Article

pubs.acs.org/IECR

Product Dynamic Transitions Using a Derivative-Free Optimization

Trust-Region Approach
Israel Negrellos-Ortiz
Department of Chemical Engineering, Universidad Iberoamericana, Prolongación Paseo de la Reforma 880, México D.F.
01219, México

Antonio Flores-Tlacuahuac*
Escuela de Ingenieria y Ciencias, Tecnologico de Monterrey, Campus Monterrey, Ave. Eugenio Garza Sada 2501, Monterrey,
Nuevo León, México 64849

Miguel Angel Gutiérrez-Limón

Department of Energy, Universidad Autónoma Metropolitana-Azcapotzalco, Av. San Pablo 180, C.P. 02200 México D.F., México

ABSTRACT: Traditionally the optimization of processing sys-

tems has relied on the availability of an explicit model together
with the corresponding gradient information. However, there
are some practical scenarios such as (a) nondifferentiable sys-
tems, (b) physical experimental systems, (c) simulation environ-
ments, and (d) reduced order systems where such a model
and its gradient are not available. Under these scenarios the
deployment of derivative-free optimization strategies provides
an alternative manner to cope with the optimization of such
systems. In particular, in this work we deploy a derivative-free
optimization trust region approach to deal with the product
dynamic optimization problem of processing systems. To this
aim, we use a closed-loop model predictive control strategy
where the system to be optimized is embedded in a black-box dynamic simulation environment. The results demonstrate that
black-box dynamic models can be dynamically optimized assuming that the number of decision variables is not large. The first-
principles dynamic model of a binary distillation column embedded in the ASPEN dynamic simulation environment was
deployed as our black-box dynamic model, to demonstrate the advantages of solving product dynamic transition problems when
an explicit model of the dynamic model and/or its gradient information are not available.

1. INTRODUCTION which compute either local or global optimal solutions. Now-

During start-up, shut-down, or normal operation, optimal
dynamic transitions among products are normally required to
achieve an operation target in the best possible way. Such a
target can be related to desired values of processing variables
such as temperature, composition, flow rates, etc. Therefore, in
these sort of problems the aim consists in computing the time
domain values of the control variables u(t) such that the system
response y(t) attains a desired value embedded in an objective
function Ω(y, u) which can be either maximized or minimized.
Optimal product transitions can be systematically calculated
by setting the product transition problem as a dynamic opti-
mization problem.1−3 Several optimization techniques for
handling the solution of dynamic optimization problems can
be found elsewhere.4 All these optimization algorithms assume
that the gradient of the objective function and related con-
straints are somehow available. When this is the case, the user
has access to a wide variety of efficient and powerful algorithms
adays, when the explicit form of the optimization formulation
is available, accurate derivatives are normally computed by
automatic differentiation techniques,5 although derivatives can
also still be approximated by finite differences approaches.
However, this gradient evaluation approach is becoming obso-
lete in commercial and academic optimization software due
to its disadvantages especially when dealing with noisy and
expensive to evaluate functions.
On the other hand, there are some practical optimization
problems where derivatives are not available or are not reliable
making the use of gradient-based optimization techniques
impossible or undesirable. Such situations have to do either
Received: January 19, 2016
Revised: July 10, 2016
Accepted: July 15, 2016

