Modified Differential Evolution (MDE) For Optimization of Non-Linear Chemical Processes
Modified Differential Evolution (MDE) For Optimization of Non-Linear Chemical Processes
Modified Differential Evolution (MDE) For Optimization of Non-Linear Chemical Processes
Abstract
In recent years, evolutionary algorithms (EAs) are gaining popularity for finding the optimal solution of non-linear multimodal problems
encountered in many engineering disciplines. Differential evolution (DE), one of the evolutionary algorithms, is a novel optimization method
capable of handling nondifferentiable, non-linear and multimodal objective functions. Previous studies have shown that differential evolution is
an efficient, effective and robust evolutionary optimization method. Still, DE takes large computational time for optimizing the computationally
expensive objective functions. And therefore, an attempt to speed up DE is considered necessary. This paper introduces a modification to original
DE that enhances the convergence rate without compromising on solution quality. Our modified differential evolution (MDE) algorithm utilizes
only one set of population as against two sets in original DE at any given point of time in a generation. Such an improvement reduces the memory
and computational efforts. The proposed MDE is applied to benchmark test functions and five non-linear chemical engineering problems. Results
obtained are compared with those obtained using DE by considering the convergence history (CPU time and the number of runs converged to
global optimum) and the established statistical techniques, taking into account the variability in the results, such as t-test. As compared to DE,
MDE is found to perform better in locating the global optimal solution for all the problems considered.
© 2006 Elsevier Ltd. All rights reserved.
Keywords: Optimization; Chemical processes; Systems engineering; Design; Evolutionary algorithm; Non-linear programming problems; Differential evolution;
Modified differential evolution; Dynamic optimization
0098-1354/$ – see front matter © 2006 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compchemeng.2005.12.020
990 B.V. Babu, R. Angira / Computers and Chemical Engineering 30 (2006) 989–1002
A4 = (18 − 32x1 + 12x12 + 48x2 − 36x1 x2 + 27x22 ); Alkylation process is common in the petroleum industry.
A simplified process flow diagram of an alkylation process is
Subject to − 2 ≤ x1 , x2 ≤ 2. shown in Fig. 3. The process model was described and solved
5.2. Test function-2
Table 2 as follows:
Variables and their bounds
Symbol Variable Lower Bound Upper Bound Max profit = 1.715x1 + 0.035x1 x6 + 4.0565x3
x1 Olefin feed rate (barrels/day) 1500 2000 +10.0x2 − 0.063x3 x5
x2 Acid addition rate (thousands 1 120
of pounds/day) Subject to
x3 Alkylate yield (barrels/day) 3000 3500
x4 Acid strength (wt.%) 85 93 0.0059553571x62 x1 + 0.88392857x3 −0.1175625x6 x1 −x1 ≤0,
x5 Motor octane no. 90 95
x6 External isobutane-to-olefin 3 12 1.1088x1 + 0.1303533x1 x6 − 0.0066033x1 x62 − x3 ≤ 0,
ratio
x7 F-4 performance no. 145 162 6.66173269x62 + 172.39878x5 − 56.596669x4
−191.20592x6 − 10000 ≤ 0,
by Sauer, Coville, and Burwick (1964) using successive lin-
1.08702x6 + 0.32175x4 − 0.03762x62 − x5 + 56.85075 ≤ 0,
ear programming. The process model seeks to determine the
optimum set of operating conditions for the process, based on 0.006198x7 x4 x3 + 2462.3121x2 − 25.125634x2 x4 − x3 x4 ≤ 0,
a mathematical model, which allowed maximization of profit.
