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Chemical Engineering Science 64 (2009) 3736 -- 3752

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Chemical Engineering Science

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MILP-based initialization strategies for the optimal design of water-using networks

João P. Teles, Pedro M. Castro ∗ , Augusto Q. Novais
Departamento de Modelação e Simulação de Processos, INETI, 1649-038 Lisboa, Portugal


Article history: The optimal design of water-using systems involves necessarily the exploitation of all possible water
Received 10 July 2008 reuse and recycling alternatives. The general problem can be formulated as a non-convex nonlinear
Received in revised form 3 April 2009 program (NLP), but due to the presence of bilinear terms, it may be difficult for local optimization solvers
Accepted 29 April 2009
to attain global optimal solutions. To overcome this difficulty, this paper presents two mixed integer
Available online 21 May 2009
linear programming (MILP)-based procedures to generate a few structurally different starting points for
the NLP. In both, the problem is decomposed into calculation stages by assuming that the water streams
Water minimization progress in series through the water-using units, with the binary variables selecting which unit belongs to
Water re-use a certain stage. Their main difference concerns the way fixed flowrate units are handled, either separately
Design or in conjunction with a fixed load operation, since the former comprise a linear subsystem. The two
Mathematical modelling algorithms are compared to a closely related LP-based method taken from the literature and to the one
Optimisation employed by the global optimization solver BARON. The results from a large set of example problems
confirm their effectiveness in avoiding local solutions despite the small number of starting points. In
contrast to the previous method they are easily scalable and, for some of the larger problems, could
find better solutions than BARON with significantly fewer computational resources. The results have also
shown that the option of tackling one unit at a time is the most favorable.
© 2009 Elsevier Ltd. All rights reserved.

1. Introduction 1.1. Pinch-based methods

Water scarcity and escalating costs of wastewater treatment (in Wang and Smith (1994) were the firsts to apply pinch technol-
order to meet stricter environmental regulations on industrial efflu- ogy to the targeting and design of WUNs with minimum freshwa-
ents) have led to a growing emphasis on both freshwater minimiza- ter consumption and wastewater generation. These targets can be
tion and wastewater generation in industry. As a consequence, the easily found following the representation of the water-using opera-
identification of water reuse and/or recycling opportunities has been tions data on a concentration vs. cumulative mass load diagram and
regarded as an innovative step in the design and optimization of wa- generation of the limiting composite curve (LCC). The pinch point is
ter systems within the two most commonly used scientific solution then obtained by increasing the slope of the water supply line until it
approaches: the insight-based pinch technology, largely supported touches the LCC. After the targeting step, a few sets of rules are used
by graphical methods, and the more systematic mathematical pro- to design networks that verify those targets. In fact, the design pro-
gramming approaches. Other design methods use genetic algorithms cedure itself can ensure that the minimum targets are met as shown
(Prakotpol and Srinophakun, 2004; Lavric et al., 2005). Besides the by Castro et al. (1999). Similar design procedures have been used by
type of method being used, targeting/design methods for water sys- Feng and Seider (2001) and, for multicontaminant systems, by Wang
tems can be classified based on the problem being handled. Ideally, a et al. (2003). The network structure features internal water mains
fully integrated water-using and treatment network (WUTN) should to which the water-using operations are connected. Internal water
be sought but due to the inherent complexity of the problem, many mains mix outlet streams from some operations and distribute them
researchers have focused on either the water-using (WUN) or the to other units. The aim is to simplify the design, operation and con-
distributed wastewater treatment (WTN) designs. trol of the network, since they serve as buffers, i.e. the whole water
system can be operated smoothly if the water quality of the internal
water mains can be controlled.
While the above methods focus on mass transfer-based water-
using operations, important work has appeared in the literature
∗ Corresponding author. Tel.: +351 210924643; fax: +351 217167016. also dealing with fixed flowrate operations. A targeting method for
E-mail address: pedro.castro@ineti.pt (P.M. Castro). single contaminant systems that is based on composite curves and

