Corn/x&chcm. Engng, Vol. 12, No. 12, pp. 1171-1186, 1988 0098-I 354188 $3.00 + 0.

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Printedin Great Britain.All rights reserved Copyright0 1988 PergamonF’resspk

COMPUTATIONAL EXPERIMENTS IN
EQUATION-BASED CHEMICAL PROCESS FLOWSHEETING

S. E. ZITNEY and M. A. STADTHERR

Department of Chemical Engineering, University of Illinois, 1209 W. California St, Urbana,
IL 61801, U.S.A.

(Received 27 July 1987; J%UZI revision received 22 April 1988; received for publication 4 May 1988)

Abstract-The central computational problem in equation-based flowsheeting is the simultaneous solution

of a large sparse system of nonlinear algebraic equations. SEQUEL-II, our implementation of the
equation-based approach, provides a means for comparing nonlinear equation-solving techniques, in
particular the techniques used for computing correction steps, for generating initial guesses, and for
evaluating sparse Jacobian matrices. Comparisons are made on the basis of both efficiency and reliability.
On a set of fourteen process flowsheeting problems, Powell’s dogleg correction step is not only very
efficient, but also somewhat more reliable than the Newton step when good initial guesses are not
available. Schubert’s sparse Jacobian update performs very well, but Bogle and Perkins’ new least-
relative-change update gives improved performance,when used in connection with either the dogleg or
Newton correction step. The use of a hybrid update provides a better approximation of the Jacobian than
a sparse update alone, and so significantly improves, in terms of number of iterations, the efficiency of
the dogleg correction step.

