Mathematical model objective function

Optimization should be viewed as a tool to aid in decision making. Its purpose is to aid in the selection of better values for the decisions that can be made by a person in solving a problem. To formulate an optimization problem, one must resolve three issues. First, one must have a representation of the artifact that can be used to determine how the artifac t performs in response to the decisions one makes. This representation may be a mathematical model or the artifact itself. Second, one must have a way to evaluate the performance—an objective function—which is used to compare alternative solutions. Third, one must have a method to search for the improvement. This section concentrates on the third issue, the methods one might use. The first two items are difficult ones, but discussing them at length is outside the scope of this sec tion. 

No single method or algorithm of optimization exists that can be apphed efficiently to all problems. The method chosen for any particular case will depend primarily on (I) the character of the objective function, (2) the nature of the constraints, and (3) the number of independent and dependent variables. Table 8-6 summarizes the six general steps for the analysis and solution of optimization problems (Edgar and Himmelblau, Optimization of Chemical Processes, McGraw-HiU, New York, 1988). You do not have to follow the cited order exac tly, but vou should cover all of the steps eventually. Shortcuts in the procedure are allowable, and the easy steps can be performed first. Steps I, 2, and 3 deal with the mathematical definition of the problem ideutificatiou of variables and specification of the objective function and statement of the constraints. If the process to be optimized is very complex, it may be necessaiy to reformulate the problem so that it can be solved with reasonable effort. Later in this section, we discuss the development of mathematical models for the process and the objec tive function (the economic model). 

The formulation of the parameter estimation problem is equally important to the actual solution of the problem (i.e., the determination of the unknown parameters). In the formulation of the parameter estimation problem we must answer two questions (a) what type of mathematical model do we have and (b) what type of objective function should we minimize In this chapter we address both these questions. Although the primary focus of this book is the treatment of mathematical models that are nonlinear with respect to the parameters nonlinear regression) consideration to linear models linear regression) will also be given. 

In parameter estimation we are occasionally faced with an additional complication. Besides the minimization of the objective function (a weighted sum of errors) the mathematical model of the physical process includes a set of constrains that must also be satisfied. In general these are either equality or inequality constraints. In order to avoid unnecessary complications in the presentation of the material, constrained parameter estimation is presented exclusively in Chapter 9. 

In this chapter we are focusing on a particular technique, the Gauss-Newton method, for the estimation of the unknown parameters that appear in a model described by a set of algebraic equations. Namely, it is assumed that both the structure of the mathematical model and the objective function to be minimized are known. In mathematical terms, we are given the model... 

Given a set of data points (x y,), i=l,...,N and a mathematical model of the form, y = f(x,k), the objective is to determine the unknown parameter vector k by minimizing the least squares objective function subject to the equality constraint, namely... 

The third step is to find the values of the variables that give the optimum value of the objective function (maximum or minimum). The best techniques to be used for this step will depend on the complexity of the system and on the particular mathematical model used to represent the system. 

Given a mathematical model for the objective function in Figure 3.1b, finding the minimum point should be... 

The second mathematical formulation presented, is a design model based on the PIS operational philosophy. This formulation is an MINLP model due to the capital cost objective function. The model is applied to a literature example and an improved design is achieved when compared to the flowsheet. The design model is then applied to an industrial case study from the phenols production facility to determine its effectiveness. The data for the case study are subject to a secrecy agreement and as such the names and details of the case study are altered. 

A mathematical formulation based on uneven discretization of the time horizon for the reduction of freshwater utilization and wastewater production in batch processes has been developed. The formulation, which is founded on the exploitation of water reuse and recycle opportunities within one or more processes with a common single contaminant, is applicable to both multipurpose and multiproduct batch facilities. The main advantages of the formulation are its ability to capture the essence of time with relative exactness, adaptability to various performance indices (objective functions) and its structure that renders it solvable within a reasonable CPU time. Capturing the essence of time sets this formulation apart from most published methods in the field of batch process integration. The latter are based on the assumption that scheduling of the entire process is known a priori, thereby specifying the start and/or end times for the operations of interest. This assumption is not necessary in the model presented in this chapter, since water reuse/recycle opportunities can be explored within a broader scheduling framework. In this instance, only duration rather start/end time is necessary. Moreover, the removal of this assumption allows problem analysis to be performed over an unlimited time horizon. The specification of start and end times invariably sets limitations on the time horizon over which water reuse/recycle opportunities can be explored. In the four scenarios explored in... 

