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Printedin Great Britain.All rights reserved Copyright0 1988 PergamonF’resspk
COMPUTATIONAL EXPERIMENTS IN
EQUATION-BASED CHEMICAL PROCESS FLOWSHEETING
(Received 27 July 1987; J%UZI revision received 22 April 1988; received for publication 4 May 1988)
the solution of EB flowsheeting problems. We also EB programs are in industrial use, primarily for
make comparisons to a hybrid implementation that utility system calculation (Gordon et al., 1978) and
uses the Newton correction step. In this method some systems of multistage separation units (Hegner and
partial derivatives are computed analytically, while Schoenmakers, 1985). It should also be emphasized
others are approximated by finite difference rather that this list of industrial applications of the EB
than by a sparse Jacobian update. approach is by no means exhaustive.
For these computational experiments, fourteen Today there are several flowsheeting systems that
benchmark problems, involving four chemical pro- implement the EB approach. As mentioned above,
cess flowsheets, are used. The flowsheets include a among those that have been used or tested on a
simple ethylene process (example 3) from the CHESS commerical level are SPEEDUP (Imperial College,
User’s Guide (Motard and Lee, 1971) the ammonia London) (e.g. Perkins and Sargent, 1982; Paloschi et
synthesis process studied by Stadtherr and Hilton al., 1983; Pantelides, 1986), TISFLO II (Dutch
(1982), the well-known four-flash-unit system used by Mines) (e.g. Van Meulebrouk et al., 1982), CHEOPE
Cavett (1963), and a light hydrocarbons recovery (Montedison) (e.g. Pagani and d’Arminio Monforte,
process adapted from exercise 25 in the FLOW- 1987) and a process simulator developed at Amoco
TRAN exercise book (Clark, 1977). (Barnard et al., 1986). Other systems, such as
ASCENDII(Camegie-MellonUniversity)(e.g. Locke,
1981), QUASILIN (University of Cambridge, U.K.)
BACKGROUND
(e.g. Hutchison et al., 1986a, b; Smith and Morton,
It should be noted at the outset that two compre- 1987), FLOWSIM (University of Connecticut/
hensive reviews of EB process flowsheeting (Shacham Control Data) (Shacham et al., 1982), SEQUEL
et al., 1982; Perkins, 1984) have appeared in recent (University of Illinois) (Stadtherr and Hilton, 1982)
years. The review by Perkins is particularly valuable and DIVA (University of Stuttgart) (e.g. Ho11 er al.,
and covers many aspects of EB flowsheeting in some 1987; Marquardt et al., 1987), have been used on an
detail. A more recent paper by Stadtherr and Vegeais academic level as experimental prototype systems.
(1985) discusses the current status of EB flowsheeting
and highlights recent developments in four areas
related to EB flowsheeting, including industrial ex- Nonlinear equation solving in EB process$owsheering
perience, nonlinear equation solving, inclusion of EB process flowsheeting requires the solution of a
procedures, and sparse matrix methods. large sparse system of nonlinear equations. While
The EB approach offers speed and flexibility in initial work in EB flowsheeting typically involved
making process flowsheeting calculations, especially solution by tearing to reduce the number of variables
when dealing with complex, highly-integrated pro- iterated on, today the solution is almost always by
cesses. It also is an excellent approach for performing simultaneous linearization. In this case all the equa-
process optimization and dynamic simulations, tions are linearized and all the variables iterated on
though these applications are not considered here. simultaneously using a Newton-type method.
These potential benefits are generally recognized to- When the Newton-Raphson (NR) method is used,
day, and there is increasing industrial interest in this the need at each iteration to evaluate the Jacobian,
approach. either analytically or by finite difference, is a com-
For instance, and EB package CHEOPE (Pagani putational burden. The use of complete analytical
and d’Arminio Monforte, 1987) was designed at derivative information is expensive, and for many
Montedison, and has been used in performing the flowsheeting applications analytical partial deriva-
simulation, design, and optimization of some indus- tives are not available when a functional relationship
trial chemical processes, including toluene oxidation, is defined by a procedure. In fact, Pantelides (1986)
methyl methacrylate synthesis, urea processing, phe- recently pointed out that this problem is accentuated
nol purification, and hydrogen cyanide recovery. An in SPEEDUP by the very flexibility of the package in
EB process simulator was developed at Amoco, and allowing the user to define new process models. The
has been used for the simulation of a process for gas partial derivatives can also be evaluated by finite
sweetening by amine absorption (Barnard et al., difference, but generally at the cost of a significant
1986). The EB program TISFLO-II was developed at decrease in computational efficiency. For instance, in
Dutch State Mines, and has been used successfully in their evaluation of SPEEDUP, Gupta et al. (1984)
industrial applications, including simulation of an found that the finite-difference NR method was al-
ammonia plant (Cronin et al., 1985) optimization of ways quite slow in convergence, and thus they used
utility generation and supply to a chemical complex this method very little in their testing.
