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Computers and Chemical Engineering 32 (2008) 1735–1745

Fitting the Sovová’s supercritical fluid extraction model by

means of a global optimization tool
Julián Martı́nez a,∗ , J.M. Martı́nez b,1
a Department of Chemical and Food Engineering, Federal University of Santa Catarina, CP 476, 88040-900 Florianópolis, SC, Brazil
b Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970 Campinas, SP, Brazil

Received 18 January 2007; received in revised form 25 June 2007; accepted 28 August 2007
Available online 1 September 2007

Abstract
The estimation of parameters of the Sovová’s model for supercritical fluid extraction is addressed in the present work. A global optimization
approach is employed. Reasons for this decision are given as a consequence of more general modeling objectives. The way of dealing with different
objective functions and constraints is described. Real-life experiments are given.
© 2007 Elsevier Ltd. All rights reserved.

Keywords: Supercritical fluid extraction; Sovová’s model; Global optimization

1. Introduction (CO2 ) is used as solvent, due to its non-toxic, non-flammable and

Supercritical fluid extraction (SFE) is an alternative industrial
procedure to the obtention of essential oils and other compounds
from vegetable raw materials. Its advantages over conventional
methods, such as distillation and organic solvent extraction, rely
in the fact that SFE requires neither high temperatures nor toxic
solvents during the extraction process. Hence, when looking
for thermically sensible compounds for human consumption,
SFE tends to be a safer and more efficient extraction tech-
nique (Brunner, 1994). The SFE procedure relies on the contact
between a solid raw material and a solvent near or over its critical
pressure and temperature. At these conditions some compounds
of the raw material (the extractable material) are solubilized in
the solvent. The raw material lies inside a cylindrical stainless
steel column, where the solvent flows axially during the SFE
period (Sovová, 1994). After leaving the extraction bed, pressure
is reduced through an expansion valve, and the extracted mate-
rial is separated from the solvent. In most applications related
to cosmetic, food and pharmaceutical products, carbon dioxide
∗ Corresponding author. Tel.: +55 48 37219448; fax: +55 48 37219687.
E-mail addresses: julian@enq.ufsc.br (J. Martı́nez),
martinez@ime.unicamp.br (J.M. Martı́nez).
1 This author was supported by PRONEX-Optimization (PRONEX-
inert characteristics, as well as its high availability and moderate
critical temperature (Brunner, 1994). Mathematical modeling of
SFE can be divided into two different fields: kinetic modeling
deals with SFE extraction curves, which represent the extract
mass or yield as a function of time or solvent mass used. Thermo-
dynamic models reproduce the extract solubility in the solvent
at given pressures and temperatures (Gordillo, Blanco, Molero,
& Martı́nez-de-la-Ossa, 1999; Méndez-Santiago & Teja, 2000;
Su & Chen, 2007). In this work we deal with kinetic model-
ing. Therefore, we aim to find the parameters (i.e., global mass
transfer, diffusion, desorption coefficients) that fit extraction
curves to SFE experimental data (extract mass or ratio versus
time).
Given a material, an extraction curve is completely deter-
mined by the following parameters:
1. QCO2 : solvent mass flow rate;
2. Y ∗ : extract solubility in the solvent at given pressure and
temperature;
3. mSI : mass of non-extractable material (extract-free);
4. X0 : initial mass of extractable material, relative to mass of
non-extractable material;
5. db : extraction bed diameter;

CNPq/FAPERJ E-26/171.164/2003-APQ1), FAPESP (Grant 01/04597-4) and

6. H: extraction bed height;
CNPq. 7. : extraction bed porosity.

0098-1354/$ – see front matter © 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compchemeng.2007.08.016
1736 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745

This means that, for a number of (small-scale) experiments

Nomenclature one must have reliable “measurements” of contextual parame-
ters and model parameters. By means of these measurements
db extraction bed diameter (m)
one should be able to deduce a functional relationship like
H extraction bed height (m)
(1). However, contextual parameters are really measured but
m number of observed point in each experiment
model parameters must be estimated from individual extrac-
mSI mass of non-extractable material (extract-free)
tion curves. We claim that this estimation process must be as
(kg)
precise as possible, in order to obtain a good relationship (1).
QCO2 solvent mass flow rate (kg/s)
Therefore, in the estimation of model parameters from indi-
S slope of the extraction curve at the first extraction
vidual low-scale experiments we must seek global minimizers
period (kg/s)
instead of merely local ones. Needless to say, there is no reason
t extraction time (s)
for using local minimization processes if global optimization is
tCER end of the first extraction period (s)
affordable.
tFER end of the second extraction period (s)
Many authors have used mathematical models to fit exper-
W model parameter related to diffusion in the solid
imental SFE data. In Berna, Tárrega, Blasco, and Subirats
phase of the extraction bed
(2000), fittings are performed using the Excel Solver facili-
Xk initial mass of extractable material in intact
ties (Mathews & Seymour, 1997). In algorithmic terms, this
cells, relative to mass of non-extractable material
implies a choice between quasi-Newton and conjugate-gradient
(kg/kg)
methods (Fletcher, 1987). Campos, Michielin, Danielsky, and
Xp initial mass of extractable material in broken
Ferreira (2005) report the employment of Matlab (which means
cells, relative to mass of non-extractable material
an implementation of the Levenberg–Marquardt algorithm;
(kg/kg)
Fletcher, 1987). In Povh, Marques, and Meireles (2001) and
X0 initial mass of extractable material, relative to
Moura, Carvalho, Stefanini, Ming, and Meireles (2005) the
mass of non-extractable material (kg/kg)
PROC NLIN software of SAS (6.21) is preferred. PROC NLIN
y extract mass calculated with the model (kg)
is an integrated library that includes steepest descent, New-
yobs experimental extract mass (kg)
ton, modified Gauss–Newton, Levenberg–Marquardt and Secant
Y∗ extract solubility in the solvent at given pressure
algorithms. In the work of Sousa et al. (2005) the maximum
and temperature (kg/kg)
likelihood method is used to minimize the sum of squares
Z model parameter related to convection in the fluid
of the residues. In this work, the authors use linear regres-
phase of the extraction bed
sion to fit the extraction rate during the first period, before
ZW parameter of the second extraction period
fitting both fluid and solid phase mass transfer coefficients.
Greek letters Finally, Zhou, Anitescu, and Tavlarides (2004) use the sim-
 extraction bed porosity plex method (Nelder & Mead, 1965) to minimize the sum
Φ merit function of squares of the residues. The common feature to these
ρ solvent density (kg/m3 ) approaches is that all of them rely in the (generally cor-
ρS solid density (kg/m3 ) rect) belief that local minimization algorithms produce fittings
that are accurate enough for practical purposes. As a conse-
quence, none of the above approaches use global optimization
tools.
The parameters enumerated above will be called contextual
The development and practical use of global optimization
parameters. Ideally, we would like to predict extraction curves
algorithms is closely linked to the growth of computer capacity.
as functions of the contextual parameters. For such a prediction
Global optimization algorithms, which mathematically guar-
we need to adopt some mathematical model which, in addition
antee that the global solution is obtained up to any desired
to contextual parameters, may involve a small number of model
precision, are much more expensive than local optimization
parameters. Therefore, the model parameters are, in principle,
methods. This means that some methods become affordable for
functions of the contextual parameters that help one to predict
many problems only when computer capacity grows to some
extraction curves. The most important goal of modeling is the
suitable level. An interesting feature of many global optimiza-
prediction of large-scale extraction curves, since large-scale real
tion methods is that they do not rely on computing derivatives,
experiments are expensive.
so they are equally effective for smooth and nonsmooth prob-
Small-scale experiments should provide the elements for dis-
lems. Derivative-free minimization, on the other hand, is an
covering the functional relationship between model parameters
active research area of numerical optimization, but not every
and contextual parameters:
derivative-free method guarantees global solutions (see Box,
Model parameters = F (contextual parameters). (1) 1965; Nelder & Mead, 1965).
The method presented in this paper is a global optimiza-
For a complete list of model and contextual parameters and tion tool in the sense that a global minimizer is obtained up
further physical definitions, see the Nomenclature section, at the to any required precision, according to the choice of a user-
end of the paper. given parameter. As such, it can be applied to any nonlinearly
 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745 1737