161.18996x3 x4 + 5000.0x2 x4 − 489510.0x2 − x3 x4 x7 ≤ 0,
Bracken and McCormick (1968) formulated the problem as a
direct non-linear programming model with mixed non-linear 0.33x7 − x5 + 44.333333 ≤ 0,
inequality and equality constraints and a non-linear profit func-
0.022556x5 − 0.007595x7 − 1.0 ≤ 0,
tion to be maximized. They used Sequential Unconstrained
Minimization Technique (SUMT) for solving the same. Later, 0.00061x3 − 0.0005x1 − 1.0 ≤ 0,
Dembo (1976) transformed the NLP problem with 10 variables
0.819672x1 − x3 + 0.819672 ≤ 0,
which Bracken and McCormick (1968) derived, into a prob-
lem with seven variables. All equality constraints are eliminated 24500.0x2 − 250.0x2 x4 − x3 x4 ≤ 0,
and the problem has been formulated as a signomial optimiza-
1020.4082x4 x2 + 1.2244898x3 x4 − 100000x2 ≤ 0,
tion problem. This problem involves seven variables subject
to 12 non-linear and 2 linear inequality constraints. Edgar and 6.25x1 x6 + 6.25x1 − 7.625x3 − 100000 ≤ 0,
Himmelblau (2001) used sequential quadratic programming to
1.22x3 − x6 x1 − x1 + 1.0 ≤ 0,
solve the problem as formulated by Bracken and McCormick
(1968). Maranas and Floudas (1997) used generalized geometric The maximum profit as reported in Adjiman et al. (1998)
programming to solve the seven variables problem as formulated is: $1772.77 per day, and the optimal variable values are
by Dembo (1976). Adjiman, Dallwig, Floudas, and Neumaier x1 = 1698.18, x2 = 53.66, x3 = 3031.3, x4 = 90.11, x5 = 95.0,
(1998) used ␣BB algorithm (for general twice-differentiable x6 = 10.50, x7 = 153.53.
constraint NLPs) for solving this problem. In the present study,
the problem formulation is same as that of Maranas and Floudas
(1997) and Adjiman et al. (1998). The problem is briefly dis- 6.2. Heat exchanger network design (HEND)
cussed below.
As shown in Fig. 3, an olefin feed (100% butane), a pure This problem addresses the design of a heat exchanger net-
isobutane recycle and a 100% isobutane make-up stream are work as shown in Fig. 4. It has been taken from Floudas and
introduced in a reactor together with an acid catalyst. The reac- Pardalos (1990). Also, it has been solved by Adjiman et al.
tor product stream is then passed through a fractionator where (1998) using ␣BB algorithm. One cold stream must be heated
the isobutane and the alkylate product are separated. The spent from 100 ◦ F (37.78 ◦ C) to 500 ◦ F (260 ◦ C) using three hot
acid is also removed from the reactor. The variables are defined streams with different inlet temperatures. The goal is to min-
as shown in Table 2 along with the upper and lower bounds imize the overall heat exchange area.
on each variable. The bounds represent economic, physical and
Min f = x1 + x2 + x3
performance constraints.
Subject to
x1 + k1 x1 x5 = 1, x2 − x1 + k2 x2 x6 = 0,
x3 + x1 + k3 x3 x5 = 1, x4 − x3 + x2 − x1 + k4 x4 x6 = 0,
x50.5 + x60.5 ≤ 4,
(0, 0, 0, 0, 10−5 , 10−5 ) ≤ (x1 , x2 , x3 , x4 , x5 , x6 )
≤ (1, 1, 1, 1, 16, 16).
Subject to Subject to
Min f = −x4
B.V. Babu, R. Angira / Computers and Chemical Engineering 30 (2006) 989–1002 995
Table 3 Table 4
Values of Ci and Ei Results reported in literature
1 2 3 4 5 Methods Yield of C Temperature (T) Holding
(f = x3 ) time (t)
Ci 1.02 0.93 0.386 3.28 0.084
Ei 16000 14000 15000 10000 15000 Hill climbing (Rosenbrock 0.42308 978.96 0.0781
& Storey, 1966)
Modified complex method 0.42308 983.3 0.07572
(Umeda & Ichikawa,
The rate constants are given by the equation, 1971)
−Ei 1 1
ki = Ci exp −
R T 658
The dynamics are given by the following design equations:
where Ci is the frequency factor, Ei activation energy (cal/mol), dCA dCB
R the gas constant (1.9872 cal/mol/K), and T is absolute temper- = −k1 CA2
; = k1 CA
2
− k 2 CB
dt dt
ature in K. The values of Ci and Ei for five rate constants are
given in Table 3. where
Mathematical formulation: −2500 −5000
k1 = 4000 exp ; k2 = 620000 exp
The kinetic equations for the reaction scheme are given as, T T
dx1 and 298 K ≤ T ≤ 398 K; with the initial conditions CA (0) = 1.0,
= −(k1 + k2 + k3 )x1 ;
dt CB (0) = 0.0, and the objective function is f = Maximize CB . We
dx2 dx3 need to find out optimal temperature profile, which gives max-
= k1 x1 − k4 x2 ; = k4 x2 − k5 x3 imum intermediate product concentration. This problem has
dt dt
been solved by Renfro, Morshedi, and Osbjornsen (1987) using
with the initial conditions x1 (0) = 1, x2 (0) = 0 and x3 (0) = 0; piecewise constant controls. Dadebo and Mcauley (1995) used
where x1 , x2 , and x3 are the concentration of material A, B, and dynamic programming for solving this problem and reported
C, respectively. For constant temperature T, the kinetic equations results for different number of stages.
