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Application of Newton-Raphson method in optimal design of water

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 APPLICATION OF NEWTON-RAPHSON METHOD IN OPTIMAL
DESIGN OF WATER DISTRIBUTION NETWORKS

ABSTRACT

Newton-Raphson method is extensively used for analysis of flow in water

distribution networks. Several efficient computer programs, using Newton-Raphson

method, are also available for analysis of flow in large size networks. However, efficient

computer softwares for optimal design of multi-source looped water distribution

networks are not readily available. Bhave (1978) suggested a univariate method, called

cost-head loss ratio criterion method, for noncomputer optimization of water distribution

networks. Cost-head loss ratio criterion method is similar to Hardy Cross Head

Correction method with the difference that assumed heads are successively corrected to

satisfy cost-head loss ratio criterion instead of satisfying node-flow continuity equations.

The univariate cost-head loss ratio criterion method is modified herein for rapid

convergence through the application of Newton-Raphson method. Any available software

for analysis of water distribution network using Newton-Raphson method can be easily

upgraded for optimal design of water distribution networks.

Rajesh Gupta1, Vijaya R. Sawarkar2 and Pramod R. Bhave3

1
Assistance Professor, Visvesvaraya National Institute of Technology, Nagpur, 440010
2
Lecturer, Visvesvaraya National Institute of Technology, Nagpur, 440010
3
Engineering Consultant, 201 Utkarsha-Vishakha, 42 Bajaj Nagar, Nagpur, 440010;
formerly Professor of Civil Engg., Visvesvaraya National Institute of Technology
Nagpur, 440011

1
INTRODUCTION

Newton-Raphson (NR) method is an iterative scheme used to solve non-linear

simultaneous equations. France (1991) described application of NR method to solve

various hydraulic problems. Martin and Peters (1963) were the first to propose the

application of NR method for analysis of water distribution network (WDN) having pipes

and reservoirs only. McCormick and Bellamy (1968) and Zarghamee (1971) extended its

use to include other network elements such as pumps and valves. Shamir and Howard

(1968) applied this method to solve for all types of unknowns in a network including pipe

resistances using head equations. Epp and Fowler (1970) and Gofman and Rodeh (1981)

used this method for solution of loop equations. Some investigators proposed

modifications to the classical NR method. Lam and Wolla (1972 a, b) modified algorithm

so that it does not require the Jacobian matrix or its inverse in the iterative process and

also suggested a change in the step size to minimize the error. The modification presented

by Lemieux (1972) ensures the convergence of the algorithm irrespective of the starting

assumption. Donachie (1974) suggested halving the step size at any node when

oscillation occurs. Neilson (1989) compared NR method with linear theory method and

suggested starting of NR method with single iteration by linear theory method followed

by NR iterations. Andersen and Powell (1999) used a linear headloss formula in NR

method for the first iteration. Several computer programs are also available for analysis

of WDNs using Newton-Raphson method.

The application of NR method in optimal design of WDNs is however very

limited. Young (1994) used NR method to solve nonlinear simultaneous equations which

were generated through Lagrangian multiplier method for optimal design of branched

2
WDNs. Johnson et al. (1995) discussed the limitations of Lagrangian multiplier method

proposed by Young (1994).

Bhave (1978, 1985) developed cost head loss ratio criterion method for

optimal design of WDNs. This method can be used for optimal design and expansion of

single as well as multi-source branched or looped networks including pumped source

nodes. Herein, cost-head loss ratio criterion method is modified for faster convergence

using NR method.

COST-HEAD LOSS RATIO CRITERION METHOD

Cost-head loss ratio criterion method proposed by Bhave (1978) is an

univariate method, in which only one design variable is changed at a time while other

variables are held constant. Thus, from a starting solution from an n-variable problem,

any (n – 1) design variables are held constant, one variable is changed and its improved

value is obtained. Similarly, other design variables are improved sequentially to complete

one optimization iteration. Iterative procedure is continued until the optimal solution of

desired accuracy is obtained. Any univariate method has a tendency to oscillate with

steadily decreasing progress towards the optimum; thus it does not converge rapidly.

Optimization Problem Formulation

Consider a single source, branched gravity network, with source node labeled

0, demand nodes labeled j, j = 1, …, N; and links labeled x, x = 1, …, X, link labels being

the same as the downstream node label. Let the available HGL at source node be H0 and

the minimum HGL values at demand nodes be Hjmin, j = 1, …, N. Considering link

3
diameter as continuous variable and nodal heads as decision variables, Bhave (1978)

formulated optimization problem as

Min CT = ∑ Bx Axm/r Lx1+m/r Qxpm/r (Hi – Hj)–m/r (1)

S.t. Hi ≥ Himin , Hj ≥ Hjmin , i, j ∈ N (2)

where x denotes any pipe connected between nodes i and j, B and A are constants, p and

r are exponents of discharge (Q) and pipe diameter (D), respectively, in head loss

formula, m is exponent of diameter in cost-diameter relationship, L is pipe length and Hi

and Hj are HGL values at nodes i and j, respectively.

