Computers and Chemical Engineering 26 (2002) 1581
/1593

www.elsevier.com/locate/compchemeng

Global optimization of heat exchanger network synthesis problems

with and without the isothermal mixing assumption
Kaj-Mikael Björk, Tapio Westerlund *
Process Design Laboratory, Åbo Akademi University, Biskopsgatan 8, FIN-20500 ÅBO, Finland

Abstract

In this paper, a new global optimization approach for the synthesis of heat exchanger networks is presented. The Synheat model
by [Comp. Chem. Eng. 1 (1990) 1165] uses a promising superstructure that includes the most common heat exchanger structures,
and optimizes utility costs, the number of units and heat exchanger areas simultaneously. With some minor modifications of the
model, it is possible to apply a new global optimization strategy to the problem. The heart of the strategy is to convexify signomial
terms, and create approximate convexified subproblems. If the Synheat model is extended in an appropriate way, the isothermal
mixing assumption can be removed. Applying the new global optimization strategy to the model allowing non-isothermal mixing
makes it possible to find truly optimal network configurations for the case of constant heat-capacity flow rates and heat transfer
coefficients. Some examples to illustrate the global optimization strategy and to illustrate that the Synheat model can exclude
optimal configurations due to the isothermal mixing assumption are also given in this paper.
# 2002 Elsevier Science Ltd. All rights reserved.

Keywords: Heat exchanger network synthesis; Global optimization; Mixed integer nonlinear programming

1. Introduction on a branch and contract algorithm, has been applied to

Mathematical programming methods have frequently
been applied to heat exchanger network synthesis
problems. Since the first linear models for the optimiza-
tion of minimum utility costs in the early 80’s (Papoulias
& Grossmann, 1983), several models have been ad-
dressed to optimize utility costs, the number of units and
heat exchanger areas (Cerda, Westerberg, Mason, &
Linnhoff, 1983; Floudas, Ciric, & Grossmann, 1986).
For an extensive review of the earlier models, see
Gundersen and Naess (1988). Models optimizing utility
costs, numbers of units and heat exchanger areas
simultaneously have been important contributions
both to academia and to industry during the early 90’s
(the Synheat model by Yee & Grossmann, 1990 and
models by Ciric & Floudas, 1991). These models contain
both non-convex expressions and binary variables.
Current solvers may, therefore, fail to obtain the global
optimal solution and, in some cases, even fail to obtain a
feasible solution. A global optimization strategy, relying
* Corresponding author
E-mail address: twesterl@abo.fi (T. Westerlund).
0098-1354/02/$ - see front matter # 2002 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 9 8 - 1 3 5 4 ( 0 2 ) 0 0 1 2 9 - 1
ensure global convergence on the Synheat model
(Zamora & Grossmann, 1998a,b). These articles cover
heat exchanger synthesis problems with no stream splits,
which may be a severe restriction in the superstructure.
Alternatively, different global optimization strategies,
such as the branch and reduce algorithm (Ryoo &
Sahinidis, 1995), can be used to ensure global optim-
ality. There is no specific algorithm to the authors’
knowledge, except the one by Zamora and Grossmann,
which will explore the special structure of heat exchan-
ger network synthesis problems, however. There is an
algorithm for ratioable problems in Sahinidis (2000)
which can handle very general problems, but will be
quite ineffective in this case, since it does not exploit the
special structures in the Synheat model. Adjiman,
Androulakis and Floudas (2000) have also solved heat
exchanger network problems with the aBB-algorithm,
even though assuming a linear cost-function for the
areas (and in some examples no stream splitting and an
arithmetic mean temperature difference). In this article,
an alternative global optimization strategy for the
Synheat model allowing stream splits (assuming iso-
thermal mixing) will be presented with concave cost-
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functions for the areas and by use of a non-linear temperature difference nor the Chen approximation
function approximating the logarithmic mean tempera- will introduce any additional non-convexity to the
ture difference. The new strategy relies on a convexifica- changed model (Zamora, 1997). The main drawback
tion of the non-convex terms instead of a branching with the Paterson approximation is that the LMTD does
procedure. Since the convexification technique will give not equal zero in the case when the temperature
rise to approximate problems, a sequence of convex difference in one end of the heat exchanger equals
programs needs to be solved, as in the branch and zero. It also underestimates the areas slightly, while the
contract or the branch and reduce algorithm, to ensure a Chen approximation overestimates the areas.
global optimal solution. Even a global optimization
approach, applied to heat exchanger network (HEN)
synthesis problems for which stream splits are allowed, 2.1. Model A1 */assuming isothermal mixing
might give suboptimal networks due to the assumption
of isothermal mixing. The assumption is made to avoid Indices
non-linear constraints. A removal of the assumption i hot process stream
introduces a number of bilinear terms. A new extended j cold process stream
model without the isothermal mixing assumption will k stage
also be presented, on which the same global optimiza- hu hot utility
tion procedure will be applied. The paper is organized as cu cold utility
follows: In Section 2, the Synheat model will be In inlet
presented slightly altered to fit the new optimization Out outlet
approach, while the global optimization approach with
the convexified Synheat model will be presented in Sets
Section 3. The new extended Synheat model allowing I (i : i is a hot stream)
non-isothermal mixing is presented in Section 4 both in J (j : j is a cold stream)
the original non-convex and in the convexified form, K (k : k is a stage)
and finally, some heat exchanger network synthesis
examples and comparisons are given in Section 5. Parameters
Ti ,In, Ti ,Out, Tj ,In, inlet and outlet temperatures
Tj ,Out
EMAT minimum-approach temperature dif-
2. The Synheat model ference
Fi , Fj heat capacity flowrates
The superstructure used in the Synheat model is fairly Ui ,j , Ui ,cu, Uj ,hu overall heat transfer coefficients
general. It allows both series and parallel decoupling of CCU per unit cost of cold utility
the heat exchangers, due to the stagewise superstructure. CHU per unit cost of hot utility
The streams are allowed to interact with each other in a CFi ,j , CFi ,cu, fixed charges for exchangers
stage and if a stream is split up in a stage, it will be CFj ,hu
assumed that the stream is mixed before entering the Ci ,j , Ci ,cu, Cj ,hu area cost coefficients
next stage, Fig. 1. In the first model presented by Yee NOK total number of stages
and Grossmann (1990), the only non-linear expressions V upper bound for heat exchange
were located in the objective function. It consisted of G upper bound for temperature differ-
linear terms plus non-convex terms describing the area ence
costs. The logarithmic mean-temperature difference dtcupi temperature approach in the cold
(LMTD) was approximated according to Chen (1987), end of the cooler
but in this article, the Paterson (1984) approximation dthupj temperature approach in the hot end
will be used, even if neither the logarithmic mean of the heater
bi ,j , bi ,cu, bj ,hu exponent for area costs, assumed
/0

