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XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015

The input-output pairing problem: an optimization based approach


Lautaro Braccia and David Zumoffen
Process Systems Engineering Group (PSEG)
French-Argentine International Center for Information and Systems Sciences (CIFASIS)
CONICET-UNR-AMU, 27 de Febrero 210 bis, (S2000EZP) Rosario, Argentina.
braccia/zumoffen@cifasis-conicet.gov.ar
Universidad Tecnologica Nacional FRRo, Zeballos 1341, (S2000BQA) Rosario, Argentina.

Abstract In this work an optimization based


approach is presented to solve the input-output pairing problem for industrial processes. This kind of
problems grow in complexity quickly with the process dimension and interaction. Indeed, for a n n
plant there are n! alternative pairings to be examined. In this case, an alternative formulation is suggested which utilizes the simple and powerful philosophy of the classical relative gain array (RGA)
approach within a deterministic MILP formulation
in the GAMS environment. This representation favors the systematic evaluation, minimizes the heuristic consideration and could be easily incorporated
into more complex problems such as the plant-wide
control designs. Furthermore, a comparison with a
stochastic global search approach such as genetic algorithms (GA) is proposed and applied on academic
as well as industrial cases.
Keywords Input-output pairing, Decentralized control, Combinatorial problem, RGA number.
1

INTRODUCTION

Industrial processes are designed to perform some specific operation on the raw materials. This processing is
developed according to several constraints related to the
final product quality, the minimization of disturbances effects, the overall safety, etc. All these issues can be addressed systematically by means of some automatic process control structure. Particularly, we are focused on decentralized feedback control approaches. The main, and
the first, problem to be solved for designing this kind of
control structures is the input-output pairing, i.e. defining
the best input to control a particular output.
Nowadays, the most used tool to perform the inputoutput pairing is still the relative gain array (RGA)
suggested by Bristol in 1966 [1]. The RGA or the
Holy Matrix as named by several researchers/engineers
only requires the steady state gain matrix of the plant.
For decades several modifications were proposed for including effects related to dynamics, disturbances, nonlinearities, uncertainties, and structural issues [2, 3]. The
RGA approach (and its variants) is a systematic proce-

dure which requires a complete graphical observation of


the corresponding array. The latter is the main drawback
of this procedure, note that for a n n plant there are n!
alternative pairings to be examined.
There are some approaches in literature, using the
most diverse indexes, to solve the automatic (or semiautomatic) pairing problem. Most of them were not
conceived to be integrated within a more complex optimization scenario, such as plant-wide control. Indeed,
Moezzi, et al. [4] suggest to use the effective relative
gain array (ERGA), normalization functions, pre/postprocessing of matrices, and the Hungarian algorithm to
solve the pairing problem in the adaptive control context.
Only, small-academic-scale processes (n = 3) were considered. Kariwala and Cao, 2010 [5] propose a branch
and bound method for multiobjective pairing based on the
RGA-number and the structured singular values (SSV).
The overall problem is presented in the frequency domain, but only is applied at steady state in medium-scale
process (n = 20). The SSV problem is itself another optimization problem, which generates a complex functional
cost, where the uncertainty set and the lower bounds for
selection criteria need to be defined a priori. On the other
hand, Jrgensen and Jrgensen, 2000 [6] suggest an interesting methodology where a MILP model is developed
combining the Parsevals theorem, the RGA, and the internal model control (IMC) theory. Although this approach requires a predefined frequency grid for a complete evaluation and it was only applied to a mediumscale process (5 13), the overall procedure could be
integrated with other problems.
In this work an optimization based approach is presented to solve the input-output problem for industrial
processes. The main idea here is maintaining the simple and powerful philosophy of the classical RGA approach within a deterministic MILP formulation in the
GAMS environment. This representation favors the systematic evaluation, minimizes the heuristic consideration
and could be easily incorporated into more complex problems such as plant-wide control designs [7]. Furthermore,
a comparison with a stochastic global search approach
such as genetic algorithms (GA) is proposed and applied
on academic as well as industrial cases.

XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015


2 THE RGA APPROACH: AN OVERVIEW

3 OPTIMIZATION BASED INPUT-OUPUT


PAIRING

The relative gain array (RGA) is a well-known academic/industrial methodology for defining input-output
pairings in decentralized multivariable control structures.
Let us consider any stable multivariable process, where
the input-output relationships are described by the matrix of transfer functions (MTF) G(s) = [gij (s)], where
i, j = 1, . . . , n and gij (s) is the open-loop transfer function between the j-th input to the i-th output. The RGA
is usually defined at steady state (G(0) = G) as
T
(1)
= [ij ] = G G1 ,

This section is devoted to overcome the main limitations


of the RGA method mentioned in the previous section.
Indeed, a concrete mathematical formulation is presented
here where the input-output pairing problem is solved
via an integer optimization routine. This representation
favors the systematic evaluation, minimizes the heuristic consideration and could be easily incorporated into
more complex problems such as the plant-wide control
designs [7].

where is the element-by-element product (Hadamard


or Schur product).
The concept of relative gain refers to the relationship
between the open-loop and closed-loop gains of the process when perfect control and the superposition criterion
are considered. Indeed, note that the open-loop gain G
represents the effect of the input uk on the output yi when
T
uk = 0k 6= i and the closed-loop gain matrix G1
gives the effect of the output yk on each input uj when
yk = 0k 6= j. Therefore, quantifies the interaction in
multivariable processes, i.e. the perturbations caused by
the closed control loops.

The overall pairing problem, presented in previous sections, can be formulated mathematically as (3):
n
o
P P
minxi,j N = ni nj |i,j xi,j i,j |
st. P
n
xi,j = 1, i
Pj=1
n
(3)
x
i=1 i,j = 1, j
i,j xi,j 0
xi,j = {0, 1}
i,j = {1 if i = j, 0 if i 6= j},

2.1 Pairing and properties


Several pairing criteria and properties have been developed along decades of research for avoiding undesirable
pairings selection [2, 3]. The most relevant are summarized in the following items:
To avoid instability caused by interactions one
should prefer pairings with ij 1 and avoid pairings with ij < 0.
The RGA is scaling invariant.
Permutations of rows and/or columns of G result in
the same permutations in the RGA: (Pr GPc ) =
Pr (G)Pc , where Pr and Pc are row and column
permutation matrices, respectively.
Plants with large values in ij are always illconditioned, i.e. poor controllability of G(s).
Diagonal dominance: the RGA-number in (2) is
strongly related to both stability and integrity properties. It is preferred N 0.
N = || I||sum

(2)

Where the sum norm


Pfor a real matrix A = [aij ] is defined as ||A||sum = i,j |aij |.
Note that, testing the above criteria for a medium or
large-scale process could be a very time-demanding and
tedious work, which requires some degree of knowledge
in heuristics. For a n n plant there are n! alternative
pairings. Furthermore, this formulation is unpractical if
the input-output pairing needs to be solved within some
optimization algorithm.

3.1 Problem definition

where the functional cost is minimized using the binary


decision matrix X = [xi,j ] as a column permutation one.
Note that, xi,j = 1 if the j-th input variable is used to
control the i-th output variable and xi,j = 0 otherwise.
In the formulation of the problem i,j represents the Kronecker delta and the multiplication i,j xi,j determines
the selected elements of matrix N . The first two constraints in (3) allow the selection of exactly one element
of the matrix X in each row and each column to guarantee the necessary condition whereby the X results in a
permutation operator. While the third constraint allows
to select entries of greater than or equal to zero.
3.2 Relationship with assignment problems
Assignment problems deal with the question of how to assign n items of the set U (jobs, students) to n other items
of the set Y (machines, tasks) bijectively. This one-toone correspondence can be represented via a permutation
function. There are n! possible permutations that provide a solution to the problem, proving that it is NP-hard.
There are different ways in mathematics to describe an
assignment problem. For example, from the graph theory
point of view, a perfect matching between these sets represents an assignment. In this context, the problem stated
in (3) has strong resemblances with the linear sum assignment problem (LSAP) [8]. To solve LSAPs several
algorithms have been proposed, but none of them was
thought to be integrated into larger optimization problems
in the context of process synthesis and/or control. For
overcoming this drawback, the problem in (3) is solved
within two different environment in the following section.

XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015


3.3 Implementation based on stochastic and
deterministic algorithms
In this section, the input-output pairing problem is implemented in the GAMS as well as Matlab environments to
compare the deterministic Branch and Cut (BC) and the
stochastic genetic algorithm (GA) approaches, respectively. Initially, the MILP formulation in GAMS is presented in (4):
Pn Pn
minxi,j N = i j (di,j + ni,j )
st. P
n
xi,j = 1
Pj=1
n
i=1 xi,j = 1
xtj,i = xi,j
xti,j .i,j = i,j
(1 xti,j ).i,j = i,j
i,j xti,j .min
(4)
i,j 1 di,j
(i,j 1) di,j
i,j ni,j
i,j ni,j
xi,j , xti,j = {0, 1}
i,j , i,j , i,j R
di,j , ni,j R+
Where xti,j takes the value of 1 if the manipulated j is
used to control the control variable i and 0 in otherwise.
The entries i,j represent the elements that belong to the
main diagonal of the matrix and i,j the remaining
elements in the off-diagonal entries. Furthermore, di,j
is absolute value of i,j 1 and ni,j is absolute value
of i,j . The min parameter allows selected i,j values
higher than a certain threshold. Allowing the selected
inputs-outputs pairings have greater interaction to a certain value. A common threshold value could be 0.3. The
standard MIP solver has been used to solve the problem
in GAMS. The solver CPLEX 12 was selected for this
purpose.
The combinatorial problem formulation in the Matlab
context via GA is shown in (5)
minPc N = ||Pc I||sum
st.
Pc = [pcij ]
Pc PT
c =I
= [ij ] = PT
c
ij min
pcij = {0, 1}

(5)

where the individuals (chromosomes) are defined by C =


[c1 , . . . , cn2 ] and each gene ci belongs to a binary alphabet {0, 1}. These genes have a direct connection with the
pcij entries of the column permutation matrix Pc as follows,

c1
. . . cn
c(n+1)
. . . c2n

Pc =
(6)
..
..
..

.
.
.
c(n2 n+1)

. . . cn2

The initial population of individuals evolve towards the


best suited ones by minimizing the functional cost according to the constraints defined in (5), i.e. Pc must be
a permutation matrix and the selected RGA entries need
to be greater than min . This evolution is performed via
operators borrowed from natural evolution, i.e. mating,
reproduction, selection, mutation, etc., along the generations [7].
4

CASE STUDIES

In this section, the problem formulations are tested as


well as compared by considering several academic and
industrial case studies belonging to small, medium, and
large scale classification. This test was carried out on
R CoreTM i7-2600 (3.40
a desktop computer with Intel
GHz 3.80 GHz, 8 GB RAM) using Matlab r2013 and
GAMS 24.0.2.
4.1 Academic cases
This section is devoted to show the main differences related to the quality of the optimal solution and the optimization time between the deterministic and the stochastic approaches by using academic cases, i.e. artificial random matrices. Although the results are summarized for
problem sizes between 3 3 and 20 20, it is noteworthy
that the deterministic approach was tested exhaustively
reaching sizes of 500 500. For all the cases considered
in this subsection the minimum interaction suggested is
min = 0.
Figure 1(a) shows the optimization/computation time
of both approaches. Its is clear that the GAMS-based deterministic methodology is faster than the Matlab-based
stochastic one, by several orders of magnitude. While the
optimization times in the GAMS-based method are low
and grow slowly to the size of the problem, in the stochastic case the computation times increase quickly with the
size of the process. Thus, the input-output pairing problem formulated via the stochastic approach becomes intractable with the plant dimensions, due to unacceptable
computational times.
On the other hand, an interesting comparison is suggested in Fig. 1(b) related to the quality of the reached
solutions. It is well known that the GA-based stochastic
approaches are more prone to be entrapped in a local optimum. In the Fig. 1(b), 100% is the best optimal objective
value obtained between the two algorithms for each example, it is clear that the solutions suggested by the GA
method, when the size increase, are suboptimal ones. For
all examples the solutions obtained by BC are better than
they were obtained by GA. Furthermore, to guarantee a
convergence in the solution, the GA code needs to be run
several times which increases the effective computational
time even more. In contrast, the deterministic approach
reaches the optimal solution in a single run.
Due to space limitations, only the last two examples
from Fig. 1 are shown exhaustively in Table 1 and Table 2, which correspond to sizes n = 10 and n = 20,

XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015


10

Stochastic method - GA
10

Time [sc.]

10

10

10

10

10

Deterministic method - BC

-1

-2

7
Size

10

20

(a) Optimization times


106
Stochastic method - GA

Deterministic method - BC

Cost Function in %

105

104

103

102

101

100
3

7
Size

10

20

(b) Best solutions

Figure 1: Stochastic method vs Deterministic method


respectively. These tables summarize the input-output
pairing as well as the corresponding RGA number index
(N ) when the problem is solved via the stochastic approach such as the genetic algorithms (GA) and the deterministic one such as the branch and cut (BC) philosophy. It is important to note that, i,j refers to the main
diagonal of the already paired (permuted) RGA. In fact,
i,j means that the i-th output will be controlled with the
j-th input, i.e. the pairing.
4.2 Industrial cases
The GAMS-based deterministic methodology proposed
in the previous sections is used here to solve six square
industrial input-output problems: the Ding and Luyben column (DL) [9], the Ogunnaike and Ray Process (OR) [10, 11], the Shell Oil Fractionator (SOF)
plant [12], the Chiang and Luyben process (CL) [13], the
Tennessee Eastman (TE) plant [7] and the Pulp Mill (PM)
process [14, 15].
In the following a brief description of the involved processes are given. The DL, OR, SOF processes represent

3 3 pairing problems. The DL Process is a conventional


distillation configuration composed by a two-column system where benzene product is taked overhead in the first
column and toluene and xylene products produced in the
second column. The OR process is a well-known distillation column for ethanol-water separation and the SOF
plant is a distillation column with gaseous feed entering
in the bottom and the product streams are drawn off at the
top, side and bottom of the fractionator. The CL process
is a two feed-split heat-integrated distillation columns
for methanol-water separation and it represents a 4 4
pairing problem. The TE plant is a well-known benchmark simulation case from the process control community. Several pairing problems can be considered in the
TE case depending on the final control structure considered. Indeed, pairing problems with the size belonging to
4 4, 5 5, 6 6, 7 7, and 8 8 were considered in Zumoffen, 2013 [7]. Finally, the PM process is a large-scale
process consisting of two major areas such as the fiber
line and the recovery plant. The objective of the fiber line
is to produce fibers from wood chips at a desired production rate and quality. Major raw materials of this process
are wood chips and chemicals called white liquor (WL)
which consists primarily of NaOH and NaSH. The most
important objectives of the chemical recovery area are to
obtain energy from the combustion of black liquor and
to regenerate the NaOH and N a2 S from the weak black
liquor coming from the digester, extract liquor flows and
the brown stock washing system. In this case the square
pairing problem is 57 57.
Tables 3 and 4 summarize the optimization times, the
functional cost values, and the suggested pairing for each
industrial case study. The final pairings, for all examples,
agree with the opportunely presented in Zumoffen et al.
2013 [7, 16], Ding and Luyben 1990 [9] and Luppi et
al. 2013 [15]. In this work, these pairings were obtained
systematically via optimization with minimum heuristic
consideration and very low computational times. It is
important to note that the reported optimization time in
Table 4 of 0, 172 s represents an excellent performance
for a large-scale process of 57 57. In fact, Kariwala
and Cao [5] have reported approximately 300 s to solve a
medium-scale problem of 20 20 with their branch and
bound based algorithm and Luppi et al. 2013 [15] have
tested the same algorithm in the PM process reporting
unacceptable optimization times of 2.17 1054 seconds.
For all industrial cases presented here was fixed a minimum interaction threshold of min = 0.3. The effect
of this constraint can be tested from the selected entries
i,j reported in Tables 3 and 4. Although, this min is
helpful to select pairings with a minimum representative
interaction, it is worth mentioning that if this threshold
is increased progressively, it is very likely that feasible
pairing for n n will not be found, but in contrast may
be a feasible solution exists for (n 1) (n 1) or
(n 2) (n 2), etc. This fact opens another research
line related to the proper dimension of the control structures, which will be investigated in future works.

XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015


Table 1: Solution of Example 10 10
BC
GA

1,3
0,70
1,3
0,70

2,8
1,49
2,10
0,71

3,10
1,11
3,8
1,68

4,4
2,49
4,4
2,49

5,1
2,27
5,1
2,27

6,5
5,13
6,5
5,13

7,2
0,71
7,2
0,71

8,9
1,23
8,9
1,23

9,6
3,37
9,6
3,37

10,7
3,21
10,7
3,21

N
118,79
N
119,36

Table 2: Solution of Example 20 20


BC

GA

1,15
0,94
11,3
0,83
1,1
2,36
11,3
0,83

2,17
1,03
12,14
1,42
2,17
1,03
12,12
1,42

3,13
0,80
13,16
0,53
3,13
0,08
13,16
0,53

4,1
1,30
14,18
1,08
4,6
0,11
14,18
1,08

5,7
1,94
15,5
2,03
5,7
1,94
15,5
2,03

CONCLUSIONS

In this work a deterministic MILP formulation to solve


the input-output pairing problem was presented. The
first comparison, by using academic case studies, between stochastic and deterministic methodologies shown
that the GA approach converge to a poor local optimum
when the size of the process increases. Furthermore, the
computational time of the GA optimization takes unacceptable values when medium/large-scale processes are
considered. In all cases, the GAMS-based deterministic
methodology was faster than the Matlab-based stochastic one, by several orders of magnitude. This advantage enables the deterministic formulation to be incorporated within more complex optimization problems such
as the plant-wide control design. Finally, several industrial problems were solved by using the GAMS-based deterministic methodology to show the quality of the solutions. The obtained input-output pairing was compared
with the suggested ones, heuristically, in different publications. The proposed methodology favored both the
systematic evaluation and the minimization of heuristic
considerations. The future works will be focused on integrating the current approach with control and synthesis
of industrial processes.
REFERENCES
[1] E.H. Bristol, On anew measure of interaction for
multivariable process control, IEEE Trans. Autom. Cont., vol. 11, pp. 133134, 1966.

6,12
0,81
16,8
0,86
6,15
2,07
16,4
0,74

7,19
0,01
17,6
0,48
7,8
0,01
17,11
0,17

8,9
1,27
18,20
0,70
8,9
1,27
18,20
0,70

9,2
3,19
19,4
0,24
9,2
3,19
19,10
0,24

10,10
0,58
20,11
0,61
10,19
0,19
20,12
0,00

N
113,19

N
119,36

[4] M.A. Moezzi, A. Fatehi and M.A. Nekoui, A


novel automatic method for multivariable process
pairing and control, IEEE Conference Publications - INDICON, vol. 1, pp. 262267, 2008.
[5] V. Kariwala and Y. Cao, Branch and bound
method for multiobjective pairing selection, Automatica, vol. 46, pp. 932936, 2010.
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Computers & Chemical Engineering, vol. 24, pp.
841846, 2000.
[7] Zumoffen, D.A.R., Oversizing analysis in plantwide control design for industrial processes,
Computers and Chemical Engineering, vol. 59, pp.
145155, 2013.
[8] R. Burkard, M. DellAmico and S. Martello, Assignment problems, SIAM, 2009.
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[2] S. Skogestad and I. Postlethwaite, Multivariable


feedback control. Analysis and design, John Wiley & Sons, 2nd edition, 2005.