0009-2509/$ - see front matter © 2009 Elsevier Ltd. All rights reserved.
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3737

on the concept of water surplus is given in Hallale (2002) together nonlinear constraints involve bilinear terms due to the product of
with a design method that meets the targets on freshwater use and flows by concentrations or of mass flows by split fractions, depend-
wastewater generation. Manan et al. (2004) described such graphical ing on how the problem is formulated.
procedure as tedious and presented the Water Cascade Analysis as Takama et al. (1980) were the firsts to address the simultaneous
its numerical equivalent, which is able to generate more quickly design of water usage and treatment networks and few additional
the exact utility targets and pinch location. Similar work has been features have been introduced since then (Huang et al., 1999). The
performed by Aly et al. (2005), who use the Load Problem Table. shortcoming of non-convex NLPs is that they are very difficult to ini-
A very comprehensive non-iterative targeting procedure that is tialize. This is particularly important if local optimization solvers are
nearly identical to that of El-Halwagi et al. (2003) has been pro- used, since the solution returned is very dependent on the starting
posed by Prakash and Shenoy (2005). When compared to the orig- point. To overcome this limitation, Gunaratnam et al. (2005) pro-
inal work of Wang and Smith (1994), the graphical representation posed a mixed integer nonlinear (MINLP) formulation together with
uses cumulative contaminant load vs. cumulative flowrate, instead a decomposition strategy that divides the problem into mixed inte-
of concentration vs. cumulative mass load. Furthermore, the limit- ger linear (MILP) and linear (LP) subproblems. These are then solved
ing composite curve and water supply line are replaced by source in an iterative manner to provide an initial starting point that is
and demand composite curves that are generated from the opera- then refined through the solution of the general MINLP. The basis of
tions inlet and outlet data, respectively. Feasible networks are those the main design stage comes from physical insights gained through
where the source composite is located below the demand compos- conceptual approaches and aspects of mathematical programming.
ite, with the optimal ones being those where the two meet in at least Overall, their approach is able to explore the synergies between the
one point, the pinch. This can be easily found by horizontal shift- two subproblems, is capable of solving them separately and pro-
ing of the source composite. In the process, the origin of the source vides a robust technique, although it does not necessarily lead to the
composite moves away from that of the demand composite, with global optimum.
the distance giving the amount of freshwater that is required. At the Building on this work, Alva-Argaéz et al. (2006) proposed a novel
other end of the chart, we get the total wastewater generation. Af- decomposition approach that simplifies the difficulties of the opti-
ter targeting, network design is achieved through an algorithm that mization problem, making systematic use of water-pinch insights
uses the principle of nearest neighbors, i.e. the water source streams to define successive projections in the solution space. Their generic
that are chosen to satisfy a particular water demand are the nearest methodology is applied for total water system design in petroleum
available neighbors in terms of contaminant concentration. refineries and has the potential to address retrofit problems.
Targeting methods can be applied for re-use, regeneration re-use While in the conventional superstructure the operations are sim-
and regeneration recycle. The consideration of regeneration units is ply connected to each other, it may be convenient, according to Feng
a way of incorporating some elements of wastewater treatment into and Seider (2001), to use internal water mains to simplify design
the design of the WUN and thus achieving some level of integration and control. Such hybrid structure has been used by Liu et al. (2008),