Non-negative
variables
Ai ,j ,k , Acui , Ahuj areas for heat exchangers and utility
raised to the power of b
ti ,k temperature of hot stream i at the
hot end of stage k
Fig. 1. Example of a two-stage superstructure with one hot stream and tj ,k temperature of cold stream j at the
two cold streams. hot end of stage k
 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
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dti ,j ,k temperature approach for match i, j straints):

at the temperature location k XX
qi;j;k qcui Fi (Ti;In Ti;Out );
i  I (7)
dtcui temperature approach for a match of
jJ kK
hot stream i and the cold utility XX
before the heat exchanger qi;j;k qhuj Fj (Tj;Out Tj;In );
j  J (8)
iI kK
dthuj temperature approach for a match of
cold stream j and the hot utility after Heat balance at each stage (linear constraints):
the heat exchanger X
qi;j;k Fi (ti;k ti;k1 );
i  I; k  K (9)
qi ,j ,k heat exchanged between hot process jJ
stream i and cold process stream j in X
stage k qi;j;k Fj (tj;k tj;k1 );
j  J; k  K (10)
iI
qcui heat exchanged between hot process
stream i and the cold utility Assignment of inlet temperatures (fixed variables):
qhuj heat exchanged between the hot ti;1 Ti;In ;
i  I (11)
utility and cold stream j
tj;NOK1  Tj;In ;
j  J (12)
Binary variables Monotonic decrease in temperatures (linear con-
zi ,j ,k existence of a unit for the match i , j straints):
in stage k
ti;k ] ti;k1 ;
i  I; k  K (13)
zcui existence of a unit for the match i, cu
zhuj existence of a unit for the match hu, j ti;NOK1 ]Ti;Out ;
i  I (14)
tj;k ]tj;k1 ;
j  J; k  K (15)
Tj;Out ]tj;1 ;
j  J (16)
Objective function to be minimized:
XXX X Hot and cold utilities load (linear constraints):
min CFi;j zijk  CFi;cu zcui
iI jJ kK iI qcui Fi (ti;NOK1 Ti;Out );
i  I (17)
X X X qhuj Fj (Tj;Out tj;1 );
j  J (18)
 CFj;hu zhuj  CCUqcui  CHUqhuj
jJ iI jJ Minimum approach-temperature constraints (vari-
XXX X
 Ci;j Aijk  Ci;cu Acui able bounds):
iI j J kK iI dti;j;k ]EMAT ;
X (19)
 Cj;hu Ahuj (1)
i  I; j  J; k  K @ fNOK 1g
jJ
dtcui ] EMAT;
i  I (20)
Area equations (nonlinear constraints in the optimi- dthuj ]EMAT ;
j  J (21)
zation model):
Logical constraints:
qi;j;k 2 1=2 1=2 1 1
1=bi;j  Ui;j dti;j;k dti;j;k1  Ui;j dti;j;k  Ui;j dti;j;k1 qi;j;k 5 Vzi;j;k ;
i  I; j  J; k  K (22)
Ai;j;k 3 6 6
qcui 5Vzcui ;
i  I (23)
50;
i  I; j  J; k  K (2) qhuj 5Vzhuj ;
j  J (24)
qcui 2 1=2 1=2 1 dti;j;k 5ti;k tj;k G(1zi;j;k );
1=bi;cu  Ui;cu dtcui dtcupi  Ui;cu dtcui
Acui 3 6 (25)