Optimality Criteria

Bhave (1977, 1978) showed that for minimum cost design of distribution

network a criterion, termed as cost-head loss ration criterion, must be satisfied at all

nodes other than source nodes and critical nodes (available HGL = minimum required

HGL). The criterion is

For a node j, ∑ {m C/(Hi – Hj)}ij = ∑ {m C/(Hj – Hk)}jk (3)

where, C is the cost of link and subscripts ij and jk respectively denote supply and

distribution links incident at node j. Equation 3 gives a set of optimality criteria.

Optimization Procedure

An iterative method was proposed to satisfy the optimality criterion at all

nodes. In the iterative methodology HGL values are assumed initially at all nodes using

4
critical path method. With the assumed HGL values, cost-head loss ratio criterion would

rarely, if ever, be simultaneously satisfied at all nodes. Hence, corrections to these

assumed HGL values are necessary. Correction to assumed HGL value at each node was

obtained separately by considering HGL at other nodes as fixed. The correction term was

derived as

− ∑ (m C/h)ij + ∑ (m C/h)jk
∆Hj = ---------------------------------- (4)
∑ (m C/h2)ij + ∑ (m C/h2)jk

where, h is head loss in link.

The iterative procedure is terminated when: (i) All HGL-corrections become

insignificantly small, or (ii) successive decreases in cost of network become negligible.

The methodology can also be applied to design looped WDNs. However,

since flows in different links of looped networks cannot be fixed uniquely, the

methodology cannot be used directly. Looped WDNs are first converted to branching

network using path concept (Bhave 1978). The pipes retained in branching configuration

are termed primary links while those omitted are termed secondary links. These

secondary links are designed to carry some specified discharge or are of some minimum

specified size. Accordingly, flows in primary links are calculated and methodology is

used. Bhave (1984, 1985) extended the application of cost-head loss ratio method for

expansion of existing WDNs.

5
APPLICATION OF NEWTON-RAPHSON METHOD

In the univariate cost-head loss ratio criterion method correction to assumed

HGL value at each node is obtained independently by considering HGL values at other

nodes as constant. This results in simplification of the problem for solution by hand

calculation at the cost of increase in number of iterations for final solution. Since high-

speed computers are now easily available, Newton-Raphson method is proposed for

obtaining corrections to assumed HGL values.

NR method is used to solve simultaneous non-linear equations iteratively. It

expands the non-linear terms in Taylor’s series, neglects the residues after two terms and

thereby considers only the linear terms (Bhave 1991). Thus, NR method linearizes the

non-linear equations through partial differentiation and solves. Naturally, the solution is

approximate, and therefore is successively corrected. The iterative procedure is

continued until satisfactory accuracy is reached. Thus, while applying NR method for

obtaining correction in cost-head loss ratio criterion method, all correction equations

would be considered simultaneously and solved at a time.

The respective correction of ∆x1, ∆x2, …, ∆xn to assumed values of n

variables x1, x2, …, xn, in solution of n number of nonlinear equations, F1(x1, x2, … xn) =

0; F2(x1, x2, …, xn) = 0; .... ; Fn(x1, x2, … xn) = 0 can be obtained using NR method as

6
 ∂F1 ∂F1 ∂F1
------ ------ . . . . ----- ∆x1 F1
∂x1 ∂x2 ∂xn

∂F2 ∂F2 ∂F2

------ ------ . . . . ----- ∆x2 = − F2 (5)
∂x1 ∂x2 ∂xn

. . . . .
. . . . .
. . . . .

∂Fn ∂Fn ∂Fn

------ ------ . . . . ----- ∆xn Fn
∂x1 ∂x2 ∂xn

The first matrix is the coefficient matrix, also called the Jacobian of the n

functions F1, F2, …, Fn with respect to the n variables x1, x2, …, xn. The second matrix is

a column matrix representing the corrections, and the matrix on the right-hand side is a

column matrix giving the values or the residue of the functions F1, F2, …, Fn.