between the two problems. Agrawal and Shenoy (2006) extended who have recently proposed a MINLP that aims to reach a trade-off
the approach of Wang and Smith (1994) for fixed flowrate prob- between freshwater consumption and the controlling complexity of
lems. Targets for minimum regeneration, freshwater and wastewa- the water-using network. For a measure of the latter a control num-
ter flowrates can also be determined by the procedures of Ng et al. ber is used, which is defined as the summation of the number of op-
(2007) and Relvas et al. (2008). The ultimate goal is to achieve a wa- erations that receive water, either directly from other units or from
ter system with zero wastewater discharge, a specific case of regen- the internal water mains.
eration recycle systems with no wastewater outlet. In this respect,
Sustainability concerns are becoming increasingly more impor-
Deng et al. (2008) were the firsts to present a graphical method
tant in process design, with water networks being no exception. Lim
for single contaminant systems with fixed mass load that is able
and Park (2008) have proposed a NLP formulation to design an en-
to find the necessary conditions for zero discharge. Cormos and
vironmentally friendly WUN. The concept of life cycle assessment
Bandyopadhyay (2008) also used the concept of regeneration recy-
(LCA) is integrated into the objective function with a view to opti-
cle to significantly reduce freshwater requirements, while satisfy-
mize trade-offs among effect scores of the main environmental pol-
ing environmental discharge regulations. These authors propose a
lutants, which is in itself new and contrary to the traditional ap-
graphical representation, which together with analytical algorithms,
proach of minimizing solely the economic costs.
addresses the integrated water management in processes involving
Karuppiah and Grossman (2006) solved the design problem of an
a single treatment unit.
integrated WUTN to global optimality through a new spatial branch
Overall, the main merit of pinch analysis is that the various tar-
and contract algorithm. Piecewise linear under- and over-estimators
gets are identified ahead of the detailed network design. Neverthe-
were used to approximate the non-convex terms in the original NLP
less, the graphical technique suffers from scaling problems when the
in order to obtain a MILP relaxation whose solution provides a tight
compositions or flows of the various units and streams are vastly
lower bound at every node of the tree. Their algorithm is computa-
different, which can distort the representation. Its major disadvan-
tionally faster than the global optimization solver BARON, but is still
tage is, however, the inability to address multicontaminant problems
computationally expensive for medium sized problems. In addition,
water-using units were assumed to have fixed flowrate demands.
While it is straightforward to extend the approach for variable wa-
1.2. Mathematical programming approaches ter intakes, which is the normal assumption, the added complexity
of potentially loose bounds for such variables might compromise the
Mathematical-based optimization techniques are the best option efficiency of the algorithm. The work has been extended (Karuppiah
for more complex water systems with multiple contaminants. A com- and Grossman, 2008) to deal with uncertainty in the model param-
mon feature is the consideration of a superstructure that includes eters, such as contaminant loads for the water-using units and re-
all network design possibilities, namely water-using and/or treat- moval ratios for the treatment units. A multi-scenario non-convex
ment units as well as splitters and mixers for the water streams. MINLP model is formulated to globally optimize the integrated wa-
The problem is generally formulated as a non-convex nonlinear ter network operating under uncertainty. The novelty lies in com-
program (NLP) or a mixed integer non-linear program (MINLP), if bining the concepts of Lagrangean and convex relaxations in order
the connections between the units need to be accounted for. The to generate strong bounds.
3738 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