(Van Meulebrouk et al., 1982), and olefin plant The fact that the NR method is frequently costly
optimization (De Leeuw den Bouter ef al., 1983; and time consuming has prompted considerable re-
Barendregt et al., 1987). The general-purpose EB cent interest in sparse quasi-Newton (QN) methods in
package, SPEEDUP, has been evaluated recently by which an approximation to the Jacobian is updated
Exxon (Gupta et al., 1984) and has been used else- at each iteration. One such update is the modification
where industrially as well. Also, some special-purpose of Broyden’s update (Broyden, 1965) proposed by
Computationalexperimentsin chemicalprocess flowsheeting 1173
Schubert (1970). Several studies have found Schu- formance of this new update is compared to Schu-
bert’s update to be somewhat unreliable. For in- bert’s update in this study.
stance, Gupta et al. (1984) found that a sparse QN Another approach to improving the reliability of
method based on an idea by Paloschi (1982) gave an EB system is to provide better automatic initial-
better results than Schubert’s method. The reason for ization schemes. In fact, the need for globally con-
these results may be that the implementation of vergent techniques for solving the nonlinear equation
Paloschi’s method in SPEEDUP uses partitioning to systems can be alleviated somewhat given effective
decompose the flowsheeting problems, while the im- initialization schemes. And since they are largely
plementation of Schubert’s method does not. empirical in nature, any number of such schemes may
Unfortunately, local solution strategies that use the be devised. For instance, the three schemes imple-
Newton correction step (NR and QN) may become mented in SEQUEL by Stadtherr and Hilton (1982)
unreliable for large flowsheeting problems when good use various preselected default and “average” values
initial estimates of the process variables are not with heuristics. The evolutionary strategy studied by
available. One approach to overcoming this problem Locke (1981) uses increasingly complex models to
is to try to devise nonlinear equation solving methods solve the flowsheet at each step. Another procedure
with good global convergence properties. described by Locke uses a tearing strategy to deter-
A class of methods with generally excellent global mine a set of tear variables, which if guessed, would
convergence properties is the class of so-called con- allow the remaining variables to be initialized by
tinuation (or homotopy) methods. The use of such sequencing through the flowsheet. The EB program,
methods in EB problems has been discussed recently QUASILIN (Hutchison, 1986a), uses still another
by Waybum and Seader (1984a, b), Seader et al. approach in which the variables are initialized by
(1984) Vickery and Taylor (1986), Burton and solving a simplified linear system approximately
Morton (1987) and Lin er al. (1987). These methods modeling the flowsheet. Another possible scheme,
solve the original problem by transforming it into a suggested most recently by Gupta et al. (1984) is to
sequence of subproblems, in which the solution of do a few sequential-modular iterations to initialize
one subproblem is used to generate an initial guess the variables. We adapt several of these initialization
for the next subproblem. In this sense the con- schemes for use in this study.
tinuation methods are similar to the evolutionary
strategy for problem initialization proposed by Locke
(1981). The efficiency of a continuation method es- TEST CODE: SEQUEL-II
sentially depends on the number of subproblems
needed to generate a good enough initial guess to In order to perform computational experiments
solve the original problem. Hlavacek (1984) has using the various nonlinear equation-solving tech-
reported that in his experience relatively few sub- niques described in this study, as well as to investigate
problems are needed in some chemical engineering other computational problems arising in EB
applications. While these methods do not guarantee flowsheeting, we have enhanced the EB system, SE-
convergence (e.g. Burton and Morton, 1987), except QUEL, developed by Stadtherr and Hilton (1982).
in special cases, they may converge to a solution when This new system, dubbed SEQEUL-II, is, like its
other methods fail and may find multiple feasible predecessor, perhaps best regarded as an experi-
solutions when they exist. There are apparently no mental prototype system. The recent developments
published comparisons of continuation methods to are discussed here. We first briefly outline the sparse
other initialization schemes in general-purpose EB nonlinear equation solver implemented in SEQUEL-
flowsheeting. II, and then discuss, in detail, several of the more
Chen and Stadtherr (1984) have shown recently important aspects of this implementation.
how the use of Powell’s dogleg (Chen and Stadtherr,
1981) technique for generating a correction step can Sparse nonlinear equation solver
be used to improve the reliability of Schubert’s
SEQUEL-II uses a modified version of the sparse
update. They found that the MP dogleg method, a
nonlinear equation solver, SPNEQ, developed by
combination of ideas from the QN method and the
Chen and Stadtherr (1984) and Sun and Stadtherr
steepest descent method, is much more reliable than
(1988a). Some results for the SPNEQ code on a
the QN method alone, thereby permitting a more
variety of chemical engineering problems can be
successful application of Schubert’s update than has
found in Sun and Stadtherr (1988a). A brief descrip-
been reported elsewhere (Mah and Lin, 1980; Perkins
tion of the modifications of SPNEQ used here fol-
and Sargent, 1982; Gupta et al., 1984). These results
lows:
and those of Sun and Stadtherr (1988a) show that
Given an initial estimate x, of the solution, an
Schubert’s update may be well suited to EB
initial step bound A, and a functionf(x), perform the
flowsheeting, at least when used as part of the MP
following calculations:
method. Bogle and Perkins (1987) have recently
produced a new sparse update based on the idea of 1. Evaluate the Jacobian, B. using a sparse finite
least relative change in the Jacobian. The per- difference scheme or a hybrid method.