constrained model with the constraint structure of Sovová’s y(t) = QCO2 Y ∗ [t − tCER exp(Zw (t) − Z)],
model. In practice, we run the method with a rather modest
if tCER < t ≤ tFER (3)
precision parameter and we complement the execution with two
local optimization procedures. The first one is a local varia- and
tion method, which is very efficient to detect decrease in the      
Y∗ WX0
coordinate directions, and the second is the algorithm of Nelder y(t) = mSI X0 − ln 1 + exp −1
and Mead (1965) which works efficiently to detect oblique final W Y∗
   
descent directions. This combination of global and local strate- WQCO2 Xk
gies is recommendable, in practice, for many global optimization × exp (tCER − t) (4)
mSI X0
problems.
This paper is organized as follows. In Section 2 we describe if t > tFER .
Sovová’s model and we show the way in which it must be The function Zw used in (3) is defined by
 
formulated for suitable estimation using a global optimization ZY ∗ X0 exp[WQCO2 (t − tCER )/mSI ] − Xk
algorithm. In Section 3 merit functions are discussed. In Sec- Zw (t) = ln .
WX0 X0 − X k
tion 4, global optimization reasons are discussed. In Section 5 (5)
we describe the optimization algorithm. Practicalities are dis-
cussed in Section 6. Section 7 is devoted to fitting in real-life We define
experiments. Conclusions are stated in Section 8. tCER Y ∗ ZQCO2
Xp = and Xk = X0 − Xp . (6)
mSI
2. Sovová’s model
The quantity Xp represents the amount of easily extractable
Many mathematical models to reproduce SFE curves can be material. Therefore, in a realistic simulation, one must have
found in the literature. Part of them are simply empirical equa- Xp ≤ X0 . In other words, a simulation using (2)–(5) may rep-
tions that fit to experimental data (Esquı́vel, Bernardo-Gil, & resent a real process only if
King, 1999), while others are based on the mass balance inside mSI X0
Z≤ . (7)
the extraction bed. Some models adopt simplifications to the tCER Y ∗ QCO2
mass balance that allow one to have an analytical solution, and
then equation for the extraction curve (Goto, Sato, & Hirose, The value of W > 0 is implicitly defined by the equation:
 
1993; Martı́nez, Monteiro, Rosa, Marques, & Meireles, 2003; mSI Xk + Xp exp(WX0 /Y ∗ )
Sovová, 1994). Other authors present models where the extrac- tFER = tCER + ln . (8)
WQCO2 X0
tion curve is obtained by numerical solution of the mass balance
(Reverchon & Marrone, 1997, 2001; Zizovic, Stamenic, Orlovic, The model of Sovová has been used to fit experimental
& Skala, 2005). In this work we deal with the model of Sovová. SFE data from many vegetable raw materials, and the results
This model assumes that part of the extractable material (Xp ) are mostly good (Del-Valle, Jiménez, & De-la-Fuente, 2003;
is easily accessible to the solvent, due to the breaking of the Kiriamiti, Rascol, Marty, & Condoret, 2002; Perakis, Louli, &
cell structures which contain the solute, during the milling of Magoulas, 2005; Povh et al., 2001; Sousa et al., 2005).
the raw material. The other fraction of the solute (Xk ) remains Given QCO2 , Y ∗ , mSI , X0 > 0, tCER > 0, W > 0 and Z >
inside the cell structures that were not broken by milling, so its 0 satisfying (7), the formulae (2)–(5) may be used to
contact with the solvent is more difficult. The SFE process, in simulate supercritical fluid extraction processes. The param-
this case, can be divided in three periods, the first one being eters QCO2 , Y ∗ , mSI , X0 are contextual parameters whereas
controlled by convection in the fluid phase, the last one con- tCER , Z, W are model parameters. W may be interchanged with
trolled by diffusion in the solid, and an intermediary period when tCER as model parameter since there exists a biunivoque corre-
both convection and diffusion are important. We have, then, spondence between them.
one mass transfer coefficient for each phase, and these are two Assume now that a set of experimental data (t1 , yobs
adjustable parameters of the model. The third adjustable param- (1)), . . . , (tm , yobs (m)) is given. Let us consider the (inverse)
eter is the extraction rate at the first period, which is thought problem of estimating the extraction curve (2)–(4) that best fits
to be constant according to the model assumptions. The idea of these observations. The parameters QCO2 , Y ∗ , mSI and X0 are
broken and intact cells is used by other authors who show its given but tCER , Z, tFER and W need to be estimated. Due to the
validity using electronic microscopy (Reverchon & Marrone, arguments displayed in the Introduction, we recommend a global
2001; Zizovic et al., 2005). The detailed physical description, optimization approach for estimating the model parameters.
as shown above, and its validity shown by microscopy lead us Let us consider the possibility tCER = 0. In this case, by (6),
to select the model of Sovová to test our global optimization we have that Xp = 0. Then, by (8), tFER (W) = 0 for all W > 0.
method. So, tFER = 0. This means that the whole process is governed by
The analytic solution of the mass balance equations (Sovová, the third stage, when mass transfer inside the solid particles is
1994) is given by the following formulae: more important (4).
Now consider the possibility tCER > 0, Z = 0. Again, by (6),
y(t) = QCO2 Y ∗ [1 − exp(−Z)]t, if 0 ≤ t ≤ tCER , (2) we have that Xp = 0 and, by (8), we have that tFER = tCER . But,
1738 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745