The optimisation procedure presented in this chapter entails two stages as summarized in Fig. 5.3. In the first stage, a mathematical model for minimisation of freshwater requirement is solved based on maximum potential reusable water storage, gf. For clarity, this model will be referred to as model Ml in this chapter. In the second stage, the minimum freshwater requirement obtained from model Ml is used as an input parameter in another mathematical model for which the objective function is the minimisation of reusable water storage. This model will be referred to as model M2 in this chapter. Since different amounts of reusable water will be stored at various intervals within the time horizon of interest, the minimum reusable water storage capacity will correspond to the maximum amount of reusable water stored at any point within the time horizon of interest as obtained from model M2 (Constraints (5.40)). 

The objective function used in the mathematical model is either the maximisation of profit or the minimisation of effluent. This is dependent on the nature of the data given for a problem. If the production, e.g. number of batches of each product or total tonnage, is not given then the objective function is the maximisation of profit. However, if this is given then the objective function is the minimisation of effluent. 

The ingredients of formulating optimization problems include a mathematical model of the system, an objective function that quantifies a criterion to be extremized, variables that can serve as decisions, and, optionally, inequality constraints on the system. When represented in algebraic form, the general formulation of discrete/continu-ous optimization problems can be written as the following mixed integer optimization problem ... 

However, if you extend this notion to an extreme and make 100,000 production runs of one unit each (actually one unit every 315 seconds), the decision obviously is impractical, since the cost of producing 100,000 units, one unit at a time, will be exorbitant. It therefore appears that the desired operating procedure lies somewhere in between the two extremes. To arrive at some quantitative answer to this problem, first define the three operating variables that appear to be important number of units of each run (D), the number of runs per year (n), and the total number of units produced per year (Q). Then you must obtain details about the costs of operations. In so doing, a cost (objective) function and a mathematical model will be developed, as discussed later on. After obtaining a cost model, any constraints on the variables are identified, which allows selection of independent and dependent variables. 

Constraints in optimization arise because a process must describe the physical bounds on the variables, empirical relations, and physical laws that apply to a specific problem, as mentioned in Section 1.4. How to develop models that take into account these constraints is the main focus of this chapter. Mathematical models are employed in all areas of science, engineering, and business to solve problems, design equipment, interpret data, and communicate information. Eykhoff (1974) defined a mathematical model as a representation of the essential aspects of an existing system (or a system to be constructed) which presents knowledge of that system in a usable form. For the purpose of optimization, we shall be concerned with developing quantitative expressions that will enable us to use mathematics and computer calculations to extract useful information. To optimize a process models may need to be developed for the objective function/, equality constraints g, and inequality constraints h. 

The formulation of objective functions is one of the crucial steps in the application of optimization to a practical problem. As discussed in Chapter 1, you must be able to translate a verbal statement or concept of the desired objective into mathematical terms. In the chemical industries, the objective function often is expressed in units of currency (e.g., U.S. dollars) because the goal of the enterprise is to minimize costs or maximize profits subject to a variety of constraints. In other cases the problem to be solved is the maximization of the yield of a component in a reactor, or minimization of the use of utilities in a heat exchanger network, or minimization of the volume of a packed column, or minimizing the differences between a model and some data, and so on. Keep in mind that when formulating the mathematical statement of the objective, functions that are more complex or more nonlinear are more difficult to solve in optimization. Fortunately, modem optimization software has improved to the point that problems involving many highly nonlinear functions can be solved. 

We now develop a mathematical statement for model predictive control with a quadratic objective function for each sampling instant k and linear process model in Equation 16.1 ... 

Part I comprises three chapters that motivate the study of optimization by giving examples of different types of problems that may be encountered in chemical engineering. After discussing the three components in the previous list, we describe six steps that must be used in solving an optimization problem. A potential user of optimization must be able to translate a verbal description of the problem into the appropriate mathematical description. He or she should also understand how the problem formulation influences its solvability. We show how problem simplification, sensitivity analysis, and estimating the unknown parameters in models are important steps in model building. Chapter 3 discusses how the objective function should be developed. We focus on economic factors in this chapter and present several alternative methods of evaluating profitability. 

Optimisation may be used, for example, to minimise the cost of reactor operation or to maximise conversion. Having set up a mathematical model of a reactor system, it is only necessary to define a cost or profit function and then to minimise or maximise this by variation of the operational parameters, such as temperature, feed flow rate or coolant flow rate. The extremum can then be found either manually by trial and error or by the use of numerical optimisation algorithms. The first method is easily applied with MADONNA, or with any other simulation software, if only one operational parameter is allowed to vary at any one time. If two or more parameters are to be optimised this method becomes extremely cumbersome. To handle such problems, MADONNA has a built-in optimisation algorithm for the minimisation of a user-defined objective function. This can be activated by the OPTIMIZE command from the Parameter menu. In MADONNA the use of parametric plots for a single variable optimisation is easy and straight-forward. It often suffices to identify optimal conditions, as shown in Case A below. 

