Fluid Phase Equilibria 194–197 (2002) 169–183

Global optimization for clusters of flexible

molecules—solvent–solute interaction energy calculations
Aileen Cheung a , Claire S. Adjiman a,∗ , Petr Kolar b , Takeshi Ishikawa b
a
Department of Chemical Engineering and Chemical Technology, Centre for Process Systems Engineering,
Imperial College of Science, Technology and Medicine, Prince Consort Road, London SW7 2BY, UK
b
Mitsubishi Chemical Corporation, Mizushima Plant, Ushiodori 3-10, Kurashiki 7128054, Okayama, Japan
Received 30 March 2001; accepted 24 October 2001

Abstract
The identification of the global minimum energy configuration of molecular clusters has found many useful
applications, including the calculation of solvent–solute interactions for phase equilibria prediction. Given the need to
reliably identify the global minimum and other low-energy configurations, a fully deterministic global optimization
algorithm is proposed. The potential energy is calculated using the OPLS force field [J. Am. Chem. Soc. 118 (1996)
11225] and the minimization problem is formulated using 3N –6 independent internal coordinates where N is the
total number of atoms. A branch-and-bound framework is used to solve the problem. Tight convex underestimators
have been derived for the non-convex terms and bounds for the dependent variables are calculated using interval
arithmetic. The algorithm generates a converging sequence of upper and lower bounds. The algorithm is illustrated
through the calculation of the global minimum configuration of a butane molecule, and a butane-ethylamine pair.
© 2002 Elsevier Science B.V. All rights reserved.
Keywords: Method of calculation; Model; Global optimization; OPLS force field; Interaction energies; Clusters

1. Introduction

The identification of the minimum energy configurations of molecular clusters has received significant
attention in the literature [2]. This interest is partly motivated by the importance of clusters in under-
standing catalytic behavior and surfaces in general. Cluster energy minimization has also been widely
used as a standard problem for testing and comparing global optimization algorithms [3]. In most of the
work to date, the clusters considered are of the Lennard–Jones type and consist of atoms or small rigid
molecules. More recently, the use of cluster energy minimization has been proposed in the prediction of
phase equilibria. Thus, Sum and Sandler [4] have performed electronic calculations on clusters of eight
molecules in order to compute solvent–solute interaction energies which have then been successfully
∗
Corresponding author. Tel.: +44-2075946638; fax: +44-2075946606.
E-mail address: c.adjiman@ic.ac.uk (C.S. Adjiman).

0378-3812/02/$ – see front matter © 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 3 7 8 - 3 8 1 2 ( 0 1 ) 0 0 7 8 0 - 4
170 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

used to obtain parameters for the UNIQUAC equation [5]. The Wilson equation was also tested, but the
calculated parameters generated a poorer representation of the true VLE behavior of the systems studied.
Meniai and Newsham [6] focused on pairs of molecules and used molecular mechanics. Jónsdóttir et al.
[7] have considered a similar approach, based on a Boltzmann average of the low energy minima for a pair.
These new applications of the minimization of the energy of a small number of molecules present
valuable opportunities in the context of phase equilibria prediction, an important aspect of process devel-
opment. This is especially crucial for molecules in which proximity effects render UNIFAC predictions
unreliable [8]. In multifunctional compounds, it is not always possible to intuitively understand the
system’s behavior and, therefore, to rely on trial and error to explore process options. The use of compu-
tational models is, therefore, an attractive route towards decreasing the cost of process development.
The work of Meniai and Newsham [6], Jónsdóttir et al. [7] and Sum and Sandler [4] relies on the
identification of the global minimum energy structure, and possibly other low-lying minima. In all cases,
however, the algorithms used to identify these minima cannot guarantee that the global minimum has
indeed been found.
In this paper, we present the development of a global optimization algorithm for the energy minimization
of clusters. We first briefly review the different methods currently available to tackle this problem. Next,
we present the general principles behind the proposed algorithm, which follows the ‘branch-and-bound’
approach. We then discuss specific aspects of the algorithm and finally its application to two systems: a
flexible molecule, and a pair of molecules. The proposed approach can easily be extended to identify all
energy minima.