INTRODUCFION reliability of the correction-step methods and the

The equation-based (EB) approach is an attractive
alternative to the usual sequential-modular approach
to process flowsheeting. Recent years have seen con-
siderable progress in EB flowsheeting (Stadtherr and
Vegeais, 1985), with significant accomplishments in
commercial software, as discussed in more detail
below. It appears, however, that further im-
provements in a number of areas regarding nonlinear
equation solving are needed before truly general-
purpose EB systems achieve widespread industrial
use.
In this paper we focus primarily on the following
areas:
1. Correction stepPublished work on general-
purpose EB flowsheeting has concentrated on the use
of the Newton correction-step method for quite some
time. Chen and Stadtherr (1984) have recently pro-
posed an alternative method in which Powell’s dogleg
(Chen and Stadtherr, 1981) technique is used for
computing a correction step. We apply here their
modification of Powell’s method (MP) to a set of
chemical process simulation and design problems. As
a basis of comparison, the Newton correction-step
method is applied to the same EB flowsheeting
problems. The comparisons are based on efficiency
and reliability.
2. Automatic initializatio_Process variable initial-
ization has a strong effect on the performance of the
correction-step methods used in the EB approach
(Stadtherr and Hilton, 1982). And since initialization
schemes are largely empirical in nature, there are a
variety of such schemes that are possible. We thus
study here the interaction between the efficiency and
1171
quality of several automatic initialization schemes
adapted from those described by Locke (1981), Stadt-
herr and Hilton (1982), and Gupta et al. (1984).
3. Sparse Jacobian EvaluatioeA Jacobian matrix
is needed to generate a new set of guesses at each
iteration of the EB approach. The need to evaluate
the Jacobian analytically or by finite difference can be
avoided by updating the Jacobian approximation
from the previous iteration. The sparse Jacobian
update devised by Schubert has been found to be
somewhat unreliable in an evaluation of the general-
purpose EB package SPEEDUP (Gupta ef al., 1984).
This is consistent with the findings of other studies
(e.g. Mah and Lin, 1980; Perkins and Sargent, 1982)
based on chemical engineering applications. How-
ever, Chen and Stadtherr (1984), using a small set of
mathematical test problems, report that Schubert’s
update can be used successfully, at least when incor-
porated in the dogleg method for computing a cor-
rection step. We thus study here the efficiency and
reliability of Schubert’s update, as well as a new
least-relative-change update devised by Bogle and
Perkins (1987). We also make comparisons to the
sparse finite difference scheme of Curtis et al. (1974).
4. Hybrid Jacobian method--The use of a hybrid
method which makes combined use of available
analytical derivatives and a sparse Jacobian update
has frequently been suggested, often in the context of
a chemical process flowsheeting environment (e.g.
Lucia and Macchietto, 1983; Lucia et al., 1984; Lucia
and Westman, 1984; Westman et al., 1984; Field er
al., 1985; Macchietto, 1985; Miller and Lucia, 1985;
Pantelides, 1986). We thus study here, using the MP
correction step, the effect of such a hybrid method on
1172 S. E. ZITNEY and M. A. STADTHERR
the solution of EB flowsheeting problems. We also
make comparisons to a hybrid implementation that
uses the Newton correction step. In this method some
partial derivatives are computed analytically, while
others are approximated by finite difference rather
than by a sparse Jacobian update.
For these computational experiments, fourteen
benchmark problems, involving four chemical pro-
cess flowsheets, are used. The flowsheets include a
simple ethylene process (example 3) from the CHESS
User’s Guide (Motard and Lee, 1971) the ammonia
synthesis process studied by Stadtherr and Hilton
(1982), the well-known four-flash-unit system used by
Cavett (1963), and a light hydrocarbons recovery
process adapted from exercise 25 in the FLOW-
TRAN exercise book (Clark, 1977).
BACKGROUND
It should be noted at the outset that two compre-
hensive reviews of EB process flowsheeting (Shacham
et al., 1982; Perkins, 1984) have appeared in recent
years. The review by Perkins is particularly valuable
and covers many aspects of EB flowsheeting in some
detail. A more recent paper by Stadtherr and Vegeais
(1985) discusses the current status of EB flowsheeting
and highlights recent developments in four areas
related to EB flowsheeting, including industrial ex-
perience, nonlinear equation solving, inclusion of
procedures, and sparse matrix methods.
The EB approach offers speed and flexibility in
making process flowsheeting calculations, especially
when dealing with complex, highly-integrated pro-
cesses. It also is an excellent approach for performing
process optimization and dynamic simulations,
though these applications are not considered here.
These potential benefits are generally recognized to-
day, and there is increasing industrial interest in this
approach.
For instance, and EB package CHEOPE (Pagani
and d’Arminio Monforte, 1987) was designed at
Montedison, and has been used in performing the
simulation, design, and optimization of some indus-
trial chemical processes, including toluene oxidation,
methyl methacrylate synthesis, urea processing, phe-
nol purification, and hydrogen cyanide recovery. An
EB process simulator was developed at Amoco, and
has been used for the simulation of a process for gas
sweetening by amine absorption (Barnard et al.,
1986). The EB program TISFLO-II was developed at
Dutch State Mines, and has been used successfully in
industrial applications, including simulation of an
ammonia plant (Cronin et al., 1985) optimization of
utility generation and supply to a chemical complex
(Van Meulebrouk et al., 1982), and olefin plant
optimization (De Leeuw den Bouter ef al., 1983;
Barendregt et al., 1987). The general-purpose EB
package, SPEEDUP, has been evaluated recently by
Exxon (Gupta et al., 1984) and has been used else-
where industrially as well. Also, some special-purpose
EB programs are in industrial use, primarily for
utility system calculation (Gordon et al., 1978) and
systems of multistage separation units (Hegner and
Schoenmakers, 1985). It should also be emphasized
that this list of industrial applications of the EB
approach is by no means exhaustive.
Today there are several flowsheeting systems that
implement the EB approach. As mentioned above,
among those that have been used or tested on a
commerical level are SPEEDUP (Imperial College,
London) (e.g. Perkins and Sargent, 1982; Paloschi et
al., 1983; Pantelides, 1986), TISFLO II (Dutch
Mines) (e.g. Van Meulebrouk et al., 1982), CHEOPE
(Montedison) (e.g. Pagani and d’Arminio Monforte,
1987) and a process simulator developed at Amoco
(Barnard et al., 1986). Other systems, such as
ASCENDII(Camegie-MellonUniversity)(e.g. Locke,
1981), QUASILIN (University of Cambridge, U.K.)
(e.g. Hutchison et al., 1986a, b; Smith and Morton,
1987), FLOWSIM (University of Connecticut/
Control Data) (Shacham et al., 1982), SEQUEL
(University of Illinois) (Stadtherr and Hilton, 1982)
and DIVA (University of Stuttgart) (e.g. Ho11 er al.,
1987; Marquardt et al., 1987), have been used on an
academic level as experimental prototype systems.
Nonlinear equation solving in EB process$owsheering
EB process flowsheeting requires the solution of a
large sparse system of nonlinear equations. While
initial work in EB flowsheeting typically involved
solution by tearing to reduce the number of variables
iterated on, today the solution is almost always by
simultaneous linearization. In this case all the equa-
tions are linearized and all the variables iterated on
simultaneously using a Newton-type method.
When the Newton-Raphson (NR) method is used,
the need at each iteration to evaluate the Jacobian,
either analytically or by finite difference, is a com-
putational burden. The use of complete analytical
derivative information is expensive, and for many
flowsheeting applications analytical partial deriva-
tives are not available when a functional relationship
is defined by a procedure. In fact, Pantelides (1986)
recently pointed out that this problem is accentuated
in SPEEDUP by the very flexibility of the package in
allowing the user to define new process models. The
partial derivatives can also be evaluated by finite
difference, but generally at the cost of a significant
decrease in computational efficiency. For instance, in
their evaluation of SPEEDUP, Gupta et al. (1984)
found that the finite-difference NR method was al-
ways quite slow in convergence, and thus they used
this method very little in their testing.
The fact that the NR method is frequently costly
and time consuming has prompted considerable re-
cent interest in sparse quasi-Newton (QN) methods in
which an approximation to the Jacobian is updated
at each iteration. One such update is the modification
of Broyden’s update (Broyden, 1965) proposed by
 Computationalexperimentsin chemicalprocess flowsheeting
Schubert (1970). Several studies have found Schu-
bert’s update to be somewhat unreliable. For in-
stance, Gupta et al. (1984) found that a sparse QN
method based on an idea by Paloschi (1982) gave
better results than Schubert’s method. The reason for
these results may be that the implementation of
Paloschi’s method in SPEEDUP uses partitioning to
decompose the flowsheeting problems, while the im-
plementation of Schubert’s method does not.
Unfortunately, local solution strategies that use the
Newton correction step (NR and QN) may become
unreliable for large flowsheeting problems when good
initial estimates of the process variables are not
available. One approach to overcoming this problem
is to try to devise nonlinear equation solving methods