i  I; j  J; k  K
1 dti;j;k1 5ti;k1 tj;k1 G(1zi;j;k );
 Ui;cu dtcupi 50;
i  I (3) (26)
6
i  I; j  J; k  K
qhuj 2 1=2 1=2 1 dtcui 5 ti;NOK1 Tcu;Out G(1zcui );
i  I (27)
1=b  Uj;hu dthuj dthupj  Uj;hu dthuj
Ahuj j;hu 3 6 dthuj 5Thu;Out tj;1 G(1zhuj );
j  J (28)
1 Additional variable bounds:
 Uj;hu dthupj 50;
j  J (4)
6
Ti; Out 5ti; k 5Ti; In ;
i  I (29)
where the following parameters can be calculated as: Tj;In 5tj;k 5Tj;Out ;
j  J (30)
dtcupi Ti;Out Tcu;In ;
i  I (5) 0 5qi;j;k 5min(Fi (Ti;In Ti;Out ); Fj (Tj;Out Tj;In ));
(31)
dthupj Thu;In Tj;Out ;
j  J (6)
i  I; j  J; k  K
Overall heat balance for each stream (linear con- 0 5qcui 5Fi (Ti;In Ti;Out );
i  I (32)
1584 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
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05 qhuj 5 Fj (Tj;Out Tj;In );
j  J (33)

/ all other variables ]/0.

This model is slightly different from the one pre-
viously reported in the literature. The main difference is
found in the constraints Eqs. (2)
/(4), where the
Paterson (1984) approximation is used for the LMTD,
and in the objective function Eq. (1). Because A , Acu Fig. 2. A piece-wise linear approximation of the relationship Q/ln(q )
in three steps.
and Ahu are the areas raised to the power of b , the
objective function Eq. (1) will be linear. The constraints
Eqs. (2)
/(4) are non-linear and non-convex, however. exact and approximate variable. The variable Q̂ will
The non-convex terms are the ones of the form q /A1/b . always be underestimated due to the piece-wise linear
The rest of the terms are convex (see Maranas & approximation, i.e.
Floudas, 1995; Zamora, 1997 for proof). Note also ln(q)] Q̂ pl(ln(q)) Uexp(Q̂)5q (36)
that the Eqs. (2)
/(4) are relaxed to be inequalities
instead of equalities. It should be obvious that the where pl(f ) denotes the piecewise linear function f. This
constraints can be relaxed in this way, while the areas procedure leads to a relaxation of the feasible region of
are minimized by the objective function. the model A1. The solution to the convexified problem
will, therefore, be an underestimation of the solution to
the original problem. The approximate convex under-
estimating model A2 will be formulated as follows:
3. Global optimization procedure
3.1. Model A2
In order to ensure global convergence for the non-
convex model presented in the previous section, a global The model (A1) with Eqs. (2)
/(4) replaced with:
optimization technique that relies on convexifying sign-
exp(Q̂i;j;k ) 2 1=2 1=2 1
omial terms will be used. The technique is based on the 1=b  Ui;j dti;j;k dti;j;k1  Ui;j dti;j;k
global optimization technique presented in Pörn (2000). Ai;j;ki;j 3 6
Even if the algorithm presented in Pörn (2000) did not 1
include posynomials with negative exponents, the  Ui;j dti;j;k1 50;
i  I; j  J; k  K (37)
6
method can be quite easily extended to cover these cases
as well. In the optimization of the Synheat model, the exp(Q̂cui ) 2 1=2 1=2 1
1=b  Ui;cu dtcui dtcupi  Ui;cu dtcui
objective is to convexify the terms q/A1/b . Consider a Acui i;cu 3 6
transformation of the variable q to Q according to q / 1
exp(Q ). The inverse transformation function would then  Ui;cu dtcupi 50;
i  I (38)
6
be:
exp(Q̂huj ) 2 1=2 1=2 1
Q ln(q) (34)  Uj;hu dthuj dthupj  Uj;hu dthuj
Ahu1=b
j
j;hu 3 6
The non-convex term can then be replaced with the
following convex term: 1
 Uj;hu dthupj 50;
j  J (39)
6
q exp(Q)
 (35) The linear functions to express the relationship
A1=b A1=b
between qi ,j ,k , qcui , qhuj and Q̂i;j;k ; Q̂cui ; Q̂huj ; respec-
The expression exp(Q )/A1/b is convex on R . See tively, (the piecewise linear representation) can be
Appendix A for proof! If q /A1/b is convexified according expressed as (similar to the formulation found in
to Eq. (35), the non-linear equality constraint Eq. (34) Floudas, 1995):
would also need to be included into the model, since a
variable substitution is not suitable in this case. A X
L1
Q̂i;j;k  (al zli;j;k bl qli;j;k );
i  I; j  J; k  K (40)
variable substitution would, in fact, just move the non- l1
convexity to another part of the model. The constraint X
L1
Eq. (34) is also non-convex, but the concave relationship qi;j;k  qli;j;k ;
i  I; j  J; k  K (41)
in Eq. (34) can be approximated with a piece-wise linear l1
function (Fig. 2). If a piece-wise linear representation of gl zli;j;k 5qli;j;k 5gl1 zli;j;k ;
Eq. (34) is used, the model will be convex. (42)