1174 S. E. Z~TNEYand M. A. S~~~ruras
2. Calculate a diagonal function scaling matrix Dr For more details, see Chen and Stadtherr (1981,
and/or a diagonal variable scaling matrix D,, 1984).
and then scale the Jacobian. SEQUEL-II pro-
vides automatic scaling of functions and/or Correction-step variants
variables. Alternatively the user may provide As indicated in the outline above, two correction-
his own scaling or use no scaling at all. step variants within the SPNEQ code are available in
3. Perform the LU factorization of the scaled SEQUEL-II:
Jacobian. In order to maintain sparsity,
SEQUEL-II uses sparse matrix methods imple- MP-Implements the dogleg correction step in
mented in a two-pass approach. Step 4. This is the usual correction step used
4. For iteration k, calculate the correction step pk in SPNEQ by Chen and Stedtherr (1984).
and adjust pk as necessary to restrict variable DN-Implements the damped Newton correction
values to within physically feasible limits. The step in Step 4. This code variant is the same
scaled MP (dogleg) correction step is calculated as MP except that in Step 4 the calculation
here as follows: of the steepest descent direction and the
application of Powell’s dogleg formula are
DxPk = D,P: if A >O.Sl IID,pfj(, bypassed.
D,P, = aD,~f + (1 - alDx~;T Note that the DN and MP variants will yield the
same results when the size of the scaled Newton Step
if 0.81 IID,p,NII k A =- IID,pSII,
falls within the trust region defined using A. This is
DxPk = AD,&lllD,gk II if IlD,~fll 3 A, most likely to occur when A is large (indicating a
good linearization).
where )I- II indicates the Euclidian norm, p: is
It should be emphasized that these correction-step
the Newton correction step, p f is the step in the
variants are implemented in SEQUEL-II using the
steepest descent direction g,, and a is deter-
SPNEQ code as a framework. This means that if the
mined from IID,p, II = A as shown in Chen and
same Jacobian evaluation technique is used, the code
Stadtherr (1981). When the scaled Newton step
for solving a problem with MP and the code for
alone is used, it is damped using step-size
solving a problem with DN are exactly the same,
control, and the correction step pk is calculated
except that, as noted above, two sections of code are
using the following equations:
bypassed when DN is used. Thus, the MP and DN
D,P, = DA if A>O.SlIID,plyII, variants can be compared directly by simply using the
same Jacobian-evaluation variant. This is an attempt
DxPk = BD.xptv if O.SlllD,p~II 2 A,
to achieve a meaningful comparison of correction-
where /I is A/l/ D,pc 11. step methods by minimizing implementation effects.
5. Calculatef‘(x, + pk) and check for convergence. Sparse Jacobian -evaluation variants
The relative convergence test is:
For both the MP and DN correction-step vari-
llD,~LNll G 6 max[llD,x /I, 1.01 ants, SEQUEL-II provides five sparse Jacobian-
evaluation variants, including two Jacobian updates,
and
a finite difference scheme, and two hybrid methods:
SCH-Implements Schubert’s update.
where 6 is the user-provided number that BGL-Implements Bogle and Perkins’ least-
specifies the desired accuracy of the solution. relative-change update (1987).
6. Check for very slow convergence or non- CPR-Implements Curtis er al., finite difference
convergence. If there is little or no im- scheme (1974). A variable which occurs
provement, stop the algorithm and return error in a subset of the equations is perturbed
messages. at the same time as a variable appearing
7. Check whether it is necessary to calculate a new in another subset of equations provided
Jacobian. The Jacobian is re-evaluated occa- these two subsets have no equations in
sionally when the rate of convergence begins to common. By taking advantage of spar-
slow considerably. If a new Jacobian is re- sity in this manner, the total number of
quired, return to Step 1. Step 7 is ignored when function evaluations required to evaluate
the finite difference implementation is used. the Jacobian is fewer than the n + 1
8. Update X, and step bound A. Then return to function evaluations needed for a simple
Step 1 when the finite difference imple- finite difference approximation. In fact,
mentation is used; otherwise continue to Step 9. the number of function evaluations re-
9. Update the Jacobian using Schubert’s update, quired depends on the structure of the
Bogle and Perkins’ least-relative-change update occurrence matrix and is typically about
(1987), or a hybrid method. Return to Step 3. a few multiples of the number of com-
Computationalexperimentsin chemicalprocess flowsheeting 1I75
ponents for a process flowsheeting prob- been made here to determine which mix provides the
lem. Table 2 lists the number of function best combination of overall efficiency and reliability.
evaluations (NCPR) required by CPR to Also, as in the case of the correction-step variants, all
perform a finite difference Jacobian eval- of the Jacobian-evaluation variants have been impJe-
uation for the flowsheeting problems in mented within the framework of the SPNEQ code.
this study. This scheme is not always This means that if the same correction-step variant is
optimal, although the number of func- used, the only difference among the Jacobian-
tion evaluations required is usually close evaluation variants is that part of the code that
to the minimum. Coleman and More actually performs Jacobian evaluation or updating.
