Advances in Process Systems Engineering – Vol. 2 STOCHASTIC GLOBAL OPTIMIZATION Techniques and Applications in Chemical Engineering 7669 tp.indd 1 4/22/10 10:35:38 AM Advances in Process Systems Engineering Series Editor: Gade Pandu Rangaiah (National University of Singapore) Vol. 1: Multi-Objective Optimization: Techniques and Applications in Chemical Engineering ed: Gade Pandu Rangaiah Vol. 2: Stochastic Global Optimization: Techniques and Applications in Chemical Engineering ed: Gade Pandu Rangaiah KwangWei - Stochastic Global Optimization.pmd2 8/2/2010, 6:26 PM Advances in Process Systems Engineering – Vol. 2 STOCHASTIC GLOBAL OPTIMIZATION Techniques and Applications in Chemical Engineering editor Gade Pandu Rangaiah National University of Singapore, Singapore World Scientific NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TAIPEI • CHENNAI 7669 tp.indd 2 4/22/10 10:35:38 AM Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. Advances in Process Systems Engineering — Vol. 2 STOCHASTIC GLOBAL OPTIMIZATION Techniques and Applications in Chemical Engineering (With CD-ROM) Copyright © 2010 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the publisher. Desk Editor: Tjan Kwang Wei ISBN-13 978-981-4299-20-6 ISBN-10 981-4299-20-0 Typeset by Stallion Press Email: [email protected] Printed in Singapore. KwangWei - Stochastic Global Optimization.pmd1 8/2/2010, 6:26 PM February10,2010 14:11 SPI-B852 9inx6in b852-fm PREFACE In Chemical Engineering, optimization plays a key role in the design, schedulingandoperationofindustrialreactors,separationprocesses,heat exchangers and complete plants. It is also being used on a larger scale in managing supply chains and production plants across the world. Fur- thermore,optimizationis usefulforunderstandingandmodelingphysical phenomena and processes. Without the use of optimization techniques, chemicalprocesseswouldnotbeasefficientastheyarenow.Optimization has,inshort,proventobeessentialforachievingsustainableprocessesand manufacturing. Inmanyapplications,thekeyistofindtheglobaloptimumandnotjust a local optimum. This is desirable as the former is obviously better than the latter in terms of the desired objective function. In some applications suchasphaseequilibrium,onlytheglobaloptimumisthecorrectsolution. Findingtheglobaloptimumismorechallengingthanfindingalocalopti- mum.Methodsforfindingtheglobaloptimumcanbedividedintotwomain groups:deterministicandstochastic(orprobabilistic)techniques.Stochas- tic global optimization (SGO) techniques involve probabilistic elements and consequently use random numbers in the search for the global opti- mum. They include simulated annealing, genetic algorithms, taboo/tabu searchanddifferentialevolution.SGOtechniqueshaveanumberofattrac- tivefeaturesincludingbeingsimpletounderstandandprogram,requiring no assumptionson the optimization problem, the wide rangeof problems they can solve, their ability to provide robust results for highly nonlin- ear problems even with many decision variables, and faster convergence towardsglobaloptimalsolution. v February10,2010 14:11 SPI-B852 9inx6in b852-fm vi Preface SignificantprogresshasbeenmadeinSGOtechniquesandtheirappli- cationsinthelasttwodecades.However,thereisnobookdevotedtoSGO techniques and their applications in Chemical Engineering, which moti- vated the preparation of this book. The broad objective of this book is to provideanoverviewofanumberofSGOtechniquesandtheirapplications toChemicalEngineering.Accordingly,therearetwopartsinthebook.The firstpart,Chapters2to11,includesdescriptionoftheSGOtechniquesand reviews of their recent modifications and Chemical Engineering applica- tions.Thesecondpart,Chapters12to19,focusesonChemicalEngineering applicationsofSGOtechniques. Each chapter in the book is contributed by well-known and active researcher(s)inthearea.Abriefresumeandphotoofeachofthecontrib- utorstothebook,aregivenontheenclosedCD-ROM.Eachchapterinthe bookwasreviewedanonymouslybyatleasttwoexpertsand/orothercon- tributors. Of the submissionsreceived,only those consideredto be useful foreducationand/orresearchwererevisedbytherespectivecontributor(s), and the revised submissionwas finally reviewed for presentation style by the editor or one of the other contributors. I am grateful to my long-time mentor, Dr. R. Luus, who coordinated the anonymousreview of chapters co-authoredbyme. Thebookwill be usefulto researchersin academiaandresearchinsti- tutions, to engineersandmanagersin processindustries,andto graduates and senior-levelundergraduates.Researchersand engineerscan use it for applying SGO techniques to their processes whereas students can utilize itasasupplementarytextinoptimizationcourses.Eachofthechaptersin thebookcanbereadandunderstoodwithlittlereferencetootherchapters. However, readers are encouraged to go through the Introduction chapter first.Manychapterscontainseveralexercisesattheend,whichcanbeused forassignmentsandprojects.Someoftheseandtheapplicationsdiscussed withinthechapterscanbeusedasprojectsinoptimizationcoursesatboth undergraduateandpostgraduatelevels.Thebookcomeswith a CD-ROM containing many programs and files, which will be helpful to readers in solvingtheexercisesand/ordoingtheprojects. Iamthankfultoallthecontributorsandanonymousreviewersfortheir collaboration and cooperation in producing this book. Thanks are also due to Mr. K.W. Tjan and Ms. H.L. Gow from the World Scientific, for February10,2010 14:11 SPI-B852 9inx6in b852-fm Preface vii theirsuggestionsandcooperationinpreparingthisbook.Itismypleasure to acknowledge the contributions of my postgraduate students (Shivom Sharma,ZhangHaibo,MekapatiSrinivas,TehYongSing,LeeYeowPeng, TohWeiKhiangandPradeepKumarViswanathan)toourstudiesonSGO techniquesandto this bookinsomewayorother.IthanktheDepartment of Chemical & Biomolecular Engineering and the National University of Singapore for encouraging and supporting my research overthe years by providingampleresourcesincludingresearchscholarships. Finally,andveryimportantly,Iamgratefultomywife(KrishnaKumari) andfamilymembers(Santosh,JyotsnaandMadhavi)fortheirlovingsup- port,encouragementandunderstandingnotonlyinpreparingthisbookbut ineverythingIpursue. GadePanduRangaiah February10,2010 14:11 SPI-B852 9inx6in b852-fm TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk February10,2010 14:11 SPI-B852 9inx6in b852-fm CONTENTS Preface v Chapter1 Introduction 1 GadePanduRangaiah Chapter2 FormulationandIllustrationofLuus-Jaakola 17 OptimizationProcedure ReinLuus Chapter3 AdaptiveRandomSearchandSimulatedAnnealing 57 Optimizers:AlgorithmsandApplicationIssues JacekM.Jez˙owski,GrzegorzPoplewskiand RomanBochenek Chapter4 GeneticAlgorithmsinProcessEngineering: 111 DevelopmentsandImplementationIssues AbdunnaserYounes,AliElkamelandShawkiAreibi Chapter5 TabuSearchforGlobalOptimizationofProblems 147 HavingContinuousVariables SimMongKai,GadePanduRangaiahand MekapatiSrinivas Chapter6 DifferentialEvolution:Method,Developmentsand 203 ChemicalEngineeringApplications ChenShaoqiang,GadePanduRangaiahand MekapatiSrinivas ix