i  I; j  J; k  K; l 1; 2; . . . ; (L1)
Since the piece-wise linear function is approximate, a
new variable Q̂ is introduced in order to separate the
 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
/1593
X
L1
zli;j;k 1;
i  I; j  J; k  K (43)
l1
The hot and cold utilities are handled in a similar way.
The new index, parameters and variables are as follows:
Index
l gridpoint in the piece-wise approxi-
mation
Parameters
L number of gridpoints in the predefined
grid
gl function-value (Q -value) at gridpoint l
yl variable-value (q -value) at gridpoint l
bl (gl 1 /gl )/(nl1 /nl ), slope in step l
al glbl nl , zero-value for the slope in step
l model A2, some minor computational problems might
Additional positive variables in the optimization model
Q̂i; j; k ; Q̂cuj ;
/ convexified variable of q, qcu, qhu
Q̂huj/
qli ,j ,k fragment of variable q in step l
Additional binary variables
zli ,j ,k , zcui l , defines whether q is in step l
zhuj l
The solution time for the approximate problem
(model A2) will be increased from the solution time
for the original problem (model A1), since the combi-
natorial space is increased, but the global optimal
solution can be found with standard MINLP-solvers.
In order to find the global optimal solution for the
original problem, a set of approximate subproblems
(lower bounding problems) will be solved. Since the use
of a linear approximation of Eq. (34) relaxes the feasible
region, and hence underestimates the real objective
function, one can easily see that if the piece-wise linear
functions are made denser, the feasible region is relaxed
less and, hence, the underestimation of the original
problem is tighter. Adding the solution of a previously
solved approximate problem as new gridpoints will,
therefore, make the new problem more accurate. If a
solution to a subproblem is at some gridpoints, on the
other hand, it will also be a feasible solution to the
original problem, since the approximation is exact at the
gridpoints. This fact can be used as a convergence
criterion instead of a difference between upper and
lower bounding problems. Still, an upper bound value
can easily be calculated from the solution of the lower
bounding problem. It will simply be the objective
function with areas calculated according to Eqs. (2)
/
1585
(4) instead of Eqs. (37)
/(39). The global optimization
procedure can be summed up as follows:
1) Define grids for the variables qi ,j ,k , qcui , qhuj (the
grids do not need to be the same for the variables).
2) Solve the convex, approximate, underestimating
subproblem (model A2). The solution will be a
lower bound (LB) to the global optimal solution.
3) OPTIONAL. Calculate the real objective value for
the solution obtained (UB).
4) Add grid points according the solution obtained by
the LB-problem.
5) If no grid points were added or the LB is very close
to the UB, then terminate. The global optimal
solution is found. Otherwise, go to step 2.
3.2. Computational issues concerning model A2
If a computer implementation is made according to
occur. If the variable q is transformed to Q , q cannot
take the value of 0, since Q would then need to have an
infinite value. If the range of q could instead be defined
from a small o -value, problems in finding feasible
solutions due to the heat balances Eqs. (7)
/(10) might
be encountered. The heat balances are linear equality
constraints, and cannot be satisfied exactly if q cannot
take the value of 0. One way to overcome this problem
and keep the heat balances as equality constraints, is to
remove the o -value from the sum of q ’s with the binary
variable z . For example, Eq. (7) could be written as:
XX XX
qi;j;k qcui  (zi;j;k o o)zcui o o
jJ kK jJ kK
 Fi (Ti;In Ti;Out );
i  I (44)
The constraints Eqs. (17) and (18), the objective
function Eq. (1) and the constraints Eqs. (22)
/(24)
should also be changed in a similar way to make the
model exact (the areas, A , could also be defined from a
small o -value). Even if the non-convex model A1 is
solved locally, it is beneficial not to let the variables A
take the value of zero, since the constraints Eqs. (2)
/(4)
are not defined at that point.
4. Removal of the isothermal mixing assumption
In the Synheat model by Yee and Grossmann (1990)
and in the modified Synheat model described in the
previous chapters, a simplifying assumption of isother-
mal mixing is made (i.e. every stream has the same
temperature in a mixer). The assumption is made to
avoid non-convex constraints in the original Synheat
model. Computationally it makes the model converge
faster and, generally, it reduces the number of non-
convex terms in the model, while the bilinear terms in
1586 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
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the mixers can be excluded. Yee and Grossmann (1990)
proposed that if a solution obtained with the Synheat
model included stream splitting, a re-optimization of the
areas could be done with the network configuration
fixed. In many cases, the global optimal configuration
will be obtained under the isothermal mixing assump-
tion. In some cases, however, the global optimal
configuration may be excluded from the feasible region,
due to the isothermal mixing assumption.
Extending the Synheat model with some continuous
variables and both linear and non-convex constraints
can create a model, which does not assume isothermal
mixing. The new variables are split ratios of the heat
capacity flowrate and temperatures before mixers (Fig.
3).
4.1. Model B1 */without the isothermal mixing
There is no need of any extra temperature variables
for a hotstream in the hot end of the heat exchanger or
for a coldstream in the cold end of a heat exchanger (i.e.
in the splitters). To ensure feasible temperatures tih and
tic (and through them feasible mean-temperature differ-
ences) we need to connect the split ratio xr and the
temperature tih with the heat load q (for a hotstream)
and similarly yr and tic with q (for a coldstream) in an
appropriate way. For a hotstream, the heat balance,
which connect these variables looks like:
qi;j;k  xri;j;k Fi (ti;k tihi;j;k )
i  I; j  J; k  K (45)
The heat balances at each stage, Eqs. (9), (10) and (45)
also ensures that the sum of split ratios times the hot end
temperature equals the stage temperature:
X
xri;j;k tihi;j;k ti;k1 (46)
jJ