There are also mathematical programming-based methods in the streams down to the environmental discharge limits. The two
literature that attempt to find global optimal solutions following broadly classified categories (Prakash and Shenoy, 2005) of water-
the generation of multiple starting points for the general NLP. They using units (set O) are considered, i.e. fixed contaminant load and
can be considered global search heuristics even though they can- fixed flowrate. Fixed contaminant load operations (set Ofl ) are qual-
not guarantee global optimality. The methods of Hernández-Suárez ity controlled and may be modelled as mass transfer units (e.g.
et al. (2004) and Castro et al. (2007, 2009) for WTNs, and of Teles washing, scrubbing, and extraction). Their data is often expressed
et al. (2008) for WUNs, have in common the use of a superstructure by a limiting flowrate (folim ) together with maximum inlet (co,c
in max )

decomposition approach and the solution of several LPs and NLPs. out max ) concentrations, which are related to the mass
and outlet (co,c
Hernández-Suárez et al. (2004) employ a parametric optimization exchange (mo,c ) through Eq. (1). It is assumed that inlet and outlet
approach that fixes the split fractions after the treatment units, in flowrates from a fixed load operation are equal. Set C includes the
order to overcome the bilinear terms resulting from the product of pollutants that need to be taken into account.
split fractions by flows. Although very thorough, the search strategy
may involve a prohibitively large number of problems to solve. In mo,c = folim (co,c
out max in max
− co,c ) ∀o ∈ Ofl , c∈C (1)
Teles et al. (2008), an alternative initialization strategy is proposed
On the other hand, fixed flowrate operations (Off ) are quantity con-
where the different substructures are generated from all possible se-
trolled and may include water-using units like boilers, cooling tow-
quences of operations. Each operation is then tackled one at a time,
ers and reactors that do not involve any mass transfer. The flowrates
from the first to the last element in the sequence. By doing this, when
entering (foin ) and leaving (foout ) a particular unit need not be equal
addressing a particular operation, the concentration of all possible in max . Outlet con-
while their inlet concentrations can vary up to co,c
inlet streams is known beforehand, so only the flowrate variables out max and are thus independent on the
centrations are fixed to co,c
are unknown and the problem can be formulated as a LP. Thus, for
inlet concentrations.
a certain substructure, this procedure replaces a nonlinear program
To meet the demands of the water-using units, a set W of fresh-
by a succession of LPs. Although part of the feasible region is lost in wat ) and value v are
water sources with known concentrations (cw,c w
the process, the results for a collection of test cases have shown that
given. The objective is to minimize the total freshwater flowrate into
the best solution from the initialization stage is often the global op-
the system. As an alternative, given the cost parameters for the dif-
timal solution, which was always obtained following the NLP stage.
ferent water sources, it is straightforward to implement the mini-
The major drawback is that for a problem involving |Ofl | fixed load
units and at least one fixed flowrate unit, a total of |Ofl |! × |Ofl |2 LPs mization of the total cost of freshwater.
and |Ofl |! × |Ofl | NLPs need to be solved, a number that grows rapidly
with the number of units. Nevertheless, the proposed algorithm was 2.1. Remarks
generally much faster than BARON.
With the aim of reducing the overall computational burden of the While fixed flowrate operations may seem an odd concept, due
search procedure, while keeping the same success rate, this paper to the fact that they assume outlet concentrations to be indepen-
proposes two novel MILP-based algorithms that have the advantage dent of inlet concentrations, they can be very helpful when dealing
of not requiring a scan over all possible sequences of operations. The with industrial cases. The limiting case of foout = 0 allows modeling
novelty is to employ binary variables to select the best operation for a water sinks, while that of foin = 0 models water sources with known
particular position (stage) in the sequence. Again the initial network flowrates and properties. In between, we can handle a subsystem of
is generated sequentially, with only the previously unselected units units whose internal operation can be modified to keep the outlet
being considered in subsequent calculation stages. The conceptual conditions unchanged for slightly different inputs. A good example
differences between the three methodologies will be highlighted can be seen in El-Halwagi et al. (2004) and El-Halwagi (2006), where
after the formal problem statement is presented. the optimization of a pulp and paper process is considered, see Fig. 1.
in = 100
The inlet flowrates to the paper machines are fixed to fPMI
and fPMII = 40 t/h. Other given data states that the properties of the
2. Problem statement
in max = 0.02, cin max = 0.00125,
inlet stream must be lower than: cPMI,OM PMI,k
in max = 0.00, cin max = 0.00125. The aqueous outlet streams
This paper focus on the design of multicontaminant industrial cPMII,OM PMII,k
water-using networks without considering the treatment units that from the paper machines go to a hydro-pulper and a hydro-sieve,
are required to lower the concentration of the network's wastewater which generates a single output stream, containing broke, with the

Fig. 1. Pulp and paper process before and after optimization (adapted from El-Halwagi, 2006).
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3739