The development of an adequate mathematical model representing a physical or chemical system is the object of a considerable effort in research and development activities. A technique has been formalized by Box and Hunter (B14) whereby the functional form of reaction-rate models may be exploited to lead the experimenter to an adequate representation of a given set of kinetic data. The procedure utilizes an analysis of the residuals of a diagnostic parameter to lead to an adequate model with a minimum number of parameters. The procedure is used in the building of a model representing the data rather than the postulation of a large number of possible models and the subsequent selection of one of these, as has been considered earlier. That is, the residual analysis of intrinsic parameters, such as Cx and C2, will not only indicate the inadequacy of a proposed model (if it exists) but also will indicate how the model might be modified to yield a more satisfactory theoretical model. 

Our primary objective has been to present the experimental results in a convenient, combined form rather than to discuss their significance in great detail. In view of the extreme physical and chemical complexity of anthracite and the limited amount of experimental investigation to which the material has been subjected at present, an elaborate theoretical discussion would be pointless. Indeed, it is improbable that the kinetics of volatile matter release for such a complex material will ever submit to a satisfactory correlation by simple functional relationships. In spite of these difficulties, it is of interest to discuss some of the general trends exhibited by the experimental data and their interpretation by suggesting approximate theoretical and mathematical models for the release mechanism. 

An optimization problem is a mathematical model which in addition to the aforementioned elements contains one or multiple performance criteria. The performance criterion is denoted as objective function, and it can be the minimization of cost, the maximization of profit or yield of a process for instance. If we have multiple performance criteria then the problem is classified as multi-objective optimization problem. A well defined optimization problem features a number of variables greater than the number of equality constraints, which implies that there exist degrees of freedom upon which we optimize. If the number of variables equals the number of equality constraints, then the optimization problem reduces to a solution of nonlinear systems of equations with additional inequality constraints. 

A large number of optimization models have continuous and integer variables which appear linearly, and hence separably, in the objective function and constraints. These mathematical models are denoted as Mixed-Integer Linear Programming MILP problems. In many applications of MILP models the integer variables are 0 - 1 variables (i.e., binary variables), and in this chapter we will focus on this sub-class of MILP problems. 

Step 3 Algorithmic Development The mathematical model (7.1), which describes all process alternatives embedded in the superstructure, is studied with respect to the theoretical properties that the objective function and constraints may satisfy. Subsequently, efficient algorithms are utilized for its solution which extracts from the superstructure the optimal process structure(s). 

The general mathematical model of the superstructure presented in step 2 of the outline, and indicated as (7.1), has a mixed set of 0 - 1 and continuous variables and as a result is a mixed-integer optimization model. If any of the objective function and constraints is nonlinear, then (7.1) is classified as mixed- integer nonlinear programming MINLP problem. 

The objective function involves the sum of binary variables representing all potential matches. Then, the mathematical model for the minimum number of matches target can be stated as follows ... 

Remark 1 The hot and cold utility loads participate linearly in the objective function (i.e., operating cost), and linearly in the pseudo-pinch MILP transshipment model. They also participate linearly in the energy balances of the utility exchangers postulated in the hyperstructure. This linear participation is very important in the MINLP mathematical model. 

The objective function of the mathematical model involves the minimization of the total annualized cost which consists of appropriately weighted investment and operating cost. It takes the form ... 

Remark 1 The main motivation behind the development of the simplified superstructure was to end up with a mathematical model that features only linear constraints while the nonlinearities appear only in the objective function. Yee et al. (1990a) identified the assumption of isothermal mixing which eliminates the need for the energy balances, which are the nonconvex, nonlinear equality constraints, and which at the same time reduces the size of the mathematical model. These benefits of the isothermal mixing assumption are, however, accompanied by the drawback of eliminating from consideration a number of HEN structures. Nevertheless, as has been illustrated by Yee and Grossmann (1990), despite this simplification, good HEN structures can be obtained. 

Remark 1 The mathematical model is an MINLP problem since it has both continuous and binary variables and nonlinear objective function and constraints. The binary variables participate linearly in the objective and logical constraints. Constraints (i), (iv), (vii), and (viii) are linear while the remaining constraints are nonlinear. The nonlinearities in (ii), (iii), and (vi) are of the bilinear type and so are the nonlinearities in (v) due to having first-order reactions. The objective function also features bilinear and trilinear terms. As a result of these nonlinearities, the model is nonconvex and hence its solution will be regarded as a local optimum unless a global optimization algorithm is utilized. 

This paper presents a general mathematical programming formulation the can be used to obtain customized tuning for PID controllers. A reformulation of the initial NLP problem is presented that transforms the nonlinear formulation to a linear one. In the cases where the objective function is convex then the resulting formulation can be solved easily to global optimality. The usefulness of the proposed formulation is demonstrated in five case studies where some of the most commonly used models in the process industry are employed. It was shown that the proposed methodology offers closed loop performance that is comparable to the one... 

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