© XXXX American Chemical Society A DOI: 10.1021/acs.iecr.6b00268

Ind. Eng. Chem. Res. XXXX, XXX, XXX−XXX
Industrial & Engineering Chemistry Research
with real industrial or lab-scale processes or with huge models
embedded in simulation platforms. As far as processing equip-
ment is concerned, gradient information will not be available,
and for safety, cost, or operational reasons such equipment
normally is not used for this aim. The situation is similar when
dealing with simulation codes. Depending upon the software,
the user has access only to the binary code or to limited
portions of the code. Therefore, most of the time finite differ-
ences are the only way to obtain gradient approximation.
However, expensive computer simulations and noisy functions
seem to be the two major reasons to avoid gradient approxi-
mation along this way. Moreover, gradient approximation by
finite differences techniques is not a straightforward task since it
requires making complicated choices such as the proper size
of perturbations for reliable derivative approximations. When
access to the simulation code is granted, there exists the chance
of obtaining gradient approximation by adjoint techniques.6,7
Some of the earliest optimization algorithms did not require
gradient information for determining an optimal solution.8,9
However, these algorithms lacked a theoretical basis and were
intended for small scale systems. Most of these algorithms were
abandoned in favor of gradient-based algorithms, since the use
of derivative information about the objective function and con-
straints with respect to the decision variables can dramatically
improve the efficiency of optimization algorithms. However,
in engineering practice, it is common to find optimization prob-
lems where derivatives are not available or are not reliable. Even
under these circumstances the optimization of such systems can
be desirable. Derivative-free optimization (DFO) algorithms
have been proposed to deal with optimization problems with
no gradient information.10,11 DFO methods can be broadly
classified into deterministic and stochastic algorithms. Some
of the deterministic DFO methods are based on well-known
unconstrained optimization techniques such as line search and
trust region methods.12,13 However, some other variations of
deterministic DFO methods have also been proposed such as
spatial search, genetic algorithms, and hit-and-run methods.14
On the other hand, stochastic DFO methods lack theoretical
basis but tend to be easier to use. Such methods include genetic
and particle swarm algorithms.15,16 It should be remarked that
there are some theoretical convergence proofs for deterministic
DFO methods.11
In this work we use a variant of the DFO trust-region algo-
rithm, as implemented in the BOBYQA code,17 to handle the
dynamic optimization of chemical processes during product
transitions. Optimal product transitions imply the computation
of control actions which lead to efficient and optimal transitions
among plant products.2 Commonly, during product transitions,
minimum transition time and/or minimum off-spec product
should be achieved. However, other objective functions or
conflicting objective functions can also be considered.18 To com-
pare the performance of DFO algorithms we run the dynamic
optimization of some systems when a dynamic mathematical
model is available. Then, the same problem is solved (a) using a
penalty function approach to move the nonlinear constraints
into the objective function and (b) assuming that the dynamic
model is not available. Moreover, using a nonlinear model
predictive control approach, we also solve a product dynamic
transition problem where the dynamic model is embedded into
a process simulation software. This is the practical scenario
where probably DFO methods should find their most inter-
esting and valuable application: the optimization of processing
systems embedded in large or complex computer codes where
B DOI: 10.1021/acs.iecr.6b00268
Article
gradient information is not available or reliable. Specifically, the
DFO model predictive control of a benzene−toluene conven-
tional distillation column is addressed. We consider the one-
point composition control of the distillate and bottoms streams.
Moreover, the more challenging dual composition control of
both distillate and bottoms streams is also considered. The
results are compared against a PI control structure. Presently,
one important drawback of derivative free techniques is the
limitation on the number of optimization variables that can be
handled. The outline of this work is as follows. In Section 2 an
updated literature review about optimal product transitions and
applications of DFO techniques is provided; in Section 3 we
explain the ways in which optimal product dynamic transitions
were addressed; Section 4 contains the definition of the problem
solved in this work; and some case studies are given in Section 5.
Conclusions and future work are highlighted in Section 6.
2. LITERATURE REVIEW
In this section we provide a literature review summary on the
two main topics addressed in the present work: product tran-
sitions and applications of derivative-free optimization techniques.
Product Transitions. In this work product transitions refer
to a kind of optimization problem where the aim is to compute
the time value of the manipulated variables to drive a dynamic
system from an initial to a target point in an optimal manner.19
Such problems are common in the processing industry. In par-
ticular, in the polymerization industry they are referred to as
grade transition problems.2 Such product transition problems
can be off-line computed, requiring then a control system to
perform the closed-loop tracking of the optimal value of the
manipulated variables.20 On the other hand, product transition
can also be online computed using a control strategy such as
Model Predictive Control21 to take care of the impact of dis-
turbances and to a some extent to address the effect of model
uncertainty on the transition problem. In this section we provide
a short review of some of the more relevant works addressing
product transition problems.
McAuley and McGregor22 deployed an open-loop optimal
control approach to address the grade transition problem in
polymerization reaction systems. The authors used density and
melt index measurements to quantify the quality of the product.
The impact of modeling errors on the transition trajectories
was also addressed. Using heuristic transition trajectories as
operating policies Debling et al.23 analyzed the open-loop
dynamic response of a polyolefin production system. Moreover,
since the work only addressed the calculation of open-loop
policies, their closed-loop implementation remained as an issue.
Cervantes et al.24 were among the first authors to consider the
grade transition problem of a complex large-scale polymer-
ization system. The authors addressed a polyethylene tubular
reactor optimal grade transition problem. The dynamic model
turns out to be highly nonlinear. Moreover, the model com-
prises a distributed system. For addressing the efficient solution
of the optimization problem, finite differences were used for
handling the discretization of the spatial behavior, while orthog-
onal collocation on finite elements took care of the discretization
of the time domain behavior. Moreover, to improve the numer-
ical solution of the underlying optimization problem, the authors
also exploited the mathematical structure of the problem.
Chatzidoukas et al.25 addressed the problem of determining the
optimal transition trajectories and the structure of the control
system used for enforcing such optimal control trajectories.
To solve this problem the authors formulated and solved a
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mixed-integer dynamic optimization problem for the compu-
tation of both continuous and binary decision variables in a
dynamic processing framework. Nystrom et al.26 were among
the first authors to consider the interplay between scheduling
and dynamic optimization problems in polymerization reaction
systems. To address this problem the authors proposed a
decomposition approach based on the construction of a master
and primal problem. The iterative solution of those problems
provided the optimal production schedule and optimal dynamic
transition trajectories. Asteasuain et al.27 addressed the problem
related to the optimal process design of a styrene polymer-
ization system together with the design of the control system.
The reactor design problem included the equipment design,
selection of the initiator, and computation of the steady-state
conditions and transition trajectories, while the design of the
control system included pairings of the control structure and
the tuning of the PI controllers. Since optimal transition
policies were determined minimizing transition time and off-
specification polymer and because these two objectives are in
conflict, a multiobjective optimization framework was used to
address the optimal solution of the underling mixed-integer
dynamic optimization problem. Prata et al.28 also considered
the production scheduling and dynamic optimization problem.
They proposed a logical mixed-integer dynamic optimization
approach to deal with this problem and applied their approach
to an industrial polymerization system. Terrazas-Moreno et al.29
addressed the problem of the simultaneous design, scheduling,
and optimal control of a continuous methyl-methacrylate
polymerization reactor. The resulting optimization problem was
cast as a mixed-integer dynamic optimization problem which
was discretized and solved as a mixed-integer optimization
problem. Moreover, this was one of the first works to consider
process uncertainty and dealing with this problem as a sto-
chastic optimization problem using a two-stage optimization
formulation. Recently, Weng et al.30 considered the dynamic
optimization of a high-density polyethylene process using the
molecular weight distribution as the quality index for driving
optimal control calculations. Dynamic optimization based on
the full dynamic molecular weight distribution turns out to be a
computationally expensive problem. To deal with this issue the
authors proposed a combination of a small scale problem based
on the moments method for representing the molecular weight
distribution and a steady-state molecular weight distribution
method. However, it remains as a challenge to consider the full
dynamic molecular weight distribution as a quality index in
grade transition problems. Patil et al.31 proposed a novel meth-
odology for assessing design, scheduling, and control problems
under process disturbances and uncertainty conditions in multi-
product production systems. Process disturbances were char-
acterized as sinusoidal signals, whereas uncertainty was incor-
porated using a multiscenario approach and assigning a proba-
bility to each scenario. The proposed strategy was applied to
two reaction systems.
Applications of Derivative-Free Optimization. Van der
Lee et al.32 carried out the optimization of energy production
in Rankine-like power cycles. They considered as the objective
function the thermodynamic efficiency of the cycle and
deployed several energy efficiency case studies which resulted
in different numbers and types of decision variables. Simple
lower and upper box constraints on the decision variables were
considered. To perform the optimization of the energy system
they compared the performance of a Quasi-Newton gradient-
based approach and a DFO method proposed by Conn et.al.10
C DOI: 10.1021/acs.iecr.6b00268
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Because the Quasi-Newton approach is based on the finite-
differences numerical approximation of the gradient, the authors
concluded that this optimization approach is highly sensitive to
numerical noise leading to slow convergence. Of course, the
selection of step size for the proper computation of the gradient
turns out be an additional problem. Very small step sizes can
give rise to poor performance or convergence problems since
some elements of the gradient can be null. Moreover, the
number of simulation runs for computing the gradient can be
large. To cope with issue, the authors used a DFO approach
which turned out to be a simple and efficient way of addressing