assumption
and Eq. (46) can therefore be left out of the model. Due
to the direction of the objective function, Eq. (45) can be
The same as model A1, but with an addition of the
rewritten and relaxed to an inequality constraint (in an
variables, constraints, bounds and a replacement of the
appropriate way) and formulated as:
constraints Eqs. (2), (25) and (26) as follows:
qi;j;k
Positive variables Fi (ti;k tihi;j;k )50
i  I; j  J; k  K (47)
xri;j;k
tihi,j,k temperature for the part of hot i that is
connected to cold j in the cold end of an For the coldstreams Eq. (45) can be expressed in a
exchanger in stage k similar way:
tici,j,k temperature for the part of cold j that is
connected to hot i in the hot end of an exchanger qi;j;k
Fj (tici;j;k tj;k1 )5 0
i  I; j  J; k  K (48)
in stage k yri;j;k
xri ,j ,k split ratio of hot i that is connected to cold j in
stage k The sum of the split ratios should equal one:
X
yri ,j ,k split ratio of cold j that is connected to hot i in xri;j;k 1;
i  I; k  K (49)
stage k jJ
dthi,j,k temperature difference in the hot end of the heat X
exchanger between hot i, cold j in stage k yri;j;k 1;
j  J; k  K (50)
iI
dtci,j,k temperature difference in the cold end of the
heat exchanger between hot i , cold j in stage k The constraints Eqs. (25) and (26) will be replaced by:

Fig. 3. Illustration of the new variables needed for not assuming isothermal mixing.
 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
/1593
dthi;j;k 5ti;k tici;j;k G(1zi;j;k );

i  I; j  J; k  K
dtci;j;k 5tihi;j;k tj;k1 G(1zi;j;k );

i  I; j  J; k  K
and constraint Eq. (2) will be replaced by:
qi;j;k 2 1=2 1=2 1 1
1=b  Ui;j dthi;j;k dtci;j;k  Ui;j dthi;j;k 
Ai;j;ki;j 3 6
50;
i  I; j  J; k  K
Model B1 will be non-convex, because the terms of
the form q/xr in Eqs. (47) and (48) and the terms of the
form q /A1/b in Eqs. (53), (3) and (4) are non-convex.
The situation is similar to the one in the global
optimization of model A1. It is, therefore, straightfor-
ward to apply the global optimization strategy, de-
scribed in Section 3, to the model B1, too. In fact, there
is no need of any other variable transformations than
the ones used in model A2. If the variable Q̂ is used
instead of q not only in Eqs. (2)
/(4) but also in Eqs. (47)
and (48), all constraints are convex. Model B2, which
will be used in the global optimization strategy to obtain
convex lower bounding problems instead of A2, is stated
as follows.
4.2. Model B2
Same as model A2 with the addition of the positive
variables tihi,j,k , tici,j,k , xri ,j ,k , yri ,j ,k , dthi,j,k , dtci,j,k , the
constraints:
exp(Q̂i;j;k )
Fi (ti;k tihi;j;k )50
xri;j;k

i  I; j  J; k  K
exp(Q̂i;j;k )
Fj (tici;j;k tj;k1 )50
yri;j;k

i  I; j  J; k  K
plus Eqs. (49), (50), (25) and (26) replaced with Eqs.
(51), (52) and (37) replaced with:
exp(Q̂i;j;k ) 2 1
1=b 
1=2 1=2
Ui;j dthi;j;k dtci;j;k 
Ai;j;ki;j 3 6
1 problem is solved to global optimality, otherwise the
 Ui;j dtci;j;k 50;
i  I; j  J; k  K
6
4.2.1. Computational issues concerning model B2
The variables xr and yr cannot take the value of zero,
because they can be found in the denominator. Natu-
rally, they can be defined in a range from a small d -
value to 1. If the d -value is lower than the o -value
(defining a LB for the variable q, or exp(Q̂)); problems
in Eqs. (54) and (55) might occur in the case of no heat
1587
exchange for a specific match. While exp(Q̂) will take the
(51)
value of o and xr (or yr ) will take the value of d , o /d will
be a big number. It is, therefore, of interest to make the
(52) constraints Eqs. (54) and (55) redundant when no heat is
exchanged for the specific match. The redundancy can
be accomplished with a Big-M formulation, for instance:
exp(Q̂i;j;k ) o
Ui;j dtci;j;k Fi (ti;k tihi;j;k )5 (1zi;j;k )
6 xri;j;k d (57)
(53)
i  I; j  J; k  K
exp(Q̂i;j;k ) o
Fj (tici;j;k tj;k )5 (1zi;j;k )
yri;j;k d (58)

