D.A. Liñán and L.A.

Ricardez-Sandoval Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx

the proposed framework. tk ] = [tk− 1 ,tkTR ]∪[ tkTR ,tk ],∀k ∈ K = {1,2,3,⋯,nK }. The term tkTR is treated as
an optimization variable that represents the point in time when the
3. Methodology system’s transients have decayed.2 Henceforth, these subintervals will
be denoted as time slots or scenarios, e.g., k = 1 represent the first time
The optimization problem in Eq. (1) indicates that the equivalent slot/scenario. Since there are many subintervals involved, this formu­
annual cost of the process will be optimized over a user defined opti­ lation is referred to as the multi-scenario formulation. Thus, Eq. (2) is
mization time span given by [0, tp ]. This life span is expected to be rewritten as follows:
realistic, e.g., set tp to 480, 000 min/year. Therefore, the resulting dy­ ⎛ TR
⎞
namic optimization problem will consider a large number of constraints ∑ ∫tk ∫tk
⎜ ⎟
and variables to represent the dynamic behavior of the process over [0, min⎝CINV + w COP (t) − CIN (t)dt + COP (t) − CIN (t)dt⎠ (3)
tp ]. Also, the current formulation in Eq. (1) does not allow to distinguish
k∈K
tk− 1 tkTR

steady state production periods from dynamic production periods,

There are transition costs during dynamic periods; the product
whose times are usually minimized to avoid off-grade production [4,
cannot generate revenue during these periods because it has not ach­
24–31,41]. As shown in Section 3.1, the objective function has been TR
adjusted such that only sections of [0, tp ] are considered for processes ∫tk
with repetitive sets of dynamic transitions, i.e., a wheel-type of contin­ ieved its desired specification. Thus, CIN (t)dt = 0. Also, operating
uous process, and to recognize that the dynamics of the process can be tk− 1

neglected during steady state production periods. These modifications costs and incomes remain constant at COP (tk ) and CIN (tk ) during the
also allow to include transition times into the problem’s formulation. steady state production stage. Under these considerations, and after a
Section 3.2 presents a dynamic multi-scenario formulation that complies rearrangement of the objective function, Eq. (3) can be reformulated as
with the modifications in the objective function, where each scenario follows:
represents a time slot with a dynamic transition and a steady state SS
minfOBJ = fOBJ TR
+ fOBJ (4.A)
production period. These modifications in the objective function and the
constraints allow to formulate a simpler optimization problem at steady ∑
SS
fOBJ = CINV + w [(COP (tk ) − CIN (tk ))(tk − tk− 1 )] (4.B)
state that disregards dynamic variables and constraints; this problem is k∈K
referred to as the steady state multi-scenario problem (see Section 3.3).
Solving this simpler problem simultaneously with the original MIDO ⎡ TR
tk
⎤
problem is beneficial when implementing a discrete search procedure ∑⎢ ∫ ⎥
TR
fOBJ =w ⎣ (COP (t) − COP (tk ) + CIN (tk ))dt⎦ (4.C)
based on neighborhood comparison like that performed by the D-SDA. k∈K
This is because solving steady state multi-scenario subproblems provides
tk− 1

useful information to the dynamic multi-scenario subproblems, which Note that the objective function in Eqs. (4.A)–(4.C) is only the result
allows to decrease the combinatorial complexity of the dynamic prob­ of an algebraic rearrangement from Eq. (3); hence, there were no further
lem, i.e., it decreases the number of feasible discrete combinations to be assumptions considered. As shown in Eqs. (4.A) and (4.B), fOBJ SS
is referred
evaluated. In particular, the steady state multi-scenario problem contin­ to as the steady-state section of the objective function since it ignores the
uously generates lower bounds for the dynamic multi-scenario problem, process dynamics. On the other hand, the function fOBJ TR
(Eq. (4.C)) rep­
thus adding cuts to the feasible region of discrete decisions and resents the dynamic section of the objective function. Note that fOBJ SS
(Eq.
decreasing the computational time (see theorem presented in Section (4.B)) takes into account the transition costs in the expression:
3.4). In turn, these developments serve as a basis for the proposed so­ COP (tk )(tkTR − tk− 1 ). This is an approximation since COP must be calculated
lution procedure: the enhanced D-SDA, which will be discussed in Sec­
considering the process dynamics over the time span [tk− 1 , tkTR ], i.e.,
tion 3.4. TR
∫tk
COP (t)dt. This approximation is used in Eq. (4.B) to account for the
3.1. Objective function
tk− 1

transition costs in the steady-state calculation. Nevertheless, fOBJ

TR
(Eq. (4.
The objective function in Eq. (1) can be rewritten to consider that the
C)) adds the actual transition costs of the process through the integral
operation within [0, tp ] may be cyclical, with a sequence of tasks that TR
repeats w times over the period [0, tp ]. Thus, [0, tp ] can be divided into w ∫tk
intervals [0,tp /w] ∪ [tp /w,2tp /w]… ∪ [(w − 1)tp /w,tp ]. It is assumed that COP (t)dt. Note that fOBJ
TR
(Eq. (4.C)) excludes the approximated tran­
every interval has the same initial and final state, therefore the value of tk− 1