following characteristics: fBroke out max = 0.08, cout max =
= 30, cBroke,OM Splitters located immediately after the units (SPo ), generate the input
0.00130. In the current solution (on the left), this valuable stream is streams to the mixers or to the wastewater treatment system located
discarded. A better network design is achieved if most of the broke downstream.
is recycled to PMI, so as to meet the upper bound on OM (shown The general non-convex NLP formulation is given next. The model
on the right). Note that despite the change in the inlet conditions uses total flows and concentrations as variables, more specifically:
to PMI and PM2 (in all three properties), the broke stream remains wat , represents the flowrate of fresh water source w needed to sat-
unchanged, which clearly highlights the usefulness of fixed flowrate isfy the demand for operation unit o; Co,c in and C out are, respectively,
operations. the inlet and outlet concentrations for the fixed contaminant load
In this particular example, the paradigm of property integration operations; Fotot is the total flowrate into fixed load operation o; Fj,o
(El-Halwagi et al., 2004; El-Halwagi, 2006) was the approach used. It gives the total flowrate from operation j to operation o; and Fo rep-
considered three distinct properties: (i) objectionable material, OM; resents the outlet flowrate from operation o heading for the treat-
(ii) absorption coefficient, k; (iii) reflectivity, R ∞ . One of the advan- ment system. Since the constraints have been described in previous
tages of properties over components is that they are more manage- work (Teles et al., 2008), in the interest of space, no explanation is
able to track in cases with numerous chemical pollutants (e.g. com- provided.
plex hydrocarbons and ligno-cellulosic materials). The property of The objective function is the minimization of the total freshwa-
the mixture is evaluated as a function of both the flowrate and prop- ter cost, represented by Eq. (2). If one makes vw = 1 ∀ w, the ob-
erty of each stream. For objectionable material and absorption coef- jective becomes the minimization of the total freshwater flowrate.
ficient, the mixing rules are linear so the proposed solution method We will be making this assumption throughout this work, which
can handle them in the same way as concentrations. does not compromise in any way the applicability of the algorithms
to the more general case. Since the water sources will be speci-
3. General NLP formulation fied with random concentrations for the contaminants, there will be
no cleanest water source being preferred over the others, so multi-
There are likely many possible designs for a WUN, since the inlet
ple sources will indeed be selected. Nevertheless, we recognize that
freshwater streams and the several water-using units can be inter-
the water sources defined in the example problems do not exist in
connected in a wide variety of ways. With the purpose of perform-
ing a systematic search to determine the optimal flowsheet config-
The balances on the mixers, splitters and fixed mass load units
uration, we make use of a general network superstructure (Fig. 2),
are given by Eqs. (3)–(6). Eqs. (7)–(9) place upper bounds on the
similar to the one proposed by Wang and Smith (1994) that forms
contaminant concentrations that are allowed in the unit's inlet and
the basis for the NLP mathematical formulation. This structure in-
outlet streams by Eqs. (7)–(9). In order to make it easier to identify
corporates the full set of freshwater streams (i.e. more than one
bilinear terms (in Eqs. (5), (6) and (9)), variables are represented in
quality of freshwater can be handled) and water-using units. The
capital letters to differentiate them from model parameters.
rectangles representing the fixed load operations are filled in white

(O1 , . . . , O|Ofl | ), while those corresponding to the fixed flowrate units Min wat
vw · Fw,o (2)
are shadowed (O|Ofl |+1 , . . . , O|Ofl |+|Off | ). Each unit is preceded by a mixer w∈W o∈O
(MXo ), which merges freshwater and/or the reuse streams coming   oper
out of the other units. A particular freshwater source is split (SPw ) Fotot |o∈Ofl + foin |o∈Off = wat
Fw,o + Fj,o ∀o ∈ O (3)
into several streams and sent to the various mixers in the network. w∈W j∈O

Fig. 2. General superstructure for the design of water-using networks.

3740 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Fotot |o∈Ofl + foout |o∈Off = Fo + Fo,j ∀o ∈ O (4) section presents three alternative efficient methods to generate fea-
j∈O sible water-using networks for the initialization of the general NLP.
We first give an overview of the LP-based method of Teles et al.
Fotot · Co,c
= wat
Fw,o wat
· cw,c + Fj,o out
· (Cj,c out
|j∈Ofl + cj,c max
|j∈Off ) (2008) and then present the new MILP-based strategies.
w∈W j∈O