the optimization of the approached energy systems. Although
both optimization approaches achieved the same optimal
solution, after proper tuning of each approach, they concluded
that the CPU time required by the DFO approach was smaller
than the CPU demanded by the Quasi-Newton optimization
approach.
Schafer et al.33 and Ugur et al.34 considered the optimization
of the configuration of a stirrer for mixing purposes. They used
a rigorous computational fluid dynamics (CFD) approach for
the modeling and simulation of a tank where mixing operations
took place. Using the CFD results as a black box system, they
compared the performance of two derivative free optimization
methods (DFO and CONDOR). The objective function con-
sisted in the minimization of the dimensionless Newton number
whereas the decision variables were the disk thickness, the
bottom clearance, and the baffle length. The authors concluded
that in one of the addressed examples both optimizers led to
different optimal local solutions. The reason for this behavior
has to do with the way both solvers build the quadratic model
representing the objective function: DFO deploys Newton
polynomials whereas CONDOR uses Lagrange polynomials.
The authors also stated that for larger number of decision
variables (20 or more) the computational load required for
both solvers tend to be excessive.
Korkel et al.35 compared the performance of derivative based
vs DFO methods for handling nonlinear optimum experimental
design problems using a simulated experiment to get experi-
mental information. They were interested in the design of
experiments for computing control actions which led to statis-
tically reliable parameter estimations with the aim of identifying
dynamic mathematical models. First, they solved the problem
assuming that model derivatives were available using as objective
function the minimization of a function closely related to
minimal statistical uncertainty (i.e., function of the variance-
covariance matrix). Then, in an inner optimization loop, they
considered the parameter estimation problem. The problem
was then solved using a standard successive quadratic program-
ming (SQP) approach. On the other hand, the same conceptual
problem (i.e., reliable estimation of model parameters) was
formulated and solved using a DFO methodology. To this end,
the authors used a multidirectional search method proposed by
Torczon.36 This is a DFO method which can handle only
simple bounds on decision variables in addition to the objective
function. To compare the performance of both approaches the
same objective function (i.e., a given function of the variance-
covariance matrix) was used. Although the authors reported
similar results using both approaches the computational load
for solving the DFO problem was significantly larger since
in this case the number of function evaluations was large.
The perceived advantage of the DFO approach was the simplicity
of its use. It remains as a challenge to apply the DFO framework
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for optimum nonlinear experiment design to a real or laboratory
scale system.
Kramer et al.37 provide a quick overview of both computer
algorithms and practical applications of derivative-free opti-
mization methods. They classify derivative-free optimization
methods as based on pattern search methods (i.e., generalized
pattern search or direct search), methods which approximate
the objective function and then use trust-region methods for
handling the solution of the optimization problem, and optimi-
zation methods based on heuristics and stochastic components
such as evolutionary, genetic, and particle-swarm methods.
Some practical recommendations about how to handle the
presence of constraints in a derivative-free optimization approach
are also provided. The authors also mention that future work on
the theory and applications of DFO in dynamic optimization,
mixed-integer nonlinear programming, and the optimization of
uncertain systems is required.
Giuliani and Camponogara38 used DFO methods to address
the optimization of gas-lifted oil fields. The authors deployed an
augmented Lagrangian approach for dealing with constraints
which were originally stated as bounds on decision variables.
However, for dealing which constraints of the type Ax − b ≤ 0,
they just stated that only solutions which made feasible this set
of linear constraints would be accepted. After inequality
constraints were embedded into the Lagrangian function, the
optimization problem was solved using a trust-region algorithm
proposed by Conn et al.39 The authors also compared their
DFO trust-region method results against a mixed-integer liner
programming (MILP) formulation which deployed piece-wise
linear approximation of the optimization model. They concluded
that the DFO trust-region method led to better optimal solutions
and reported infeasible MILP solution for two of the addressed
production scenarios. This has to do with the fact that in those
cases the piece-wise linear model was not able to represent the
model behavior. This behavior was somehow expected, since the
DFO trust-region method builds a local approximated model
at each iteration.
Botelho et.al.40 considered the parameter estimation problem
of an industrial polymerization reactor. Prior to solving the
parameter estimation problem the authors used an identifi-
ability analysis to decide the set of parameters to be identified.
Once that decision was taken, a DFO nonlinear parameter
estimation problem was solved. For handling the numerical
solution of the DFO the authors deployed the BOBYQA
optimization software.17
Rios and Sahinidis14 published a full and exhaustive
comparison about the performance of free-derivative optimiza-
tion algorithms. They compared 22 DFO algorithms using
502 problems. This is practically the first systematic work aiming
to compare the performance of DFO algorithms to gain insight
about the merits of different DFO algorithms. They came to
the conclusion that although important advances (especially in
model based DFO algorithms and in global convergence proofs)
have been reported both in the theoretical and numerical aspects,
more work is needed in DFO especially in extending DFO
methods to deal with generally nonlinear constrained problems.
Schilling et al.41 provided one of the few reported results of
application of DFO to an experimental system aimed to the
synthesis of new inorganic−organic compounds with target
properties. The authors deployed a set of objective functions
related to increasing crystallinity, inhibition of crystallization,
increasing crystal size, and tuning of the particle size of different
inorganic−organic compounds. Depending upon the deployed
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objective function, different sets of decision variables were used.
Simple bounds on the decision variables were also included.
For solving the DFO problem the BOBYQA algorithm17 was
deployed. The authors reported a quick convergence rate of the
algorithm in this experimental setting and improved results
of the addressed compounds related to the target properties.
This work clearly demonstrates that a combination of scientific
knowledge and expertise with numerical DFO algorithms provides
an efficient, systematic, and reliable way to improve the chemical
synthesis of compounds by just testing a small set of synthesis
conditions.
Forouzanfar and Reynolds42 addressed the optimal oil well-
placement problem using DFO methods. Modeling the
behavior of oil wells turns out to be a complex and compu-
tationally demanding problem. To this aim, the authors deployed
a commercial simulator. In their approach the authors used as
objective function the maximization the net present value (NPV)
of production in a reservoir. The decision variables had to do
with good placement of parameters such as location, length, and
trajectory of each well. Simple bounds on the decision variables
were also included. For solving the optimization problem the
authors considered their own implementation of the BOBYQA
algorithm as reported by Powell17 and compared both the quality
of the solution and the performance of that algorithm against a
genetic algorithm. They found that, for the addressed examples,
DFO methods required fewer computer simulations to achieve
the optimum solution. However, the solutions obtained using
both optimization algorithms tended to be similar but not equal.
The authors also reported that different optimal solutions were
obtained by starting the DFO algorithm from different initial
points. This behavior reflects the fact that the problem features
several local optimal solutions and that when converged DFO
methods can only achieve such a local optimal solution.
Asadollahi et al43 compared the performance and reliability
of four DFO strategies while approaching the production
optimization of oil wells. The objective function consisted of
the maximization of the NPV while water-cuts for different
producers were taken as the decision variables. A commercial
simulator was used as a black box to evaluate the production of
the wells and to provide input information for solving the
optimization problems. The addressed DFO methods were as
follows: pattern search Hooke−Jeeves, generalized pattern
search, Nelder−Mead, and a Line search method. They also
compared the performance of those DFO methods against a
sequential quadratic gradient based method (SQP), where
numerical derivatives were calculated by finite differences.
The convergence rate strongly depended upon the initial guesses
of the decision variables. In addition, in the case of the SQP
method, the results also depended upon the discretization size
for the numerical evaluation of derivatives. Globally, the DFO
Line search method provided the best results in terms of the
number of simulations used to converge the optimization prob-
lems. Although, in most of the cases, all the addressed algorithms
were eventually able to achieve similar values of the objective
function but at larger computational cost.
Ciaurri et al.44 deployed a DFO approach for handling the
optimization of production wells for generally nonlinear con-
strained optimization problems. This is one of the first reported
attempts for including more general nonlinear constraints in a
DFO setting where normally simple box bounds are dealt with.
They reported the use of the penalty function and filter methods13
for efficient constraint handling. The authors compared the per-
formance of two DFO methods (generalized pattern search36
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and Hooke−Jeeves direct search8) against a heuristic genetic
optimization and a gradient-based sequential quadratic method.
They reported good performance of the DFO methods when
dealing with constraint handling and came to the conclusion
that the generalized pattern method augmented with a filter
provided the best results when derivatives are not available.
However, nowadays one of the main drawbacks of DFO methods
lies in the fact that normally only small scale problems can be
dealt with.
Koller and Ulbrich45 addressed the production of metal
sheets by the hydroforming process as an optimal control pro-
blem. They used a commercial simulator to provide a dynamic
model for describing the spatial and time variation of the shape
of the metal sheets when subject to variation in the fluid pres-
sure which was considered to be the control variable, whereas
the objective function was taken as the volume difference
between the sheet metal and the die. They compared the
performance of the Nealder−Mead method and BOBYQA17
approaches for solving the underlying optimal control problem
and came to the conclusion that the BOBYQA solver out-
performed the Nealder−Mead for solving the addressed
optimal control problem in terms of the value of the objective
function and the number of simulation runs required to solve
the optimization problem.
Dowling et al.46 approached the dynamic optimization of a
complex pressure−swing absorption (PSA) system aimed to
CO2 capture. The dynamic model consisted of a series of mass
and energy conservation equations and some constitutive relation-
ships representing both time and one spatial coordinate system
behavior. High CO2 capture was one the objective functions,