the integral for every interval is the same and Eq. (1) can be rewritten as
TR
∫tk
Eq. (2). Thus, the cyclical operating behavior can be modeled with sition costs considered in Eq. (4.B) through the expression: −
variables over [0, tp /w] at the expense that additional constraints must tk− 1
be imposed to the problem (see Section 3.2). COP (tk )dt = − COP (tk )(tkTR − tk− 1 ). Moreover, the present study assumes
⎛ ⎞ that there is no product revenue during the dynamic transitions. To
⎜ ∫w
tp
⎟ account for this condition, fOBJ SS
(Eq. (4.B)) assumes that the potential
⎜ ⎟
⎜ ⎟
min⎜CINV + w COP (t) − CIN (t)dt⎟ (2) revenue generated by the product sold during transitions is subtracted
⎜
⎝ 0
⎟
⎠ from this cost function through the term: − CIN (tk )(tkTR − tk− 1 ). Similarly,
fOBJ
TR
(Eq. (4.C)) considers that products cannot be sold during transitions
TR
∫tk
The interval [0, tp /w] can be further divided into subintervals [t0 , t1 ] ∪
through the term CIN (tk )dt = CIN (tk )(tkTR − tk− 1 ). That is,
[t1 , t2 ]… ∪ [tnK − 1 , tnK ] that represent nK time slots, with t0 = 0 and tp /w =
tk−
tnK (see the illustrative example in Fig. 1). These time slots may include 1

product changeovers, start-ups, shut-downs; each with their corre­

sponding steady-state production periods. As a convention, each sub­
interval is divided into a dynamic transition period that goes from tk− 1 2
Note that tkTR − tk− 1 is the time needed to move from one operating point to
until tkTR , followed by a steady-state production period until tk , i.e., [tk− 1 , another (i.e., a dynamic transition).

5
D.A. Liñán and L.A. Ricardez-Sandoval Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx

Fig. 1. Schematic example of the dynamic multi-scenario formulation.

− CIN (tk )(tkTR − tk− 1 ) (from fOBJ

SS
) plus CIN (tk )(tkTR − tk− 1 ) (from fOBJ
TR
) is equal ∫tk
TR
∫tk
TR

to 0, indicating that there is no revenue during dynamic transitions. This 0 is that both COP (tk )dt and COP (t)dt are approximations of the
form of the objective function is motivated by the fact that the first term tk− tk−
1 1
fOBJ
SS
is independent of variables related to the dynamic performance of transition costs; therefore, they could return similar costs. Hence, the
the process and only depends on the following steady state information: absolute value of their difference is expected to be much smaller than
investment costs CINV , steady state operating costs COP (tk ), ∀k ∈ K and TR
∫tk
revenues COP (tk ), CIN (tk ), ∀k ∈ K. Note that tk , ∀k ∈ K and w are treated TR
CIN (tk )dt. Either way, having fOBJ ≥ 0 seems to be a reasonable
as parameters while transition times tkTR , ∀k ∈ K are considered as de­
tk−
cision variables. 1
SS TR
The new theoretical foundations developed in this work are based on conjecture. The benefits of isolating fOBJ from fOBJ are illustrated in
TR Sections 3.3 and 3.4.
the usual conjecture that fOBJ ≥ 0, i.e., dynamic transitions represent an
TR TR
∫tk ∫tk
3.2. Constraints in the feasible region S
economic cost. Note that in cases where COP (tk )dt ≤ COP (t)dt,
tk− tk−
1 1
The objective of this section is to present the constraints that appear
TR
∀k ∈ K, the objective function is further simplified to fOBJ = in the feasible region S shown in Eq. (1) by following the multi-scenario
TR
∫tk representation introduced previously. The variables of the problem can
∑
w [ CIN (tk )dt], and the conjecture becomes a proposition. On the be divided into different categories. First, there are state variables that
k∈K
tk− 1
depend on time denoted by [x(t), z(t)], with differentiable variables
TR TR x(t) = [x1 (t), x2 (t), ⋯, xnx (t)] ∈ Rnx and algebraic variables z(t) = [z1 (t),
∫tk ∫tk
z2 (t), ⋯, znz (t)] ∈ Rnz . Also, there are time dependent manipulated vari­
contrary, if COP (tk )dt > COP (t)dt, ∀k ∈ K, then the analysis be­
ables or inputs u(t) = [u1 (t),u2 (t),⋯,unu (t)] ∈ Rnu . In addition, there are
tk− tk−
continuous variables that are independent of time and these are repre­
1 1

comes more complicated. Nevertheless, it seems highly unlikely to

obtain a better solution for an optimal design problem when its dy­
namics are included than when dynamics are excluded, because dy­
namic transitions are usually expected to generate additional costs due
to the off-specified production period, as assumed in previous works [4,
24–29,52]. A reason for this common assumption is that chemical pro­
cesses are designed to be profitable; hence, CIN (tk ) is generally greater
TR TR
than COP (tk ), which implies that fOBJ ≥ 0 [53]. Another reason for fOBJ ≥
sented by the vector p = [p1 , p2 , ⋯, pnp ] ∈ Rnp . Binary variables are
described by y = [y1 , y2 , …, yny ] ∈ {0, 1}ny . Both p and y are included to
account for the effect of design variables, either continuous or discrete.
The first group of constraints that define S are shown in Eqs. (5.A)–(5.C),
which pose the problem as a Mixed-Integer Dynamic Optimization
(MIDO) problem.
g(p, y) ≤ 0 (5.A)