with good global convergence properties.
A class of methods with generally excellent global
convergence properties is the class of so-called con-
tinuation (or homotopy) methods. The use of such
methods in EB problems has been discussed recently
by Waybum and Seader (1984a, b), Seader et al.
(1984) Vickery and Taylor (1986), Burton and
Morton (1987) and Lin er al. (1987). These methods
solve the original problem by transforming it into a
sequence of subproblems, in which the solution of
one subproblem is used to generate an initial guess
for the next subproblem. In this sense the con-
tinuation methods are similar to the evolutionary
strategy for problem initialization proposed by Locke
(1981). The efficiency of a continuation method es-
sentially depends on the number of subproblems
needed to generate a good enough initial guess to
solve the original problem. Hlavacek (1984) has
reported that in his experience relatively few sub-
problems are needed in some chemical engineering
applications. While these methods do not guarantee
convergence (e.g. Burton and Morton, 1987), except
in special cases, they may converge to a solution when
other methods fail and may find multiple feasible
solutions when they exist. There are apparently no
published comparisons of continuation methods to
other initialization schemes in general-purpose EB
flowsheeting.
Chen and Stadtherr (1984) have shown recently
how the use of Powell’s dogleg (Chen and Stadtherr,
1981) technique for generating a correction step can
be used to improve the reliability of Schubert’s
update. They found that the MP dogleg method, a
combination of ideas from the QN method and the
steepest descent method, is much more reliable than
the QN method alone, thereby permitting a more
successful application of Schubert’s update than has
been reported elsewhere (Mah and Lin, 1980; Perkins
and Sargent, 1982; Gupta et al., 1984). These results
and those of Sun and Stadtherr (1988a) show that
Schubert’s update may be well suited to EB
flowsheeting, at least when used as part of the MP
method. Bogle and Perkins (1987) have recently
produced a new sparse update based on the idea of
least relative change in the Jacobian. The per-
1173
formance of this new update is compared to Schu-
bert’s update in this study.
Another approach to improving the reliability of
an EB system is to provide better automatic initial-
ization schemes. In fact, the need for globally con-
vergent techniques for solving the nonlinear equation
systems can be alleviated somewhat given effective
initialization schemes. And since they are largely
empirical in nature, any number of such schemes may
be devised. For instance, the three schemes imple-
mented in SEQUEL by Stadtherr and Hilton (1982)
use various preselected default and “average” values
with heuristics. The evolutionary strategy studied by
Locke (1981) uses increasingly complex models to
solve the flowsheet at each step. Another procedure
described by Locke uses a tearing strategy to deter-
mine a set of tear variables, which if guessed, would
allow the remaining variables to be initialized by
sequencing through the flowsheet. The EB program,
QUASILIN (Hutchison, 1986a), uses still another
approach in which the variables are initialized by
solving a simplified linear system approximately
modeling the flowsheet. Another possible scheme,
suggested most recently by Gupta et al. (1984) is to
do a few sequential-modular iterations to initialize
the variables. We adapt several of these initialization
schemes for use in this study.
TEST CODE: SEQUEL-II
In order to perform computational experiments
using the various nonlinear equation-solving tech-
niques described in this study, as well as to investigate
other computational problems arising in EB
flowsheeting, we have enhanced the EB system, SE-
QUEL, developed by Stadtherr and Hilton (1982).
This new system, dubbed SEQEUL-II, is, like its
predecessor, perhaps best regarded as an experi-
mental prototype system. The recent developments
are discussed here. We first briefly outline the sparse
nonlinear equation solver implemented in SEQUEL-
II, and then discuss, in detail, several of the more
important aspects of this implementation.
Sparse nonlinear equation solver
SEQUEL-II uses a modified version of the sparse
nonlinear equation solver, SPNEQ, developed by
Chen and Stadtherr (1984) and Sun and Stadtherr
(1988a). Some results for the SPNEQ code on a
variety of chemical engineering problems can be
found in Sun and Stadtherr (1988a). A brief descrip-
tion of the modifications of SPNEQ used here fol-
lows:
Given an initial estimate x, of the solution, an
initial step bound A, and a functionf(x), perform the
following calculations:
1. Evaluate the Jacobian, B. using a sparse finite
difference scheme or a hybrid method.
1174 S. E. Z~TNEYand M. A. S~~~ruras
2. Calculate a diagonal function scaling matrix Dr
and/or a diagonal variable scaling matrix D,,
and then scale the Jacobian. SEQUEL-II pro-
vides automatic scaling of functions and/or
variables. Alternatively the user may provide
his own scaling or use no scaling at all.
3. Perform the LU factorization of the scaled
Jacobian. In order to maintain sparsity,
SEQUEL-II uses sparse matrix methods imple-
mented in a two-pass approach.
4. For iteration k, calculate the correction step pk
and adjust pk as necessary to restrict variable
values to within physically feasible limits. The
scaled MP (dogleg) correction step is calculated
here as follows:
DxPk = D,P: if A >O.Sl IID,pfj(,
D,P, = aD,~f + (1 - alDx~;T
if 0.81 IID,p,NII k A =-
DxPk = AD,&lllD,gk II if IlD,~fll 3 A,
where )I- II indicates the Euclidian norm, p: is
the Newton correction step, p f is the step in the
steepest descent direction g,, and a is deter-
mined from IID,p, II = A as shown in Chen and
Stadtherr (1981). When the scaled Newton step
alone is used, it is damped using step-size
control, and the correction step pk is calculated
using the following equations:
D,P, = DA if A>O.SlIID,plyII,
DxPk = BD.xptv if O.SlllD,p~II 2 A,
where /I is A/l/ D,pc 11.
5. Calculatef‘(x, + pk) and check for convergence.
The relative convergence test is:
llD,~LNll G 6 max[llD,x /I, 1.01
and
where 6 is the user-provided number that
specifies the desired accuracy of the solution.
6. Check for very slow convergence or non-
convergence. If there is little or no im-
provement, stop the algorithm and return error
messages.
7. Check whether it is necessary to calculate a new
Jacobian. The Jacobian is re-evaluated occa-
sionally when the rate of convergence begins to
slow considerably. If a new Jacobian is re-
quired, return to Step 1. Step 7 is ignored when
the finite difference implementation is used.
8. Update X, and step bound A. Then return to
Step 1 when the finite difference imple-
mentation is used; otherwise continue to Step 9.
9. Update the Jacobian using Schubert’s update,
Bogle and Perkins’ least-relative-change update
(1987), or a hybrid method. Return to Step 3.
For more details, see Chen and Stadtherr (1981,
1984).
Correction-step variants
As indicated in the outline above, two correction-
step variants within the SPNEQ code are available in
SEQUEL-II:
MP-Implements the dogleg correction step in
Step 4. This is the usual correction step used
in SPNEQ by Chen and Stedtherr (1984).
DN-Implements the damped Newton correction
step in Step 4. This code variant is the same
as MP except that in Step 4 the calculation
of the steepest descent direction and the
application of Powell’s dogleg formula are
bypassed.
Note that the DN and MP variants will yield the
same results when the size of the scaled Newton Step
IID,pSII,
falls within the trust region defined using A. This is
most likely to occur when A is large (indicating a
good linearization).
It should be emphasized that these correction-step
variants are implemented in SEQUEL-II using the
SPNEQ code as a framework. This means that if the
same Jacobian evaluation technique is used, the code
for solving a problem with MP and the code for
solving a problem with DN are exactly the same,
except that, as noted above, two sections of code are
bypassed when DN is used. Thus, the MP and DN
variants can be compared directly by simply using the
same Jacobian-evaluation variant. This is an attempt
to achieve a meaningful comparison of correction-
step methods by minimizing implementation effects.
Sparse Jacobian -evaluation variants
For both the MP and DN correction-step vari-
ants, SEQUEL-II provides five sparse Jacobian-
evaluation variants, including two Jacobian updates,
a finite difference scheme, and two hybrid methods:
SCH-Implements Schubert’s update.
BGL-Implements Bogle and Perkins’ least-
relative-change update (1987).
CPR-Implements Curtis er al., finite difference
scheme (1974). A variable which occurs
in a subset of the equations is perturbed
at the same time as a variable appearing
in another subset of equations provided
these two subsets have no equations in
common. By taking advantage of spar-
sity in this manner, the total number of
function evaluations required to evaluate
the Jacobian is fewer than the n + 1
function evaluations needed for a simple
finite difference approximation. In fact,
the number of function evaluations re-
quired depends on the structure of the
occurrence matrix and is typically about
a few multiples of the number of com-
 Computationalexperimentsin chemicalprocess flowsheeting
ponents for a process flowsheeting prob-
lem. Table 2 lists the number of function
evaluations (NCPR) required by CPR to
perform a finite difference Jacobian eval-
uation for the flowsheeting problems in
this study. This scheme is not always
optimal, although the number of func-
tion evaluations required is usually close
to the minimum. Coleman and More
(1983) have recently proposed an alter-
native finite difference scheme based on
the graph coloring problem. In a recent
comparative study using chemical en-