[11] Monica, T., Yu, C. and Luyben, W.,Improved


multiloop single-input/singleoutput (SISO) controllers for multivariable processes, Industrial
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[3] A. Khaki-Sedigh and B. Moaveni, Control


configuration selection for multivariable plants,
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[12] Maciejowski, J., Predictive control with constraints , Harlow, Essex, England, Prentice Hall,
2002.

XVI Reunion de Trabajo en Procesamiento de la Informacion y Control, 5 al 9 de octubre de 2015


Table 3: Solution to DL, OR, SOF, CL, and TE processes
DL
OR
SOF
CL
TE (4 4)
TE (5 5)
TE (6 6)
TE (7 7)
TE (8 8)

1,1
1,00
1,1
2,01
1,1
2,08
1,1
2,10
1,3
0.56
1,5
0,59
1,6
1,71
1,6
1,44
1,7
1,41

2,2
1,32
2,2
1,82
2,2
0,93
2,4
0,70
2,2
1.06
2,2
0,65
2,4
1,20
2,7
0,53
2,8
0,61

3,3
1,32
3,3
1,47
3,3
4,70
3,3
1,51
3,4
0.66
3,3
1,05
3,2
0,81
3,4
1,21
3,6
1,92

4,2
1,23
4,1
1.13
4,4
0,56
4,3
1,06
4,2
0,89
4,4
1,18

5,1
1,09
5,5
0,59
5,3
1,08
5,2
1,08

6,1
1,07
6,5
0,63
6,3
1,06

7,1
1,06
7,5
0,68

8,1
1,05

N
1,29
N
4,60
N
17,99
N
7,21
N
2.29
N
3,16
N
5,53
N
5,53
N
13,27

time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016
time [s]
0,016

Table 4: Solution to Pulp Mill Process (N = 659, 13 and t = 0, 172 s)


1,1
1,14
11,16
0,91
21,26
1,00
31,33
0,94
41,48
1,23
51,49
0,93

2,2
0,70
12,18
0,91
22,24
1,00
32,30
0,95
42,53
16,51
52,47
1,07

3,7
0,90
13,20
1,00
23,28
1,18
33,36
3,32
43,41
3,79
53,17
2,26

4,6
2,32
14,21
1,00
24,25
1,00
34,37
1,00
44,52
14,80
54,31
4,76

5,8
0,94
15,22
1,00
25,5
1,34
35,38
0,84
45,54
0,96
55,45
5,92

6,4
1,00
16,23
1,00
26,3
0,92
36,32
2,55
46,43
1,00
56,46
1,61

7,10
1,00
17,9
1,41
27,12
0,44
37,40
0,95
47,13
1,08
57,42
1,00

8,11
0,90
18,27
1,00
28,15
9,69
38,56
1,00
48,39
1,02

9,29
1,01
19,55
1,54
29,34
0,98
39,44
1,01
49,50
0,92

10,14
1,18
20,19
30,35
0,87
40,57
1,03
50,51
0,87

[13] Chang, J., Yu, C.,Synthesis of controller structures for robust load performance, International
Journal of Control, vol. 60, pp. 13531369, 1994.

for large-scale processes. Case study: Pulp mill


benchmark problem, Computers and Chemical
Engineering, vol. 52, pp. 272285, 2013.

[14] Doyle, J. and Doyle, F., A pulp mill benchmark


problem for control: Problem description, Journal of Process Control, vol. 14, pp. 1729, 2004.

[16] Zumoffen, D.A.R., and Basualdo, M.S., Improvements on multiloop control design via net load
evaluation, Computers and Chemical Engineering, vol. 50, pp. 5470, 2013.

[15] Luppi, P.A. and Zumoffen, D.A.R. and Basualdo,


M.S., Decentralized plant wide control strategy