6
D.A. Liñán and L.A. Ricardez-Sandoval
hSS (x(tk ), u(tk ), z(tk ), p, y) ≤ 0, ∀k ∈ K
( ]
hTR (x(t), dx(t) / dt, u(t), z(t), p, y) ≤ 0, ∀t ∈ tk− 1 , tkTR , ∀k ∈ K
The constraints are separated into design constraints over discrete
and continuous design variables (vector functions g in Eq. (5.A)), steady
state constraints (vector function hss in Eq. (5.B)) and dynamic con­
straints (vector function hTR in Eq. (5.C)).3 Constraints in g are time
independent and define the dimensions of the distillation equipment, e.
g., length to diameter ratio, available catalyst space, definition of active
and downcomer areas, etc. g also includes those equations that connect
discrete decisions with continuous design variables, e.g., the total col­
umn height is defined in terms of the total number of stages and the stage
height. In addition, time dependent modeling constraints are included in
hSS and hTR , where hSS imposes restrictions over steady state times, i.e.,
tk ∀k ∈ K, while hTR imposes similar constraints during dynamic transi­
tion periods, i.e., (tk− 1 ,tkTR ],∀k ∈ K. Both hSS and hTR have in common that
they consider the conservation equations that characterize the system, e.
g., mass and energy balance over distillation trays both at steady (hSS ,
with time derivatives equal to 0) and dynamic (hTR ) states. Also, both hSS
and hTR include those intermediate expressions that represent physical
phenomena involved in the process, e.g., calculation of compressibility
coefficients, activity coefficients, reaction and phase equilibrium con­
stant, reaction rates, vapor and liquid enthalpies, etc. Moreover, there
are constraints that appear in hSS but not in hTR and vice versa. For
instance, product purity requirements that enforce a desired composi­
tion over a product are only required during steady state operation (hss ),
while off-specified products are allowed during dynamic transitions.
Similarly, constraints over process’ inputs that allow the implementa­
tion of a control policy in a digital controller are only required during
transient operation (hTR ). These constraints are shown in Eqs. (6.A)–(6.
C), and these enforce that a digital system performs calculations peri­
odically (discretely) during finite sampling periods. Thus, control ac­
tions must remain constant between sampling points, by using a digital-
to-analog converter that implements zero-order holds [54,55].
j
∑
αk,j = tk− 1 + Δtk,j′ , ∀k ∈ K, ∀j ∈ Jk , αk,nJk = tkTR , ∀k ∈ K
′
j =1
( ) ( )
u αk,j = u(t), ∀k ∈ K, ∀j ∈ Jk , ∀t ∈ αk,j − Δtk,j , αk,j
Δtmin,k ≤ Δtk ≤ Δtmax,k , ∀k ∈ K
Eqs. (6.A) and (6.B) are included to ensure that control actions
remain constant over a finite sampling period, where the size of this
period may be bounded above and below as described in Eq. (6.C). In
Eq. (6.A), αk,j represents a sampling point j ∈ Jk = {1,2,3,…,nJk }, where
Jk is the set of sampling points of scenario k; Δtk,j is the size of the
sampling interval of sampling point j and scenario k, and Δtk = [Δtk,1 ,
Δtk,2 , …, Δtk,nJk ] (see a graphic representation of these concepts in Fig. 1).
∑ steady states, Eq. (7.D) is not required in the formulation, although
Note that we also define αk,nJk = tk− 1 + Δtk,j = tkTR to link tkTR with Δtk,j .
j∈Jk
Eq. (6.A) allows to define Eq. (6.B), which can be interpreted as a zero-
order hold that keeps input variables constant over sampling intervals.
The size of the sampling interval is bounded as described by Eq. (6.C).
Having Δtk , ∀k ∈ K as variables allows to consider as decision variables
the times at which the transitions may occur (tkTR , ∀k ∈ K).
In addition to the expressions defined above, the dynamic multi-
scenario formulation also requires additional constraints in S to couple
the different scenarios, by ensuring that the time-dependent variables of
the problem remain continuous over time, e.g., the product composition
3 Eqs. (5.A)–(7.F) guarantee that at tk− 1 and from tkTR to tk the system is at
Note that equality constraints can be written in terms of inequalities, thus,
this formulation is general.
Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx
profile must be continuous over [0,tp ]. Hence, additional constraints are
(5.B)
still required to guarantee that the system will be near enough to the
(5.C) desired steady state tk at tkTR , ∀k ∈ K. Thus, switchability constraints for
each scenario (Eqs. (7.A) and (7.B)) and continuity constraints between
scenarios (Eqs. (7.C) and (7.D)) are introduced, i.e.,
( )2
dxi
|tTR ≤ ε1 , ∀k ∈ K, ∀i ∈ {1, 2, …, nx } (7.A)
dt k
( ) ( )
u tkTR = u tkTR − Δtk,nJk , ∀k ∈ K (7.B)
( )
u tkTR = u(tk ), ∀k ∈ K (7.C)
[ ( ) ( )]
− ε2 ≤ xI tkTR , zI tkTR − [xI (tk ), zI (tk )] ≤ +ε2 , ∀k ∈ K (7.D)
u(t0 ) = u(tk ), k = nK (7.E)
[x(t0 ), z(t0 )] = [x(tk ), z(tk )], k = nK (7.F)
The first two constraints, Eqs. (7.A) and (7.B), are based on a
framework to evaluate the switchability characteristics of a process
design [56]. The first constraint, Eq. (7.A), allows differential variables
to become approximately 0 at tkTR , by selecting a small enough (positive)
value of ε1 . That is, for a given time slot k, ε1 is small enough to allow
[x(t), z(t)] to remain approximately constant over [tkTR , tk ], or at least to
guarantee that after tkTR the system’s variables and derivatives will
converge to their steady state at tk , while keeping the inputs u(t) con­
stant from tkTR until tk . Eq. (7.B) keeps the last two control actions con­
stant and allows to make the optimization procedure more efficient
[56]. These equations are combined with Eq.(7.C) to account for the
multi-scenario property of the proposed optimization model. Eq. (7.C)
indicates that control actions remain constant from tkTR to tk , i.e., within
time slots. Eq. (7.D) impose additional constraints that complement Eq.
(7.C) for problems involving multiple steady states, i.e., Eq. (7.D) must
be imposed only if multiplicity occurs in the process (see [57] for more
details about the “multiplicity” concept). The purpose of Eq. (7.C) is to
acknowledge that a system may have multiple steady states at tk , for the
(6.A) same steady state input u(tk ). Thus, xI (tk ) and zI (tk ) are those state var­
iables in [x(t), z(t)] that, when fixed at steady state, guarantee that there
is only one possible steady state for the system. Consequently, the value
(6.B) for these variables at the end of the transition period, i.e., [xI (tkTR ),zI (tkTR )],
must be within a ε2 -neighborhood of [xI (tk ), zI (tk )] to guarantee an
(6.C) agreement between the steady states achieved at tkTR with Eq. (5.C) (hTR )
and the steady states defined by Eq. (5.B) (hSS ) (see for example the
composition profile in Fig. 1). Note that Eq. (7.D) is not defined as an
equality constraint since the time derivatives at tkTR are not exactly 0 due
to Eq. (7.A); therefore, the system is not expected to be exactly at the
desired steady state. Instead, the independent state variables are forced
within the ε2 -neighborhood that is expected to drive the system towards
the steady state imposed by Eq. (5.B) (hSS ). For systems without multiple
constraints of this type can be used to ensure that some variables achieve
their desired steady state values with tolerance ε2 . For instance, the
quality and quantity of the process’ product may be expected to satisfy
their corresponding specification within some limits at tkTR , in order to
make the products saleable and satisfy demand requirements. Further­
more, Eqs. (7.E) and (7.F) are used to specify that the initial conditions
of the system are equal to their corresponding final state. Note that Eqs.
(7.E) and (7.F) must be imposed for processes with frequency values w
greater than 1, for which dynamic transitions occur cyclically. If w = 1,
the system may be forced to start and finish its operation at the same
state using these constraints; otherwise, Eqs. (7.E) and (7.F) must be
replaced by the expected initial conditions of the system. In summary,
the desired steady state for every scenario k and that continuity is
7
D.A. Liñán and L.A. Ricardez-Sandoval Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx

satisfied between each time slot and between operation cycles. A sche­ distillation design since discrete decisions are typically binary variables
matic example of the multi-scenario formulation with special emphasis in that define aspects such as the number of stages and the location of
the feasible region S is shown in Fig. 1. feeds. More information about the reformulation with external variables
can be found elsewhere [44–46,49]. Note that the proposed approach
can be extended to other superstructure systems with similar charac­
3.3. Problem partitioning and special features teristics. For instance, systems such as dividing wall columns or
extractive columns can also be considered since the external variables
The optimization problem defined by the objective function in Eq. (4. reformulation can be readily applied to those systems.
A) and constraints in Eqs. (5.A)–(5.C),(6.A)–(6.C) and (7.A)–(7.F) is The D-SDA applies first a reformulation step over those binary var­
computationally challenging. This is due to the size of the problem with iables that were used to represent integer decisions at the modeling
multiple dynamic optimization problems that must be solved simulta­ stage. The resulting reformulated discrete variables are denoted as
neously and discrete variables that inherently make the problem non- external variables which may include, e.g., number of stages, feed loca­
convex.4 Nevertheless, this problem has a particular structure; i.e., the tion, catalytic stages’ location, etc. For instance, the feed location, which
special form of the discrete variables for distillation column design and is commonly modeled using binary variables over multiple prospective
the fact that the objective function and its constraints can be partitioned stages, is reformulated into a single external variable that explicitly in­
(under certain assumptions) into a steady state domain and a dynamic dicates the feed input stage. The D-SDA then decomposes the optimi­
domain. zation problem into an upper and a lower optimization layer. In the
The problem statement of Eq. (1) is now rewritten as in Eq. (8), upper layer, the feasible region of the external variables is explored using
where the vector of continuous variables is [vSS , vTR , p], with a vector of a discretized version of the continuous steepest descent algorithm. In the
time dependent variables at steady state (vSS = [vSS SS SS
1 ,v2 ,…,vnK ]), a vector
lower layer, the objective function of the upper layer is calculated by
of time dependent variables at transient state for each scenario (vTR = solving the resulting optimization problem with external variables fixed
[vTR TR TR at the current value, e.g., an NLP optimization solved using conventional
1 , v2 , …, vnK , x(t0 ), u(t0 ), z(t0 )]), and the previously defined time in­
NLP solvers. As a stopping criterion, the D-SDA verifies discrete neigh­
dependent variables (p). The scenario-dependent vectors in vSS and vTR
borhoods to select the direction of steepest descent and to check for local
are defined as vSS
k = [x(tk ), u(tk ), z(tk )]∀k ∈ K and
optimality. For instance, consider that the optimization routine is
5
vTR
k = [x((t ,
k− 1 kt TR
]), u((t ,
k− 1 kt TR
]), z((t ,
k− 1 kt TR
]), Δt ,
k kt TR
], ∀k ∈ K. The currently at a feasible solution with external variables fixed at the value
feasible region S for the variables of the problem is partitioned into two indicated by vector e. Then, a neighborhood is defined as those fixed
subregions. The first subregion (SSS ) comprises Eqs. (5.A) and (5.B), combinations of external variables that surround e. If a neighboring
which are only affected by the values of vSS , p and y. The second sub­ combination of discrete variables near e is better than any feasible so­
region STR includes the remaining constraints defined by Eqs. (5.C) and lution inside a neighborhood of e, the optimizer continues the search
(7.A)–(7.F). Recall that Eqs. (6.A)–(6.C) are part of the vector function along the steepest descent direction (defined by ds ), until there is no
hTR defined in Eq. (5.C). further improvement. Then, the neighborhood verification and the
Dynamic multi-scenario optimization problem steepest descent optimization is repeated for a new combination of
SS
( SS ) TR
( SS TR ) external variables. If there is no direction of improvement, the algorithm
min fOBJ = fOBJ v , p, y + fOBJ v ,v , stops, and the current solution is declared as the local optimum. The
vSS ,vTR ,p,y
(8)
[ SS ] SS
[ SS TR ] TR ′ neighborhood used during the search is user-defined; however, points
s.t., v , p, y ∈ S , v , v , p, y ∈ S , y ∈ Y
within a ∞-norm of e, i.e. N∞ (e), have been consistently used to guar­
SSS : Eqs. (5.A) and (5.B) antee local optimality in MINLP problems [44,45,49]. This is because a
STR : Eqs. (5.C) and (7.A)–(7.F) ∞-norm can be used to guarantee global optimality for the majority of
The first special feature of the optimization problem in Eq. (8) is the the discrete functions studied in discrete convex analysis, e.g., integrally
form of the discrete design variables y. For CD design, either binary or convex functions, separable convex functions, L♮-convex functions,
Boolean variables are used to integrate the nonlinear balance equations M♮-convex, etc. [47]. Nonetheless, caution must be taken with the CPU
of the problem with the selection of the total number of trays, the usage of problems with many external variables, e.g., preliminary tests
location of feeds, the location of catalytic stages, etc. From the point of have shown that time may increase significatively for steady state
view of existing MINLP and logic-based optimization solvers, the rep­ problems involving more than 8 external variables [45]. This is because
resentation of these discrete decisions with binary/Boolean variables the size of N∞ (e) discrete neighborhoods increases exponentially as the
does not take into consideration the physical meaning of these discrete number of external variables increases [47]. Accordingly, alternative
decisions. For instance, the notion of the total number of stages is not reduced neighborhoods are recommended to decrease the computa­
considered when using a binary or Boolean formulation; instead, the tional costs, at the expense of weaker optimality guarantees for the so­
selection of the number of trays is implicitly represented as a set of units lution [45,49].
in a superstructure that may activate or deactivate the presence of mass The second feature of the optimization problem presented in Eq. (8)
SS
transfer or equilibrium equations between phases. This situation moti­ is the nature of its objective function (Eq. (4.A)). As indicated above, fOBJ
vated previous works to develop the reformulation with external vari­ only depends on steady state information, i.e., fOBJ SS
depends on CINV =
able, as an strategy capable of recognizing the ordered nature of the f(p, y), COP (tk ) = f(x(tk ), u(tk ), z(tk )), CIN (tk ) = f(x(tk ), u(tk ), z(tk )), ∀k ∈ K.
discrete decisions arising in distillation design, and using this special The minimization of fOBJ SS
is equivalent to the steady state optimal design
feature to apply a Discrete-Steepest Descent Algorithm (D-SDA) that of a multiproduct/multigrade CD unit, subject to steady state and dy­
aims to search for local solutions faster than existing MINLP optimiza­ namic constraints for the different scenarios; however, fOBJ SS
only de­
tion approaches [49]. In this work, it is assumed that the independent SS
pends on steady state and design variables [v , p, y]. Thus, time
binary variables (yI ) in y can be reformulated with external variables (e)
dependent transient variables (vTR ) do not affect the steady state de­
as yI = yI (e), and therefore every binary variable can be expressed in
cisions in the objective function. Consequently, to reduce the complexity
terms of the external variables, i.e., y = y(yI (e)). This is possible for
of this problem, dynamic decisions are not considered when performing
SS
the sole minimization of fOBJ . This optimization problem is shown in Eq.
4 (9), which will be useful to propose a general methodology to solve the
according to the usual definition of convexity [48].
5
Notation x((tk− 1 , tkTR ]) indicates that variables in vector function x(t) are
dynamic multi-scenario optimization problem.
evaluated over the range (tk− 1 , tkTR ]. Steady-state multi-scenario optimization problem