gineering problems, Sun and Stadtherr
(1988b) have found that this new scheme
performs only slightly better than the
CPR scheme while requiring signifi-
cantly more execution time.
HCPR-Impiements hydrid version of the CPR
scheme. The partial derivatives of linear,
bilinear and trilinear terms are computed
analytically. This typically includes par-
tial derivatives from mass balance equa-
tions and some terms from equilibrium
relationships, energy balance equations,
and linearized thermophysical property
expressions. All other derivatives are
evaluated by the CPR scheme. The ele-
ments of the Jacobian to be computed
analytically are simply flagged so that
they are not evaluated by finite differ-
ence. Table 2 lists the number of func-
tion evaluations (NHCPR) needed to
compute the finite difference portion of
the hydrid Jacobian for the flowsheeting
problems in this study. It should be
noted that since some partial derivatives
are computed analytically, NHCPR is in
general less than NCPR, and in some
cases much less. The percentage of non-
zero Jacobian elements calculated ana-
lytically for each problem is listed in
Table 2. Note that some other strategy
for deciding which Jacobian elements are
to be done analytically could be used,
though the one used here is simple and
yields a high percentage of analytically-
determined elements.
HSCH-Implements hybrid version of SCH. The
partial derivatives of linear, bilinear and
trilinear terms are computed analytically
(see HCPR above), while all other deriv-
atives are approximated using Schubert’s
update. The elements of the Jacobian to
be computed analytically are simply
flagged so that they are not updated.
It should be noted that any number of mixes of
exact and approximated derivative information can
be used in such hybrid methods and no attempt has
1I75
been made here to determine which mix provides the
best combination of overall efficiency and reliability.
Also, as in the case of the correction-step variants, all
of the Jacobian-evaluation variants have been impJe-
mented within the framework of the SPNEQ code.
This means that if the same correction-step variant is
used, the only difference among the Jacobian-
evaluation variants is that part of the code that
actually performs Jacobian evaluation or updating.
Scaring
It is not uncommon in EB flowsheeting problems
for the process variables and model equations to be
very badly scaled, perhaps differing by several orders
of magnitude. This can adversely affect the con-
vergence of the correction-step methods. To minimize
the sensitivity of the methods to scaling, SEQUEL-II
provides Chen and Stadtherr’s automatic scheme
(198 1) for the scaling of functions, variables, or both.
The SEQUEL-II user is also given the option of
supplying his own scaling factors, or setting one or
both scaling factors to the identity matrix (no scal-
ing).
An alternative approach to the scaling problem is
to use scale-invariant solution techniques. For in-
stance, a QN method using BogJe and Perkins’
least-relative-change update (1987) is scale invariant.
However, since SPNEQ is designed to implement the
dogleg approach as one of the correction-step alter-
natives, and this approach is inherently scale de-
pendent, no matter what Jacobian update is used, we
are not able to take advantage of the scale invariance
of Bogle and Perkins’ update. The fact that, as will
be seen below, this update still performs extremely
well, suggests that the automatic scaling procedure
used (function scaling only) is quite effective in
dealing with scaling problems.
Sparse matrix metho&
SEQUEL-II uses a two-pass approach to solve the
large sparse systems that arise after linearization in
the EB approach. In the two-pass approach, the first
pass is a reordering phase, in which the coefficient
matrix is reordered into a form desirable for pre-
serving sparsity. In the second pass, the numerical
phase, the solution vector is calculated. If necessary,
the column reordering determined in the first pass is
changed to preserve numerical stability. A detailed
description of the reordering and solution algorithms,
as well as the fundamental techniques common to
most of them, is given by Stadtherr and Wood
(1984a, b).
Variable constraint checking
In many EB flowsheeting calculations, the process
variables must be within a particular range to be
physically feasible. The values of the process vari-
1176 S. E. ZXNEY and M. A. STADTHERR
ables may vary considerably during the iterative
solution process, and sometimes these values may be
outside the range of physical feasibility. In some cases
this may cause the nonlinear equation solver to
converge to an infeasible solution or to fail because
of numerical difficulties in performing function and
derivative evaluations. Since the nonlinear equation
solver does not provide protection against constraint
violations, a routine for resetting the process vari-
ables must be used. This routine can implement either
local constraints on individual variables or global
constraints on all variables of a given type.
In SEQUEL-II, the process variables are subject to
global constraints. Flowrates and pressures are con-
strained to be positive. The magnitudes of enthalpy
variables are kept below some maximum value. Tem-
peratures, K-values, and split fractions are con-
strained to be within minimum and maximum values.
If a variable violates a constraint, we recompute or
simply reset the variable. For example, when a
flowrate becomes negative at iteration k, its value is
recomputed using the following procedure:
F *t t = -AFk if Fk=Q,
otherwise
F kt = b’F,,
,
where b is a user-provided number, AF, is the change
in F predicted by iteration k, and r is the max
(- 2.0, AF,/F,). Note that the constraints used here
are arbitrary and do not necessarily improve
efficiency, but they do extend the applicability of the
SPNEQ code by making possible the solution of
problems with variables that must be within a partic-
ular range to be physically feasible.
Automatic initialization
In EB flowsheeting, initial estimates of all the
process variables are needed to start the iterative
solution process. Since we regard SEQUEL-II as an
experimental tool for testing different computational
methods, it is desirable to provide a number of
initialization schemes, ranging from relatively poor to
relatively good. SEQUEL-II systematically generates
an initial guess by using one of the following four
automatic initialization schemes:
Scheme l-This initialization scheme is adapted
from a scheme (type 2) given by Stadtherr and Hilton
(1982). In this scheme, temperatures and pressures
are set to preselected reference values, enthalpies and
heat loads are set to zero, and split fractions are set
to be equal. These preselected values are overridden
if other values are specified as design variables. The
K-values are initialized using Raoult’s Law, and
vapor pressures are estimated using the Antoine
equation along with the preselected values (or design
variable values) for temperature and pressure. The
component flowrates for all streams are set to the feed
stream values. If the feed stream values are not
specified, they are estimated, if possible, using the
values for those components specified elsewhere in
the flowsheet. For an unspecified feed stream com-
ponent for which estimation is possible, the feed
flowrate is set to the average of the flows specified
elsewhere for that component times the number of
process output streams. For components that do not
have a flowrate specified anywhere in the flowsheet,
the feed stream flowrates are set to the average of all
specified component flowrates.
Scheme 2-This initialization scheme is adapted
from a scheme (type 3) given by Stadtherr and Hilton
(1982), and differs from Scheme 1 primarily in the
method used to initialize the component flowrates. In
this case a set of heuristics, one for each type of
process unit, is used to estimate the flowrates. An
initial estimate is generated by beginning with the
feed streams, which are initialized as described in
Scheme 1, and moving sequentially through the
flowsheet until the component flowrates for all the
process streams have been generated. Only one se-
quential pass is made through the flowsheet, so no
iterations are performed on the recycle streams. The
heuristics for the individual process units can be
found in Stadtherr and Hilton (1982). In using these
heuristics, values given by design specifications al-
ways override the guessed flows and assumed param-
eters. A variety of such heuristics could be devised for
this initialization scheme.
Scheme L-This scheme is a simplified version of
the sequential-modular initialization scheme sug-
gested by Gupta er al. (1984). In our scheme, two
sequential passes are made through the process
flowsheet. The passes are performed by beginning
with the feed streams, which are initialized as de-
scribed in Scheme 1, and moving sequentially
through the flowsheet using heuristics similar to those
used in Scheme 2. The heuristics for the process units
are as follows:
Stream mixer-for the first sequential pass,
guess the unknown input flowrates using the
heuristic from Scheme 2. All stream flows into
the mixer are known in the second sequential
pass. Guess the output stream temperature by
assuming that each input stream contributes an
amount equal to its temperature times its per-
centage of the total flow.
Stream divider and split fraction separator-
guess the output stream flows using the corre-
sponding heuristics in Scheme 2. Set the tem-
perature and pressure of the output streams
equal to the temperature and pressure of the
input stream.
Equilibrium flash-guess the output stream
flowrates by performing an isothermal flash
calculation. If the calculation does not converge,
use the heuristic from Scheme 2.
Reactor-guess the output stream flowrates us-
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