(1983) have recently proposed an alter-
native finite difference scheme based on
Scaring
the graph coloring problem. In a recent
comparative study using chemical en- It is not uncommon in EB flowsheeting problems
gineering problems, Sun and Stadtherr for the process variables and model equations to be
(1988b) have found that this new scheme very badly scaled, perhaps differing by several orders
performs only slightly better than the of magnitude. This can adversely affect the con-
CPR scheme while requiring signifi- vergence of the correction-step methods. To minimize
cantly more execution time. the sensitivity of the methods to scaling, SEQUEL-II
HCPR-Impiements hydrid version of the CPR provides Chen and Stadtherr’s automatic scheme
scheme. The partial derivatives of linear, (198 1) for the scaling of functions, variables, or both.
bilinear and trilinear terms are computed The SEQUEL-II user is also given the option of
analytically. This typically includes par- supplying his own scaling factors, or setting one or
tial derivatives from mass balance equa- both scaling factors to the identity matrix (no scal-
tions and some terms from equilibrium ing).
relationships, energy balance equations, An alternative approach to the scaling problem is
and linearized thermophysical property to use scale-invariant solution techniques. For in-
expressions. All other derivatives are stance, a QN method using BogJe and Perkins’
evaluated by the CPR scheme. The ele- least-relative-change update (1987) is scale invariant.
ments of the Jacobian to be computed However, since SPNEQ is designed to implement the
analytically are simply flagged so that dogleg approach as one of the correction-step alter-
they are not evaluated by finite differ- natives, and this approach is inherently scale de-
ence. Table 2 lists the number of func- pendent, no matter what Jacobian update is used, we
tion evaluations (NHCPR) needed to are not able to take advantage of the scale invariance
compute the finite difference portion of of Bogle and Perkins’ update. The fact that, as will
the hydrid Jacobian for the flowsheeting be seen below, this update still performs extremely
problems in this study. It should be well, suggests that the automatic scaling procedure
noted that since some partial derivatives used (function scaling only) is quite effective in
are computed analytically, NHCPR is in dealing with scaling problems.
general less than NCPR, and in some
cases much less. The percentage of non-
zero Jacobian elements calculated ana- Sparse matrix metho&
lytically for each problem is listed in SEQUEL-II uses a two-pass approach to solve the
Table 2. Note that some other strategy large sparse systems that arise after linearization in
for deciding which Jacobian elements are the EB approach. In the two-pass approach, the first
to be done analytically could be used, pass is a reordering phase, in which the coefficient
though the one used here is simple and matrix is reordered into a form desirable for pre-
yields a high percentage of analytically- serving sparsity. In the second pass, the numerical
determined elements. phase, the solution vector is calculated. If necessary,
HSCH-Implements hybrid version of SCH. The the column reordering determined in the first pass is
partial derivatives of linear, bilinear and changed to preserve numerical stability. A detailed
trilinear terms are computed analytically description of the reordering and solution algorithms,
(see HCPR above), while all other deriv- as well as the fundamental techniques common to
atives are approximated using Schubert’s most of them, is given by Stadtherr and Wood
update. The elements of the Jacobian to (1984a, b).
be computed analytically are simply
flagged so that they are not updated.
Variable constraint checking
It should be noted that any number of mixes of In many EB flowsheeting calculations, the process
exact and approximated derivative information can variables must be within a particular range to be
be used in such hybrid methods and no attempt has physically feasible. The values of the process vari-
1176 S. E. ZXNEY and M. A. STADTHERR
ables may vary considerably during the iterative specified, they are estimated, if possible, using the
solution process, and sometimes these values may be values for those components specified elsewhere in
outside the range of physical feasibility. In some cases the flowsheet. For an unspecified feed stream com-
this may cause the nonlinear equation solver to ponent for which estimation is possible, the feed
converge to an infeasible solution or to fail because flowrate is set to the average of the flows specified
of numerical difficulties in performing function and elsewhere for that component times the number of
derivative evaluations. Since the nonlinear equation process output streams. For components that do not
solver does not provide protection against constraint have a flowrate specified anywhere in the flowsheet,
violations, a routine for resetting the process vari- the feed stream flowrates are set to the average of all
ables must be used. This routine can implement either specified component flowrates.