i  I; j  J; k  K
5. Examples
Six examples are given in this section to illustrate the
solution strategy, to compare the global approach
versus local search methods and to compare different
solvers. Three standard MINLP solvers have been used
to solve both the non-convex models, A1 and B1, and
the convex subproblems in the global optimization
procedure, i.e. models A2 and B2. The solvers are:
aECP (Westerlund & Lundqvist, 1998) relying on the
extended cutting-plane method (Westerlund & Petter-
son, 1995) with CPLEX 6.5 as MILP-solver, GAMS/
DICOPT (Brooke, Kendrick & Meeraus, 1992, Outer
Approximation, Viswanathan & Grossmann, 1990) with
CPLEX 7.0 as MILP-solver and both MINOS (Murtagh
(54)
& Saunders, 1983) and CONOPT (Drud, 1996) as NLP-
solver (whichever worked best!) and GAMS/SBB (Drud,
2001) with both MINOS and CONOPT as NLP-solver.
(55) In Table 1, stream data and cost data for all examples
are given. Note that in Table 1, h represents the
individual heat transfer coefficient and that
Uij /[(1/hi )/(1/hj )]1,
when counter-current heat exchangers and constant heat
transfer coefficients are assumed. Note also that Aij /
Ui;j dthi;j;k abij in the optimization model. The optimal objective
values are also given (along with the fastest solver), if the
(56) best local solution obtained by ECP, DICOPT or SBB is
given for the non-convex model. Examples 2, 3 and 5 are
discussed in more detail in this section, while examples
1, 4 and 6 are given in order to get a broader comparison
between different solution strategies and solver perfor-
mances at the end of this section. The examples are
organized according to size, such that the smallest
problem is the first one and the last is the largest
problem. Every example is solved to the global optimum
for model A, and example 1 and 2 for model B starting
with a piece-wise linear approximation in three steps (in
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Table 1
Stream, cost and solution data for the examples

Stream TIn (8C) TOut (8C) h (kW 8C 1 m 2) F (kW 8C 1)

Example 1
Hot 1 167 77 2 22
Cold 1 76 157 2 20
Cold 2 47 95 0.67 7.5
HU 227 227 1
CU 27 47 1

Heat Exchanger ($ per year), 6600670a0.83 (a  area in m2); Heat Exchanger utils. ($ per year), 6600670a0.83 (a  area in m2); Hot Utility ($ kW 1 per year), 120;
Cold Utility ($ kW 1 year), 20; Stages in superstructure, 2; Mod A: Global Opt. 76 350$ per year in 101 cpu s with DICOPT; Mod B: Global Opt. 76 330$ per year in 938
cpu s with DICOPT; Found in Biegler, Grossmann and Westerberg (1997).
Example 2
Hot 1 150 45 2 20
Cold 1 60 120 2 13
Cold 2 20 120 2 12
HU 210 210 1
CU 5 15 1

Heat Exchanger ($ per year), 4000700a0.8 (a area in m2); Heat Exchanger utils. ($ year), 4000560a0.8 (a  area in m2); Hot Utility ($ kW 1 per year), 80; Cold
Utility ($ kW 1 per year), 20; Stages in superstructure, 2; Mod A: Global Opt. 52 429$ per year in 17 cpu s with ECP; Mod B: Global Opt. 48 652$ per year in 163 cpu s
with DICOPT; New example.
Example 3
Hot 1 180 75 0.15 30
Hot 2 240 60 0.10 40
Cold 1 40 230 0.20 35
Cold 2 120 300 0.10 20
HU 325 325 2
CU 25 40 0.50

Heat Exchanger and cooler ($ per year), 15 00030a0.8 (a area in m2); Heaters ($ per year), 15 00060a0.8 (a  area in m2); Hot Utility ($ kW 1 per year), 110; Cold
Utility ($ kW 1 per year), 10; Stages in superstructure, 2; Mod A: Global Opt. 415 189$ per year in 123 cpu s with DICOPT; Mod B: Best sol. found 411 746$ per year in
162 cpu s with SBB; Found in Zamora and Grossmann (1998a).
Example 4
Hot 1 227 147 1.6 6
Hot 2 157 57 1.6 6
Hot 3 147 67 1.6 7
Cold 1 67 227 1.6 10
HU 325 325 1.6
CU 25 40 1.6

Heat Exchanger ($ per year), 1000560a0.6 (a  area in m2); Heat Exchanger utils. ($ per year), 1000560a0.6 (a  area in m2); Hot Utility ($ kW 1 per year), 80; Cold
Utility ($ kW 1 per year), 20; Stages in superstructure, 3; Mod A: Global Opt. 61 295$ per year in 676 cpu s with ECP; Mod B: Best sol. found 60 842$ per year in 29 cpu s
with DICOPT; Found in Bolio (1994).
Example 5
Hot 1 155 30 2 8
Hot 2 80 40 2 15
Hot 3 200 40 2 15
Cold 1 20 160 2 20
Cold 2 20 100 2 15
HU 220 220 2
CU 20 30 2

Heat Exchanger ($ per year), 6000600a0.85 (a  area in m2); Heat Exchanger utils. ($ per year), 6000600a0.85 (a  area in m2); Hot Utility ($ kW 1 per year), 120;
Cold Utility ($ kW 1 per year), 20; Stages in superstructure, 2; Mod A: Global Opt. 100 720$ per year in 4796 cpu s with ECP; Mod B: Best sol. found 96 001$ per year in
96 cpu s with DICOPT; New example.
Example 6
Hot 1 180 75 2.0 30
Hot 2 240 60 2.0 40
Cold 1 40 230 1.5 20
Cold 2 120 260 1.5 15
Cold 3 40 130 2.0 25
Cold 4 80 190 2.0 20
HU 325 325 1.0
CU 25 40 2.0