8
D.A. Liñán and L.A. Ricardez-Sandoval Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx

( )
min fOBJSS
vSS , p, y , problem in Eq. (10.A), i.e., the combination of Eqs. (10.A) and 10.B)
vSS ,p,y
] ′
(9) results in the dynamic multi-scenario problem stated in Eq. (8), while the
s.t., [vSS , p, y ∈ SSS , y ∈ Y combination of Eqs. (10.A) and ((11) results in the steady state multi-
scenario problem defined in Eq. (9). Consequently, both optimization
In recent works, it was found that the D-SDA is the most efficient
problems can be merged into a single optimization procedure using the
deterministic approach to solve the optimal deign of single-product CD
master problem in Eq. (10.A), where steady state information from Eq.
and extractive columns, modeled with rigorous nonlinear models
(11) can used to generate lower bounds for the dynamic subproblems in
[44–46]. Thus, the main purpose of the next section is to present an
Eq. (10.B). When this theory is applied to the D-SDA, an additional
enhanced version of the D-SDA, specifically designed to solve the
pruning procedure like those applied by branch and bound techniques
simultaneous design and dynamic transitions problem presented in
can be implemented. In particular, the new pruning rule allows to check
Section 2. The improved D-SDA takes advantage of the ordered nature of
the lower bound of neighboring candidate solutions and compare them
discrete decisions in CD design, which also allows to exploit the sepa­
with the current feasible solution of the dynamic multi-scenario problem.
rable characteristic of the objective function presented in Eq. (4.A). As a
If a neighbor cannot produce a better solution than the current feasible
result, the rigorous solution of the optimization problem presented in
solution, then this neighbor is discarded, i.e., the NLP dynamic sub­
Eq. (8) becomes tractable.
problem is not solved. This is advantageous because the subproblem in
Eq. (11) is much easier to solve than the dynamic subproblem in Eq. (10.
3.4. Improved D-SDA B) in terms of computational time, e.g., the solution of the NLP problem
in Eq. (11) may take a few seconds, while the solution of the NLP in Eq.
This section presents the developments performed in the D-SDA to (10.B) may be computationally demanding. A figure that illustrates this
address the optimal solution of problems involving dynamic decisions, pruning procedure is shown in Fig. 2. In this example, the objective
as shown in Eq. (8). To apply the D-SDA, the optimization problem must function fSUB is calculated at e1 = 4. To decide the optimization direc­
SS
be decomposed as shown in Eqs. (10.A) and (10.B), where binary vari­ tion, fOBJ is calculated for the neighbors e1 = 3 and e1 = 5. In this case,
ss
ables are reformulated with external variables e = [e1 , e2 , …, ene ] ∈ E ,
′
fSUB (5) ≥ fSUB (4), therefore, the neighbor e1 = 5 can be pruned since it
nE
with E = E ∩ Z . The feasible region E is an equivalent representation
’ ′
implies that the dynamic decisions, and therefore the transient costs will
of Y , in the field of the external variables, i.e., e ∈ E ⇔ y(e) ∈ Y . Thus, if
′ ′ ′ increase the overall costs for this process. On the contrary,
ss
fSUB (3) < fSUB (4), thus, this neighbor cannot be discarded and the dy­
it is not possible to formulate E as a tight representation of Y , e.g., e ∈ E
′ ′ ′