and several control variables were also selected. Because of the
complexity of the mathematical model, a DFO approach17
was used to address the underlying optimal control problem.
The authors also used a gradient-based optimization algorithm,
embedded in the IPOPT software,47 to deal with the optimi-
zation problem. Because they used the solution of the math-
ematical model as a black box, proper gradient information
was calculated by an adjoint approach. Although the authors
concluded that the gradient-based optimization algorithm
outperformed the DFO strategy, from Tables 10, 11, and 12
of ref 46 it is clear that this was done at the cost of larger CPU
times.
Fisher and Jiang48 deployed four different DFO methods for
the evaluation of kinetic parameters in a combustion system.
The methods considered by the authors were as follows: adaptive
random search and a genetic algorithm and two deterministic
algorithms coded in the programs CONDOR49 and BOBYQA.17
The authors concluded that BOBYQA was the optimization
algorithm which provided the best model parameter fitting to
reproduce the provided pseudoexperimental information.
3. DFO APPROACHES FOR PRODUCT TRANSITIONS
In this section we provide details about the method of using
DFO techniques for handling MPC problems and a short expla-
nation about the particular DFO algorithm used in this work.
• Unconstrained optimization problem with penalized
dynamic model.
Even when DFO strategies are aimed at systems where
no derivative information is available, in a first attempt to
try to optimize such a kind of systems and to realize the
quality of DFO solutions obtained from typical software
implementations, we have assessed the product transition
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problem in systems where a dynamic model is available.
Then, the typical constrained dynamic optimization
problem was transformed into an unconstrained optimi-
zation problem by moving all the sets of constraints,
comprising the dynamic model and related additional
constraints, into the objective function and penalizing
such a set of constraints. For doing so, the set of con-
straints related to the dynamic model were approximated
using the transcription approach.4 The resulting uncon-
strained penalized optimization problems were then
solved using (a) typical nonlinear optimization solvers,
available in the GAMS optimization environment,50 and
(b) the BOBYQA implementation of a DFO solver.17
As previously stated, we clearly recognize that this is not
the real scenario where DFO strategies should be used,
since when the dynamic mathematical model and related
derivatives are available powerful and efficient gradient
optimization techniques13 should be deployed. Our
aim was just to compare the performance of a typical
DFO algorithm implementation (i.e., BOBYQA) against
a straightforward solution using a nonlinear program-
ming solver. Finally, it should be remarked that product
transitions computed deploying the above-described pro-
cedure are open-loop or off-line control policies. After-
ward, a control systems would be needed to implement
such control policies in a closed-loop scenario.20
• Model predictive control using black box dynamic
modeling.
DFO techniques have been used for approaching
either linear or nonlinear model predictive control of
processing systems.51 Model predictive control (MPC)
is a closed-loop control technique well suited for the
control of nonlinear systems using a receding horizon
approach.21 In this control environment a set of values of
the input or manipulated variables (i.e., u1, ..., uN) are
computed such that the output or controlled variables
(i.e., x1, ..., xM) are forced toward target or desired values,
where N and M stand for the length of the control and
prediction horizons, respectively. Commonly, only the
first control action u1 is applied to the controlled system.
When a new measurement becomes available, the control
scenario is moved ahead by a time equivalent to the sam-
pling time and the procedure is repeated until the target
values are obtained.
When a dynamic model or derivatives of the under-
lying systems are not available, a kind of DFO algo-
rithms, the so-called genetic algorithms, have been applied
for addressing the model predictive control problem
of such systems.52,53 In this work we deploy a kind of
DFO algorithm based on using trust-region optimization
techniques, which are numerical techniques aimed to the
efficient optimization of unconstrained systems12,13
featuring only a given objective function. In the case of
DFO trust-region methods the objective function is
approximated by a quadratic function.11 Such an approxi-
mation of the objective function is built using only input
and output information. Hence, using DFO techniques
no information, in the form of an explicit dynamic model
or their related derivatives, is required for the dynamic
optimization of processing systems. We only require
(a) input/output information on the controlled system and
(b) solving the dynamic optimization problem by approx-
imating the objective function using DFO trust-region
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Industrial & Engineering Chemistry Research
optimization techniques. Assuming that the system
response would be available in the form of a black-box
model, the remaining issue consists in formulating an
objective function which mimics the model predictive
control approach used when a dynamic model is available.
After testing several forms of objective function for
product transitions, we came to the conclusion that
the following form of objective function is suitable for
performing dynamic product transitions:
N actions was implemented, discarding the remaining ones.
Ω= ∑ [αx(xi − x f )2 + αu(ui − u f )2 ]
i=1
N N
+ λx ∑ [Δxi] + λu ∑ [Δui]2
2 ditions were reached.
i=1 i=1 (1)
where the superscript f stands for final, desired or target
values, αx and αu are weights deployed to penalyze for
deviations from the target values, and λx and λu are
penalties impossed on variations of the magnitude of the
states and the manipulated variables, respectively.
Actually, the form of the objective function defined in
eq 1 was first proposed in ref 51. The first two terms in
eq 1 are used to drive the states x and manipulated
variable u toward their target values. The aim of the last
two terms in eq 1 is to penalize for large changes in both
the states and manipulated variable values. This reflects
our desire of obtaining smooth control actions and in
consequence smooth system response as well. Note that
those changes are defined as follows:
Δxi = xi − xi − 1 (2)
Δui = ui − ui − 1 (3)
therefore at the beginning of the product transition (i.e.,
i = 1) x0 and u0 stand for the initial values of the states
and manipulated variables, respectively. It should be
remarked that in eq 1 we have made equivalent the size
of the control and prediction horizons. However, the Ω
objective function can clearly be cast for different values
of N and M as well.
In summary, the MPC computation of optimal prod-
uct dynamic transitions using a DFO approach can be
cast as follows:
N note that in this form ak is a scalar, f k is the Jacobian, and
f 2 f 2
min Ω = ∑ [αx(xi − x ) + αu(ui − u ) ]
x, u
i=1
N N
+ λx ∑ [Δxi] + λu ∑ [Δui]2
2
i=1 i=1 (4)
s.t. x l ≤ xi ≤ x u , i = 1, ..., N (5)
ul ≤ ui ≤ uu , i = 1, ..., N (6)
Δx l ≤ Δxi ≤ Δx u , i = 1, ..., N (7)
Δul ≤ Δui ≤ Δuu , i = 1, ..., N (8)
(5)
where the l and u superscripts stand for lower and upper
bounds, respectively. Because this is a derivative-free
optimization approach, no equations related to the
deployment of the MPC algorithm should be used.
Solving an MPC problem requires the online or feedback
computation of control actions able to drive the system
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to the target operating point in an optimal manner. Since
this normally implies using an explicit dynamic model for
computing such control actions and we assume such a
model is not available, we need to implement an MPC
algorithm in a different manner when a derivative-free
optimization approach is deployed. This means that at
any time a number of control actions (given by the
prediction horizon) were computed, but in the spirit of
the MPC strategy, only the first one of those control
When a new measurement became available the solution
of the closed-loop optimal control problem represented
by eqs 4−8 was repeated and so on until target con-
We would like to highlight that nonlinear dynamic
process simulation models of the addressed systems
(in particular of the distillation column) were used to
perform the optimization calculations. Particularly, for
the fourth case study, a DFO nonlinear model predictive
control approach was used for the online computation of
the control actions.
• Implementation of the DFO trust-region method.
BOBYQA (Bound Optimization BY Quadratic
Approximation) is a derivative-free optimization code,
proposed by Powell (2009),17 which approximates the
behavior of the objective function deploying a quadratic
interpolation polynomial. This optimization approach
finds the minimum of an objective function J(u) subject
to simple constrains:
min J(u) such that ulow ≤ u ≤ uup
where u is an n-dimensional decision vector.
At each iteration k, a quadratic polynomial is used to
approximate the behavior of the objective function:
Q (uik) = J(uik), i = 1, ..., m
The quadratic approximation model Qk (u) can assume
the following form:
1
Q k(u) = ak + (u − u0k)T f k + (u − u0k)T
2
F k(u − u0k)
Fk stands for the Hessian matrix. Also note that the term
uk0 stands for the approximation of the decision vector at
iteration k.
To solve the derivative-free optimization problem,
a truncated gradient trust region method is deployed.
The optimization problem is run to optimize the qua-
dratic approximation model of the objective function.
At each iteration the trust region radius is computed.
The optimization problem ends when the trust-region
radius becomes smaller than a given target value. More
details about the implementation of the BOBYQA algo-
rithm can be found elsewhere.17
4. PROBLEM DEFINITION
The problem to be solved in this work can be described as
follows. Given
• An objective function representing the target grade or
product plant transitions.
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• A black box system (either industrial or laboratory
system or computer simulation) from which only input
and output information about the dynamic performance
of such a system is recorded.
• A set of simple box bound constraints on the system
states.
• We assume that numerical values of the system deriv-
atives of the objective function are not available.
Then the problem consists of computing the time value of the
set of control actions u(t) such that the objective function
attains its optimal value, meaning that the optimal solution of
the dynamic product transition problem can take the system
from an initial x0(t) to a final steady-state xf(t) in the best pos-
sible way.
5. CASE STUDIES
In this section we carried out the optimal dynamic product
transition of several processing systems under different modeling
assumptions. The first three examples deal with dynamic systems
where a dynamic model is available, whereas a binary distillation
column, deployed as the fourth example, is used to demonstrate
the advantages offered by DFO for the dynamic optimization of
systems when an explicit dynamic model is not available.
Fundamental Differential Equation. The first case study
deals with the fundamental differential equation which reads as
follows:
dy
= −ay(t ) + bu(t )
dt (9)
where y is the state variable, t is the independent variable, u is a
control variable, and a, b are constant with a = b = 1. Hence,
the penalized state transition objective function, which includes
the discretization of the dynamic mathematical model, reads
1
1
min Ω =
2
∫0 (y 2 + u 2) dt + μF(y , y )̇
(10)
where F(y, ẏ) stands for a function which represents the dis-
cretized dynamic model as a function of the states (y) and
states derivates (ẏ) and μ is a penalty parameter. Figure 1
displays the optimal dynamic transtions as computed by the
CONOPT solver embedded in the GAMS optimization environ-
ment50 and using a Fortran implementation of the BOBYQA