For a WDN, let Hj, j = 1 … Y be the assumed HGL values. Let ∆Hj, j = 1 … Y be

the additive correction so as to satisfy optimality criteria given be Equation 3. Thus,

∑[m C/{(Hi+∆Hi) – (Hj+∆Hj)}]ij = ∑[m C/{(Hj+∆Hj) – (Hk+∆Hk)}]jk , j = 1 …Y (6a)

i k
or,

Fj = ∑[m C{(Hi–Hj)+(∆Hi–∆Hj)}−1]ij − ∑[m C{(Hj–Hk) +(∆Hj–∆Hk)}−1]jk = 0, j = 1 …Y

i k
(6b)

where Fj denotes function at node j. On partial differentiation of set of equations (6b)

with respect to decision variables, it can be observed that diagonal term in the coefficient

7
matrix (∂Fi/∂Hj, i=j) would be the positive summation of m C/h2 values for all the links

incident at node j, while non-diagonal term (∂Fi/∂Hj, i≠j) would be negative summation

of m C/h2 values for the links connected between nodes i (node at which function is

written) and j (node corresponding to unknown HGL variable). Thus

∂Fi/∂Hj = sign ⋅ ∑ m Cx/hx2 (7)

where x denotes pipe connecting nodes i and j, sign = 1 if i = j and sign = −1 if i ≠ j

ILLUSTRATIVE EXAMPLE 1

Consider a water distribution network shown in Fig. 1. Node 0 is the source node

with HGL as 100 m; while nodes 1 to 5 are demand nodes. Nodal demands in m3/min and

minimum HGL values in metres for various nodes are Node 1 : (1.5 m3/min, 90 m); Node

2 : (2.0, 88), Node 3 : (2.0, 86), Node 4 : (1.5, 85) and Node 5 (2.5, 87). The links labeled

1 to 5 have length 300, 400, 450, 300 and 350 m, respectively. The Hazen-Williams

coefficient is 130. The cost-diameter relationship for a link is taken as c = 1.952 D1.222,

where c is unit cost of pipe in Rupees, D is pipe diameter in millimetres.

44

1 3 5
00 11 33 53

2
2

Fig. 1. A Branched Water Distribution Network

Solution

Initially univariate (UV) method as suggested by Bhave (1978) is used. Initial

8
trial HGL values are assumed using critical path method. Critical path method provided

H1 = 96.46 m, H3 = 91.95 m and HGL values at the end nodes 2, 4 and 5 as the minimum

required values. Corrections to the assumed values are obtained using Equation (4) as

∆H1 = 0.0894 m, and ∆H3 = −0.1924 m. The initial cost of the network is Rs.24,99,915

and cost of the network after 1st iteration is obtained as Rs. 24,99,792. The iterative

method is continued until the corrections at all nodes are less than 0.01 m, or the

difference in cost between two successive iterations is less than Rs. 50. After fourth

iteration the cost of the network is Rs. 24,99,715, ∆H1 is −0.0464 m and ∆H3 is 0.0546 m.

Since the difference in cost between third and fourth iterations is less than Rs. 50, the

iterative method is discontinued. The optimal HGL values at nodes 1 and 3 are 96.457

and 91.031 m, respectively.

Next NR method is applied. Since the number of iterations to final

convergence depends on initial assumption of HGL values and critical path method

provides better estimate of initial trial HGL values (Bhave 1978), herein also critical path

method is used to obtain initial trial HGL values. With initial trial HGL values of H1 =

96.46 m, H3 = 91.95 m and HGL values at the end nodes 2, 4 and 5 as the minimum

required values, m C/h and m C/h2 values for different pipes are obtained as given in

Table 1.

The corrections ∆H1 and ∆H3 would be given by Equation 5 as below

∂F1 ∂F1
------ ------ ∆H1 F1
∂H1 ∂H3
=−
∂F2 ∂F2
------ ------ ∆H3 F2
∂H1 ∂H3

9
Substituting the required values

105.928 −34.86 ∆H1 −9.478

= −
−34.86 72.229 ∆H3 13.907

This gives ∆H1 = 0.0310 m and ∆H3 = −0.177 m. The initial cost of the network is Rs.

24,99,915 and cost of the network after 1st iteration is obtained as Rs. 24,99,702. The

iterative method is continued further and after third iteration the cost of the network is Rs.

24,99,689, ∆H1 and ∆H3 values are 0.0015 and −0.011 m, respectively. Since the

difference in cost between second and third iterations is less than Rs. 50, the iterative

method is discontinued. The optimal HGL values at nodes 1 and 3 are 96.486 and 91.007

m, respectively.