local constraints on individual variables or global Scheme 2-This initialization scheme is adapted
constraints on all variables of a given type. from a scheme (type 3) given by Stadtherr and Hilton
In SEQUEL-II, the process variables are subject to (1982), and differs from Scheme 1 primarily in the
global constraints. Flowrates and pressures are con- method used to initialize the component flowrates. In
strained to be positive. The magnitudes of enthalpy this case a set of heuristics, one for each type of
variables are kept below some maximum value. Tem- process unit, is used to estimate the flowrates. An
peratures, K-values, and split fractions are con- initial estimate is generated by beginning with the
strained to be within minimum and maximum values. feed streams, which are initialized as described in
If a variable violates a constraint, we recompute or Scheme 1, and moving sequentially through the
simply reset the variable. For example, when a flowsheet until the component flowrates for all the
flowrate becomes negative at iteration k, its value is process streams have been generated. Only one se-
recomputed using the following procedure: quential pass is made through the flowsheet, so no
iterations are performed on the recycle streams. The
F *t t = -AFk if Fk=Q,
heuristics for the individual process units can be
otherwise found in Stadtherr and Hilton (1982). In using these
heuristics, values given by design specifications al-
F kt = b’F,,
ways override the guessed flows and assumed param-
,
where b is a user-provided number, AF, is the change eters. A variety of such heuristics could be devised for
in F predicted by iteration k, and r is the max this initialization scheme.
(- 2.0, AF,/F,). Note that the constraints used here Scheme L-This scheme is a simplified version of
are arbitrary and do not necessarily improve the sequential-modular initialization scheme sug-
efficiency, but they do extend the applicability of the gested by Gupta er al. (1984). In our scheme, two
SPNEQ code by making possible the solution of sequential passes are made through the process
problems with variables that must be within a partic- flowsheet. The passes are performed by beginning
ular range to be physically feasible. with the feed streams, which are initialized as de-
scribed in Scheme 1, and moving sequentially
Automatic initialization through the flowsheet using heuristics similar to those
used in Scheme 2. The heuristics for the process units
In EB flowsheeting, initial estimates of all the
are as follows:
process variables are needed to start the iterative
solution process. Since we regard SEQUEL-II as an
Stream mixer-for the first sequential pass,
experimental tool for testing different computational
guess the unknown input flowrates using the
methods, it is desirable to provide a number of
heuristic from Scheme 2. All stream flows into
initialization schemes, ranging from relatively poor to
the mixer are known in the second sequential
relatively good. SEQUEL-II systematically generates pass. Guess the output stream temperature by
an initial guess by using one of the following four
assuming that each input stream contributes an
automatic initialization schemes:
amount equal to its temperature times its per-
Scheme l-This initialization scheme is adapted centage of the total flow.
from a scheme (type 2) given by Stadtherr and Hilton Stream divider and split fraction separator-
(1982). In this scheme, temperatures and pressures guess the output stream flows using the corre-
are set to preselected reference values, enthalpies and sponding heuristics in Scheme 2. Set the tem-
heat loads are set to zero, and split fractions are set perature and pressure of the output streams
to be equal. These preselected values are overridden equal to the temperature and pressure of the
if other values are specified as design variables. The input stream.
K-values are initialized using Raoult’s Law, and Equilibrium flash-guess the output stream
vapor pressures are estimated using the Antoine flowrates by performing an isothermal flash
equation along with the preselected values (or design calculation. If the calculation does not converge,
variable values) for temperature and pressure. The use the heuristic from Scheme 2.
component flowrates for all streams are set to the feed Reactor-guess the output stream flowrates us-
stream values. If the feed stream values are not ing the corresponding heuristic in Scheme 2. Set
Computational experiments in chemical process flowsheeting 1177
the output stream pressure equal to the input The test problems are also classified based on the
stream pressure. type of flash specification used. The problems which
5. Heat exchanger-set the output stream have flash temperatures specified are referred to as
flowrates and pressure equal to their corre- isothermal flash problems (I). In other problems, the
sponding input values. heat loads are specified. These are referred to as
6. Pressure change--set the output stream adiabatic flash problems (A) even though the heat
flowrates and temperature equal to their corre- load may be specified to be nonzero.
sponding input values. The problems also differ with respect to which
variables are specified. The problems which have the
It should be noted that direct substitution is used
feed stream and equipment parameters specified are
to update the recycle stream flowrates and that no
categorized as simulation problems (S). The remain-
control loops are used to handle design specifications.
ing problems are design problems (D) with one or
As in Schemes 1 and 2, values given by design
more output flows specified.
specifications always override the guessed flows and
The test problems used in these computational
assumed parameters.
experiments are not particularly large by flowsheeting
Scheme &This scheme uses an evolutionary ap-
standards, but they are comparable in size to test
proach (Locke, 1981) to flowsheet initialization. The
problems used by others. Statistics on the sizes of the
solution of a mass balance problem is used as a seed problems are given in Table 2. This table lists for each
for the more difficult mass and energy balance prob- problem the number of variables (IV), the number of
lem. The initial guess for the mass balance problem
elements in the occurrence matrix (NZ), and the
is generated by one of the three schemes described
percentage density of the matrix.
above.