2. Global energy minimization

It is well known that the identification of the configuration corresponding to the global minimum
potential energy is a highly complex problem as the energy surface has multiple minima. Much research
has been directed at the development of methods capable of reliably identifying the global minimum
potential energy, as well as all low-lying configurations of molecular systems because they usually
determine many of the properties of the system. For a molecule of N atoms, the number of local minima
increases as exp(N2 ) [9]. This exponential growth makes the location of the global minimum on the
potential energy surface a non-trivial problem for large molecules and clusters. In the case of molecular
clusters, the fact that all the atoms in the system are not linked complicates the identification of the global
minimum as some of the interatomic distances can take on a wide range of values.
Existing global energy minimization methods can be classified into stochastic and deterministic, with
most methods falling in the former category. The performance of these methods can be assessed based
on their ability to identify all minima, and their computational expense.
Stochastic search techniques aim to overcome the limitations of local gradient-based optimization by
allowing jumps over energy barriers. While many differing methods have been proposed, they tend to fall
in one of three categories: basin-hopping methods which combine global steps and local minimization
steps [10], smoothing methods which transform the potential energy function to reduce the number of
minima [11,12], and genetic algorithms which draw parallels with evolution in order to obtain improving
“generations” of minima [13]. A review of some of these methods and useful references can be found
in Wales and Scheraga [2]. In theory, some of these algorithms can guarantee the identification of all
solutions after an infinite number of iterations, although no such guarantee can be made in practice. The
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 171

solution depends on the algorithmic options that are used (probabilistic test, use of local minimizations,
convergence test).
Deterministic search techniques implicitly cover the entire conformational space by eliminating regions
that cannot lead to low energy configurations. The absence of the global minimum energy from a given
region of the energy surface can be ascertained without explicitly evaluating every configuration in that
region. As a result, convergence of these algorithms to the global minimum can be achieved in finite time.
Many deterministic techniques are based on the general branch-and-bound framework [14]. The main steps
of this type of approach will be described in more detail in later sections of this paper. Their application
to the global energy minimization of Lennard–Jones microclusters has been investigated by Maranas
and Floudas [15]. Although these techniques have the advantage of guaranteeing the identification of
the global minimum and all low-lying minima, they are usually more difficult to implement, and often
require prior analysis of the potential energy function in order to perform well.
Most of the work on clusters to date has focused on rigid molecules. When dealing with clusters of
complex molecules, it is however important to consider all aspects of the contributions to the potential
energy including those arising from the ability of the molecules within the cluster to change their con-
formation. In this paper, the full flexibility of the molecules in the cluster is considered. This results in a
significant increase in the number of degrees of freedom.

3. Branch-and-bound global optimization algorithm

3.1. Problem formulation

A deterministic branch-and-bound algorithm [14] especially tailored to the OPLS force field [1] is
presented. In this study, the OPLS force field is used as it provides a good representation of the energetics
of gas phase and solvated systems [16]. A molecular system with N atoms can be described using 3N –6
independent variables which can be either internal coordinates or Cartesian coordinates. In this work, we
choose to work in internal coordinates (bond lengths and angles, torsional angles) for two main reasons.
Firstly, the force fields that allow us to compute the energy as a function of system geometry are usually
expressed in terms of internal coordinates. Secondly, the set of physically realistic values for some of the
internal coordinates can be remarkably narrow. For instance, bond lengths do not usually deviate by more
than 0.03 Å around equilibrium values [17]. Bond angles are similarly constrained. This in turn restricts
the configuration space in a way that cannot be achieved with Cartesian coordinates. As will be shown,
such a restriction is very important if good performance of the algorithm is to be achieved.
The problem of minimizing the potential energy function can be expressed as: min Esystem = Eb (b) +
Eθ (θ) + Eφ (φ) + Enb (r) subject to
θ = fθ (b, θ ind , φ ind ) (P)
φ = fφ (b, θ ind , φ ind )
r = fr (b, θ ind , θ, φ ind , φ)
bL ≤ b ≤ bU
θ L ≤ θ ind ≤ θ U
φ L ≤ φ ind ≤ φ U
172 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

