SIMOP: Application to global MINLP stochastic optimization

SIMOP (SIMulation for OPtimization) is an application that automatically creates FORTRAN simulation models for the stochastic optimizers MSGA and MSIMPSA. This paper presents the next step in SIMOP's development timeline, namely its expansion to cope with mixer-integer nonlinear problems (MINLP). From the perspective of MINLP formulations' relevance to the Chemical Engineering field, an introduction to SIMOP's MINLP modeling features is given. Its application is addressed by three case studies. The best results match those previously obtained with MSGA and MSIMPSA when non-automatically coded MINLP simulations where employed, thus validating the present approach. The introduction of discrete variables benefits the performance of both stochastic optimizers, contrary to what should a priori be expected, since a MINLP formulation promotes an accurate search on lower and upper bounds for several continuous variables.

[1]  Ignacio E. Grossmann,et al.  Solution of algebraic systems of disjunctive equations , 1996 .

[2]  Grégory François,et al.  Dynamic Optimization of Batch Emulsion Polymerization Using MSIMPSA, a Simulated-Annealing-Based Algorithm , 2004 .

[3]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[4]  Romualdo Salcedo,et al.  A Coupled Strategy for the Solution of NLP and MINLP Optimization Problems: Benefits and Pitfalls , 2009 .

[5]  R. Salcedo,et al.  An improved random-search algorithm for non-linear optimization , 1990 .

[6]  Lorenz T. Biegler,et al.  Large-Scale Optimization with Applications , 1997 .

[7]  P. Pardalos,et al.  State of the art in global optimization: computational methods and applications , 1996 .

[8]  M. F. Cardoso,et al.  A simulated annealing approach to the solution of minlp problems , 1997 .

[9]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[10]  Arthur W. Westerberg,et al.  The ASCEND-II system ― a flowsheeting application of a successive quadratic programming methodology , 1983 .

[11]  I. Grossmann,et al.  Relaxation strategy for the structural optimization of process flow sheets , 1987 .

[12]  Ignacio E. Grossmann,et al.  Retrospective on optimization , 2004, Comput. Chem. Eng..

[13]  Ignacio E. Grossmann,et al.  Part II. Future perspective on optimization , 2004, Comput. Chem. Eng..

[14]  Domingos Barbosa,et al.  SIMOP: Efficient reactive distillation optimization using stochastic optimizers , 2006 .

[15]  Amy R. Ciric,et al.  Synthesis of nonequilibrium reactive distillation processes by MINLP optimization , 1994 .

[16]  Romualdo Salcedo,et al.  Solving nonconvex nonlinear programming and mixed-integer nonlinear programming problems with adaptive random search , 1992 .

[17]  Romualdo Salcedo,et al.  On the Optimum Choice of Decision Variables for Equation-Oriented Global Optimization , 1999 .

[18]  C. Floudas,et al.  A global optimization algorithm (GOP) for certain classes of nonconvex NLPs—I. Theory , 1990 .

[19]  Domingos Barbosa,et al.  Optimization of reactive distillation processes with simulated annealing , 2000 .

[20]  C. Floudas Handbook of Test Problems in Local and Global Optimization , 1999 .

[21]  E. A. Silver,et al.  An overview of heuristic solution methods , 2004, J. Oper. Res. Soc..

[22]  D. Himmelblau,et al.  Optimization of Chemical Processes , 1987 .

[23]  M. F. Cardoso,et al.  Nonequilibrium simulated annealing : a faster approach to combinatorial minimization , 1994 .

[24]  John A. Nelder,et al.  A Simplex Method for Function Minimization , 1965, Comput. J..

[25]  Peter Piela Ascend: an object-oriented computer environment for modeling and analysis , 1989 .

[26]  J. L. Gaddy,et al.  Process Optimization by Flow Sheet Simulation , 1976 .

[27]  Christodoulos A. Floudas,et al.  Deterministic Global Optimization in Design, Control, and Computational Chemistry , 1997 .

[28]  Julio R. Banga,et al.  Global Optimization of Chemical Processes using Stochastic Algorithms , 1996 .

[29]  Zelda B. Zabinsky,et al.  A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems , 2005, J. Glob. Optim..

[30]  Arieh Iserles,et al.  Acta Numerica 2004 , 2004 .

[31]  Romualdo Salcedo,et al.  An Optimized Strategy for Equation-Oriented Global Optimization , 2002 .

[32]  P. Pardalos,et al.  Handbook of global optimization , 1995 .

[33]  M. F. Cardoso,et al.  The simplex-simulated annealing approach to continuous non-linear optimization , 1996 .

[34]  A. Neumaier Complete search in continuous global optimization and constraint satisfaction , 2004, Acta Numerica.