HENS Par Swarm Optim
HENS Par Swarm Optim
1. Introduction:
The difficulties associated with using mathematical optimization on large-scale
engineering problems have contributed to the development of alternative solutions. Nonlinear
programming and dynamic programming techniques, for example, often fail in solving NP-
hard problems with large number of variables and non-linear objective functions (Lovbjerg
M, 2002). Moreover these methods assume that goal and constraints are differentiable. To
overcome these problems, researchers have proposed evolutionary-based algorithms such as
the genetic algorithm (GA), analog neural networks, chaos optimization algorithm, ant colony
algorithm and particle swarm optimization(PSO) for searching near-optimum solutions to
problems. Evolutionary algorithms (EAs) are stochastic search methods that mimic the
natural biological evolution and/or the social behavior of species. EA works with a population
of potential solutions, where each individual within the population represents a particular
solution. The fitness value of the individuals expresses how good the solution is at solving the
problem. Such algorithms have been developed to arrive at near-optimum solutions to large-
scale optimization problems, for which traditional mathematical techniques may fail (Emad et
al, 2005).
In this paper, the particle swarm optimization (PSO) is reviewed in Section 2. In Section 3,
modification of the Multi-objective Mixed Integer Nonlinear Problem to Fit the PSO Method
is tackled. The Heat exchanger network synthesis (HENS) problem is defined and problem
formulation is depicted in Section 4. Applications of the PSO and GAMS to MO-MINLP
example are presented in Section 5. Finally we conclude the paper in Section 6.
1
Egyptian Petroleum Research Institute (EPRI) Cairo.
2
Faculty of Computers and Information -Cairo University.
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size); w is called inertia weight; c1 , c 2 are two positive constants, called cognitive and social
parameter respectively; and χ is a constriction factor, which is used, alternatively to w to limit
velocity. p is the best position of the i-th individual, G is the best position among
i, best best
the individuals (group best).; ri1 , ri 2 are random numbers, uniformly distributed in [0, 1];
and t = 1, 2, . . ., N iter , N iter is the maximum iteration number (Parsopoulos, K., E. and
Vrahatis, M. N., 2005).
In this research, the constriction factor χ is setting as a function of the iteration number and
the magnitude of the particle’s velocity, instead of using a constant value like Vmax , this
function is defined by ( Omer,2005) as:
f (t , m) m.r (1 t N iter ) (3)
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where r is a random numbers, uniformly distributed within the range [0, 1]; m is the
magnitude of the particle’s velocity. This function returns a value in range [0, m], which lead
to the probability of χ value being close to 0 as t increase.
The weighting factor ‘w’ is modified using Eq. (4) to enable quick convergence (Kannan.
S. et al, 2004):
wmax wmin
w wmax t (4)
N iter
where w max is the initial weight, w min the final weight.
3. Modifying the Multi-objective Mixed Integer Nonlinear Problem to Fit the PSO
Method
Multi-objective Mixed Integer Nonlinear problems with k conflicting objective functions,
n variables and m constraints may be written as the following:
min f1 ( X , Y ), f 2 ( X , Y ),..., f k ( X , Y )
h j ( X ,Y ) 0 j 1,2,..., m1
g j ( X ,Y ) 0 j m1 1, m1 2,..., m
s.t. (5)
X X / X R n1 , X L X X U
Y Y / Y 0,1 2
n
Where f i ( X , Y ) is the i-th objective function, h j ( X , Y ) 0 are the m1 equations that
describe the performance of the system, and g j ( X , Y ) 0 are the m 2 inequalities constraints.
The variables X are n1 continuous variables, for which generally X L are lower bounds and
X U are upper bounds, while Y are the n2 discrete variables, which generally are restricted to
take 0-1 values to define binary variables (Ying, (2005), Bi Rongshan &Yang (2003)).
The following three methods have been used to adapt the MO-MINLP problem to PSO:
1) Weighting method
k k
F ( X , Y ) wi f i ( X , Y ), 0 wi 1, w i 1 (6)
i 1 i 1
2) Penalty function has been used to eliminate the implicit constraints (Bi Rongshan, Yang,
2003).
3) A sigmoid ([]) function is introduced to deal with the discrete variables. In process
synthesis problem, the discrete variables are always 0-1 variables, so the sigmoid function is
used to constrain the variables within [0, 1], then compare the sigmoid and a random value
within [0, 1] to determine the discrete value (Bi Rongshan & Yang, 2003)
t 1 1
sig ( v )
id t 1
1 exp( v )
id
t 1 (7)
t 1
0 sig ( v
id
)
y
id
t 1
1 sig ( v
id
)
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With these three methods, the original MO-MINLP problem is converted to the following
form
min F F ( X ,Y ) h 2 ( X , Y ) g 2 ( X , Y ) ( X , Y )
0 g( X ,Y ) 0
( X ,Y )
1 g( X ,Y ) 0 (8)
X X / X R n1 , X L X X U
Y Y / Y 0,1 2
n
Where is a very big positive number.
