs were less costly than the optimal acyclic designs generated; we have no proof that this holds in general.
Nomenclature

The branch and bound method for the synthesis of heat exchange networks has two attractive features. First, all the computation procedures are simple and straightforward ;

a, b = heat exchanger cost parameters c = heat capacity C = cost of cooler (plus cost of water) C = cooling water cost , C, = steam cost C k l = cost of kth entry process statement for stream i CP = cost of optimal solution obtained up to that point C R = cost of optimal solution for a branching problem CP = cost of a feasible solution CP* = closer upper bound
VOL. 9 NO. 1 FEBRUARY 1970 l&EC FUNDAMENTALS
57

D E H
m n

= system design = cost of heat exchanger

=

literature Cited

cost of heater (plus cost of steam)

0 p, s

= number of hot streams t o be cooled = number of cold streams t o be heated

t U
w
7

*
T

economic objective function steam pressure = total number of process streams = stream temperature = over-all heat transfer coefficient = flow rate = minimum allowable approach temperature difference = yearly equipment down time = termination of a stream = stream infeasibility = technological infeasibility
= =

Hwa, C. S., Mathematical Formulation and Optimization of Exchanger Networks Using Separable Programming, A. I. Ch. E./I. Chem. E. joint meeting, London, 1965. Kesler, M. G., Parker, R. O., Chem. Ens. Progr. Symp. Sei-. 65, No. 92 (1969). Lawler, E. L., Wood, D. E., Operations Res. 11, No. 4, 699-719 (1966). Lee, K. F., Ph.D. thesis, University of Wisconsin, 1969. Masso, A. H., Rudd, D. F., A.I. Ch.E. J . 15, No. 1,lO-17 (1969). Rudd, D. F., A.I.Ch.E.J. 14, NO.2,343-9 (1968). Siirola, J. J., Powers, G. J., Rudd, D. F., A . I . Ch. E. J., in press, 1970. RECEIVED review April 11, 1969 for ACCEPTED November 28, 1969 Work financed in part by the National Science Foundation.

Near-Optimal Control by Trajectory Approximation

Tubular Reactors with Axial Dispersion
LeRoy 1. Lynn, Elliot S. Parkin, and Raymond 1. Zahradnik
Department of Chemical Engineering, Carnegie-Mellon University, Pittsburgh, Pa. 16215

A new method for obtaining near-optimal control policies is based on the use of weighted residual techniques
to solve approximately the state and adjoint differential equations which result from application of Pontryagins maximum principle to the optimal control problem. The technique, trajectory approximation, is applied to the determination of optimal temperature profiles for a tubular reactor with axial dispersion, and the results are compared to numerical solutions obtained by quasilinearization. The results indicate that the method is computationally sound. In fact, it could lead to the realization of on-line near-optimal control for many chemical processes.

KEW method for computing near-optimal control policies could lead to real-time near-optimal control of chemical processes. Illustrative results are presented for near-optimal temperature profiles in a tubular reactor with axial dispersion. The mathematical formulation of optimal control policies is relatively advanced as a result of the pioneering iyork of Pontryagin et al. (1962). Considerable extensions and developments to the optimal control problem may be attributed to h t h a n s and Falb (1966), Fan (1966), Leitmann (1967), and Lapidus and Luus (1967), to mention but a few. However, the computational procedures proposed to implement this theory have, in general, been complex iterative schemes, requiring sophisticated methods of numerical analysis. A method for obtaining near-optimal control policies is presented here, that could considerably simplify and shorten the computational effort involved in determining optimal control policies for complicated nonlinear chemical processes. It is referred to as trajectory approximation. The method discussed is especially suitable for the determination of near-optimal control policies for processes in the

chemical industry-for example, the computation of optimal temperature profiles for tubular reactors is of continuing interest. Solutions for various chemical kinetics in a tubular plug-flow reactor have been obtained by Bilous and Amundson (1956) and Siebenthal and Aris (1964). Lee (1964) has discussed the use of a gradient technique for determining optimal temperature profiles, and Flynn and Lapidus (1969) applied nonlinear programming to the same problem. Zahradnik and Parkin (1969) first applied the trajectory approximation algorithm t o the determination of nearoptimal temperature profiles for a tubular reactor without axial dispersion. They demonstrated that the two-point boundary value problem to be solved in the maximum principle formulation of the control problem can be reduced to a system of algebraic equations in a few variables, capable of being solved very rapidly on a digital computer. This method is a n equally effective way of computing near-optimal temperature profiles for a tubular reactor with axial dispersion. Results are obtained for the concentration profiles which are indistinguishable from the exact solutions over a wide range of axial Ieclet numbers.

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VOL. 9 NO. 1 FEBRUARY 1970