since Z = 0, by (2) we have that y(t) = 0 for all t ≤ tCER . Now, subject to
deriving (4) we obtain:
  
min
tCER ≤ tCER ≤ tm , (12)
−WX0
y (tCER ) = QCO2 Y ∗ 1 − exp . mSI X0
Y∗ Zmin ≤ Z ≤ , (13)
tCER Y ∗ QCO2
Since y (t) = 0 for t < tCER , to preserve the continuity of and
the derivative, we must have W = 0. By (4) this implies that
y(t) = 0 for all t. mSI X0
tCER (1 + Z) ≤ tFER ≤ tCER + . (14)
The last observation shows that the possibility Z = 0 should QCO2 Y ∗
be considered only associated to tCER = 0. The alternative Z = In this formulation, we assume that (y1 (tCER , Z, tFER ),
0, tCER > 0 is physically impossible. Concerning the possibility . . . , ym (tCER , Z, tFER )) is defined by (2)–(5) and that W is
that tCER = 0 (which certainly has physical meaning) we impose defined by (8).
the artificial bound tCER ≥ tCER
min , where t min > 0 is very small
CER
(say, 0.01t1 ). In this way, we will always have Xp > 0 although
3. Choice of the merit function
possibly extremely small. The impossibility of Z = 0, tCER > 0
leads us to include, also, a constraint of the form Z ≥ Zmin > 0.
In the previous section we stated minimal assumptions on the
Assuming Xp > 0, by Eq. (8), there is a biunivoque corre-
merit function Φ. This function must be continuous and nonneg-
spondence between the values of W belonging to (0, ∞) and
ative, but we do not impose differentiability. Differentiability of
the values of tFER belonging to the bounded interval (tCER +
merit functions is a desirable property because it allows one to
mSI Xp /QCO2 Y ∗ , tCER + mSI X0 /QCO2 Y ∗ ). In fact, it is easy to
use smooth optimization methods for solving the fitting problem
see that, if Xp = 0, Eq. (8) defines a strictly increasing function
but, many times, it is better to evaluate the error using a nons-
tFER = tFER (W) such that
mooth Φ. The most popular smooth merit function is the sum of
mSI Xp squares:
lim tFER (W) = tCER + = tCER (1 + Z) (9)
W→0 QCO2 Y ∗ 
m
Φ2 (y, yobs ) = (y(ti ) − yobs (ti ))2 .
and i=1
mSI X0 However, the sum of squared errors is highly affected by out-
lim tFER (W) = tCER + . (10)
W→∞ QCO2 Y ∗ liers (Huber, 1981). This fact motivates the use of nonsmooth
alternatives in which the weight of wrong observations is mod-
Therefore, one does not need to consider that both W and tFER erate. The best known alternative is the sum of absolute errors:
are unknowns. Given an estimation of W, tFER is automatically
determined and vice versa. We prefer to estimate tFER instead

m
of W because tFER varies in a bounded interval with a precise Φ1 (y, yobs ) = |y(ti ) − yobs (ti )|.
geometrical and physical meaning. Thus, our inverse estimation i=1
problem consists in finding Z > 0, tCER > 0, tFER > 0 such that
(7) holds The weighted counterparts of Φ1 and Φ2 should also be
mentioned. These are:
mSI Xp mSI X0 m 
 
tCER + ≤ tFER ≤ tCER + , [y(ti ) − yobs (ti )] 2
QCO2 Y ∗ QCO2 Y ∗ Φ2w (y, yobs ) = and
yobs (ti )
i=1
and the values y(t1 ), . . . , y(tm ) computed by (2)–(5) fit closely
yobs (t1 ), . . . , yobs (tm ). 
m
|y(ti ) − yobs (ti )|
Φ1w (y, yobs ) = .
We need a criterion for defining the proximity between yobs (ti )
i=1
the theoretical observations y = (y(t1 ), . . . , y(tm )) and the
experimental observations yobs = (yobs (t1 ), . . . , yobs (tm )). This In this paper, we will use Φ(y, yobs ) = Φ1w (y, yobs ).
criterion should be represented by a merit function Φ(y, yobs )
that must satisfy the following axioms:
4. Motivation for global optimization

1. Φ(y, yobs ) must be continuous.
2. Φ(y, yobs ) ≥ 0 for all y, yobs .
3. If y = yobs then Φ(y, yobs ) = 0.
Summing up, the optimization problem that we need to solve
is
Minimize Φ(y(tCER , Z, tFER ), yobs )
When fitting Sovová’s parameters to SFE it is common
to observe that quite different estimates produce very similar
extraction curves. In some cases, the graphic of the merit func-
tion Φ exhibits local minimizers or is extremely flat. These
facts make difficult the determination of the best model parame-
ters from problem data. Local minimization algorithms may be
trapped by local minimum points or may “decide” that a set of
(11) parameters with small gradient of Φ is a solution.
 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745 1739