Heat Exchanger ($ per year), 800050a0.75 (a  area in m2); Heat Exchanger utils. ($ per year), 800050a0.75 (a  area in m2); Hot Utility ($ kW 1 per year), 120; Cold
Utility ($ kW 1 per year), 20; Stages in superstructure, 3; Mod A: Global Opt. 140 413$ per year in 8335 cpu s with DICOPT; Mod B: Best sol. found 139 083$ per year in
193 cpu s with DICOPT; New example.
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Table 2
Comparing the solution path for model A versus model B in the second
example using aECP as MINLP solver

Iteration LB best UB Gap (%) cum. cpu

Model A
1 49 888 57 144 14.54 6.0
2 52 084 52 433 0.67 9.9
3 52 380 52 433 0.10 12.2
4 52 414 52 433 0.04 15.2
5 52 425 52 429 0.01 17.2
Fig. 4. The grand composite curve for example 2. Model B
1 45 611 Infeas.
/ 65.5
the predefined grid for the global optimization proce- 2 47 249 52 654 11.44 101.2
3 48 652 48 652 0.00 207.0
dure). All calculations are done with a 466 MHz Celeron
PC.
The purpose of the second example is to illustrate the aECP will add more linearizations to cut off infeasible
benefits of using model B (allowing non-isothermal solutions, and therefore, create bigger and more time
mixing) instead of model A. From the grand composite consuming MILPs (Table 2). Optimization problems
curve (Fig. 4) it is possible to see that there is heat with a constructed according to model B generally have poorer
high enough temperature in the hot stream to heat both approximations (subproblems in the global optimization
cold streams and that it should be, in principle, enough procedure) than problems according to model A. The
with two heat exchangers (plus one cooler). In a pre- LB solution of model B might give rise to an infeasible
investigation of the system, it is found that it is not primal solution. Since exp(Q̂)5q in Eqs. (54) and (55)
possible to connect the two heat exchangers in series in the approximate subproblem, the variables tih will be
(assuming minimal utility usage). Neither is it possible overestimated and the variables tic will be underesti-
to split the hot stream and assume isothermal mixing mated. This might give rise to a solution where, the
since the inlet temperature for cold stream 1 is higher overestimated tihi,j,k (heat source temperature) is greater
than the assumed outlet temperature for hot stream 1. It than the variable tj ,k1 (heat sink temperature in the
might be possible, though that two exchangers would be cold end of the heat exchanger) in Eq. (52), whereas the
enough if non-isothermal mixing was allowed, which actual tihi,j,k is less than tj ,k1, and hence the heat
also is the case in this example (Fig. 5). The global transfer is not possible and the upper bound solution is
optimal solution for model A has an objective value of infeasible. Consider a similar reasoning for the variables
$52 429 per year whereas for model B $48 652 per year. tici,j,k and ti ,k in Eq. (51)! In the example, the lineariza-
Model B came up with a less expensive solution even if it tions from previous subproblems, solved by aECP, have
has a total area of 106.0 m2 (two heat exchangers plus a been included into the next subproblem to hasten the
cooler) versus 95.9 m2 (three heat exchangers plus a convergence.
cooler) for model A. The solution time for model B is In the third example, a comparison between the
greater than for model A because of a greater number of solutions obtained with the new global optimization
nonlinear constraints in the subproblems. For example, procedure, assuming isothermal mixing, and with the