Figure 1. Comparison of optimal dynamic optimization results for the fundamental ordinary differential equation. The optimization problem was
solved using the transcription approach for system discretization and moving the discretized dynamic system into the objective function using the
CONOPT and DFO BOBYQA solvers. (a and b) For 10 finite elements and μ = 30 and (c and d) for 5 finite elements and μ = 100.

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DFO solver.17 The vectors of initial [y0, u0]and target [yf, uf ] Table 1. Parameters Used for the Multiple Steady States
transition conditions are given by [1, −0.375] and [0.3, 0], Hicks Reactor
respectively. As shown in Figure 1, the dynamic transition
parameter value description
problem in BOBYQA was solved using two different values of
the penalty parameter μ. We note an oscillation of the manipu- θ 20 residence time
lated variable response for small μ values reflected as deviation J 100 −ΔH/(ρCp)
cf 27.6 feed concentration
of the state variable with respect to the solution obtained using
α 1.95 × 10−4 dimensionless heat transfer area
the dynamic model as an explicit constraint of the optimization
Tf 300 feed temperature
problem (see Figure 1a,b). As expected, as the value of μ is
k10 300 preexponential factor
increased the oscillation in the manipulated variables practically
Tc 290 coolant temperature
disappears and the two optimal dynamic transition solutions N 5 E1/(RJcf)
look similar (see Figure 1c,d). The values of the objective func-
tions using GAMS and BOBYQA are 0.193 and 1.879 × 10−1,
respectively.
When an explicit dynamic mathematical model is used for
product transitions, the set of model constraints must be met.
Moreover, in the transcription approach such a set of con-
straints must be approximated by discretization of the original
continuous model. In this work, the function F(y, ẏ), which
appears in eq 10 and alike, represents such a discretized
dynamic mathematical model. Although our aim is to solve
dynamic product transition problems using a derivative-free
optimization approach, we also included the optimal solution of
such a problem, when gradient information was available like in
the first three case studies, using the transcription approach
and moving the discretized dynamic model F(y, ẏ) into the
objective function as a penalty term. This would allow us to
compare both gradient and derivative-free optimization approaches
for solving product transition problems. Of course, when
gradient information is available it can be more effective to
solve the problem as a fully constrained optimization problem Figure 2. Steady-state multiplicity map of the Hicks reactor. The con-
instead of penalizing the objective function. tinuous line stands for stable steady states, whereas the dashed line
Hicks Reactor. In order to compute product transition stands for unstable steady states.
trajectories, the CSTR model as proposed by Hicks and Ray19
was used. Because the original parameters set used by these representing the discretized dynamic model and μ = 3 × 107 is a
authors did not lead to multiple steady states, some of the penalty parameter. As shown in Figure 2, we assume that a
parameters values were modified in order to end up with a product transition from steady-state B to the steady-state A will
multiplicity map. In dimensionless form the model is given by be carried out. Optimal product transitions are shown in Figure 3.
dy1 1 − y1 As shown there, the optimal dynamic transition trajectory using
= − k10e−N / y2y1 an explicit dynamic model turns out to be different from the
dt θ (11)
solution computed when no dynamic model and related deriva-
dy2 yf − y2 tives are used. In fact, from Figure 3a the optimal solution found
= − k10e−N / y2y1 − αU (y2 − yc ) by BOBYQA is just a linear ramp between the initial and final
dt θ (12)
value of the manipulated variables. On the other hand, the optimal
where y1 stands for dimensionless concentration (c/cf), y2 is the solution found by using an explicit dynamic model is more involved
dimensionless temperature (Tr/Jcf), yc is the dimensionless initially implying closing the control valve and then opening it
coolant temperature (Tc/Jcf), yf is the dimensionless feed up to an upper bound. Figure 3b,c displays the states dynamic
temperature (Tf/Jcf), u is the cooling flow rate, and c and Tr response as a result of imposing the control actions shown in
are the concentration and reactor temperature, respectively. Figure 3a. We note that independently of the dynamic optimization
Table 1 contains the numerical values of the parameters used in approach, in both cases the minimum transition time turns out to
this work. In Figure 2 a steady-state multiplicity map is shown. be the same; i.e., product transitions are achieved deploying similar
As the objective function the requirement of minimum transition time. We can conclude that the DFO optimal dynamic
transition time between the initial steady state and the final transition policy does not look aggressive in the sense that it avoids
desired one is imposed: the overshooting behavior in the reactor temperature as shown in
t Figure 3c. The value of the objective functions using GAMS and
min Ω = ∫0 {α1(y1(t ) − y1d )2 + α2(y2 (t ) − y2d )2 BOBYQA are 292.411 and 1.223 × 10−3, respectively.
Isothermal Biochemical Reactor. In this case study we
+ α3(u(t ) − ud)2 } dt + μF(y, y )̇ (13) address the optimal product grade transition problem of an
isothermal biochemical reactor proposed by Agrawal et al.54
where the superscript d stands for desired or target values and The dimensionless model reads as follows:
α1 = 1 × 107, α2 = 5 × 103, and α3 = 1 × 10−1 are weights used
for stressing the importance of the y1, y2, and u decision variables. dx1
= −x1 + Da(1 − x 2) exp(x 2/γ )x1
Similar to the past case study, the term F(y, y)̇ is a function dt (14)