stated above can be integrated analytically to give the following In this problem our parameters are temperatures at different
expression for C (f = x3 ). time intervals. With these temperatures we need to find out the
optimal final concentration of B (by solving the above model
k1 k4 e−k5 t 1 − e−(k4 −k5 )t
x3 = f = equations along with DE and MDE).
k − k4 k4 − k 5
7. Constraint handling
1 − e−(k−k5 )t
− ;
k − k5 In Sections 5 and 6, we have discussed the various test func-
tions and selected chemical engineering problems. Most of the
where k = k1 + k2 + k3 ; engineering optimization problems are constrained. The diffi-
culty of using EAs in the constrained optimization is that the
Hence the maximizing function is given by
evolutionary operators used to manipulate the individuals of the
Max x3 = f population often produce solutions which are unfeasible. There
are many methods to handle it. The handling of constraint in the
Subject to the following constraints, present study is discussed below.
Bound violations (whether upper or lower) may occur after
0 ≤ t ≤ 10; reaction time (s)
mutation step of DE and MDE. This can be repaired by one
of the following methods: (1) if there is bound violation for a
200 ≤ T ≤ 2000; reaction temperature (K) parameter, then assign the upper or lower bound value if upper or
In this problem, the best isothermal yield of C (f) is found by lower bound is violated (we call it ‘relocating to boundary’) and
maximizing this expression with respect to the contact time (t) (2) if there is bound violation for a parameter, then that parameter
and the temperature (T). The results reported in literature are is again generated randomly between given lower and upper
shown in Table 4. bound (we call it ‘relocating to interior’) using the following
equation:
j
6.5. Dynamic optimization of a batch reactor xi = lower(xi ) + randi [0, 1]
Table 5
Results of DE and MDE for test functions
S. No. DE NFE10 (CPU-timea ) MDE NFE10 (CPU-timea ) Percentage time saving SR (%)
Table 6
Comparison of various methods
S. No. Methods Objective CPU-time (s)
function (f)
at a faster rate and becomes much less than that in DE (at 22nd
generation, error using DE is 11.22 while using MDE it is 0.841). optimum, and the average CPU time per execution (key param-
Similarly, as shown in Fig. 6b, error reduces to 0.0014 after 52 eters used are NP = 10D, CR = 0.8, F = 0.5). Both DE and MDE
generations (for MDE) while for DE it reduces to 0.00167 only are able to locate the global optimum in all the experiments, as
even after 73 generations. This clearly explains the higher speed NRC100 is 100%. MDE takes 2.47% less CPU-time than DE in
of MDE to attain global optimum. case of relocating to interior, while it is 7.33% in case of relocat-
ing to boundary. This is due to the fact that some of the optimum
values of variables are lying on the extreme, i.e., either on upper
8.2. Selected non-linear chemical processes
or on lower bound. Fig. 7 shows the convergence history of alky-
lation problem using DE and MDE. Fig. 7 presents the averaged
8.2.1. Optimal operation of alkylation unit
results of 100 executions/experiments. After 160th generation,
Table 6 presents the comparison of results obtained in ear-
the value of the objective function is 1734.814 using MDE and
lier studies and, those obtained using DE in present study.
1719.956 using DE. This indicates that MDE is faster than DE
The optimal solution obtained using DE is: x1 = 1698.256922;
and takes less CPU-time to locate the global optimum solution
x2 = 54.274463; x3 = 3031.357313; x4 = 90.190233; x5 = 95.0;
(Table 7).
x6 = 10.504119; x7 = 153.535355; and the value of objective
The results of the 100 different experiments are plotted in
function is 1766.36. This solution satisfies all the inequality con-
Fig. 8 as fractional differences of optimal objective function
straints to six decimal places while solution reported by Maranas
value from its best-found optimal value (fbest , of all 100 experi-
and Floudas (1997) and Adjiman et al. (1998) violates the first,
ments using DE and MDE algorithms) versus experiment num-
third and sixth constraints. The values of first, third and sixth con-
ber. The fractional difference (df ) is given by df = 1 − f/fbest .