How serious is this inconvenient? The answer depends on our
more general objectives. If we aimed merely smoothing a partic-
ular empirical curve (in particular, interpolating at non-observed
periods of time and discarding small experimental errors) the
obtention of a small residual should be satisfactory enough since
the best parameters would have no meaning at all. However,
our more general goal is more ambitious. We wish to develop a
Sovová-based model that, given the raw material, would predict
the extraction curve as a function of the contextual parameters.
The usefulness of such a model would be that, given very dif-
ferent contextual parameters, with different scales, we would be
able to predict reliable extraction performances. The problem
is that, as mentioned in the Introduction, a model that gives the
extraction curve as a function of contextual parameters alone
does not exist. The discovery of such a model must be preceded
by the discovery of the empirical relation:
Contextual parameters ⇒ model parameters. (15)
The nature of the “equation” (15) is, up to the present,
unknown. Very likely one must rely on empirical models, sur-
face response analysis or even neural networks. Independently
of the technique adopted, the set of data used to fit (15) must be
as precise as possible. For fitting (15) it is not enough that a set
of model parameters fit well an empirical extraction curve. It is
necessary that this set of model parameters should be the true
model parameters for the specific extraction process. It follows
that, under our more general project, the obtention of global
The purpose of solving (16)–(19) is the obtention of the
“true parameters” tCER , Z, tFER using small-scale laboratory
experiments. The problem (16)–(19) may have local-nonglobal
minimizers, therefore, local nonlinear programming algorithms
might not be efficient for finding the best parameters. More-
over, usual nonlinear programming algorithms usually exploit
the smoothness of the objective function, which might not exist
in this case.
However, due to the small number of parameters to be esti-
mated, a suitable global optimization method may be employed.
We will use a lexicographical grid method (LGM). The idea is
to define a grid in the feasible region and to use exhaustive eval-
uation of the objective function at the grid points. If the grid is
fine enough, we obtain a global solution with arbitrary precision.
In order to give a precise geometrical meaning to the employed
grid, we will use, instead of Z, the new variable S that represents
the slope of the line that defines y(t) for t ≤ tCER . By (2), we
have
S = QCO2 Y ∗ [1 − exp(−Z)].
Therefore, S < QCO2 Y ∗ and
 
S
Z = − ln 1 − .
QCO2 Y ∗
The minimum values for S and Z are connected by
S min = QCO2 Y ∗ [1 − exp(−Zmin )] and

(“as exact as possible”) model parameters for each extraction is S min

crucial. Zmin = − ln 1 − .
QCO2 Y ∗
There is a second more technical motivation for using global
optimization. Local minimization algorithms usually rely on dif-
By (13), the feasible slopes must satisfy
ferentiability of the objective function. The possible presence of   
outliers, however, lead us to using the sum of absolute errors ∗ −mSI X0
S ≤ QCO2 Y 1 − exp .
instead than the sum of squared errors. The resulting merit tCER Y ∗ QCO2
function is nonsmooth and, so, gradient-like methods may be
inefficient. Therefore, we will prefer a technique that do not use Concluding, with some abuse of notation, the problem
derivative information at all. (11)–(14) may be formulated as
Minimize Φ(y(tCER , S, tFER ), yobs ) (20)
5. Solving the optimization problem
subject to
The optimization problem (11)–(14) may be written, for sim- min
tCER ≤ tCER ≤ tm , (21)
plicity, in the following form:   
∗ −mSI X0
Minimize F (x1 , x2 , x3 ) (16) S min ≤ S ≤ QCO2 Y 1 − exp , (22)
tCER Y ∗ QCO2
subject to
and
  
a ≤ x1 ≤ b, (17) S mSI X0
tCER 1 − ln 1 − ≤ tFER ≤ tCER + .
g1 (x1 ) ≤ x2 ≤ g2 (x1 ), (18) QCO2 Y∗ QCO2 Y ∗
(23)
g3 (x1 , x2 ) ≤ x3 ≤ g4 (x1 , x2 ), (19)
with x1 = tCER , x2 = Z, x3 = tFER and the obvious definitions Clearly, the problem (20)–(23) is also of the form (16)–(19)
of F, a, b, g1 , g2 , g3 and g4 . The function F is continuous for and, so, the considerations on its global resolution mentioned
all the choices of the merit function, although smoothness does above are valid.
not take place in the case of Φ1 and Φ1w . Therefore, (16)–(19) Let us describe now the LGM method for solving (20)–(23).
defines a continuous nonlinear programming problem with a For simplicity, this description uses the form (16)–(19). For this
possible nonsmooth objective function. identification we have x1 = tCER , x2 = S, x3 = tFER .
1740 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745
For the execution of LGM we define n1 , n2 , n3 , the number
of grid points corresponding to the variables x1 , x2 , x3 , respec-
tively.
Algorithm LGM.
Step 0. Set M ← ∞.
Step 1. Define δ1 = (b − a)/(n1 + 1). For i = 1, . . . , n1 ,
define x1 ← a + iδ1 and execute Step 2.
Step 2. Define δ2 = (g2 (x1 ) − g1 (x1 ))/(n2 + 1). For
j = 1, . . . , n2 , define x2 ← g1 (x1 ) + jδ2 and execute
Step 3.
Step 3. Define δ3 = (g4 (x1 , x2 ) − g3 (x1 , x2 ))/(n3 + 1). For
k = 1, . . . , n3 , define x3 ← g3 (x1 , x2 ) + kδ3 and exe-
cute Step 4.
Step 4. If F (x1 , x2 , x3 ) ≤ M, set M ← F (x1 , x2 , x3 ) and
(x1∗ , x2∗ , x3∗ ) ← (x1 , x2 , x3 ).
Writing x∗ = (x1∗ , x2∗ , x3∗ ) and establishing explicitly
the dependence x∗ = x∗ (n1 , n2 , n3 ), it is obvious that
F (x∗ (n1 , n2 , n3 )) tends to the global minimum of the problem,
when n1 , n2 , n3 → ∞. Moreover, if F satisfies a Lipschitz
condition like
|F (x) − F (y)| ≤ L|x − y|
for all feasible x, y, then
F (x∗ ) ≤ minimum of the problem + L max{δ1 , δ2 , δ3 }.
An analysis of the computer time employed by Algorithm
LGM is necessary. If one needs to fit the Sovová model with 10
observed data and n1 = n2 = n3 = 200, the computer time is
roughly 80 s. This means that, roughly speaking, the computer
time is 10−6 n1 n2 n3 nobs s. In order to reduce the computer time
without deterioration of the quality of the solution, we employ
a local variation algorithm (LVA) to refine application of LGM
with a coarse grid.
Let (x1∗ , x2∗ , x3∗ ) be the final point obtained by LGM. Let
ε1 , ε2 , ε3 > 0. The local variation algorithm may be described
as follows. To simplify the description we set F (x∗ ) = ∞ if x∗
is infeasible.
Algorithm LVA.
Step 1. If F (x1∗ + ε1 , x2∗ , x3∗ ) ≥ F (x∗ ) set ε1 = −ε1 .
Step 2. Let m1 be the first index j = 1, 2, . . . such that
F (x1∗ + jε1 , x2∗ , x3∗ ) ≥ F (x1∗ + (j − 1)ε1 , x2∗ , x3∗ ).
Update:
x1∗ ← x1∗ + (m1 − 1)ε1 .
Step 4. If F (x1∗ , x2∗ + ε2 , x3∗ ) ≥ F (x∗ ) set ε2 = −ε2 .
Step 5. Let m2 be the first index j = 1, 2, . . . such that
F (x1∗ , x2∗ + jε2 , x3∗ ) ≥ F (x1∗ , x2∗ + (j − 1)ε2 , x3∗ ).
Update:
x2∗ ← x2∗ + (m2 − 1)ε2 .
Step 6. If F (x1∗ , x2∗ , x3∗ + ε3 ) ≥ F (x∗ ) set ε3 = −ε3 .
Step 7. Let m3 be the first index j = 1, 2, . . . such that
F (x1∗ , x2∗ , x3∗ + jε3 ) ≥ F (x1∗ , x2∗ , x3∗ + (j − 1)ε3 ).
Update:
x3∗ ← x3∗ + (m3 − 1)ε3 .
Step 8. If m1 = m2 = m3 = 1, stop. Else, go to Step 1.
6. Practicalities
As mentioned in Section 2, due to Eq. (8), W and tFER are
interchangeable as problem variables. According to (9) and (10),
as W varies between 0 and ∞, the values of tFER are restricted
to the interval [tCER + ZtCER , tCER + (mSI X0 )/(QCO2 Y ∗ )].
In a typical situation, Z = 0.09, tCER = 21, mSI = 3.3, X0 =
0.06, QCO2 = 0.85, Y ∗ = 0.06, so that the possible values of
tFER are restricted to [22.89, 24.89]. Therefore, small variations
of tFER may come from large variations of W. However, the
influence of W on the extraction curve is not restricted to the
determination of tFER , as can be observed in (3) and (4). This
means that we might determine tFER with high precision, but W
could still carry a nonnegligible error and this error could have a
nonnegligible influence in the fitted extraction curve, especially
for t > tFER .
In spite of this drawback, it is very convenient to use tFER
as a variable in the lexicographical phase of the method since
the variation on a finite interval provides, implicitly, a mean-
ingful way to over the range of variation of W. Moreover, it is
not expected that the global minimizer would be far from the
estimated tCER , Z, tFER and W of this first phase. Nevertheless,
we found it convenient to use W instead of tFER in the local vari-
ation phase governed by LVA, since in this phase the variable
boundedness plays no role at all.
Finally, the employment of a local algorithm to produce
a final improvement of the approximation is recommendable.
We chose, for this purpose, the classical Nelder–Mead sim-
plex method (Nelder & Mead, 1965) which, despite the lack of
good theoretical convergence properties, is known by its practi-
cal effectiveness in many cases. All these algorithmic aspects
will be illustrated with real-life examples in the following
section.
7. Experiments
The following problems refer to supercritical CO2 extrac-
tion from vetiver roots at 200 bar and 40 ◦ C (Martı́nez, 2005).
The problems 1, 2 and 3 correspond to small scale experi-
 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745 1741