Table 1 Various parameters for sample example

Pipe Length Discharge Headloss Diameter Cost mC/h mC/h2
no. L Q h D C
(m) (m3/min) (m) (mm) (Rs)
1 300 9.5 3.54 315.9 663865 229160 64740
2 400 2.0 8.46 155.0 370646 53538 6328
3 450 6.0 5.31 265.3 804317 185100 34860
4 300 1.5 6.15 139.8 245110 48703 7919
5 350 2.5 4.15 190.0 415976 122490 29520

ILLUSTRATIVE EXAMPLES

Three additional networks are considered for design and expansion (Sawarkar

2002). Salient features of these networks are given in Table 2. Two unit cost functions for

different pipe diameter ranges are considered. Unit cost functions for pipes smaller than

or equal to 250 mm is obtained as c = 4.3003 D1.074; while that for pipes between 250 to

10
450 mm is obtained as c = 0.2381 D1.5843 using the regression analysis of cost data taken

from Maharashtra Jeevan Pradhikaran’s Schedule of rate (CSR 2001) for CI pipes

(Sawarkar 2002).

Table 2 Details of Networks

Network Type of New / No. of No. of No. of

No. Network Existing Nodes Links Loops
1 Branched New 19 18 −
2 Looped New 19 29 11
3 Branched Existing 13 12 −

These networks are designed using cost head loss ratio criterion by UV and

NR methods. The iterative method is discontinued when difference in cost in successive

iterations is less than Rs. 50, or correction to HGL values at all nodes are less than 0.001

m. The maximum number of iterations in case of non-convergence/ oscillation is limited

to 25 in UV method. However, number of iterations is limited to 10 when NR method

was used. The results are compared in Table 3.

RESULTS AND DISCUSSION

For the typical branched network (network 1) no convergence was achieved

when UV method was used. The cost of the network went on increasing after 8 iterations

and also the maximum correction changed its sign in each iteration and its magnitude also

increased in every iteration. Thus, there was no convergence. To enhance convergence

only half of the correction was applied as suggested by Donachie (1974). This resulted in

convergence of the problem in 8 iterations. The maximum correction at a node was

0.0446 m and the cost of the network was Rs 69,92,723. With NR method the problem

11
converged rapidly and there was no need to apply only half of the correction. The

solution to the desired accuracy was obtained in 5 iterations. The maximum correction

at a node was 0.0011 m and the cost of the network was Rs 69,92,702.

Table 3 Results
Network Mode of corrections Number Maximum correction Total cost
no. to assumed HGL of at a node
values iterations
(m) (Rs)
1 UV 8 0.04660 6992723*
NR 5 0.00105 6992702
2 UV 7 0.04380 9158050***
NR 6 0.00133 9158045**
3 UV 15 0.03300 4164601
NR 6 0.00234 4164582

*
Optimal Solution calculated by applying half corrections.
**
Optimal solution calculated by exceeding cost range.
***
Optimal solution calculated by applying half corrections and exceeding cost
range.

Convergence was not achieved during design of looped network (network 2)

using the UV and NR methods. Continuous oscillation in cost was observed in successive

iterations. Even the oscillation was observed when only half of the correction was applied

to enhance convergence. The link diameters in last two iterations were compared. It was

observed that diameter of links 2 and 5 became greater than 250 mm in one iteration and

less than 250 mm in next iteration, thus their costs were calculated by two different cost

functions in successive iterations. Thus, there was a significant change in cost of links 2

and 5 in successive iterations, resulting in oscillation of total cost of the network. To

overcome this problem, diameter range for first cost function was extended to 260 mm.

12
This resulted in convergence in 7 iterations with UV method and 6 iterations with NR

method.

Network 3 was an existing network that required expansion and strengthening

by parallel pipes. For this network also faster convergence was observed with the

application of NR method.

CONCLUSIONS

The cost-head loss ratio method is an efficient method for design of WDNs.

This method is a simple method which can be used to design new networks and also for

strengthening and expansion of existing networks. This can be applied to both branched

as well as looped networks and can also be used for design of multi-source networks

including pumped source nodes. However, it is slow converging if nodal heads are

corrected using UV approach. Its convergence can be increased by application of NR

method. NR method is common for analysis of flow in WDNs and large number of

efficient computer programs is also available. These programs can be suitably modified

for design of WDNs. Since number of iterations depends on initial trial HGL values,

closer these values to optimal values lesser would be the number of iterations. Critical

path method provides better initial trial values and should be used for initial trial HGL

values.

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Andersen J. H., and Powell, R. S. (1999). “Simulation of water networks containing

controlling elements”, J. Water Resour. Plng. and Mgmt., ASCE, 125(3), 162-

169.

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Bhave, P. R. (1984). "Optimal expansion and strengthening of dead-end gravity water

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14
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