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Figure 3. Comparison of the product optimal dynamic transition results for the Hicks reactor using an explicit dynamic model solved using the
CONOPT and the BOBYQA solvers. Ten finite elements with three internal collocation points were used for the discretization of the dynamic
model.
dx 2
= −x 2 + Da(1 − x 2) exp(x 2/γ )(1 + β)
dt
/(1 + β − x 2)
where x1 is the normalized cell concentration, x2 is the substrate
conversion, and Da is the Damköhler number. Using β = 0.1
and γ = 0.4, we obtain the bifurcation diagram depicted in
Figure 4 for the x2 state, while the nominal steady states are
shown in Table 2. It should be noted that in this case x1 and x2
are the output variables, whereas Da is the manipulated variable.
For comparing the quality of the optimal product transition
policies we carry out a product transition from the initial steady
state A to the final steady state B.
In this case the following minimum transition time objective
function between the initial steady state and the final desired
one is imposed:
t Box Model. In this section we provide an example of the
min Ω = ∫0 {αx1(x1(t ) − x1d)2 + αx2(x 2(t ) − x 2d)2
+ α Da(Da(t ) − Dad)2 } dt + μF(x , x)̇
where the superscript d stands for desired or target values.
For this problem αx1 = 1 × 101, αx2 = 1 × 102, and αDa = 1 × 101.
Article
As in the past cases, the term F(x, x)̇ is a function representing
the discretized dynamic model and μ = 5 is a penalty parameter.
We assume that a product transition from the initial steady
(15) state A to the final steady state B (see Figure 4) will be carried
out. Optimal product transitions are shown in Figure 5.
As shown, this time the optimal product dynamic transition
solutions, using the discretized explicit model and without using
the dynamic model and related derivatives, are not so different.
Initially, as shown in Figure 5a, the DFO optimal solution has a
larger undershoot behavior. However, this initial behavior seems
to be helpful to avoid the overshooting behavior displayed by the
optimal solution which uses the full explicit dynamic model.
It should be also noted that the two optimal product dynamic
transition strategies feature essentially the same value of the
transition time. The value of the objective functions using GAMS
and BOBYQA are 8 × 10−3 and 1.48 × 10−1, respectively.
Product Transitions Using an ASPEN Simulation Black
typical environment in which DFO methods represent an advan-
tage over gradient-based optimization strategies: an explicit
(16) dynamic model of the underlying system and or its gradient are
not available. We take advantage of the fact that there are some
commercial process simulators which have embedded powerful
first-principles mathematical models. Commonly, such process
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Figure 4. Multiple steady states diagram of the biochemical reactor.
Table 2. Nominal Steady States for the Bioreactor System
A B C D
x1 0.1683 0.2685 0.2335 0.1354
x2 0.8926 0.6343 0.3363 0.1581
Da 1 0.56 0.65 0.8
simulators have limited optimization capabilities being most of
them related to steady-state process simulation scenarios.
In these simulation environments dynamic optimization algo-
rithms are not available and are difficult to implement or
are limited to a kind of linear MPC technique. This is true
especially for sequential process simulators, since in equation-
oriented simulation environments, because of the simulator
structure, dynamic optimization facilities can be available.
In any case, in this case study we will assume that a typical
black-box dynamic first-principles model is available. In this
black box system we provide values of the manipulated
variables and record the system responses. Using this black box
scenario we build and solve a DFO product transition problem
capable of taking the dynamic system from an initial to a final
target point in an optimal manner using a nonlinear MPC opti-
mization environment.
A nonlinear dynamic model of a benzene/toluene binary
distillation column was built using the ASPEN Dynamics simu-
lation environment. The equimolar feedstream is composed
of a total flow rate of 1000 kmol/h at 100 °C and 5 bar.
The distillation column has 12 trays and a total condenser, and
the number of the feed tray is 6 counted down from top to
bottom. Moreover, at the condenser the column operates at
1 bar with a 0.1 bar drop pressure per tray. We used the
rigorous vapor−liquid equilibrium RadFrac module available in
Aspen Plus. In addition, the Chao-Seader method was deployed
for vapor−liquid equilibrium calculations. In addition, the values
of the reflux ratio and reboiler thermal duty were set at 6.3457
and 26.568 GJ, respectively. Under these processing conditions
the benzene mole fraction in the distillate stream is 0.8, whereas
the toluene mole fraction in the bottoms stream is 0.8 as well.
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Figure 6 displays the flowsheet of the steady-state simulation of
the column deployed to obtain a dynamic model of the binary
distillation column using the Pressure Driven mode available in
ASPEN PLUS.55
To test the performance of the DFO MPC control scheme
the following closed-loop scenarios were examined: (a) one
point composition control of the distillate stream, (b) one point
composition control of the bottoms stream, and (c) simul-
taneous dual composition control of both distillate and bottoms
streams. To control the benzene mole fraction in the distillate
stream we deployed the mass reflux flow rate as the
manipulated variable, whereas the toluene mole fraction in
the bottoms stream was regulated using the reboiler thermal
duty as the manipulated variable. It should be stressed that
proportional−integral (PI) primary control loops were also
included. Accordingly, the column pressure was regulated using
the condenser thermal duty, the condenser level was controlled
using the distillate flow rate, and the reboiler level was
controlled deploying the bottoms flow rate. Table 3 shows the
values of the Ziegler and Nichols gains and integral times for
each one of the primary control loops. Moreover, to compare
the performance of the DFO MPC control system, two PI
composition controllers were also tuned. Such controller tuning
values were found deploying the Autotune tool available in
Aspen Dynamics.
As previously discussed in Section 3, for approaching the
closed-loop calculation of optimal dynamic product transitions
we use a DFO MPC formulation for the objective function.
The formulation of the objective function for one point compo-
sition control reads as follows:
N
min Ωi = ∑ [α x(xij − xid)2 + α u(uij − uid)2 ]
j=1
N N
+ α x ∑ [Δxij]2 + α u ∑ [Δuij]2 , i = [b , t ]
j=1 j=1 (17)
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Figure 5. Comparison of the product optimal dynamic transition results for the biochemical reactor using an explicit dynamic model solved using the
CONOPT and the BOBYQA solvers. Twenty finite elements with three internal collocation points were used for the discretization of the dynamic model.