where b, θ ind , φ ind are independent internal coordinates, θ and φ are dependent internal coordinates
and r is a vector of nonbonded distances. The superscripts U and L denote upper and lower bounds
on the variables, respectively. The potential energy function is broken down into contributions from
bond stretching (Eb ), angle bending (Eθ ), torsion (Eφ ), and nonbonded interactions (Enb ). A cross-term
is also included in some force fields, but is not considered in this work. In most studies, the mini-
mization problem above is expressed as an unconstrained problem. However, such an unconstrained
formulation implies that the nonbonded term is in fact expressed as a function of the independent in-
ternal coordinates rather than the inter-atomic distances r. Since this function of the internal coordi-
nates is complicated, we have chosen to include the dependence of r on the internal coordinates ex-
plicitly as a set of constraints. Further, it is worth noting that many gradient-based energy minimization
algorithms are based on Cartesian coordinates. Again, this implies that a transformation from Carte-
sian to internal coordinates is implicitly carried out to evaluate Esystem and its Jacobian at given val-
ues of the Cartesian coordinates. Here, we minimize with respect to the internal coordinates so that
values of Esystem and its Jacobian in the internal coordinates can be calculated directly, without any
transformations.

3.2. The general branch-and-bound algorithm

In the branch-and-bound framework, an upper bound EU and a lower bound EL on the global solution
E are generated at each iteration such that E L ≤ E ∗ ≤ E U . These are obtained in such a way that the
∗

upper and lower bounds become increasingly close as iterations proceed.

Each upper bound is obtained through a standard local minimization of problem (P). Each lower bound
is obtained by building a so-called convex lower bounding problem denoted by LB. This problem is
essentially an approximation of the original (P), such that the solution EL of LB is less than the global
solution of (P), E∗ . Furthermore, the convexity of the LB ensures that it has a unique solution, and that its
solution EL can, therefore, be found reliably with a standard local minimization algorithm, without any
risk of getting trapped at a local minimum. The construction of the LB requires knowledge of the bounds
on all the variables of the problem. The convergence of the algorithm is achieved by constructing the
LB in such a manner that it is improving, that is, it becomes an increasingly better approximation of the
original problem. This is made possible by partitioning the solution space and considering more narrow
variable ranges.
The bounds on the independent variables define the entire configuration space denoted by R1 . At
the first iteration, a local solution of (P), E1U , is found by selecting a starting point randomly within
R1 . LB is constructed based on the variable bounds and solved to give a lower bound E1L . In general,
convergence is not achieved at the first iteration, and the best upper bound is set to E U∗ = E1U . R1 and
its corresponding lower bound E1L are added to a list of unexplored regions R. At the second iteration,
R1 is removed from R and split into two sub-regions R2 and R3 . This is done by branching on one of
the independent variables. If the torsional angle φ 1 is choosen for branching, for instance, its bounds in
R2 are 0 ≤ φ1 ≤ π and in R3 they are π ≤ φ1 ≤ 2π. Upper bounds E2U and E3U are obtained through
minimizations from random starting points in R2 and R3 , respectively. The best upper bound, EU∗ , is
updated to min {E U∗ , E2U , E3U }. The value obtained is the best candidate for the global minimum energy
found so far. Two convex LBs are constructed based on the bounds in R2 and R3 and lower bounds E2L
and E3L are obtained for each of these regions. A convergence test is applied given a predefined tolerance
ε: it may be based on the difference between the bounds on the solution (e.g. E U∗ − min {E2L , E3L } ≤ ε?),
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 173

or on the difference between the bounds on the variables in all regions (v U − v L ≤ ε?) where v =
b, θ or φ. If the test fails, the two regions R2 and R3 are added to the list R. At the third iteration,
the region with the lowest lower bound is removed from the list and partitioned as described above.
This procedure is repeated until the convergence test is passed, indicating the global minimum energy
E ∗ = E U∗ has been found. Any region Ri with a lower bound EiL greater than the global solution is
guaranteed to remain in the list R until the global minimum is found and is thus implicitly eliminated
from consideration.
The main difficulty in designing such an algorithm lies with the generation of a valid convex LB. In the
case of a constrained optimization problem such as (P), a general convex underestimator for the objective
function, the potential energy function, must be derived. This underestimator must be convex with respect
to all the variables involved, including the nonbonded distances. Furthermore, a convex relaxation of the
feasible region must also be generated. This corresponds to a region which is convex and larger than the
region defined by the constraints:
θ = fθ (b, θ ind , φ ind ) (C)

φ = fφ (b, θ ind , φ ind )

r = fr (b, θ ind , θ, φ ind , φ)

4. Constructing the lower bounding problem

One important property of the OPLS force field is that it is separable and we can, therefore, use the
additivity property of convex functions—the sum of convex functions is itself convex—in generating a
lower bounding function.