Table 1. Flowshectinn oroblcm classification

Problem BalallCX Flash Problem

Process flowsheet number type’ type2 type’
Ethylene Plant 1 M - s

Ammonia Synthesis Process 2 M I

3 M I :
4 M+E I s
5 M+E I D
6 M+E A s

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

Light hydrocarbon process 12 M I s

13 M+E I S
14 M+E A S

‘Balance type: M = material balance; M + E = material and energy balance.

‘Flash type: I = isothermal flash units; A = adiabaticflash units; - = no Rash units.
31’roblem Type: S = simulation problem; D = design problem.
1178 S. E. ZITNEYand M. A. STADTHERR

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 (%)

Ethylene Plant 1 163 509 1.92 14 8 75.64

Ammonia synthesis process 2 133 399 2.26 10 6 87.47

3 133 399 2.26 10 6 87.47
4 155 518 2.16 10 10 75.68
5 155 518 2.16 10 10 75.68
6 155 518 2.16 10 10 75.68

Cawtt’s process 7 273 1054 1.41 19 1 87.86

8 273 1054 1.41 19 1 87.86
9 288 1273 1.53 18 75.02
10 288 1273 1.53 ;; 18 75.02
II 288 1273 1.53 19 18 75.02

Light hydrocarbon process 12 321 965 0.94 12 I 95.85

13 350 1217 0.99 14 12 81.18
14 350 1217 0.99 14 12 81.18

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
as problems 12-14 in Table 1.
SEQUEL -II options
Throughout this study the following options are
used in SEQUEL-II:
1. All thermophysical properties are handled using
thermodynamics case 2 described by Stadtherr and
Hilton (1982). In this case, linearized K-value equa-
tions are included in the process matrix. In addition,
a linearized enthalpy equation for each stream in the
flowsheet is included in the matrix to allow the update
of each stream’s temperature. After a process matrix
iteration, current values of temperature, pressure,
and composition are provided to subroutines, which
in turn update, perhaps iteratively, the thermo-
physical property values required for function and
Jacobian evaluation. Linearized dew and bubble
point equations and phase determination equations
do not appear in the process matrix. These properties
are evaluated in external subroutines.
2. The automatic function scaling scheme of Chen
and Stadtherr (1981) is used to scale the Jacobian.
3. The P4 algorithm devised by Hellennan and
Rarick (1972) is used in the reordering phase of the
two-pass approach for solving the sparse linear sys-
tems. LUlSOL, a very efficient and reliable routine
described elsewhere (Stadtherr and Wood, 1984b;
Chen and Stadtherr, 1984), is used in the subsequent
solution phase.
4. The relative convergence tolerance is lo-‘. The
perturbation factor in the Jacobian evaluation is
10-5. The user-provided number, b, for resetting
variables that violate constraints is set to be 1.3.
The computational experiments comparing six
different combinations of correction-step methods
and Jacobian-evaluation methods are shown in
Tables 3-6. Each table gives the numerical results for
the test runs using a particular initialization scheme.
For each run, we list the number of iterations (ITER),
function evaluations (NFCN) and Jacobian evalu-
ations (NJAC), and indicate failure by (F). The
tabulated results represent the counts when the solu-
tion is found or when the method fails. The function
evaluation count includes those used for making
finite difference evaluations of the Jacobian. At the
bottom of each table, we list the timing results. The
total execution time includes setup time, nonlinear
time and linear time. The setup time is essentially the
time spent reading input data and generating the
initial guess. The nonlinear time is the time spent in
calculations such as function and derivative evalu-
ations, scaling the Jacobian, constraint checking, and
diagnostic printing. The linear time is the time spent
in the repeated elimination of the linearized matrix.
All computation times are given in CPU s.
To facilitate a quantitative comparison between
the methods, we adapt several indices used by Bogle
and Perkins (1987). As a basis for our measures, we
use NFCN, to denote the total number of function
evaluations used by method i on problem j. If n,
represents the total number of problems attempted
with method i and si is the number successfully
solved, then we define the following performance
factors:
EF-Efficiency factor. The EF for method i
on problem j, denoted as EF,, is
(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)

I 6/21/l 6/21/l 5/20/l 5/20/l 416114 416114

2 3116213 37/68/3 44/15/3 2814912 11/122/11 616716
3 4517613 2415513 3416513 3116213 9/100/9 9/100/9
4 28/59/3 5218313 (F) 2916013 4511613 (F) 13/144/13 17/188/17 (F)
5 59/lOO/4 41/82/4 50/81/3 4918013 12/133/12 717817
6 42/73/3 (F) 22/33/l (F) 4117213 (F) 26/37/l (F) 17/188/17 (F) l7/188/17 (F)
7 3417312 4019813 3217112 2916812 16/321/16 100/2081/100 (F)
8 66114314 12/32/l I: 64/141/4 10/30/l (F) 271541127 100/2001/100 (F)
9 2818613 3819613 (F) 2716612 2015912 12/241/12 s/la119
IO 44/W/4 (F) 78/174/5 (F) 33/9l/3 (F) 79/l75/5 (F) 100/2001/100 (I=) 100/2001/100 (F)
II 2416312 (F) 59/117/3 (F) 3417312 (F) 56/114/3 (F) 100/2001/100 (F) l00/2001/l00 (F)
I2 4219114 3415912 (F) 44l9314 55/92/3 (F) 30/391/30 100/1301/100 (F)
I3 59/102/3 (F) 3316212 (F) 3516412 (F) 30/59/2 (F) 100/1501/100 (F) Ioo/l5ol/loO (F)
14 39/82/3 (F) 86/157/5 (F) 37/80/3 (F) 72/129/4 (F) 100/1501/1w (F) lOD/l5OljlOO (F)
Timing results
Setup time (s) 2.398 2.439 2.412 2.408 2.410 2.401
Linear time (s) 67.839 78.318 64.337 74.29 I 101.219 121.616
Nonlinear time (s) 94.750 117.283 88.049 103.265 234.985 312.620
Total time (s) 164.987 198.040 154.798 179.964 338.614 436.637