A brief description of each flowsheeting problem is
given here.
I. Simple ethylene plant. The first test problem is
COMPUTATIONAL EXPERIMENTS
the simple ethylene process (example 3) from the
In this section we briefly describe the flowsheeting CHESS manual (Motard and Lee, 1971). This prob-
problems used in the computational experiments, and lem only involves material balance equations with no
discuss the options used in SEQUEL-II. design constraints. Most equations are linear using
the equation-variable formulation in SFQUEL-II.
Flowsheeting problem details However, it should be noted that this problem can be
In our computational experiments we used four- formulated as a completely linear problem.
teen problems involving four process flowsheets, all 2. Ammonia synthesis process. The five ammonia
of which are familiar in the flowsheeting literature. As manufacture problems are listed as problems 2-6 in
shown in Table 1, these test problems include one Table 1. The process flowsheet, user input file, and
simple ethylene production problem, five ammonia problem specifications can be found in Stadtherr and
synthesis problems, five Cavett problems, and three Hilton (1982).
light hydrocarbon-recovery problems. We use 3. Cauett’s process. The third test problem is the
different versions of the same flowsheet to provide a well-known four-flash-unit process studied by Cavett
wide range of computational difficulty. For example, (1963). A sixteen-component system is used here. The
mass balance problems (M) are usually easier to solve five problems involving Cavett’s process are listed as
than mass and energy balance problems (M + E). problems 7-l 1 in Table 1. The flowsheet and
Cavett’s Process I M I s
8 M I D
9 M+E I s
10 M+E I D
II M+E A s
Table 2. Statistics of flowsheeting problems. Number of variables (N), number of nonzeros (NZ), percentage density, number of fun&on
evaluations (NCPR) required by CPR to perform a finite difference Jacobian evaluation, number of function evaluations (NHCPR) nqtid
by CPR to compute the finite difference portion of the Jacobian in HCPR, and percentage of n~nzer~ Jacobian elements calculated
analytically
_ . for HSCH and HCPR
Analytic
Problem Density derivatives
Process Rowsheet number N NZ (%) NCPR NHCPR for HSCH/HCPR (%)
specifications for these problems are given in Stadt- 5. All runs using SEQUEL-II were done on a CDC
herr and Hilton (1982). Cyber 175 in single precision (60 bits) and under the
4. Light hydrocarbons recovery process. The last test Fortran extended (OPT = 1) compiler.
problem is a light hydrocarbons recovery process.
This problem is adapted from exercise 25 in the
FLOWTRAN exercise book (Clark, 1977). The three RESULTS
problems involving this recovery process are denoted The computational experiments comparing six
as problems 12-14 in Table 1. different combinations of correction-step methods
and Jacobian-evaluation methods are shown in
SEQUEL -II options
Tables 3-6. Each table gives the numerical results for
Throughout this study the following options are the test runs using a particular initialization scheme.
used in SEQUEL-II: For each run, we list the number of iterations (ITER),
1. All thermophysical properties are handled using function evaluations (NFCN) and Jacobian evalu-
ations (NJAC), and indicate failure by (F). The
thermodynamics case 2 described by Stadtherr and
Hilton (1982). In this case, linearized K-value equa- tabulated results represent the counts when the solu-
tions are included in the process matrix. In addition, tion is found or when the method fails. The function
a linearized enthalpy equation for each stream in the evaluation count includes those used for making
flowsheet is included in the matrix to allow the update finite difference evaluations of the Jacobian. At the
of each stream’s temperature. After a process matrix bottom of each table, we list the timing results. The
iteration, current values of temperature, pressure, total execution time includes setup time, nonlinear
and composition are provided to subroutines, which time and linear time. The setup time is essentially the
in turn update, perhaps iteratively, the thermo- time spent reading input data and generating the
physical property values required for function and initial guess. The nonlinear time is the time spent in
Jacobian evaluation. Linearized dew and bubble calculations such as function and derivative evalu-
point equations and phase determination equations ations, scaling the Jacobian, constraint checking, and
do not appear in the process matrix. These properties diagnostic printing. The linear time is the time spent
are evaluated in external subroutines. in the repeated elimination of the linearized matrix.