straints are found to be 0.016501, 4.752125 and 1727.867362,
Thus, in the figure, a point closer to abscissa denotes a more accu-
respectively instead of 0 or less than 0. Hence the global optimal
rate result. The best optimal value of 1766.365179 was obtained
solution is 1766.36 that satisfy all the constraints to six decimal
places (i.e. 0.0000001). Table 7 shows the results obtained using
DE and MDE and their comparison in terms of the number of
objective function evaluations, CPU-time and proportion of con-
vergences to the optimum. The termination criterion used is an
accuracy value of 1 × 10−6 . NFE100 , NRC100 and CPU-time100
in Table 7 represents respectively the mean number of objective
function evaluations over all the 100 executions (with differ-
ent seed values), the percentage of convergences to the global
Table 7
Results of DE and MDE for alkylation problem
Table 8
Results of DE and its comparison with ␣BB algorithm
Problem DE CPU-time100 /NFE100 / DE CPU-time100 /NFE100 / Key parameters of ␣BB algorithm
NRC100 (RB) NRC100 (RI) DE (NP/CR/F) (CPU-time) (s)
Table 9
Results of MDE and its comparison with DE
Problem (MDE) CPU-time100 /NFE100 / (MDE) CPU-time100 /NFE100 / (DE) CPU-time100 /NFE100 / (DE) CPU-time100 /NFE100 /
NRC100 (RB) NRC100 (RI) NRC100 (RB) NRC100 (RI)
from the 100 experiments. The overall accuracy of the 100 val- Table 9 shows the results obtained using MDE (relocating
ues of df is given by the mean of 5.66 × 10−10 and 6.06 × 10−10 to boundary/relocating to interior) and its comparison to DE.
respectively for MDE and DE. In both DE and MDE the value The parameters used are CR = 0.8, F = 0.5 and NP = 10D. The
of this mean is quite low. The precision of 100 values of df is performance of MDE, as is evident from results presented in
expressed in terms of low standard deviation of 4.02 × 10−10 Table 9, is better than that of DE (a saving of 16.32% CPU-time).
and 4.85 × 10−10 respectively for MDE and DE. The reliability of DE and MDE is nearly same as indicated by
NRC100 , which is same in both the cases (100% for relocating
to interior and 88% for relocating to boundary method). The
8.2.2. Heat exchanger network design (HEND)
convergence history of HEND problem is shown in Fig. 9. It
Table 8 shows the results obtained using DE with variable
represents the averaged results of 100 experiments. The error
violations relocating to boundary/relocating to interior, and the
obtained after 200 generations is 0.986 for MDE while it is
comparison of DE performance with that of ␣BB algorithm.
2.344 for DE. MDE is able to locate the global optimal solution
The stopping criteria adopted for DE is to terminate the search
for the test problem considered faster than DE.
process when one of the following conditions is satisfied: (1)
The results of 100 different experiments are plotted in Fig. 10
the maximum number of generations is reached (assumed 5000
k − f k | < 10−5 where f is the value of as fractional differences of optimal objective function value from
generations), (2) |fmax min its best-found optimal value (in all 100 experiments) versus
objective function for kth generation. In Tables 8 and 9, NFE100
experiment number. Thus, in the figure, a point closer to 0 value
and NRC100 represent respectively, the mean number of objec-
of df denotes a more accurate result. The best optimal value
tive function evaluations and the percentage of runs converged
(fbest ) of 7049.248022 was obtained from the 100 experiments
to the global optimum in all the 100 executions (with different
using DE and MDE algorithms. The overall accuracy of the 100
seed values).
In this problem, NFE100 in case of relocating to interior
method is 2.68% less than NFE100 with relocating to boundary
method (Table 8). Also, the NRC100 is 100 and 89% respectively
for relocating to interior and relocating to boundary methods.
Convergence tolerance in the present case is 10−5 as compared
to 10−3 in Adjiman et al. (1998).
The time taken by DE is much less than that of ␣BB algo-
rithm. Of course the CPU-times cannot be compared directly
because different computers are used. However, a comparison
can be made after considering a factor of 10 (high enough), i.e.
had the same problem would have been solved on HP9000/730
(66 MHz) using DE it might have taken 10 times more of CPU-
time than by Pentium-III, 500 MHz. As we know processor
speed of HP9000/730 machine is 66 MHz while for P-III used
in present study is 500 MHz, therefore a factor of 10 seems to
be appropriate for comparison purpose. Even then the CPU-time
using DE is 73.44% less for the HEND problem and 92% less for
RND problem than that in ␣BB algorithm respectively (Table 8). Fig. 9. Convergence history of HEND problem.