Figure 6. Flowsheet of the benzene−toluene distillation column. Discharge pressure in PUMP-D and PUMP-B pumps is 6 bar. Output pressure in
CVD and CVB control valves is 3 bar. Moreover, a 5 min residence time, for sizing the accumulator and sump tanks, was set.

where x stands for the mole fraction which is the controlled desired or target values. Moreover, the index i stands for the
variable, u stands for the manipulated variable, N is the pre- number of control loops, which in this case, according to Table 3,
diction and control horizons, and the superscript d stands for can only take the following values: i = b, t (i.e., i = b means control
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Table 3. Ziegler−Nichols PI Controller Parameter Values Moreover, the following values of the weighting functions were
for the Primary (three first control loops) and Secondary deployed: αxb = 1, αxt = 1, αub = 1, and αut = 0.1
Composition Control Loops of the Benzene−Toluene One-Point Composition Control of the Distillate
Distillation Column System Stream. In this case study we carried out two product
dynamic transitions: (a) from the initial steady-state given by
controlled manipulated integral
loop variable variable gain time action [xb0, R0] = [0.8,26.0923] to the target steady state given by
1 column pressure condenser 20 12 reverse
[xbf , Rf ] = [0.9,36.700], and (b) then the product transition in
thermal duty the opposite direction was done. Here, xb stands for benzene
2 condenser level distillate flow 20 1000 direct mole fraction and R is the mass reflux flow rate [Ton/h],
rate whereas the subscripts 0 and f stand for initial and final values,
3 reboiler level bottoms flow 20 20 direct respectively. We have assumed that online measurements of the
rate
benzene mole fraction in the distillate stream will be available
b benzene mole mass reflux flow 24.93 9.5 reverse
fraction rate every 30 min and that the length of the prediction/control
t toluene mole reboiler thermal 6.135 7.5 reverse horizon N is 5. In addition, the bottoms composition was not
fraction duty put under control. For implementing both product dynamic
transitions we proceeded as follows: (1) first, we initialize the
of the benzene mole fraction, whereas i = t means control of the simulation with the steady state conditions, (2) then change to
toluene mole fraction). In addition, Δx and Δu have similar dynamic mode, (3) run the dynamic simulation for 30 min,
definitions like in eqs 2 and 3. Finally, αx and αu are weighting (4) stop the simulation, and (5) use the values of mass reflux
functions for the composition and manipulated variable, flow rate and benzene concentration in the DFO BOBYQA
respectively. Similarly, for the dual composition control of the solver as decision variables and solve the DFO problem;
distillation column the following form of the objective function BOBYQA yields the new calculated value of the mass reflux
was deployed: flow rate to be implemented in the simulation environment.
t N Repeat steps 3−5 when new measurements become available
min Ω = ∑ ∑ [αix(xij − xid)2 + αiu(uij − uid)2 ] until the target steady state is reached.
i=b j=1
In Figure 7 the optimal product transitions using a nonlinear
t N t N
MPC approach and the BOBYQA DFO trust-region solver are
shown. As a note, the DFO BOBYQA solver is capable of
+ ∑ αix ∑ [Δxij]2 + ∑ αiu ∑ [Δuij]2 performing the requested product dynamic transitions. One of
i=b j=1 i=b j=1 (18)
the things to notice from the results displayed in Figure 7 is
Independently of the type of composition control, the follow- that product transitions are not symmetric meaning that the
ing bounds on the controlled and manipulated variables were dynamic behavior of the benzene/toluene distillation column
enforced: comprises a nonlinear system. Moreover, a relatively small
number of control actions were required to reach the target
0 ≤ xb ≤ 1 (benzene concentration) steady states. In addition, it should be stressed that the dynamic
0 ≤ xt ≤ 1 (toluene concentration) optimization results were obtained without using an explicit
dynamic model of the distillation column and/or its gradient,
26.0923 ≤ ub ≤ 62.957 (mass reflux flow rate [Ton/h]) which represents an advantage when a dynamic model is not
t available or nondifferentiable. The value of the objective func-
26.56 ≤ u ≤ 41.86 (reboiler duty [GJ/h]) tion is 5.67 × 10−4.