2. The automatic function scaling scheme of Chen All computation times are given in CPU s.
and Stadtherr (1981) is used to scale the Jacobian. To facilitate a quantitative comparison between
3. The P4 algorithm devised by Hellennan and the methods, we adapt several indices used by Bogle
Rarick (1972) is used in the reordering phase of the and Perkins (1987). As a basis for our measures, we
two-pass approach for solving the sparse linear sys- use NFCN, to denote the total number of function
tems. LUlSOL, a very efficient and reliable routine evaluations used by method i on problem j. If n,
described elsewhere (Stadtherr and Wood, 1984b; represents the total number of problems attempted
Chen and Stadtherr, 1984), is used in the subsequent with method i and si is the number successfully
solution phase. solved, then we define the following performance
4. The relative convergence tolerance is lo-‘. The factors:
perturbation factor in the Jacobian evaluation is EF-Efficiency factor. The EF for method i
10-5. The user-provided number, b, for resetting on problem j, denoted as EF,, is
variables that violate constraints is set to be 1.3. (min,NFCN,)/NFCN,), where I includes all
Table 3. Number of iterations (ITER), function evaluations (NFCN) and Jacobian evaluations (NJAC) required to solve tbe set of 14 flowsheeting problems using initialization Scheme I. An (F) indiites
failure to solve the problem. The overall timing results are listed in CPU sat the boltom of the table. MP and DN indicate correction-step methods and SCH, BGL and CPR indicate sparse Jacobian-evaluation
methods, as described in the text
Problem MP-SCH DN-SCH MP-BGL DN-BGL MPCPR DN-CPR
number (lTER/NFCN/NJAC) (lTER/NFCN/NJAC) (ITER/NFCN/NJAC) (ITER/NFCN/NJAC) (ITER/NFCN/?WAC) (ITER/NFCN/NJAC)
Table 4. Number of iterations (ITER), function evaluations (NFCN) and Jacobian evaluations (NJAC) required to solve the set of I4 Rowsheetingproblems using initialization Scheme 2. The overall timing
results are listed in CPU s at the bottom of the table. MP and DN indicate correction-step methods, and SCH, BGL and CPR indicate sparse Jacobianevaluation methods, as described in the text
Problem MP-SCH DN-SCH MP-BGL DN-BGL MP-CPR DNCPR
number (ITER/NFCN/NJAC) (ITERJNFCNINJAC) (ITER/NFCN/NJAC (ITER/NFCN/NJAC) (ITER/NFCN/NJAC) (ITER/NFCN/NJAC)
Timing results
Setup time (s) 4.335 4.3% 4.336 4.343 4.351 4.352
Linear time (s) 20.785 20.694 18.700 19.569 9.189 9.349
Nonlinear time (s) 46.374 47.548 43.665 44.149 IOo.059 loo.173
Total time (s) 71.494 72.590 66.701 68.061 113.519 113.874
Table 6. Number of iterations (ITER), function evaluations (NFCN), and Jacobian evaluations (.NJAC) required to solve the eight energy balance problems (problems 4-6,9-l I, I3 and 14) using initialization
Scheme 4. The overall timing results are listed in CPU s at the bottom of the table. MP and DN indicate correction-step methods, and SCH, BGL and CPR indicate sparse Jacobianevaluation methods,
as described in the text
,.oc
0.80
0.m
CAC
020
0.00
RF OPF
successful methods tested. If method i failed In order to provide a similar quantitative com-
to solve problem j, EF, is assigned a value parison between initialization schemes, we simply
of zero. If method i is the most efficient of redefine NFCN,, to denote the total number of func-
all the methods on problem j, then EF,, has tion evaluations required by a method using scheme
a value of one. i for problem j. The definitions of the performance
OEF--Overall efficiency factor. The OEF for factors in this case follow naturally from those
method i is the summation of EF, over all defined previously for the solution methods. Figure 6
problems j divided by s,. presents the OEF, RF and OPF for the four initial-
RF-Reliability factor. The RF for method i is ization schemes on the entire flowsheeting problem
the fraction of problems successfully solved, set. There are 84 problems for each of the Schemes
si/ni. l-3 (14 problems with 6 different solution methods)
OPF-Overall performance factor. The OPF for a and 48 problems for Scheme 4 (8 problems with 6
method is the product of its OEF and its different solution methods).
RF.
The performance factors for the different combina-
tions of correction-step methods and Jacobian-
evaluation methods are shown in Figs l-4, with each 0.80
.-_
oE.0 080
cm0 o.ao
b 0.40 0.40
020 020
0.00 0.00
*-se!- mtSCH bu-eGL -wzpR-
oEf= RF CR=
0.40
CiE3-
-a-
1. Rest&s concerning the correction-step methods
EZZI- indicate that DN and MP are essentially equal in
terms of efficiency when using reasonably good start-
-4-
0.20
ing points (initialization Schemes 2-4). To under-
cl00 stand this it should first be recalled that the DN and
OEF RF OPF MP correction steps will yield the same results when
Fig. 6. Performance factors for automatic initialization the scaled Newton step is within the trust region.