Fig. 5. The global optimal structure for example 2 obtained from model A and from model B, respectively.
1590 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
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Fig. 6. Global optimal solution with stream splits vs. the solution with no stream splits, example 3.
solution obtained with the global optimization proce-
dure with no stream splits found in Zamora and
Grossmann (1998a) is made. The problem consists of
two hot and two cold streams. The objective value, when
the problem is solved with the program SYNHEAT
(Bolio, 1994), is reported to be $453 294 per year in
Zamora and Grossmann (1998a). The global optimum
with no stream splits found in Zamora and Grossmann
(1998a) with an objective value of $419 979 per year is
found in approximately 4500 cpu s with an IBM RS-
6000/530 workstation. The global optimum for model
A, allowing stream splitting (with a two-stage super-
structure model), is found in approximately 325 cpu s
with an objective value of $415 200 per year (Fig. 6).
Both solutions contained four heat exchangers, one
cooler and one heater. Four convex subproblems were
to be solved in order to ensure that the global optimal
solution was found. Already in the third iteration, the
gap between the LB and the UB was less than 0.1%,
though (Fig. 7). The combinatorial space was signifi-
cantly increased in the last subproblem, from 12 in the
original problem (model A1) to 64 binary variables in
the fourth major iteration (model A2) due to the dense
grid in the piece-wise linear functions (Table 3). The
branch and reduce algorithm for general nonlinear
Fig. 7. Iteration path for the global optimization procedure (model A)
and example 3.
ratioable problems (Sahinidis, 2000; Ryoo & Sahinidis,
1995) was also used to solve this problem. After 2200
cpu s on an IBM RS/6000 model 43P with 64 MB of
RAM and a 66 MHz processor, the upper bound was
approximately ten times the LB (/50 000 vs. /
$478 000) after which optimization was stopped.
In example 5 an illustration of a problem, where it
might be harder to a priori determine the optimal
structure, and where the optimal structure for model B
is, again, different than for model A, is given. The
problem consists of three hot streams and two cold
streams plus utilities. In order to hasten convergence a
two-stage model has been used instead of a three-stage
model according to the rule of thumb found in Yee and
Grossmann (1990). The solution time for model B is
much more time consuming, in fact it could not be
solved within a reasonable time horizon, but a very good
solution was obtained by solving the non-convex model
B1 to a local optimum. The objective value of the
solution is $100 720 per year (with five heat exchangers)
and $96 001 per year (with four heat exchangers) for
model A and model B, respectively. No external utilities
were used in any solutions. The different configurations
are given in Fig. 8.
A comparison between standard MINLP-solvers is
also made with the six examples. First a comparison
between the different solution times in the global
optimization procedure is made for model A (Fig. 9).
The fastest solver, among ECP, DICOPT and SBB, is
Table 3
Comparison between the sizes of the original problem and the last
subproblem, example 3
Original (A1) Last major iteration (A2)
Cont. variables 48 112
Binary variables 12 64
Linear constraints 64 204
Nonlinear constraints 12 12
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Fig. 8. Global optimal solution with isothermal mixing vs. the best solution found with non-isothermal mixing, example 5.
Fig. 9. Solution times in the global optimization procedure for the
different solvers (model A). Solution time is set to 100% for the fastest
solver for each example.
Fig. 10. Comparing global optimal solutions (100%) with local
optimal solutions of model A1 (with DICOPT) and the Synheat
interface.
set as reference (100%) in every example. SBB was too
slow to solve the two biggest problems, due to the many
binary variables introduced. ECP and DICOPT did, on
average, almost equally well.
A comparison between the quality of the solutions
with faster local search methods (solving non-convex
models with standard MINLP-solvers without global
optimality guaranteed) and the global approach is made
in Fig. 10. Model A1 is solved as such with DICOPT
(CONOPT and CPLEX 7.0) and it is compared with the
solutions obtained with the original Synheat model by
Yee and Grossmann (1990) and implemented in the
1591
Fig. 11. Comparing global optimal solutions for model A vs. the best
solutions found for model B (100%).
Synheat Interface (Bolio, 1994), which has a non-convex
objective function but only linear constraints. In Fig. 10,
100% represents the global optimal objective value for
each example. The Synheat Interface might get stuck in
very poor local optima for bigger problems, while model
A1 tends to give very good solutions although the same
solver is used. Also if the model A1 is solved with ECP
or SBB, the solutions obtained are very close to the
global optimum.
The global optimization procedure for model B was
time consuming, and therefore, only the first two
examples were solved to global optimality. In Fig. 11 a
comparison between the global optimal solutions ob-
tained with model A and the best solutions found for
model B (100%) is given. There were some minor
improvements in the objective values when the isother-
mal mixing assumption was removed. For instance,
example 2 had an 8% higher objective value with the
isothermal mixing assumption.
6. Discussion
Different models for the global optimization of heat
exchanger networks have been presented where the
1592 K.-M. Björk, T. Westerlund / Computers and Chemical Engineering 26 (2002) 1581
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Synheat model by Yee and Grossmann (1990) has been
the focus of optimization. Slightly modified, it can be
optimized globally with a new special-purpose global
optimization procedure, which relies on convexifying
signomial terms. A set of convex subproblems
(MINLPs) is to be solved, however. It is also possible
to extend the new model so that the isothermal mixing
assumption is removed. The same global optimization
procedure can be easily applied to this new model.
Finding the global optimum for a model assuming
isothermal mixing, however, is less time consuming
than for a model that does not. Without a global
optimization procedure, one cannot easily know if it is
possible to obtain better solutions or not, since there is
no information as to whether the solution is a local
optimum or the global one. If a problem of considerable
size is the focus of optimization, it might be impossible
to solve it globally. From the experience of the six
examples given in this paper, it is likely to obtain very
good solutions if one of the non-convex models stated in
this paper is used. It might also be beneficial to use a
model, which does not assume isothermal mixing. More
essential, however, is to ensure that one will not get a
poor local optimal solution, but a solution close to the
global optimal one.
Acknowledgements
Financial support from the Technical Development
Center of Finland, TEKES, and the Nordic Energy
Research Program is gratefully acknowledged. Scientific
advice from Professor Ignacio Grossmann (CMU,
Pittsburgh, USA) is also gratefully acknowledged.
Appendix A
Proof that f(x , y )/yk exp(x ), where, k is a
constant and x, y, k ]/0, is convex.
The Hessian-matrix of f is:
 
yk exp(x) kyk1 exp(x)
Hf  k1
ky exp(x) k(k 1)yk2 exp(x)
where the two principal minors are:
D1 yk exp(x)]0
D2 y2k2 exp(2x)k ]0
and Hf is positive semi-definite and, hence, f(x , y) is
convex.
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