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)

I 4/19/l 4/19/l 4/19/l 4/19/l 314613 314613

2 I 9/40/2 2314412 14/35/2 1413512 515615 515615
3 30/51/2 29/20/2 17/38/2 1713812 7/78/7 l/18/7
4 3215312 29jsOj2 14/25/l 14/25/l 717817 8/89/S
5 I9/40/2 2114212 I E/39/2 18/39/2 10/l11/10 10/111/10
6 2415513 2614712 29/50/2 30/51/2 9/lcQ/9 10/111/10
7 21/60/2 2816112 2216112 2316212 6/121/6 6/121/6
a 21/60/2 17/M/2 I 715612 17/56/2 7/141/7 7/141/7
9 18/57/2 17/56/2 2O/S9/2 2216112 6/121/6 6/121/6
IO 22/80/3 M/88/3 25/83/3 31/89/3 7/141/7 Y/141/7
II 18/57/2 1815712 21/60/2 2616512 7/141/7 7/141/7
12 30/67/3 2214112 2515012 2014512 18/235/18 18/235/18
I3 39/82/3 40/97/4 3616512 2615512 17/256/17 17/256/17
I4 2sj54/2 2415312 3716612 3516412 7/W/7 P/106/7
Timing results
Setup time (s) 2.495 2.511 2.493 2.498 2.503 2.501
Linear time (s) 37.231 40.686 35.002 37.439 14.359 14.616
Nonlinear time (s) 60.785 61.417 64.260 64.347 112.207 I 12.620
Total time (s) 100.51 I 104.614 101.755 104.284 129.069 129.737

__ -. -- . - _. .- __..... ---- - - - _ _. _ - .. - _-_ . ._ . ..-..

 Table 5. Number of iterations (ITER), function evaluations (NFCN) and Jacobian evaluations (NJAC) required to solve the set of 14 flowsheeting problems using initialixation Scheme 3. The overall
timing results are listed in CPU s at the bottom of the table. MP and DN indicate correction-step methods, and SCH, BGI and CPR indicate sparse Jacobian-evaluation methods, as described in the
text

Problem MP-SCH DN-SCH MP-BGL DN-BGL MP-CPR DN-CPR

number (ITER/NFCN/NJAC) (ITER/NFCN/NJAC) (lTER/NFCN/NJAC (ITER/NFCN/NJAC) (ITER/NFCN/NJAC) (ITER/NFCN/NJAC)
I 4/19/l 4/19/l 4/19/l 4/19/l 314613 314613
2 1313412 I 313412 10/21/l 10/21/l 414514 414514
3 1313412 1613712 10/21/l 10/21/l 6/67/6 616716
4 7/18/l 7/18/l 6/17/l 6/17/l 414514 414514
5 11/22/l 11/22/l 9/20/l 9/20/l 5/56/S 5/56/s
6 2214312 31/52/2 14/25/l 14/25/l 7/78/7 7/78/7
7 l2/51/2 I l/50/2 10/30/l 10/30/l 4/81/4 418114
8 3319113 2316212 2516412 21/60/2 9/l8l/9 ll/22l/ll
9 I l/50/2 I l/50/2 10/30/l 10/30/l 4/81/4 4/81/4
IO 2218013 26/84/3 2518313 3118913 15/301/15 I5/301/15
II I 615512 l6/55/2 I 315212 1515412 5/101/5 5/lOl/S
I2 4/17/l 4/17/l 3/16/l 3/16/l 3/40/3 3/40/3
I3 5/20/l 5/20/l 5/29/l 5/20/l 4/61/4 4/61/4
I4 I 6/45/Z I514412 1414312 l4/43/2 7/106/7 7/W/7

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

Problem MP-SCH DN-SCH MP-BGL DN-BGL MPCPR DNCPR

number (ITER/NFCN/NJAC) (ITER/NFCN/NJAC) (ITER/NFCN/NJAC (lTER/NFCN/NJAC) (fTER/NFCN/NJAC) (ITER/NFCN/NJAC)
4 4/15/l 4/15/l 4/15/l 4/15/l 3/34/3 313413
5 4/15/l 4/15/l 4/15/l 4/15/l 3/34/3 313413
6 S/20/ I 9/20/l 7/18/l 7/18/l 6/67/6 a/67/6
9 6/26/I 6/26/l 5/25/l 5/25/l 5/lOl/5 5/101/5
IO 6/26/l 6/26/l 5/25/l I515412 5/lOl/S 5/101/5
II 14/53/2 I515412 1515412 I515412 5/101/5 5/101/5
I3 11/26/l 7/22/l 6/21/l 6/21/l 517615 5/76/5
I4 29/72/3 3517813 21/50/2 2215112 22/331/22 221331122
Timing results
Setup time (s) I.819 I.801 I .829 1.823 I .852 1.852
Linear time (s) 13.127 14.221 IO.991 II.131 8.630 8.630
Nonlinear time (s) 29.399 29:866 26.675 26.976 83.718 83.718
Total time (s) 44.345 45.888 39.495 39.930 94.200 94.2al

- - -. - - . - -..- - - . .. - - - - - - - - -. - - .. - _-_ . -.- .,=__

““-_“.~;__I . - ._ .,.
 Computationalexperimentsin chemicalprocessflowsheeting 1181

,.oc

0.80

0.m

CAC

020

0.00
RF OPF

Fig. 1. Performancefactors for differentcorrection-step Methods

methods and Jacobian-evaluation methods using initial- Fig. 3. OPF for the different correction-step methods and
ization Scheme 1. Jacobian-evaluation methods using initialization Scheme 3.

successful methods tested. If method i failed
to solve problem j, EF, is assigned a value
of zero. If method i is the most efficient of
all the methods on problem j, then EF,, has
a value of one.
OEF--Overall efficiency factor. The OEF for
method i is the summation of EF, over all
problems j divided by s,.
RF-Reliability factor. The RF for method i is
the fraction of problems successfully solved,
si/ni.
OPF-Overall performance factor. The OPF for a
method is the product of its OEF and its
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
In order to provide a similar quantitative com-
parison between initialization schemes, we simply
redefine NFCN,, to denote the total number of func-
tion evaluations required by a method using scheme
i for problem j. The definitions of the performance
factors in this case follow naturally from those
defined previously for the solution methods. Figure 6
presents the OEF, RF and OPF for the four initial-
ization schemes on the entire flowsheeting problem
set. There are 84 problems for each of the Schemes
l-3 (14 problems with 6 different solution methods)
and 48 problems for Scheme 4 (8 problems with 6
different solution methods).
0.80

figure corresponding to a different initialization

scheme. When all problems are successfully solved, as 0.60

is the case using schemes 2-l, the RF of each method k

0
has a value of one. Thus, the OPFs are equal to the 0.40
OEFs for these methods, and we present only the
OPFs in Figs. 2-4. As a summary, Fig. 5 gives the 020

OEF, RF and OPF for all the methods on the entire

J
flowsheeting problem set. For each of the six meth- 0.00
Ma-sG-lct.l-SCH----
ods, the problem set includes 50 problems (14 prob-
Methods
lems with each of the Schemes 1-3 and 8 problems
with the Scheme 4). Fig. 4. OPF for the different correction-step methods and
Jacobian-evaluation methods using initialization Scheme 4.