So the above function F is the fitness function of PSO. The fitness function F measures
to what extent the particle solution ( X , Y ) satisfy the constrains of MO-MINLP problem.
Step 4: Evaluate the objective F values of all particles according to Eqs. (8).
Step 5: For each particle, compare its current objective value with the objective value of
its p . If current value is better, then update p and its objective value with the
i , best i , best
current position and objective value.
Step 6: Determine the best particle of current whole population with the best objective
value. If the objective value is better than the objective value of G , then update G and
best best
its objective value with the position and objective value of the current best particle.
Step 7: If a stopping criterion is met, then output G and its objective value; otherwise
best
go back to Step (3).
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min f
3 qi, j , s /(U ij AMTDi, j , s )
iHP jCP sST
where
AMTD i , j ,s ( dti , j ,s dt )/2
i , j ,s 1
AMTD i,cu dtcui (Ti,out Tcu,in ) / 2
AMTD
hu, j
dthu j (T
hu ,in
T j ,out / 2
1 1 1 1 1 1 1 1 1
, and
U i, j hi hj U h hj U i ,cu hi hcu
hu , j hu
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Feasibility of temperatures
t t , i HP , s ST
i, s i, s 1
t t , j CP , s ST
j, s j, s 1
(15)
T t , i HP
i , out i , NOK 1
T t , j CP
j , out j ,1
Logical constraints
q z 0, i HP , j CP , s ST
i, j , s i, j i, j , s
qcu zcu 0 , i HP (17)
i i i
qhu zhu 0, j CP
j j j
Where the corresponding upper bound can be set to the smallest heat content of the
two streams involved in the match.
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i , j min( i , j ) , i HP , j CP
dthu T t (1 zhuj ), j CP
j hu , out j ,1
i , j t i ,in t j ,in , i HP , j CP
Where
max i , j
Also, in order to avoid infinite areas, small positive bounds are specified for the approach
temperature variables dt; that is:
dt T , i HP , j CP , s ST
i, j , s min
dtcu T , i HP (20)
i min
dthu T , j CP
j min
PSO and GAMS methods have been applied to the MO-MINLP formulation of an
example which is taken from (Yee T. F et al, 1990). The problem involves two hot streams
and two cold streams along with hot and cold utility. Also specified is a heat recovery
approach temperature (HRAT) of 10 K. The target is to minimize utilities, number of units and the
total heat transfer area of the HEN and hence minimizing the overall cost /year. The data are
presented in Table 1.
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6. Conclusion
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The PSO algorithm is simple in that there are very few parameters to adjust. It can achieve
the optimal or near-optimal solutions in a rather short time without enormous iterative
computations in digital implementation.
So far, there is no method for determining the global optimal solution to the general
nonlinear programming problem. Because PSO has very deep intelligent background, it is
suitable for science computation and engineering applications.
We conclude that the PSO method and the developed program can be used to solve large
scale MO- MINLP problem. The above example of 60 constraints (16 equalities & 44
inequalities) and 48 variables (12 binary & 36 continuous) demonstrates the validity of the
PSO method compared to other methods.
It is recommended to use PSO method to design HENs with optimum conditions. Still
there are other issues needed for further researches such as trying other evolutionary
algorithms and their combinations of for solving engineering problems.
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(i) Indices:
i = hot process or utility stream,
j = cold process or utility stream,
s = index for stage 1,..., NOS and temperature location 1,…, NOS + 1
cu = cold utility
hu = hot utility
in = inlet
out = outlet
(ii) Sets:
HP = {i │ i is a hot process stream},
CP = (j │ j is a cold process stream},
HU = hot utility,
CU = cold utility,
ST = {s │ s is a stage in the superstructure, s = 1, . , NOS};
(iii) Parameters:
Ti , in , Ti , out = inlet and outlet temperature of hot stream,
T j , in , T j , out = inlet and outlet temperature of cold stream,
FCp = heat capacity flow rate,
U i , j ,U i ,cu , U hu , j = overall heat transfer coefficients,
List of Abbreviation
DM Decision Maker.
HENS Heat Exchanger Network Synthesis
HRAT Heat Recovery Approach Temperature
PSO Particle Swarm Optimization
NLP Nonlinear Programming.
LP Linear Programming
MINLP Mixed Integer Nonlinear Programming Heat exchanger network
MO- MINLP Multi-objective Mixed Integer Nonlinear Programming
GAMS General Algebraic Modeling System.
(one of the first and most widely used algebraic modeling languages)
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Appendix
Weighting table
No. w1 w2 w3 f1 f2 f3 Cost $
(1) 0.272 0.004 0.724 266.2 7 850 154914.4
(2) 0.066 0.929 0.005 82.88 4 1794 190288.4
(3) .01 .98 .01 245.6 6 890 149599.8
(4) 1/3 1/3 1/3 255.2 8 850 159966.2
(5) 0.05 0.9 0.05 266.2 7 850 154615.4
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