Schemes 1-l on entire flowsheeting problem set. When schemes 2-4 are used, the Jacobian-evaluation
variants provide adequate linearizations at each iter-
DISCUSSION ation, thus A tends to be relatively large, and the
calculated Newton steps are usually within the trust
On the basis of the results shown in Tables 336 and region. Thus, the iteration sequence is essentially the
Figs l-6, we make the following observations: same for both the DN and MP methods. This is
especially evident when the CPR finite difference
Automatic initialization
scheme is used for Jacobian evaluation at each iter-
Of the three truly automatic initialization
1. ation. For example, when using Schemes 24, the
schemes tested (Schemes l-3), the best is the only problems for which the MP-CPR and DN-CPR
simplified sequential-modular strategy of Scheme 3 iteration sequences differ (because the scaled Newton
(RF = 1, OPF = OEF = 0.86). Other heuristics for step is outside the trust region) are problems 4 and
use in Scheme 3 can be developed for more complex 6 for initialization Scheme 2, and problem 8 for
process units and for systems with more complex Scheme 3. With the poor initializations provided by
equilibrium relationships. The use of an existing Scheme 1, however, the DN and MP iteration se-
sequential-modular flowsheeting system may provide quences are usually quite different, since the scaled
even better results. However, it should be noted that Newton step may often fall outside the trust region.
more setup time will generally be required for more In these cases, the MP correction step is somewhat
complex initialization schemes. The very simple less efficient than DN. This is primarily due to the
heuristic approach of Scheme 2 (RF= 1, fact that MP makes use in part of the steepest descent
OPF = OEF = 0.61) is not as efficient as scheme 3, direction, which is inefficient locally, though also
but performs comparably in terms of reliability. The more reliable.
development of a better set of heuristics may further 2. From the standpoint of reliability, the results for
enhance the performance. Scheme 1 (RF = 0.5, the correction-step methods are not surprising. When
OEF = 0.44, OPF = 0.22) is not competitive with the the more sophisticated initialization schemes
other schemes in terms of efficiency and reliability. (Schemes 24) are used, the MP and DN methods
The poor results for this primitive scheme are consis- both prove to be very reliable (RF = l), solving all
tent with those of Stadtherr and Hilton (1982), who the flowsheeting problems. When the most primitive
also found that using default and “average” values is scheme (Scheme 1) is used, the two methods become
ineffective for initializing large flowsheets. It is clear somewhat unreliable, but in this case MP is clearly
that the quality of the initialization scheme plays an the most dependable correction-step method tested.
important role in determining the ability of an EB The MP method solves 9 of 14 problems (RF = 0.64)
system to converge. with each of the three Jacobian-evaluation methods,
2. The evolutionary approach used in initialization while the DN method solves at most 6 problems
Scheme 4 (RF = 1, OPF = OEF = 0.92) is very (DN-BGL, RF = 0.43) and as few as 4 problems
effective for solving energy balance problems. This is (DN-SCH, RF = 0.29).
as expected since the mass balance solution is typi- 3. The best overall performer, based on the OPF
cally close enough to converge the energy balance results in Fig. 5, is MP-BGL (OPF = O-87), followed
problem quickly. It should be noted here that the closely by DN-BGL (OPF = 0.82) and MP-SCH
computational effort required to obtain the mass (OPF = 0.77). On the basis of these computational
balance solution used as the seed is not reflected in flowsheeting experiments, we recommend the use of
the analysis of Scheme 4. The total work required by the MP correction step, using either the BGL or SCH
the evolutionary approach includes not only the updates (see discussion below). However, DN should
computational effort neeeded to solve the energy also perform well, especially with the BGL update.
balance problem, but also the effort required to
Sparse Jacobian evaluation
obtain the original mass balance solution using any
of the three truly automatic initialization schemes 1. Overall results regarding efficiency (Fig. 5) indi-
(Schemes l-3). Other more sophisticated evo- cate that the best Jacobian-evaluation method is the
Computational experiments in chemical process flowsheeting 1183
Table 8. Number of iterations (ITER), function evaluations (NFCN) and Jacobian evaluations (NJAC) required to solve the set of fourteea
flowsheeting problems when the MP correction-step method is used with rhe HSCH Jacobian update and the DN correction-step method
is used with the HCPR finite difference scheme. Problems are solved using initialization Schemes 2 and 3. The overall timing rcsubs are
listed in CPU s at the bottom of the table
Timine results
quired by MP-BGL is less than or equal to the However, the use of HCPR does improve efficiency
number needed by MP-SCH for all problems solved by reducing the number of function evaluation
here. The results here indicate that BGL maintains a groups required by CPR for the finite difference
better Jacobian approximation than SCH. In fact, portion of the Jacobian.
many of the problems that required two Jacobian 3. In general, the improvements in efficiency when
evaluations for MP-BGL in Tables 34 are solved using hybrid Jacobian methods must be weighed
here using one Jacobian evaluation and only a few against the work necessary to compute Jacobian
more iterations. Thus, the re-evaluation policy used elements analytically. However, as long as the cost of
in SEQUEL-II for SCH may be too conservative for analytical derivative evaluations is not large, there is
use with BGL. The condition ensuring that con- no reason not to use hybrid methods of this sort.
vergence becomes quite slow before the Jacobian is In fact, the savings can be quite substational, as
re-evaluated can be changed to reflect the fact that demonstrated here.
the BGL maintains a better approximation.
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