.-_

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=

Methods Fig. 5. Performance factors for the different correction-step

Fig. 2. OPF for the different correction-step methods and methods and Jacobian-evaluation methods over all the
Jacobian-evaluation methods using initialization Scheme 2. initialization schemes.
1182 S. E. ZITNEY and M. A. STADTHERR
lb0
cm0
m-
0.60
0.40
CiE3-
EZZI-
0.20
cl00
OEF RF OPF
Fig. 6. Performance factors for automatic initialization
Schemes 1-l on entire flowsheeting problem set.
DISCUSSION
On the basis of the results shown in Tables 336 and
Figs l-6, we make the following observations:
Automatic initialization
Of the three truly automatic initialization
1.
schemes tested (Schemes l-3), the best is the
simplified sequential-modular strategy of Scheme 3
(RF = 1, OPF = OEF = 0.86). Other heuristics for
use in Scheme 3 can be developed for more complex
process units and for systems with more complex
equilibrium relationships. The use of an existing
sequential-modular flowsheeting system may provide
even better results. However, it should be noted that
more setup time will generally be required for more
complex initialization schemes. The very simple
heuristic approach of Scheme 2 (RF= 1,
OPF = OEF = 0.61) is not as efficient as scheme 3,
but performs comparably in terms of reliability. The
development of a better set of heuristics may further
enhance the performance. Scheme 1 (RF = 0.5,
OEF = 0.44, OPF = 0.22) is not competitive with the
other schemes in terms of efficiency and reliability.
The poor results for this primitive scheme are consis-
tent with those of Stadtherr and Hilton (1982), who
also found that using default and “average” values is
ineffective for initializing large flowsheets. It is clear
that the quality of the initialization scheme plays an
important role in determining the ability of an EB
system to converge.
2. The evolutionary approach used in initialization
Scheme 4 (RF = 1, OPF = OEF = 0.92) is very
effective for solving energy balance problems. This is
as expected since the mass balance solution is typi-
cally close enough to converge the energy balance
problem quickly. It should be noted here that the
computational effort required to obtain the mass
balance solution used as the seed is not reflected in
the analysis of Scheme 4. The total work required by
the evolutionary approach includes not only the
computational effort neeeded to solve the energy
balance problem, but also the effort required to
obtain the original mass balance solution using any
of the three truly automatic initialization schemes
(Schemes l-3). Other more sophisticated evo-
lutionary schemes may require a fair amount of
judgement on the part of the user in choosing the
sequence of problems to be solved.
-1-
- Correction step
-2-
-a-
1. Rest&s concerning the correction-step methods
indicate that DN and MP are essentially equal in
terms of efficiency when using reasonably good start-
-4-
ing points (initialization Schemes 2-4). To under-
stand this it should first be recalled that the DN and
MP correction steps will yield the same results when
the scaled Newton step is within the trust region.
When schemes 2-4 are used, the Jacobian-evaluation
variants provide adequate linearizations at each iter-
ation, thus A tends to be relatively large, and the
calculated Newton steps are usually within the trust
region. Thus, the iteration sequence is essentially the
same for both the DN and MP methods. This is
especially evident when the CPR finite difference
scheme is used for Jacobian evaluation at each iter-
ation. For example, when using Schemes 24, the
only problems for which the MP-CPR and DN-CPR
iteration sequences differ (because the scaled Newton
step is outside the trust region) are problems 4 and
6 for initialization Scheme 2, and problem 8 for
Scheme 3. With the poor initializations provided by
Scheme 1, however, the DN and MP iteration se-
quences are usually quite different, since the scaled
Newton step may often fall outside the trust region.
In these cases, the MP correction step is somewhat
less efficient than DN. This is primarily due to the
fact that MP makes use in part of the steepest descent
direction, which is inefficient locally, though also
more reliable.
2. From the standpoint of reliability, the results for
the correction-step methods are not surprising. When
the more sophisticated initialization schemes
(Schemes 24) are used, the MP and DN methods
both prove to be very reliable (RF = l), solving all
the flowsheeting problems. When the most primitive
scheme (Scheme 1) is used, the two methods become
somewhat unreliable, but in this case MP is clearly
the most dependable correction-step method tested.
The MP method solves 9 of 14 problems (RF = 0.64)
with each of the three Jacobian-evaluation methods,
while the DN method solves at most 6 problems
(DN-BGL, RF = 0.43) and as few as 4 problems
(DN-SCH, RF = 0.29).
3. The best overall performer, based on the OPF
results in Fig. 5, is MP-BGL (OPF = O-87), followed
closely by DN-BGL (OPF = 0.82) and MP-SCH
(OPF = 0.77). On the basis of these computational
flowsheeting experiments, we recommend the use of
the MP correction step, using either the BGL or SCH
updates (see discussion below). However, DN should
also perform well, especially with the BGL update.
Sparse Jacobian evaluation
1. Overall results regarding efficiency (Fig. 5) indi-
cate that the best Jacobian-evaluation method is the
 Computational experiments in chemical process flowsheeting 1183