Table 1 Table 3
Experiments with Problem 1: global minimizer Experiments with Problem 2: global minimizer
Time Observed y Computed y Error Percent error Time Observed y Computed y Error Percent error

0.00 0.0000 0.00000000 0.00000000 0.00000000 0.00 0.0000 0.00000000 0.00000000 0.00000000
10.00 0.0408 0.04080002 0.00000002 0.00004040 10.00 0.0508 0.05080000 0.00000000 −0.00000071
20.00 0.0871 0.08160003 −0.00549997 −6.31454310 20.00 0.0914 0.09979088 0.00839088 9.18039145
30.00 0.0961 0.10512415 0.00902415 9.39037530 30.00 0.1030 0.10300002 0.00000002 0.00001780
45.00 0.1098 0.10980000 0.00000000 0.00000066 45.00 0.1118 0.10666094 −0.00513906 −4.59665042
60.00 0.1181 0.11425753 −0.00384247 −3.25357618 60.00 0.1131 0.11019149 −0.00290851 −2.57162503
80.00 0.1212 0.11987873 −0.00132127 −1.09015508 80.00 0.1140 0.11470404 0.00070404 0.61758099
100.00 0.1258 0.12515252 −0.00064748 −0.51468673 100.00 0.1206 0.11900352 −0.00159648 −1.32378371
120.00 0.1301 0.13010027 0.00000027 0.00020713 120.00 0.1231 0.12309994 −0.00000006 −0.00005187
140.00 0.1343 0.13474203 0.00044203 0.32913883 140.00 0.1255 0.12700285 0.00150285 1.19749263