4.1. The OPLS force field

The OPLS-AA (all atom) force field was developed to reproduce experimental data on fluids. It may
be separated into the following terms:
n

bonds

Bond stretching : Eb = Kbi (bi − beq )2 (1)

i=1

nangles


Angle bending : Eθ = Kθi (θi − θeq )2 (2)
i=1

n

torsions

3
Vni
Torsion : Eφ = [1 + cos (nφi + γni )] (3)
i=1 n=1
2
    6 


qi qj e2 σij 12 σij
Nonbonded : Enb = + 4εij − fij (4)
i j
rij rij rij
174 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

4.2. Convex underestimator for the objective function

A convex underestimator for the objective function is presented in this section. It is especially tailored
to the OPLS force field in order to achieve good performance of the global optimization algorithm. The
proposed function can be shown to be a rigorously valid underestimator, which is once-continuously
differentiable. The proof of these properties is not included here for the sake of brevity.
The terms (1) and (2) are convex and thus have only one potential well. The torsional term (3) and
the nonbonded interactions term (4) are non-convex and tight underestimators for these terms need to be
derived to construct the convex LB.

4.2.1. Torsional term

Considering first the torsional term (3), it is the sum of three similar cosine terms Eφ1 , Eφ2 and Eφ3
corresponding to n = 1, 2, 3. As the sum of convex terms also gives a convex term, each cosine term is
convexified separately.
For V1 > 0, the first cosine term Eφ1 = V1 /2 cos (φ + γ1 ) has a maximum of V1 , and a minimum of
0 at φ min = π − γ1 while for V1 < 0, it has a maximum of 0 and a minimum of V1 . The two inflexion
points are at φ1∗ = π/2 − γ1 and φ2∗ = 3π/2 − γ1 . A suitable underestimator for this cosine function
when V1 > 0 is a quadratic underestimator of the form:
V1
Lφ1 (φ) = (φ − φmin )2 + K1 (5)
C1
where both C1 and K1 are constants given by
2((φ2 − φmin )2 − (φ1 − φmin )2 )
C1 = (6)
cos (φ2 + γ1 ) − cos (φ1 + γ1 )
V1 V1
K1 = (1 + cos (φ1 + γ1 )) − (φ1 − φmin )2 (7)
2 C1
where φ 1 and φ 2 can take the value of φ L , φ U and φ min depending on the values of the bounds on φ, as
compared to the values of the minimum and inflexion points. The values of C1 and K1 are such that the
lower bounding term meets the cosine term at both φ 1 and φ 2 .
Fig. 1 shows the underestimator for the first torsional term, Lφ1 (φ), for different bounds on φ. The “first
level” corresponds to the domain φ∈[0, 2π ], the “second level” to two domains φ∈[0, π ] and φ∈[π, 2π ] as
obtained after branching on φ, and the “third level” to four domains φ∈[0, π/2], φ∈[π/2, π ], φ∈[π, 3π/2]
and φ∈[3π/2, 2π]. The values V1 = 5.0 and γ1 = −π/4 are used. If there is an inflexion point between
the upper and lower bounds of the torsion angle φ, as in the first level, then Eq. (5) is used to underestimate
the function. If only the minimum is between the bounds, as in φ∈[π/2, π ], then the function is convex
in that region, and the cosine term can be used as it is. If neither the minimum point nor an inflexion
point are between the bounds, as in φ∈[3π/2, 2π ], then the cosine term is concave over the domain of
interest and a line between the upper and lower bounds can be used as an underestimator as given by the
equation:
 
Eφ1 (φ U ) − Eφ1 (φ L )
Lφ1 (φ) = (φ − φ L ) + Eφ1 (φ L ) (8)
φU − φL
Table 1 shows the pseudocode for φ L ≤ φ ≤ φ U where 0 ≤ φ L < φ U ≤ 2π and V1 > 0.
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 175

Fig. 1. Underestimators for Eφ1 for different bounds.