BGL update (OEF = 0.97). Schubert’s update is also

very efficient (OEF = 0.87). As expected, the CPR
scheme is clearly the worst (OEF = 0.40) because
of the inefficiency of performing finite difference
Jacobian evaluations at each iteration. (Note here
that OEF is based on the number of function evalu-
ations, including those required for finite difference
Jacobian evaluations.) However, fewer iterations are
usually required with the CPR scheme because it
provides accurate Jacobian information. Thus, there
is a trade-off between accuracy and computational
efficiency when the Jacobian is evaluated by finite
difference
2. Schubert’s update is effective when used in
connection with both the MP and DN correction
steps, though MP-SCH is somewhat more reliable
than DN-SCH when good initial guesses are not
available. The dogleg correction step appears to
maintain numerical stability when SCH does not
provide an adequate approximation of the Jacobian.
The successful results here for SCH are noteworthy
because most previous experience (Mah and Lin,
1980; Perkins and Sargent, 1982; Gupta ef al., 1984)
with Schubert’s update has found it to perform
unreliably. This suggests that the poor reliability of
Schubert’s update reported in some previous studies
may not be due to the update itself, but due to the
implementation used. Note that we refer here not to
the coding of the update, but to other implementation
details of the code within which the update is used.
3. Overall the best of the sparse Jacobian updates
tested proves to be the BGL update. This new update
performs very well in connection with both MP and
DN, and is usually much more efficient than SCH. It
should be noted that Sun and Stadtherr (1988a), on
a variety of chemical engineering problems, also fmd
that BGL gives an improved performance over SCH,
but not as marked an improvement as in this study.
4. For quasi-Newton updates, such as BGL and
SCH, it is not uncommon for the Jacobian approxi-
mation to grow successively worse and inhibit
progress toward the solution. Thus, SEQUEL-II
monitors the rate of convergence, and uses the policy
devised by Chen and Stadtherr (1981) to decide
whether to re-evaluate the Jacobian by finite
difference. In order to directly compare the inherent
quality of the two Jacobian updates used here, we
can disable this Jacobian re-evaluation procedure.
Table 7 gives the numerical results for both updates
when used with the MP correction step and no
Jacobian re-evaluation. For each run, we list the
number of iterations (ITER) and function evalu-
ations (NFCN) and indicate failure by (F). Initial-
ization Scheme 4 is not applicable (NA) to the mass
balance problems. Table 7 clearly shows that
MP-BGL is much more reliable than MP-SCH. For
schemes 14, MP-BGL fails on ten fewer problems
than MP-SCH. In fact, MP-BGL does not fail on
any problem that MP-SCH solves. In terms of
efficiency, the number of function evaluations re-
1184 S. E. ZITNEYand M. A. ST,WTHERR

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

MP-HSCH MP-HSCH DN-HCPR DN-HCPR

Problem Scheme 2 Scheme 3 Scheme 2 Scheme 3
NUltlbtX (ITER/NFCN/NJAC) (ITERINFCNJNJAC) (ITER/NFCN/NJAC) (ITER/NFCN/NJAC)

I 4/13/l 4/13/l S/28/3 312813

2 5/12/l 4/l l/l 5/36/5 412914
3 7/14/l 6/13/l 7/50/7 614316
4 7/18/l 7/18/l 7/87/7 414514
5 12/23/l 7/18/l 10/111/10 515615
6 12/23/l 10/21/l 12/133/12 9/100/9
7 6/8/l 4/6/l 6/13/6 41914
8 I l/13/1 10/12/l 7/l 517 11/23/11
9 ?/26/I 6/25/l 519615 4/77/4
10 9/28/I 1915612 7/134/7 15/286/l 5
II 9/28/I 10/29/l 6/l 1516 519615
12 18/20/I 3/5/l 18/37/18 31713
13 21/34/l 4/17/l 171222117 4/53/4
14 13/26/I 10/23/l 8/105/8 719217

Timine results

Setuptime (s) 2.525 4.499 2.535 4.514

Linear time (s) 18.339 12.940 14.133 10.586
Nonlinear time (s) 27.615 29.104 98.545 94.007
Total time (s) 48.479 46.543 115.213 109.107

quired by MP-BGL is less than or equal to the
number needed by MP-SCH for all problems solved
here. The results here indicate that BGL maintains a
better Jacobian approximation than SCH. In fact,
many of the problems that required two Jacobian
evaluations for MP-BGL in Tables 34 are solved
here using one Jacobian evaluation and only a few
more iterations. Thus, the re-evaluation policy used
in SEQUEL-II for SCH may be too conservative for
use with BGL. The condition ensuring that con-
vergence becomes quite slow before the Jacobian is
re-evaluated can be changed to reflect the fact that
the BGL maintains a better approximation.
However, the use of HCPR does improve efficiency
by reducing the number of function evaluation
groups required by CPR for the finite difference
portion of the Jacobian.
3. In general, the improvements in efficiency when
using hybrid Jacobian methods must be weighed
against the work necessary to compute Jacobian
elements analytically. However, as long as the cost of
analytical derivative evaluations is not large, there is
no reason not to use hybrid methods of this sort.
In fact, the savings can be quite substational, as
demonstrated here.

Hybrid Jacobian method

CONCLUSIONS AND SIGNIFICANCE
1. The numerical results for MP-HSCH and
DN-HCPR are summarized in Table 8. Both combi- The computational flowsheeting experiments dem-
nations prove to be very reliable, solving all the onstrate that Powell’s dogleg method, as modified by
flowsheeting problems with initialization Schemes 2 Chen and Stadtherr (1981), is an effective correction-
and 3. step method for use in the EB approach. The cor-
2. Results regarding the efficiency of the hybrid rection step generated by the dogleg method is not
Jacobian methods are not surprising. The only efficient, but also somewhat more reliable than
MP-HSCH method is, in terms of number of iter- the Newton step when a poor initial estimate is
ations, much more efficient than MP-SCH because provided.
the hybrid update maintains a better approximation Of the three truly automatic initialization schemes
of the Jacobian at each iteration. This can be seen by tested, the best is the simplified sequential-modular
comparing the results for MP-HSCH in Table 8 with scheme. Results indicate that by using such a scheme,
those for MP-SCH in Tables 4 and 5. It should also perhaps in an evolutionary approach to problem
be noted that since a Jacobian factorization is re- initialization, larger and/or more complex flow-
quired at each iteration of the MP method, the use sheeting problems can be solved efficiently and re-
of HSCH with MP substantially reduces linear solu- liably using the EB approach.
tion time. On the other hand, a hybrid finite Overall the best of the sparse Jacobian-evaluation
difference scheme (HCPR) has little effect on the methods tested proves to be the new least-relative-
number of iterations and the amount of linear solu- change update recently devised by Bogle and Perkins
tion time required by the DN-CPR method, as can (1987). This new update performs very well in wn-
be seen by comparing the results for DN-HCPR in nection with both the dogleg and Newton correction
Table 7 with those for DNXPR in Tables 4 and 5. steps, and gives a marked improvement over the
 Computational experiments in chemical process flowsheeting 1185

performance of Schubert’s sparse Jacobian update. Subscripts

Schubert’s update is substantially more effective than i = Method number
commonly believed, however. j = Problem number
k = Iteration number
Compared to a sparse update alone, the use of a
I = Successful methods
hybrid Jacobian update significantly improves, in
terms of number of iterations, the efficiency of the
dogleg correction step. This can result in a substantial
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