ments, and the problems 4, 5 and 6 are large scale runs at
the same pressure and temperature, with the same material.
Some data needed for the model are common to all problems:
X0 = 0.0619, Y ∗ = 0.06, ρ = 0.829, ρS = 1.3.
Other data are specific for each problem. In all the prob-
lems we used the weighted sum of absolute errors Φ1w as merit
function.
Problem 1. The data for this problem are: QCO2 = 0.85,
mtotal = 3.53, H = 2.9, db = 2 = 0.557.
Running the lexicographical method with ngrid = 100, we
obtained tCER = 19.815, tFER = 21.508, Z = 0.084229, W =
0.046563 with f = 1.2859. After the local variations step, we
obtained tCER = 21.482, tFER = 23.300, Z = 0.084229, W =
0.017796 with f = 0.27092.
Finally, using this initial point to initialize the Nelder–Mead
method, we obtained: tCER = 24.372, tFER = 26.411, Z =
0.083382, W = 0.012494 with f = 0.20893. Table 1 shows
these results.
It is interesting to observe that the Nelder–Mead method,
starting from different initial points, fails to arrive to the
nice minimum exhibited above. For example, initializing
Nelder–Mead with tCER = 21, W = 1, Z = 1, we got f =
1.28 with tCER = 1.57, W = 0.0195, Z = 0.952. The fitting
obtained with these values is in Table 2. Observe that this fit-
ting is not terribly bad and could be easily taken (wrongly) as a
satisfactory one.
Problem 2. The specific data for this run are exactly the same
as in Problem 1.
Running the lexicographical method with ngrid = 100, we
obtained tCER = 16.987, tFER = 18.747, Z = 0.102214, W =
0.044910 with f = 1.67919. After the local variations step, we
obtained tCER = 19.291, tFER = 21.267, Z = 0.102214, W =
0.009489 with f = 0.20564.
Finally, using this initial point to initialize the Nelder–Mead
method, we obtained: tCER = 18.766, tFER = 20.740, Z =
0.104925, W = 0.009490 with f = 0.194876. Results are
shown in Table 3.
The Nelder–Mead method was applied in this case, starting
from tCER = 20, W = 1, Z = 1. We got as result f = 1.01599
with tCER = 1.572, W = 0.0144, Z = 1.0450. The results were
far from the ones observed above, although the starting value of
tCER was close to the optimum. As we can see in Table 4, this
fitting may lead us to a wrong result, as well as in Problem 1.
Problem 3. The data for this problem are: QCO2 = 6.3,
mtotal = 26.2, H = 2.9, db = 5.45 = 0.702.
Running the lexicographical method with ngrid = 100, we
obtained tCER = 12.745, tFER = 15.919, Z = 0.247610, W =
0.049935 with f = 0.20350. After the local variations step, we
obtained tCER = 12.845, tFER = 16.042, Z = 0.247610, W =
0.050090 with f = 0.20124.
Finally, using this initial point to initialize the Nelder–Mead
method, we obtained: tCER = 13.627, tFER = 16.762, Z =
0.228515, W = 0.056783 with f = 0.18717. Results are shown
in Table 5.
In this case the Nelder–Mead method was applied start-
ing from tCER = 10, W = 1, Z = 1. We got f = 0.18999 with
tCER = 13.684, W = 0.0532, Z = 0.2285. It is interesting to

Table 2 Table 4
Experiments with Problem 1: simplex fitting Experiments with Problem 2: simplex fitting
Time Observed y Computed y Error Percent error Time Observed y Computed y Error Percent error

0.00 0.0000 0.00000000 0.00000000 0.00000000 0.00 0.0000 0.00000000 0.00000000 0.00000000
10.00 0.0408 0.08109449 0.04029449 98.76100615 10.00 0.0508 0.08712682 0.03632682 71.50949280
20.00 0.0871 0.08709951 −0.00000049 −0.00056187 20.00 0.0914 0.09140023 0.00000023 0.00025105
30.00 0.0961 0.09281505 −0.00328495 −3.41825819 30.00 0.1030 0.09552006 −0.00747994 −7.26208181
45.00 0.1098 0.10087562 −0.00892438 −8.12785185 45.00 0.1118 0.10142376 −0.01037624 −9.28107566
60.00 0.1181 0.10835967 −0.00974033 −8.24752810 60.00 0.1131 0.10701186 −0.00608814 −5.38297388
80.00 0.1212 0.11751180 −0.00368820 −3.04306558 80.00 0.1140 0.11400055 0.00000055 0.00048110
100.00 0.1258 0.12580040 0.00000040 0.00031634 100.00 0.1206 0.12049516 −0.00010484 −0.08693098
120.00 0.1301 0.13330632 0.00320632 2.46450644 120.00 0.1231 0.12653042 0.00343042 2.78669095
140.00 0.1343 0.14010299 0.00580299 4.32091404 140.00 0.1255 0.13213862 0.00663862 5.28974060
1742 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745

Table 5 Table 7
Experiments with Problem 3: global minimizer Experiments with Problem 4: global minimizer
Time Observed y Computed y Error Percent error Time Observed y Computed y Error Percent error

0.00 0.0000 0.00000000 0.00000000 0.00000000 0.00 0.0000 0.00000000 0.00000000 0.00000000
5.00 0.4166 0.38610013 −0.03049987 −7.32114033 5.00 1.0345 1.03450132 0.00000132 0.00012757
10.00 0.7722 0.77220026 0.00000026 0.00003351 10.00 2.2807 2.06900264 −0.21169736 −9.28212218
20.00 1.1284 1.20022982 0.07182982 6.36563476 20.00 3.2398 3.38177516 0.14197516 4.38221976
30.00 1.2435 1.24350016 0.00000016 0.00001292 30.00 3.5512 3.55119998 −0.00000002 −0.00000066
40.00 1.2912 1.28096762 −0.01023238 −0.79247059 40.00 3.7113 3.68406316 −0.02723684 −0.73388944
50.00 1.3219 1.31340364 −0.00849636 −0.64273825 50.00 3.7992 3.78817237 −0.01102763 −0.29026196
60.00 1.3471 1.34147882 −0.00562118 −0.41728042 60.00 3.8697 3.86969983 −0.00000017 −0.00000441
80.00 1.3868 1.38679970 −0.00000030 −0.00002139 80.00 3.9631 3.98344051 0.02034051 0.51324736
100.00 1.4146 1.42072618 0.00612618 0.43306815 100.00 4.0189 4.05303232 0.03413232 0.84929498
120.00 1.4269 1.44611325 0.01921325 1.34650263 120.00 4.0605 4.09557515 0.03507515 0.86381353
140.00 1.4449 1.46510483 0.02020483 1.39835521 140.00 4.0801 4.12156870 0.04146870 1.01636480