In the same manner, the second torsional term Eφ2 = V2 /2 cos (2φ + γ2 ) has a maximum value of V2 ,
and a minimum value of 0 at φmin1 = π/2 − γ2 /2 and γmin2 = 3π/2 − γ2 /2 for V2 > 0. Since there are
two minima for the second torsional term in the domain φ∈[0, 2π], an alternative underestimator must
be derived:
V2
Lφ2 (φ) = (φ − φavg )2 + K2 (9)
C2
where φavg = (φmin1 + φmin2 )/2 and
2(φ2 − φavg )2 − (φ1 − φavg )2
C2 = (10)
cos (2φ1 + γ2 ) − cos (2φ2 + γ2 )
V2 V2
K2 = (1 − cos (2φ1 + γ2 )) − (φ1 − φavg )2 (11)
2 C2
where the values of φ 1 and φ 2 depend on the lower and the upper bounds of the domain. If (φmin1 +φmin2 ) ≥
(φ L + φ U ), then φ1 = φ L and φ2 =φmin1 but if ((φmin1 + φmin2 ) < (φ L + φ U ), then φ1 = φ U and φ2 =φmin2 .
Fig. 2 shows the underestimator for the two minima case. Note that this type of underestimator can also
be applied to Eφ1 for the case where V1 < 0.
For regions where there are three minima points within the bounds, as occurs with the third cosine
term Eφ3 , a similar quadratic underestimator is used with φavg = (φmin1 + φmin3 )/2, where φ min1 and
176 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

Table 1
Pseudocode for the calculation of Lφ1

if (φ L ≤ φmin ≤ φ U )
if (φ ≤ φ min )
if (φ L < φ1∗ )
V1
Lφ1 (φ) = (φ − φmin )2 + K1 with φ1 = φ L , φ2 = φmin
C1
else
Lφ1 (φ) = Eφ1
else
if (φ U > φ2∗ )
V1
Lφ1 (φ) = (φ − φmin )2 + K1 with φ1 = φmin , φ2 = φ U
C1
else
Lφ (φ) = Eφ1
 1 π π
else if φmin − ≤ φ L < φ U ≤ φmin +
2 2
Lφ1 (φ) = Eφ1
π
else if(φ L < − γ1 < φ U )
2
V1
Lφ1 (φ) = (φ − φmin )2 + K1 with φ1 = φ L , φ2 = φ U
C1
π
else if(φ L < 3 − γ1 < φ U )
2
V1
Lφ1 (φ) = (φ − φmin )2 + K1 with φ1 = φ L , φ2 = φ U
C1
else 
(Eφ1 (φ U ) − Eφ1 (φ L ))
Lφ 1 = (φ − φ L ) + Eφ1 (φ L )
(φ U − φ L )

φ min3 are the minima in the domain nearest to the lower bound and the upper bound of the torsion,
respectively:
V3
Lφ3 (φ) = (φ − φavg )2 + K3 (12)
C3
where
2((φ2 − φavg )2 − (φ1 − φavg )2 )
C3 = (13)
cos (3φ2 + γ3 ) − cos (3φ1 + γ3 )
V3 V3
K3 = (1 + cos (3φ1 + γ3 )) − (φ1 − φavg )2 (14)
2 C3

4.2.2. Nonbonded interaction term

The nonbonded interactions term as given by Eq. (4) consists of a Coulombic term and a van der Waals
term.
The Coulombic term E C = qi qj e2 /rij is convex if both the electronic charges for the two interacting
atoms are of the same sign. If the signs are opposite, then the term is concave and may be underestimated
using Eq. (8) substituting r for φ and EC for Eφ1 .
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 177

Fig. 2. Underestimator for the cosine term Eφ2 .