B.V. Babu, R. Angira / Computers and Chemical Engineering 30 (2006) 989–1002 999
Fig. 10. Fractional difference variation for HEND problem. Fig. 11. Fractional difference variation for RND problem.
values of df is given by low mean value of −1.16 × 10−9 and NRC100 although the computational time is 46 and 53% more
−5.61 × 10−9 respectively for MDE and DE. The precision of than that shown in Table 9 respectively for DE (RI) and MDE
100 values of df is expressed in terms of low standard deviation (RI) algorithms. Further, it is clear from Table 10 that MDE is
of 1.45 × 10−9 and 2.12 × 10−9 respectively for MDE and DE. taking 13.33% less CPU-time as compared to DE. Therefore,
MDE seems to be computationally efficient.
8.3. Reactor network design (RND) The results of 100 different experiments carried out are plot-
ted in Fig. 11 as fractional differences of optimal objective
RND is a difficult problem as mentioned already having two function value from its best-found optimal value (in all 100
local optima near global optimum. Still MDE and DE are able to experiments) versus experiment number. Thus, in the figure, a
locate the global optimum although the success rate is 44–57% point closer to 0 value of fractional difference denotes a more
(Table 9). For RND problem, the first termination condition is the accurate result. The best optimal value (fbest ) of 0.388811 was
k − f k | < 10−6 . In
same as above but second condition is |fmax obtained from the 100 experiments using DE and MDE algo-
min
this problem, NFE100 with relocating to boundary method is 2.87 rithms. The overall accuracy of the 100 values of df is given by
and 9.33% (for MDE and DE, respectively) more than NFE100 low mean value of 5.97 × 10−7 and 4.89 × 10−7 respectively for
for relocating to interior method (Table 9). It is important to MDE and DE. The precision of 100 values of df is expressed in
note that in this problem, NRC100 with relocating to boundary terms of low standard deviation of 2.00 × 10−6 and 1.30 × 10−6
method is just 8 and 10% respectively for MDE and DE (Table 9). respectively for MDE and DE.
It is because when the upper limit of variable is violated, the
value of variable is relocated to the upper limit that resulted in 8.4. Optimization of an isothermal continuous stirred tank
convergence to non-optimal solution. This happened as one of reactor (CSTR)
the local solutions near to global optimum is lying on the bound,
and hence trapped at local optimum. This problem has been taken from Rosenbrock and Storey
Further, in order to enhance the robustness of the DE and (1966). Later, Umeda and Ichikawa (1971) solved this prob-
MDE algorithms, CR value is increased. And it is found that lem using a modified complex method. Neither Rosenbrock
CR alone is not affecting the value of NRC. An increase in F and Storey (1966) nor Umeda and Ichikawa (1971) obtained
value significantly affects the NRC value. Table 10 shows the the global optimum solution for this problem. In the current
comparison of DE, and MDE algorithm for the increased values study, DE and MDE are able to locate the global optima. The
of CR and F. Also, it has been found out that at CR = 1.0 and computational results are shown in Table 11 where NFE100 ,
F = 0.9, both DE and MDE are able to achieve almost 100% NRC100 , and CPU-time100 are average of 100 executions. The
optimal result obtained by hill climbing method (Rosenbrock
and Storey, 1966) is x3 = 0.42308, T = 978.96 and t = 0.0781 at
Table 10
Comparison of DE, and MDE for RND problem
the 146th iteration for the initial point (T, t) = (1073.0, 0.5).
They reported that it was not always possible to find the opti-
Methods CPU-time100 (s)a NFE100 /NRC100 Key parameters mal point because of the existence of a ridge (Fig. 12a and b).
(CR/F)
Fig. 12a and b shows the variation of the objective function
DE (RI) 0.060 2074/100 1.0/0.9 with temperature and time. Umeda and Ichikawa (1971) reported
MDE (RI) 0.052 1860/99 1.0/0.9 slightly higher value for temperature (983.3 K) and lesser value
a CPU-time obtained using Pentium-III (500 MHz). for holding time (0.07572 s) as compared to Rosenbrock and
1000 B.V. Babu, R. Angira / Computers and Chemical Engineering 30 (2006) 989–1002
Table 11
Computational results using DE and MDE for isothermal reactor
Methods CPU-time100 /NRC100 / CPU-time100 /NRC100 / Yield of C (f = x3 ) Temparature (T) Holding time (t)
NFE100 (RB) NFE100 (RI)
Table 12
Results of DE and MDE for 10 intervals
Methods Yield Optimal initial CPU-time20 (s)a NRC20 (%)
temperature T (0)
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