Table 8
notice that in this case the method arrived to a minimum near to Experiments with Problem 4: simplex fitting
the nice value shown above. This indicates that sometimes the
Time Observed y Computed y Error Percent error
Nelder–Mead method may lead to excellent fittings, and give us
the impression of being an appropriate method to this model. 0.00 0.0000 0.00000000 0.00000000 0.00000000
Table 6 shows the calculated points and errors for this run. 5.00 1.0345 1.03450080 0.00000080 0.00007715
10.00 2.2807 2.28069943 −0.00000057 −0.00002491
Problem 4. The data for this problem are: QCO2 = 17, mtotal = 20.00 3.2398 4.12154082 0.88174082 27.21590276
30.00 3.5512 4.16179161 0.61059161 17.19395169
71.68, H = 8, db = 5.45 = 0.557. 40.00 3.7113 4.16233483 0.45103483 12.15301452
Running the lexicographical method with ngrid = 100, we 50.00 3.7992 4.16234210 0.36314210 9.55838326
obtained tCER = 14.159, tFER = 17.404, Z = 0.226667, W = 60.00 3.8697 4.16234219 0.29264219 7.56240003
0.100588 with f = 0.18176. After the local variations step, we 80.00 3.9631 4.16234220 0.19924220 5.02743295
obtained tCER = 14.132, tFER = 17.371, Z = 0.226667, W = 100.00 4.0189 4.16234220 0.14344220 3.56919046
120.00 4.0605 4.16234220 0.10184220 2.50811957
0.100588 with f = 0.18168. 140.00 4.0801 4.16234220 0.08224220 2.01569067
Using this initial point to initialize the Nelder–Mead
method, we obtained: tCER = 14.269, tFER = 17.537, Z =
0.226704, W = 0.097600 with f = 0.17931. Results are shown Running the lexicographical method with ngrid = 100, we
in Table 7. obtained tCER = 11.332, tFER = 14.402, Z = 0.267119, W =
In this case the Nelder–Mead method was applied starting 0.107272 with f = 0.25958. After the local variations step, we
from tCER = 13, W = 1, Z = 1. We got as result f = 0.86804 obtained tCER = 11.783, tFER = 14.963, Z = 0.267119, W =
with tCER = 8.431, W = 1.7064, Z = 0.2267. Once again we 0.087663 with f = 0.22563.
observe that the method converged to a bad solution, although Using this initial point to initialize the Nelder–Mead
in this case we notice significant errors in more than one point method, we obtained: tCER = 12.182, tFER = 15.371, Z =
as can be seen in Table 8. 0.259076, W = 0.087644 with f = 0.22080. Results are shown
in Table 9.
Problem 5. The data for this problem are the same as in
The Nelder–Mead method was applied starting from tCER =
Problem 4, except for: mtotal = 72.26.
13, W = 1, Z = 1, exactly the same initial values of Problem

Table 6 Table 9
Experiments with Problem 3: simplex fitting Experiments with Problem 5: global minimizer
Time Observed y Computed y Error Percent error Time Observed y Computed y Error Percent error

0.00 0.0000 0.00000000 0.00000000 0.00000000 0.00 0.0000 0.00000000 0.00000000 0.00000000
5.00 0.4166 0.38610018 −0.03049982 −7.32112825 5.00 1.4160 1.16400009 −0.25199991 −17.79660354
10.00 0.7722 0.77220036 0.00000036 0.00004654 10.00 2.3280 2.32800019 0.00000019 0.00000807
20.00 1.1284 1.20314104 0.07474104 6.62363035 20.00 3.2725 3.34297320 0.07047320 2.15349747
30.00 1.2435 1.24350009 0.00000009 0.00000687 30.00 3.5227 3.51005933 −0.01264067 −0.35883472
40.00 1.2912 1.27876336 −0.01243664 −0.96318476 40.00 3.6634 3.64461268 −0.01878732 −0.51283838
50.00 1.3219 1.30956895 −0.01233105 −0.93282760 50.00 3.7529 3.75289897 −0.00000103 −0.00002751
60.00 1.3471 1.33647631 −0.01062369 −0.78863393 60.00 3.8174 3.84000142 0.02260142 0.59206312
80.00 1.3868 1.38049622 −0.00630378 −0.45455592 80.00 3.9516 3.96632670 0.01472670 0.37267691
100.00 1.4146 1.41405728 −0.00054272 −0.03836531 100.00 4.0479 4.04790006 0.00000006 0.00000150
120.00 1.4269 1.43963595 0.01273595 0.89256102 120.00 4.0926 4.10053348 0.00793348 0.19384928
140.00 1.4449 1.45912587 0.01422587 0.98455721 140.00 4.1386 4.13447660 −0.00412340 −0.09963265
 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745 1743

Table 10 Table 12
Experiments with Problem 5: simplex fitting Experiments with Problem 6: simplex fitting
Time Observed y Computed y Error Percent error Time Observed y Computed y Error Percent error

0.00 0.0000 0.00000000 0.00000000 0.00000000 0.00 0.0000 0.00000000 0.00000000 0.00000000
5.00 1.4160 1.15607342 −0.25992658 −18.35639714 5.00 0.4259 0.42590001 0.00000001 0.00000249
10.00 2.3280 2.31214683 −0.01585317 −0.68097796 10.00 1.0096 0.85180002 −0.15779998 −15.62995036
20.00 3.2725 3.34297644 0.07047644 2.15359627 20.00 1.8654 1.70360004 −0.16179996 −8.67374063
30.00 3.5227 3.51006156 −0.01263844 −0.35877146 30.00 2.4846 2.55540006 0.07080006 2.84955580
40.00 3.6634 3.64461417 −0.01878583 −0.51279770 40.00 2.9375 3.06271512 0.12521512 4.26264251
50.00 3.7529 3.75289992 −0.00000008 −0.00000208 50.00 3.2299 3.22990002 0.00000002 0.00000051
60.00 3.8174 3.84000199 0.02260199 0.59207807 60.00 3.4321 3.37386283 −0.05823717 −1.69683772
80.00 3.9516 3.96632682 0.01472682 0.37267980 80.00 3.6526 3.60419257 −0.04840743 −1.32528688
100.00 4.0479 4.04789997 −0.00000003 −0.00000074 100.00 3.7742 3.77420014 0.00000014 0.00000373
120.00 4.0926 4.10053331 0.00793331 0.19384526 120.00 3.8573 3.89941168 0.04211168 1.09173976
140.00 4.1386 4.13447643 −0.00412357 −0.09963688 140.00 3.9239 3.99148249 0.06758249 1.72232952