The van der Waals term EVdW may be divided into two parts namely a convex part E VDW = 4εij (σij /rij )12
and a concave part ÊVdW = −4εij (σij /rij )6 . This latter part is underestimated using Eq. (8). Fig. 3 shows
the convex underestimator for the nonbonded term.
In order to generate tighter underestimators, it is sometimes worth treating the Coulombic and van der
Waals terms together. As the value of r increases, the magnitude of the Coulombic term decreases and the
term qi qj e2 /rij + 4εij (σij /rij )12 may be convex. In this case, only the ÊVdW needs to be underestimated.

A condition on the second-order derivative of EC + E VdW may be checked to detect when this occurs for
q1 q2 < 0, namely

1/11
624εij σij12
(rij )min ≥ − (15)
2q1 q2 e2

If (15) is true, then the underestimator for the nonbonded interaction energy between atoms i and j, where
rij = r ∈ [r L , r U ] is given by
 σ 12    σ 6
qi qj e2 (σ/r L )6 − (σ/r U )6
Lnb (r) = + 4ε f + 4ε (r − r ) − L
L
f (16)
r r rU − rL r
178 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

Fig. 3. Underestimators for nonbonded term.

Otherwise, it is given by
 
2 1/r − 1/r
U L
1
Lnb (r) = qi qj e (r − r ) + L
U
rU − rL r
 σ 12    σ 6
(σ/r U )6 − (σ/r U )6
+4ε f + 4ε (r − r ) − L
L
f (17)
r rU − rL r
In Eqs. (16) and (17), the ij subscripts have been omitted for brevity.
The overall underestimator for the objective function is given by
L = Eb (b) + Eθ (θ) + Lφ1 (φ) + Lφ2 (φ) + Lφ3 (φ) + Lnb (r) (18)
This overall underestimator depends on the bounds on the torsional angles and the interatomic distances.
It can be shown that as these bounds become tighter, as the distance between the potential energy func-
tion E(b,θ,φ,r) and its underestimator L(b,θ,φ,r) decreases. This property is essential to ensure that the
algorithm converges.

5. Variable bounds

It is clear from the form of the convex underestimators derived above that the bounds on the dependent
internal variables and the interatomic distances must be known before an underestimator can be computed.
Once these bounds are known, they can be used to generate a convex relaxation of the feasible region (C)
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 179

of the form:
θL ≤ θ ≤ θU
φL ≤ φ ≤ φU
rL ≤ r ≤ rU
where rL , rU , θ L , θ U , φ L and φ U are calculated from the bounds on the independent internal coordinates.
In this section, we show how this can be achieved.

5.1. Torsional angles

Bounds for the “dependent” torsional angles are calculated from the independent torsions. If the de-
pendent torsion shares the same middle two atoms with an independent torsion, it can be expected that
the difference between the two angles will remain approximately the same at every minimum, as large
changes would require significant variation in bond angles. In order to obtain an estimate of this differ-
ence, φ diff , it is first calculated from a locally minimized structure. If the lower and upper bounds for
the independent torsion are φ L and φ U , respectively, then the lower and upper bounds for the dependent
torsion are set to φ L − φ diff and φ U − φ diff .

5.2. Nonbonded distances

The problem of determining bounds for the nonbonded distances is quite complex and has a significant
effect on the convergence and robustness of the algorithm. There are two methods for calculating the
values of these dependent variables: (i) by calculating the Cartesian coordinates of the system and using
the Cartesian coordinates to calculate the distances, and (ii) by directly calculating the distances using
the values of the bond lengths, bond angles and torsions between the connecting atoms. Maranas and
Floudas [18] derived general expressions for the nonbonded distances between the end atoms in a chain
of up to six atoms.
In this work, bounds on the distances are determined by applying interval arithmetic [19] to these
equations. Bounds calculated via the Cartesian coordinate method are not tight as this route involves
many inter-related calculations. The use of internal coordinates only is generally more accurate in that it
provides tighter bounds on the distance variables.
As an example, for a chain of four atoms (ijkl), the nonbonded distance between the two end atoms i
and l is
ril2 = rij2 + rjk2 + rkl2
−2 cos (θijk )rij rjk − 2 cos (θjkl )rjk rkl