Figure 7. One-point control of the benzene mole fraction in the distillate stream using the DFO-MPC approach. The sampling time was set at
30 min.

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Figure 8. One-point control of the toluene mole fraction in the bottoms stream using the DFO-MPC approach. The sampling time was set at
30 min.

Figure 9. Two-point control of the benzene mole fraction in the distillate stream and of the toluene mole fraction in the bottoms stream using the
DFO-MPC approach. The sampling time was set at 30 min.

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Figure 10. Comparison of one-point control of the benzene mole fraction in the distillate stream versus a Ziegler−Nichols PI controller.
The sampling time was set at 30 min.
One-Point Composition Control of the Bottoms
Stream. In this case the mole fraction of toluene in the
bottoms stream was closed-loop controlled using the reboiler
thermal duty as the manipulated variable. It should be stressed
that the mole fraction of the benzene in the distillate stream
was not under closed-loop control. Two product transitions
were addressed in this case: (a) from the initial steady-state
given by [xt0, Q0] = [0.8,26.5681] to the target steady state given
by [xtf , Qf ] = [0.9,29.99] and (b) the product transition in
the opposite direction. Similarly to the past case, xt stands for
toluene mole fraction, and Q is the reboiler thermal duty [GJ/h],
whereas the subscrips 0 and f stand for initial and final values,
respectively. In Figure 8 the results for the controlled and manip-
ulated variables are displayed. As it can be seen, the results are
acceptable in terms of achieving the product transitions in a
relatively smooth manner. Globally speaking and as expected,
one-point control was not a major issue using the DFO MPC
approach. The value of the objective function is 4.08 × 10−4.
Dual Composition Control of the Distillate and
Bottoms Streams. The more challenging and interesting
problem in conventional distillation control refers to the simul-
taneous control of both distillate and bottoms stream mole frac-
tion. The problem is hard to deal with because of the commonly
strong interactions between such control loops and large mea-
surement delays. Because of its multivariable nature and
its ability to deal with nonlinear systems, nonlinear MPC
controllers are a good option to tackle the dual composition
control issue in conventional distillation columns. In Figure 9
closed-loop results for both distillate and bottoms stream are
displayed. The initial and final steady states are given as follows:
[xb0, xt0, R0, Q0] = [0.8, 0.8, 26.092, 26.5681] and [xbf , xtf , Rf, Qf ] =
[0.9, 0.9, 62.657, 41.73], respectively. Similarly to the
two past one-point control problems, two product transitions
were attempted: (a) from their initial steady-state to the target
steady-state and (b) in the opposite direction. As noted from
Figure 9, the DFO MPC controller is able to perform the
requested product transitions in a relatively small number of
control steps. Moreover, the closed-loop response is smooth
enough in any transition direction. The value of the objective
function is 5.44 × 10−1.
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Comparison against Proportional−Integral Control-
lers. In this section we carried out a comparison between the
performance of the DFO-MPC controllers and the correspond-
ing closed-loop behavior obtained from simple PI control
structures. Intuitively, we expected better closed-loop response
from DFO-MPC controllers because they use more informa-
tion regarding the controlled system. Moreover, the presence of
the relatively long measurement delay will create serious
problems when deploying PI control systems. Accordingly,
in Figure 10 closed-loop results are compared using the
DFO-MPC control system and a Ziegler−Nichols PI control
system when the one-point composition control of the distillate
stream was attempted. It is clear that even for a single-point
composition control the PI controller is not able to perform the
requested product transition. The main reason for the poor
performance of the PI controller has to do with the length
of the sampling time. Since the remaining control scenarios
displayed similar closed-loop response when deploying PI
control system, only the comparison of the closed-loop control
of the distillate stream is shown.
6. CONCLUSIONS
There are some practical science and engineering situations
where the deployment of optimization tools can bring impor-
tant benefits measured in terms of economic, health, and
environment indicators. Commonly, the development of a
good mathematical model is a first requisite to apply formal
gradient-based optimization tools. There are some situations
where such models can be difficult to obtain because of
the involved complexity in building experimental equipment
for model verification purposes or reliable model parameters
lacking. In other practical cases, the mathematical model can
be only available in the form of a large computer program or in
a simulation environment. In any of these cases, no explicit
model would be available for optimization purposes. Under
these scenarios, DFO techniques can provide an effective and
efficient way of solving optimization problems for which no
gradient information is available. In particular, in this work we
have deployed DFO trust-region techniques for addressing the
solutions of such problems. When the optimization problem
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involves a few decision variables, DFO algorithms perform well.
We have shown that, using an MPC framework, the product
optimal dynamic transition problem can be efficiently solved
using a dynamic model embedded in the ASPEN process
simulator. In future work we will address the following prob-
lems: (a) processing systems involving uncertainty, (b) non-
differentiable systems, and (c) design scenarios involving
discrete decision variables.
■
AUTHOR INFORMATION
Corresponding Author
*(A.F.-T.) E-mail: antonio.flores.t@itesm.mx.
Notes
The authors declare no competing financial interest.
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