namic subproblem must be solved to obtain fSUB (3) and continue the
but y(e) ∕ ∈ Y , then y(e) ∈ Y should be kept in the formulation of the
′ ′

optimization process. Based on these developments, a novel solution

master problem in Eq. (10.A). The objective function of Eq. (10.A) is
procedure that incorporates an enhanced D-SDA is discussed next.
fSUB (e) = fOBJ (vo , y(e)), which is the optimum value of the lower layer
As shown in Fig. 3, the proposed solution procedure consists of a
subproblem in Eq. (10.B) found at vo = [vSSo , vTRo , po ] with e fixed. As a
series of modules solved sequentially, where each module builds on an
convention, fSUB (e) = +∞ for subproblems declared as infeasible either
initialization provided by its predecessor. The first 2 modules serve as
by the upper layer problem or the NLP solver in the lower layer.
initialization for Module 3, which is the rigorous simultaneous solution
Master problem (Upper layer)
of the dynamic multi-scenario problem (Eq. (8)). The objective of Module
minfSUB (e), 1 and Module 2 is to provide a feasible and near-optimal solution for
′ ′
e (10.A) Module 3. The idea of using this modular approach is to reduce
s.t., e ∈ E , y(e) ∈ Y
computational costs, to acknowledge that steady state information can
Dynamic multi-scenario subproblem (Lower layer) be used to initialize the dynamic multi-scenario problem, and to guar­
( ) antee feasible initializations for the D-SDA and enhanced D-SDA algo­
fSUB (e) = min fOBJ vSS , vTR , p, y(e) ,
vSS ,vTR ,p
] [ ] (10.B) rithms illustrated in Fig. 3. Another advantage of the proposed modular
s.t., [vSS , p, y(e) ∈ SSS , vSS , vTR , p, y(e) ∈ STR procedure is to make both steady-state and dynamic tools available for
optimal process design. That is, if the user is only interested in a robust
In this work, the conjecture that fOBJ
TR
≥ 0 is fundamental to propose
methodology for steady state design while considering every product
an efficient optimization strategy to solve the simultaneous design and
simultaneously, Modules 1 and 2 are used to find an optimal steady-state
dynamic transitions problem. This conjecture allows to formulate The­
design. In this situation, the D-SDA would still be advantageous
orem 1 (proof available in Appendix A), which enables the computation
compared to the previously used stochastic optimization strategies (see
of a lower bound for the optimization subproblem shown in Eq. (10.B).
[5]), given that the D-SDA can find a proven locally optimal solution
Theorem 1. Consider the following problem, which provides a solution for without the need of tunning parameters that may depend on the case
the steady state objective function (fSUB SS SS
(e) = fOBJ (vSS∗ , p∗ , y(e))) and study. Also, the D-SDA does not require to run the problem multiple
SS∗ ∗
continuous variables ([v , p ]) of the optimization problem in Eq. (10.B) for times since it is posed as a deterministic optimization method.
some value of e.
Steady-state multi-scenario subproblem (Lower layer)
SS SS
( SS )
fSUB (e) = minfOBJ v , p, y(e) ,
vSS ,p
] (11)
s.t., [vSS , p, y(e) ∈ SSS

Assume that fOBJ TR

(vSS , vTR ) ≥ 0 for any [v, y(e)] such that
[vSS , p, y(e)] ∈ SSS and [vSS , vTR , p, y(e)] ∈ STR . Then, fSUB
SS
(e) is a lower bound
for the optimization problem in Eq. (10.B) evaluated at e, that is:
SS
fSUB (e) ≤ fOBJ (v, y(e)), ∀[v, y(e)] such that [vSS , p, y(e)] ∈ SSS and [vSS ,vTR ,
p, y(e)] ∈ STR .
Theorem 1 provides information to calculate a lower bound for the
dynamic multi-scenario subproblem in Eq. (10.B) through the solution of
the steady state multi-scenario subproblem in Eq. (11). Note that the
steady state and dynamic multi-scenario problems share the master Fig. 2. Illustration of the pruning procedure.

