Raphson

These systems are solved by a step-limited Newton-Raphson iteration, which, because of its second-order convergence characteristic, avoids the problem of "creeping" often encountered with first-order methods (Law and Bailey, 1967) ... 

Such step-limiting is often helpful because the direction of correction provided by the Newton-Raphson procedure, that is, the relative magnitudes of the elements of the vector J G, is very frequently more reliable than the magnitude of the correction (Naphtali, 1964). In application, t is initially set to 1, and remains at this value as long as the Newton-Raphson correotions serve to decrease the norm (magnitude) of G, that is, for... 

It is important to stress that unnecessary thermodynamic function evaluations must be avoided in equilibrium separation calculations. Thus, for example, in an adiabatic vapor-liquid flash, no attempt should be made iteratively to correct compositions (and K s) at current estimates of T and a before proceeding with the Newton-Raphson iteration. Similarly, in liquid-liquid separations, iterations on phase compositions at the current estimate of phase ratio (a)r or at some estimate of the conjugate phase composition, are almost always counterproductive. Each thermodynamic function evaluation (set of K ) should be used to improve estimates of all variables in the system. 

The Newton-Raphson approach, being essentially a point-slope method, converges most rapidly for near linear objective functions. Thus it is helpful to note that tends to vary as 1/P and as exp(l/T). For bubble-point-temperature calculation, we can define an objective function... 

In application of the Newton-Raphson iteration to these objective functions [Equations (7-23) through (7-26)], the near linear nature of the functions makes the use of step-limiting unnecessary. 

At low or moderate pressures,a Newton-Raphson iteration is not required, and the bubble and dew-point pressure iteration can be, respectively. 

I For the isothermal flash, the step-limited Newton-Raphson... 

Equations (7-8) and (7-9) are then used to calculate the compositions, which are normalized and used in the thermodynamic subroutines to find new equilibrium ratios,. These values are then used in the next Newton-Raphson iteration. The iterative process continues until the magnitude of the objective function 1g is less than a convergence criterion, e. If initial estimates of x, y, and a are not provided externally (for instance from previous calculations of the same separation under slightly different conditions), they are taken to be... 

In the case of the adiabatic flash, application of a two-dimensional Newton-Raphson iteration to the objective functions represented by Equations (7-13) and (7-14), with Q/F = 0, is used to provide new estimates of a and T simultaneously. The derivatives with respect to a in the Jacobian matrix are found analytically while those with respect to T are found by finite-difference approximation... 

Liquid-liquid equilibrium separation calculations are superficially similar to isothermal vapor-liquid flash calculations. They also use the objective function. Equation (7-13), in a step-limited Newton-Raphson iteration for a, which is here E/F. However, because of the very strong dependence of equilibrium ratios on phase compositions, a computation as described for isothermal flash processes can converge very slowly, especially near the plait point. (Sometimes 50 or more iterations are required. )... 

For liquid-liquid separations, the basic Newton-Raphson iteration for a is converged for equilibrium ratios (K ) determined at the previous composition estimate. (It helps, and costs very little, to converge this iteration quite tightly.) Then, using new compositions from this converged inner iteration loop, new values for equilibrium ratios are obtained. This procedure is applied directly for the first three iterations of composition. If convergence has not occurred after three iterations, the mole fractions of all components in both phases are accelerated linearly with the deviation function... 

Second card FORMAT(8F10.2), control variables for the regression. This program uses a Newton-Raphson type iteration which is susceptible to convergence problems with poor initial parameter estimates. Therefore, several features are implemented which help control oscillations, prevent divergence, and determine when convergence has been achieved. These features are controlled by the parameters on this card. The default values are the result of considerable experience and are adequate for the majority of situations. However, convergence may be enhanced in some cases with user supplied values. 

A step-limited Newton-Raphson iteration, applied to the Rachford-Rice objective function, is used to solve for A, the vapor to feed mole ratio, for an isothermal flash. For an adiabatic flash, an enthalpy balance is included in a two-dimensional Newton-Raphson iteration to yield both A and T. Details are given in Chapter 7. 

SL Scaler used for step-limiting, or damping, the Newton-Raphson iteration. 

CONDUCT NEWTON-RAPHSON ITERATION (200 SERIES STATEMENTS). 

SOLVE 2 DIMENSIONAL NEMTON-RAPHSON ITERATION FOR A AND T CORRECTIONS 4 (ADIABATIC)... 

Bubble-point temperature or dew-point temperatures are calculated iteratively by applying the Newton-Raphson iteration to the objective functions given by Equations (7-23) or (7-24) respectively. 

Liquid phase compositions and phase ratios are calculated by Newton-Raphson iteration for given K values obtained from LILIK. K values are corrected by a linearly accelerated iteration over the phase compositions until a solution is obtained or until it is determined that calculations are too near the plait point for resolution. 

CONOUCT NEWTON-RAPHSON ITERATION FOR A AT FIXED X VALUES... 

An alternative, and closely related, approach is the augmented Hessian method [25]. The basic idea is to interpolate between the steepest descent method far from the minimum, and the Newton-Raphson method close to the minimum. This is done by adding to the Hessian a constant shift matrix which depends on the magnitude of the gradient. Far from the solution the gradient is large and, consequently, so is the shift d. One... 

For a = 0, minimization of this expression yields the Newton-Raphson fomuila for Aq. For large values of a,... 

Unconstrained optimization methods [W. II. Press, et. ah, Numerical Recipes The An of Scieniific Compulime.. Cambridge University Press, 1 9H6. Chapter 101 can use values of only the objective function, or of first derivatives of the objective function. second derivatives of the objective function, etc. llyperChem uses first derivative information and, in the Block Diagonal Newton-Raphson case, second derivatives for one atom at a time. TlyperChem does not use optimizers that compute the full set of second derivatives (th e Hessian ) because it is im practical to store the Hessian for mac-romoleciiles with thousands of atoms. A future release may make explicit-Hessian meth oils available for smaller molecules but at this release only methods that store the first derivative information, or the second derivatives of a single atom, are used. 

The full Newton-Raphson method computes the full Hessian A of second derivatives and then computes a new guess at the 3X coordinate vector X, according to... 

Pragmatically, the procedure considers only one atom at a lime, computiiig the 3x3 Hessian matrix associated with that atom and the 3 compon en IS of Ihe gradien t for that atom and then inverts the 3x3 matrix and obtains new coordinates for the atom accord-ingto the Newton-Raphson form u la above. It then goes on lothe next atom and moves it in the same way. using first and second derivatives for the second atom that include any previous nioiioii of atom s. 

Second Derivative Methods The Newton-Raphson Method... 

Xk) is the inverse Hessian matrix of second derivatives, which, in the Newton-Raphson method, must therefore be inverted. This cem be computationally demanding for systems u ith many atoms and can also require a significant amount of storage. The Newton-Uaphson method is thus more suited to small molecules (usually less than 100 atoms or so). For a purely quadratic function the Newton-Raphson method finds the rniriimum in one step from any point on the surface, as we will now show for our function f x,y) =x + 2/. 

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