−2 sin (θijk ) sin (θjkl ) cos (φijkl ) − cos (θijk ) cos (θjkl ) rij rkl (19)
In order to calculate the bounds on the nonbonded distance ril , the variables in Eq. (19) are assumed to
be independent of each other. This approximation leads to a conservative estimate of the true bounds on
ril , and, therefore, to a relaxation of equality (19). Let us first consider the outcome of individual interval
arithmetic operations. Since [r L , r U ] > 0,

rij2 ∈ (rijL )2 , (rijU )2 (20)
180 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

For multiplication using interval analysis, [a, b] × [c, d] where a, b > 0 and c, d ∈ R the following
relationships can be derived [19]:
[a, b] × [c, d] = [bc, bd] if c < 0 and d > 0
[a, b] × [c, d] = [bc, ad] if c < 0 and d < 0
[a, b] × [c, d] = [ac, bd] if c ≥ 0 and d ≥ 0
Considering cos (φijkl )for φijkl ∈ [φijkl
L
, φijkl
U
], then if φijkl
L
≤ π and φijkl
U
≥ π, we have:

cos (φijkl ) = [−1, max[cos (φijkl

L
), cos (φijkl
U
)]]
and if φijkl
U
≤ π, we have:

cos (φijkl ) = [cos (φijkl

U
), cos φijkl
L
]
and, finally, if φijkl
L
≥ π, we have:

cos (φijkl ) = [cos (φijkl

L
), cos (φijkl
U
)]
Thus, assuming that (rij , rjk , rkl ) ∈ [r L , r U ] = [1.50, 1.56]3 , (θijk , θijk ) ∈ [θ L , θ U ] = [1.90, 1.96]2 and
φijkl ∈ [φ L , φ U ] = [0, 2π], we have
(ril2 )L = (r L )2 + (r L )2 + (r L )2 − 2 cos(θ L )r L r L − 2 cos(θ L )r L r L − 2(sin(θ L ) sin(θ L ) cos(φ L )
−cos(θ L ) cos(θ L ))r U r U > 5.81

(ril2 )U = (r U )2 + (r U )2 + (r U )2 − 2 cos (θ U )r U r U − 2 cos (θ U )r U r U − 2(sin (θ U ) sin (θ U ) cos (π )

−(θ U ) cos (θ U ))r U r U < 16.57
and, therefore, ril ∈[2.41, 4.07]. The lower bound has been rounded down and the upper bound rounded
up to ensure that the final bounds on ril are strictly correct. The bounds on the nonbonded distances are
then refined by using ‘triangle inequality bound’ [20]. This procedure may also be used to determine
bounds for the distances in atom chains of any length.
Whenever a variable is branched on, that is to say, two subdomains are generated, each corresponding to
half the original range of that variable, the bounds on the dependent variables are then recalculated. This
ensures that those bounds become increasingly tight as iterations proceed and the convex lower bounding
approximation becomes increasingly tight. The choice of branching variable is based on a comparison of
the ranges of all the independent variables. The variable with the largest range is selected for branching.
The torsional angles are given priority as their bounds affect the underestimators for Eφ and Enb .

6. Case studies

In this work, we present the preliminary application of the algorithm to two systems with several
minima. The first is a n-butane molecule, while the second is n-butane/ethylamine pair. The convex LB
is solved using SNOPT (Stanford Business Software Inc.), a sparse SQP algorithm with limited memory
quasi-Newton approximations to the Hessian of the Lagrangian.
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 181

6.1. n-Butane conformer search

We first demonstrate this method using a single n-butane molecule which has two conformers. n-Butane
has only one flexible torsion which is the carbon backbone of the molecule. The system is defined using
30 independent bond lengths, bond angles and torsional angles. The conformer search is started from a
minimized structure of butane. At this structure, values of all the equilibrium bond lengths, bond angles
and torsional angles are determined. The values of the bond lengths and angles are not expected to vary
significantly from this equilibrium value, and, hence, tight bounds can be assigned to them. There are
three independent torsions for n-butane. As there is only one flexible torsion for the carbon backbone, the
bounds for this variable are between 0 and 2␲ while the bounds for the other two independent torsions are
confined to within 0.05 rad of their equilibrium difference with the flexible torsion, as determined from
the first local minimization. Bounds for the dependent torsions are then calculated using the bounds on
the respective independent torsions. Bounds for the nonbonded distances are calculated from the bounds
on the internal coordinates.
The local minimizations are carried out using the BFGS method implemented in BOSS (Version 4.1)
and the lower bound is found using SNOPT. The algorithm is terminated when the independent variable
ranges are of width 0.1. The lowest upper bound at that point is the global minimum potential energy for
n-butane. In this case, the global minimum potential energy was found to be 2.0724 kcal/mol.