4. We got as result f = 0.23321 with tCER = 12.286, W = flat characteristic of the objective function, which can lead to
0.087644, Z = 0.25706. As can be observed in this values and discrepant solutions from small fluctuations of the initial point.
in Table 10, in this case the Nelder–Mead method converged to Table 12 shows the calculated values for the fitting above.
a good solution, quite near to that obtained by local variations
of the global minimizer. It is interesting to notice that Problems 7.1. Statistical significance
4 and 5 are replicates of experiments at equal operational con-
ditions. This means that the Nelder–Mead method can lead to The analysis in this section has been suggested by an
quite different solutions, even for very similar situations. anonymous referee. Let us denote the parameter estimate by
B = (b1 , b2 , b3 )T , where b1 = tCER , b2 = Z, b3 = W (remem-
Problem 6. The needed data for this problem are: QCO2 = ber that there exists a biunivoque correspondence between W
6.3, mtotal = 73.1, H = 8, db = 5.45 = 0.699. and tFER ).
Running the lexicographical method with ngrid = 100, we For each experiment, we denote m the number of obser-
obtained tCER = 24.057, tFER = 31.165, Z = 0.282593, W = vations, k the number of parameters (k = 3 in our case). We
0.228374 with f = 0.37369. After the local variations step, we computed the variance–covariance matrix:
obtained tCER = 24.177, tFER = 31.309, Z = 0.282593, W = −1 2
0.220769 with f = 0.36504. Var(B) = (DT D) s ,
Finally, using this initial point to initialize the Nelder–Mead where s2 is the variance estimate and the elements of the matrix
method, we obtained: tCER = 24.083, tFER = 31.207, Z = D are:
0.283353, W = 0.220752 with f = 0.36355. Results are shown
∂y(ti )
in Table 11. dij = .
The Nelder–Mead method was applied starting from tCER = ∂bj
25, W = 1, Z = 1. We got as result f = 0.37252 with tCER = In order to test the null hypotheses E(bj ) = 0, we computed:
30.704, W = 0.169769, Z = 0.255336. As we can see, the val-
ues of the adjusted parameters tCER and W are far from the values
obtained with global minimization. Nevertheless, the value of bj2
cj = , j = 1, 2, 3,
the objective function was very near. This probably indicates a Var(bj )
where Var(bj ) is the diagonal element jj of the matrix Var(B).
Table 11 Finally, for testing the statistical significance of the model
Experiments with Problem 6: global minimizer parameters (Bates & Watts, 1988; Gallant, 1975), we com-
Time Observed y Computed y Error Percent error pared each cj with F1−ᾱ(1,m−k) (the Fisher distribution) for
ᾱ = 0.05. The results are displayed in Table 13. It can be
0.00 0.0000 0.00000000 0.00000000 0.00000000
5.00 0.4259 0.46634990 0.04044990 9.49751179
10.00 1.0096 0.93269981 −0.07690019 −7.61689724 Table 13
20.00 1.8654 1.86539961 −0.00000039 −0.00002086 Statistical significance
30.00 2.4846 2.64923503 0.16463503 6.62621870 Problem m−k F1−ᾱ(1,m−k) c1 c2 c3
40.00 2.9375 2.93750011 0.00000011 0.00000367
50.00 3.2299 3.17070186 −0.05919814 −1.83281645 1 7 5.59 375.1 680.9 75.02
60.00 3.4321 3.36328406 −0.06881594 −2.00506806 2 7 5.59 913.5 1504. 51.51
80.00 3.6526 3.65259930 −0.00000070 −0.00001929 3 9 5.12 735.6 1474. 97.86
100.00 3.7742 3.84797306 0.07377306 1.95466739 4 9 5.12 391.4 759.0 49.59
120.00 3.8573 3.97935021 0.12205021 3.16413575 5 9 5.12 2963 × 102 1169.3 86.49
140.00 3.9239 4.06743946 0.14353946 3.65808162 6 9 5.12 576.1 886.3 82.80
1744 J. Martı́nez, J.M. Martı́nez / Computers and Chemical Engineering 32 (2008) 1735–1745
deduced from this table that, in all cases, the value of α for
which F1−α(1,m−k) = bj2 /Var(bj ) is much smaller than 0.05, so
bj is statistically significant. This is not in contradiction with the
error flatness mentioned in Section 4 since this flatness has been
detected rather far from the global solution. Of course, such a
phenomenon may not occur in linear models.
8. Conclusions
Fitting models to empirical data is a common task in
Engineering and Applied Sciences. The objectives of fitting
parameters are quite diverse. Sometimes one is interested in
discovering the true values of the parameters due to its intrinsic
physical meaning. Sometimes fitting a model is merely a way of
completing data at points were one does not have measurements.
Many intermediate situations exist. In our case, the objective of
fitting is prediction. Ultimately, we are interested in developing
a model that should predict extraction curves as a function of the
so called contextual parameters but, for the development of such
a model, we need to establish a correspondence between con-
textual parameters and model parameters of an extraction model
like Sovová’s. We invoke global optimization because different
model parameters may produce similar extraction curves usually
holds for a particular process but it is very unlikely that it would
happen in all cases. Therefore, it is crucial to use, as “obser-
vation set” for (15), the true contextual parameters and “true
model parameters” for each observed extraction experiment.
Obviously, the only reasonable definition of “true model param-
eters” vinculated to the Sovová’s model are the ones that come
from global minimization of some sum of observation errors.
Concerning the error minimization criterion adopted, we
decided that the merit function given by the sum of weighted
absolute errors is the most adequate one, for two reasons: the
sum of absolute errors is less prone to the presence of outliers
than the sum of squares and weights are necessary in order to pro-
duce good predictions when t is small. Consequently, our merit
function is nonsmooth but, fortunately, our global optimization
procedure is insensitive to this fact.
The optimization problem that leads to the global estima-
tion of Sovová’s parameters is restricted by the well structured
constraints defined in (17)–(19). Strictly speaking, we are in
presence of a nonlinear programming problem with continuous
nonsmooth objective function and constraints. From the point
of view of computer time, more efficient methods than the one
exhibited here may be probably developed using augmented
Lagrangian techniques (see Birgin, Floudas, & Martı́nez, 2006).
The underestimators used in Birgin et al. (2006) (see Adjiman,
Androulakis, & Floudas, 1998; Adjiman, Dallwig, Floudas, &
Neumaier, 1998; Floudas, 1999) depend heavily on second-
derivative information that is not present in our problem.
However, more research is expected in order to extend the
techniques of Birgin et al. (2006) to estimation problems with
nonsmooth merit function as the ones considered here.
Finally, we must emphasize that the global optimization tool,
which was applied in this work to a supercritical fluid extraction
model, is not restricted to this particular process. Mathemati-
cal models and simulation are used to explain and predict many
chemical engineering processes where mass, heat or momen-
tum transfer, thermodynamic equilibrium, chemical reactions
and other phenomena are present. Thus, we propose the appli-
cation of this global optimization tool not only in SFE, but in
other fields of Chemical Engineering.
Acknowledgements
We are indebted to an anonymous referee for his/her sharp
comments. Following the referee’s suggestion we included the
statistical analysis in Section 6. Thanks are also given to Prof.
Ronaldo Dias, who helped us with the statistical interpretation
and indicated the references (Bates & Watts, 1988; Gallant,
1975).
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