9
D.A. Liñán and L.A. Ricardez-Sandoval
Fig. 3. Proposed methodology for the solution of the simultaneous design and dynamic transitions problem. This results in the optimal transient solution [vSSo , vTRo ,
po , yo ].
Accordingly, the D-SDA offers a reliable and attractive alternative to
handle a problem that had been previously solved using stochastic
optimization methods. Furthermore, Module 3 can be considered to
obtain optimal dynamic information such as optimal control actions and
their corresponding optimal transition times, and to acknowledge that
the process’ design and its steady-state operating points can be further
optimized if process dynamics are considered in the analysis, at the
expense of larger computational times.
As shown in Fig. 3, an initialization for the variables that appear in
the design of a typical CD column is provided first. For instance, this
initialization may result from a simple steady state simulation of the
process with a single product. This initialization allows Module 1 to find
a feasible solution for the steady state multi-scenario problem in Eq. (9).
The D-SDA can be used to find a feasible design from Module 1, by
solving the feasibility optimization problem in Eq. (12). As introduced in
10
Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx
Section 3.2 (Fig. 1), there is a time dependent variable vproduct (t) that
defines the composition/specification of the product/s of interest over
time, and it must follow the desired setpoint spproduct (t). The values of
vproduct (t) and spproduct (t) at steady state can be organized in vectors vSS
pruduct
and spSS
product (see Eq. (12)). The objective of problem (12) is to minimize
the error between the steady state values of the product grade and its
desired composition, until a design that guarantees the desired compo­
sitions at steady state is obtained. Thus, SSS∗ contains steady state con­
straints in SSS , except for those that define the product specification of
vproduct (t) with respect to its setpoint spproduct (t) at steady state (that is,
product specification constraints were moved to the objective function).
The decomposed version of the problem in Eq. (12) that allows the so­
lution of this problem using the D-SDA can be obtained by using the
master problem in Eq. (10.A) and the lower layer problem in Eq. (13).
D.A. Liñán and L.A. Ricardez-Sandoval
Steady-state multi-scenario feasibility problem
min vSS pruduct − spSS
product2 ,
vSS ,p,y
[ ]
s.t., spSS = spproduct (t1 ), spproduct (t2 ), …, spproduct (tnK )
product
Steady-state multi-scenario feasibility subproblem (Lower layer)
FE
fSUB (e) = minvSS SS
pruduct − spproduct 2 , s.t.,
vSS ,p
The initialization step (Module 1) is completed once the objective
function in Eq. (12) is equal to 0. If a solution is found but the condition:
pruduct − spproduct ‖2 = 0 cannot be satisfied after multiple initialization
‖ vSS SS
trials, then the user-defined CD column model cannot satisfy the
required product specification. In this case, the designer should check
problem’s constraints to verify if it is possible to consider other design
alternatives to attain the required product specification, e.g., consider a
double feed arrangement instead of a single feed, or increase the
maximum allowed number of reactive stages. If modifications to the CD
column design are not possible, then other process intensification stra­
tegies should be considered. If optimality is attained, Module 1 returns a
design that satisfies the desired product specifications at steady state and
serves as a feasible initialization for Module 2. Including Module 2 was
motivated by the results found by Medina-Herrera et al., who solved an
optimization problem of this type using a genetic algorithm [5]. That
study concluded that the steady state production periods dominate the
process economics, when transitions are scaled-up to real scheduling
conditions [4,5]. Consequently, the design obtained from Module 2 is
expected to find a design with improved economic characteristics,
without incurring in computationally taxing dynamic optimization
problems. In contrast to previous works, we demonstrate in this work
that it is possible to solve an optimization problem of this type using the
deterministic (gradient-based) D-SDA. The rigorous dynamic multi-­
scenario optimization is performed in Module 3, which is solved using
the enhanced D-SDA presented in Algorithm 1. Note that if the designer
is not interested in considering process dynamics at the design stage, the
process design can be terminated after Module 2. If that is the case (i.e.,
process dynamics are not considered in the analysis), this modular
approach can be used to solve the steady state multi-scenario problem to
optimality, thus making this the first approach in the literature to
guarantee local optimality both at steady-state and under dynamic
operation.
In the first step of the enhanced D-SDA (S1) the optimal solution at
steady state [vSS∗ , p∗ , e∗ ] is used to initialize the optimization procedure,
by setting e←e∗ . In S1, it is assumed that it is possible to find a feasible
solution for the dynamic multi-scenario problem, when discrete variables
remain fixed at their optimal steady state value, i.e., fSUB (e∗ ) is assumed
to be finite. That is, this algorithm considers that there exists at least one
design with reachable6 steady state operating points for the discrete
configuration defined by e∗ . A design that satisfies this characteristic will
be denoted to as a “reachable design”. Note that having successfully
solved Modules 1 and 2 guarantees steady state operability, which is a
necessary condition for reachability [30,58]. The iterative procedure
starts with step S2, where the neighborhood of e is defined as N∞ (e),
which contains those discrete solutions within a ∞-distance of e. Simi­
larly, D∞ (e) contains possible optimization directions to continue the
search. Depending on the problem characteristics, a smaller neighbor­
hood can be used to speed up the algorithm, at the expense of the pos­
sibility of obtaining non-optimal solutions [44–46,49]. Thereafter, the
next step consists of pruning multiple neighbors in N∞ (e) using a
pruning procedure (S3). To do so, the steady state multi-scenario
6
Reachable means that there exists at least one input vector u(t) that allows