6.2. n-Butane/ethylamine configuration search

The next system to be studied is an alkane/amine pair. The amine is a polar molecule with hydrogen-
bonding ability. Both ethylamine and n-butane have two conformers each. Furthermore, this small system
has multiple minima points depending on how the two molecules are oriented with respect to each other
and as such the global optimization of the potential energy of this system is a problem of high complexity.
The longest chain for this system consists of seven atoms and the equation for determining the bounds
on the nonbonded distances has been extended for this case study.
For this minimization, the individual molecules are almost fixed at their global minimum conformer
but are allowed slight variations to their bond lengths, angles and torsions due to the interactions with the
other molecule.
There are six independent internal coordinates that determine how the two molecules are positioned
relative to each other: one nonbonded distance, two bond angles and three torsional angles. One main
difficulty is the calculation of the bounds on the dependent angles between the n-butane and the ethylamine
molecules, which are needed for the calculation of the nonbonded distances. They are functions of the
independent bond and torsional angles. Consider for example, the determination of the dependent angle
between atoms k, l and m, θ klm . If the bounds on the independent bond angle are [θjkl L
, θjkl
U
] and those on
the torsional angle are [φijkl , φijkl ], the bounds for the Cartesian coordinates for atom l can be calculated
L U

by considering the following bond angle/torsional angle combinations: (θjkl L

, φijkl
L
), (θjkl
L
, φijkl
U
), (θjkl
U
, φijkl
L
)
and (θjkl , φijkl ). The bounds for θ klm are then calculated based on the bounds on the Cartesian coordinates
U U

of atoms k, l and m.
While there are many different configurations between the two molecules, it is possible to identify
some features of the global optimum configuration, a priori. Thus, the bounds for the nonbonded distance
between the two molecules were set at 3.6–4.2 Å, bounds for the two bond angles were set at 0–␲ and
182 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183

Fig. 4. Global minimum potential energy configuration for butane/ethylamine.

the bounds of the torsions were similarly set to 0–␲ or ␲–2␲ to avoid the identification of symmetrically
identical configurations.
The algorithm is terminated when the independent variable ranges are of width 0.1. The global minimum
potential energy found was 0.6580 kcal/mol and the corresponding configuration is shown in Fig. 4.

7. Conclusions

The methodology shows promising results in identifying the global minimum for flexible molecules.
Future research will focus on tightening the constraints for the dependent variables and decreasing the
number of iterations needed for convergence. Further, testing of the algorithm will then be carried out on
clusters.

List of symbols
bij bond length between atoms i and j
Ci , Ki constants used for lower bounding
e permittivity of the system
E potential energy of the molecular system
fij scaling factor nonbonded term
Kφ bond term constant
Kθ bond angle constant
L lower bounding function of E
qi , qj partial charges for atoms i and j
rij nonbonded distance between atoms i and j
R configuration space
R vector of unexplored regions
Vi coefficient for the ith torsional energy term
 A. Cheung et al. / Fluid Phase Equilibria 194–197 (2002) 169–183 183

Greek letters
εij well depth of the Lennard–Jones term
ε convergence tolerance
φ ij kl torsion angle between atoms i, j, k, l
γi phase factor for the ith torsional energy term
θ ij k bond angle between atoms i, j, k
σ ij collision diameter of the Lennard–Jones term

Subscripts
C Coulombic
eq equilibrium
i, j, k, l, m component, atom identification
•
VdW van der Waals

Superscripts
ind independent variables
U, L upper and lower bounds

Acknowledgements

Aileen Cheung, MCC Fellow, gratefully acknowledges Mitsubishi Chemical Corporation for financial
support.

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