to attain the desired steady state operating points, from their corresponding
initial conditions. In other words, reachable means that there exists at least one
feasible solution for the dynamic optimization problem under consideration.
Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx
Algorithm 1
Module 3: the improved D-SDA.
(12) S1. InitializationUse the optimal solution at steady state [vSS∗ , p∗ , e∗ ] to initialize
problem’s variables:
- e←e∗
- [vSS∗ (e), p∗ (e)]←[vSS∗ , p∗ ]
(13) - Calculate the first dynamic multi-scenario subproblem fSUB (e) = fOBJ (vSSo (e), vTRo (e),
po (e), e)initialized from [vSS∗ (e), p∗ (e)]a,b.
- Then, go to S2.
S2. Define the neighborhood
- Create sets N∞ (e) = {γ ∈ E : γ − e∞ ≤ 1} and D∞ (e) = {d : γ − e = d, ∀γ ∈ N∞ (e)}.
′
Then, go to S3.
S3. Steady state neighborhood verification and pruning
SS
- Solve fSUB SS
(γ) = fOBJ (vSS∗ (γ), p∗ (γ), γ), ∀γ ∈ N∞ (e) initialized from [vSS∗ (e), p∗ (e)].
- Recalculate the neighborhood and directions as:
N∞ (e) = {γ ∈ E : γ − e∞ ≤ 1, fSUB SS
(γ) < fSUB (e)} and D∞ (e) = {d : γ − e = d,
′ ′ ′
∀γ ∈ N∞ (e)}.
- From the solution obtained (fSUB SS
(γ)), store [vSS∗ (γ), p∗ (γ)], ∀γ ∈ N∞ (e)c. Then, go to
′
S4.
S4. Stopping criterion
- Solve fSUB (γ) = fOBJ (vSSo (γ), vTRo (γ), po (γ), γ) initialized from [vSS∗ (γ), p∗ (γ)],
∀γ ∈ N∞ (e)a.
′
- If fSUB (e) ≤ fSUB (γ), ∀γ ∈ N∞ (e), stop: e = eo represents the optimal value of external
′
variables, with continuous variables [vSSo (eo ), vTRo (eo ), po (eo )]. Else, continue with
S5.
S5. Selection of steepest descent direction
- Select a vector ds from D∞ (e) such that fSUB (e + ds ) ≤ fSUB (γ), ∀γ ∈ N∞ (e). Then,
′ ′
update external variables as e←e + ds and go to S6.
S6. Line search: pruning criterion
SS SS
- Solve fSUB (e +ds ) = fOBJ (vSS∗ (e +ds ), p∗ (e +ds ), e +ds ) initialized from [vSS∗ (e), p∗ (e)].
From the solution obtained, store [vSS∗ (e + ds ), p∗ (e + ds )].
SS
- If fSUB (e + ds ) ≥ fSUB (e), go to S2. Else, go to S7.
S7. Line search: stopping criterion
- Solve fSUB (e +ds ) = fOBJ (vSSo (e +ds ), vTRo (e +ds ), po (e +ds ), e +ds ) initialized from
[vSS∗ (e + ds ), p∗ (e + ds )]a.
- If fSUB (e + ds ) ≥ fSUB (e), go to S2. Else, update external variables e←e + ds and go to
S6.
a: we suggest following the guidelines in Appendix B, where the suggested
procedure required to initialize and solve the dynamic multi-scenario sub­
problems is discussed, b: Notation of the form [vSSo (γ), vTRo (γ), po (γ)] indicates
that these optimal variables were obtained for external variables γ, c: Notation of
the form [vSS∗ (γ), p∗ (γ)] indicates that these optimal variables at steady state were
obtained for external variables γ, Recall that binary variables can be directly
calculated as a function of e, e.g., y∗ = y(e∗ ).
subproblem (Eq. (11)) is solved for those points within a neighborhood
of e, initialized from the steady state information of e, i.e., [vSS (e), p(e)].
Then, the current optimal solution fSUB (e) is compared with those steady
state solutions within the neighborhood to obtain recalculated sets of
neighbors N∞ (e) and directions D∞ (e), based on the pruning method­
′ ′
ology depicted in Fig. 2. The recalculate neighborhood excludes those
neighbors γ, ∀γ ∈ {γ ∈ E : ‖ γ − e ‖∞ ≤ 1} for which the optimal solu­
′
SS
tion of the steady state multi-scenario problem fSUB (γ) is greater than the
current dynamic multi-scenario solution fSUB (e). Thus, the number of
dynamic NLP subproblems to be solved in S4 may be reduced. The main
stopping criterion of the problem is verified in step S4, where the
rigorous objective function fSUB is calculated for the remaining neigh­
bors after the pruning procedure. If the current solution fSUB (e) is
optimal with respect to fSUB (γ), ∀γ ∈ N∞ (e), the solution is declared as a
′
local optimum and the algorithm stops. Otherwise, the steepest descent
direction ds is selected in step S5, and the value of the external variables
is updated as e←e + ds . The algorithm then proceeds to the line search
step, where it repeats the “pruning and stopping criterion” procedure,
except that the current solution is now compared with one neighbor at a
11
D.A. Liñán and L.A. Ricardez-Sandoval
Fig. 4. Illustrative representation of the enhanced D-SDA algorithm. A: Initialization (S1), definition of the initial neighborhood (S2) and steady state neighborhood
verification (S3); B: pruning (S3), stopping criterion (S4) and selection of steepest descent direction (S5) C: line search (S6 and S7); and D: the next and last iteration
starts at S2.
SS
time, i.e., fSUB (e +ds ) and fSUB (e + ds ), along the direction of steepest
descent. Note that fSUB (e +ds ) is calculated in step S7, only if this
candidate was not pruned based on fSUB (e +ds ) in step S6. The line search
procedure over the direction of steepest descent continues and the
external variables are recalculated as e←e + ds until no improvement is
detected. This takes the algorithm back to step S2, where a new iteration
begins. An illustrative example of the enhanced D-SDA is shown in
Fig. 4.
A key feature of the D-SDA and the enhanced D-SDA is that both
incorporate initializations subroutines that aim to store previous values
of continuous variables to be used as initializations in further steps.
These routines allow NLP algorithms to handle highly nonlinear and
large-scale optimization problems, for which good feasible initializa­
12
Chemical Engineering and Processing - Process Intensification xxx (xxxx) xxx
tions are critical for convergence. Apart for the initialization subroutine
incorporated in Algorithm 1, Appendix B presents a strategy to initialize
dynamic optimization subproblems from steady state solutions. As in
previous works, better performance to solve large scale and non-linear
CD design problems is attained when using solvers such as CONOPT,
CONOPT4 [59], and MSNLP [60] (with either CONOPT or CONOPT4 as
NLP solver). Thus, these reinitialization subroutines are especially
suitable for these solvers. In general, local optimality is guaranteed if the
N∞ (e) neighborhoods are used, and a global NLP solver is used to solve
′
the subproblems. Despite the benefits in using global solvers, we
recommend using local NLP solvers to obtain improved solutions in
shorter computational times when dealing with complex highly
nonlinear systems involving multiple external variables, such as those