∀o ∈ Ofl , c ∈ C (5) 4.1. Review of LP-based method of Teles et al. (2008) (TCN)

mo,c = Fotot · (Co,c

out in
− Co,c ), ∀o ∈ Ofl , c ∈ C (6) Doyle and Smith (1997) were the firsts to propose a systematic
initialization procedure. An approximated version of the NLP is gen-
Co,c ⱕ co,c
in max
∀o ∈ Ofl , c ∈ C (7) erated by replacing the outlet concentrations in all operations by
their predefined maximum values and by relaxing the mass balance
over the units. Even though the resulting LP provides an infeasible
Co,c ⱕ co,c
out max
∀o ∈ Ofl , c ∈ C (8)
starting point, this solution method is effective, since under these
conditions the commercial NLP solvers have shown no difficulty in
foin · co,c
in max
ⱖ wat
Fw,o wat
· cw,c + Fj,o out
· (Cj,c out
|j∈Ofl + cj,c max
|j∈Off ) finding a solution.
w∈W j∈O
The idea behind TCN is similar in the sense that the concentra-
∀o ∈ Off , c ∈ C (9) tion variables are also replaced by appropriate parameters. How-
ever, instead of relying on problem data to preset the fixed load
4. Efficient solution methods operations' outlet concentrations and solving the full problem, TCN
tackles each operation one at a time, so that the concentration of
The presence of non-convex bilinear terms in the constraints im- all water streams that can be used to meet the demand of the unit
poses significant difficulties for the commercial local NLP solvers. under consideration is known beforehand. This procedure removes
Such solvers may fail to find feasible solutions (often caused by nu- all bilinearities and leads to a succession of partial freshwater mini-
merical singularities arisen when the flows in the bilinearities take a mization, LP problems.
value of zero), or may end up with suboptimal networks (an overview In TCN, the general superstructure is approximated by the
of NLP solution methods can be found in Biegler et al., 1997). One al- complete set of substructures that can be generated following the
ternative is to use global optimization solvers like BARON, but these assumption that the water streams go through the operations in
tend to be extremely demanding computationally, as will be seen sequence, from the point they enter the water-using system up to
later on. Hence, it is relevant to suggest valid approaches that are the point they are sent to the downstream treatment system. For
able to significantly reduce the computational effort and still obtain each sequence, every fixed load operation is pre-allocated to a sin-
the global optimal solution. gle position, ranging from 1 to |Ofl |. Fixed flowrate operations are
Since initialization procedures that rely on a single starting point easier to handle since they consist of a linear subsystem that can be
can compromise the quality of the solution when local solvers are considered simultaneously with any fixed load operation.
employed, the use of heuristic procedures that generate a wide vari- Overall, the proposed strategy involves the solution of a po-
ety of good starting points for the NLP can prove beneficial in finding tentially large number of mathematical problems (|Ofl |!(1||Off |=0 +
better solutions. As this number increases, the likelihood of finding |Ofl |||Off |>0 )(|Ofl |LPs + 1NLP)), which is little dependent on the
the global optimal solution also increases. With this in mind, this number of fixed flowrate operations. Thus, and although the

Fig. 3. General superstructure for the initialization process of model M1.

J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3741

generation of multiple starting points can improve the chances of

escaping local optima, as the number of operations increases the
total computational effort can reach prohibitive values.

4.2. New MILP-based algorithm with units handled separately (M1)

In the new MILP-based method M1, the same concept of address-

ing the full problem one operation at a time is employed but now
without considering all possible sequences. We thus avoid the gen-
eration of redundant sequences, most of them unable to converge
to global solutions through the use of local solvers. Fig. 3 displays
the basic superstructure together with the starting point of the ini-
tialization procedure. The operations are all clustered in a range of
columns, which represent calculation stages, with a single operation
per row. On each stage, a particular operation needs to be selected,
and this is accomplished through the use of binary variables Yo . Be-
cause of this, there are no connections between units belonging to
the same stage, except for the internal recycles of the fixed flowrate
While the proposed strategy is in essence single starting point,
multiple starting points are desired in order to increase the probabil-
ity of escaping local optima. For this reason, the proposed algorithm
considers that the first position in the sequence is fixed, leading to
|O| starting points. The algorithm is presented in Fig. 4, and is now
explained with an example involving four fixed load (O1 –O4 ) and
two (O5 –O6 ) fixed flowrate operations. The data for this example can
be found in Table 1.
After the setup, one starts by looking into the generation of the
first starting point (s = 1). The value (.l) of the binary variables is re-
set to zero and we go into the first calculation stage (p1 = 1). It is
clear that no stages have been tackled and so no units have been as-
signed to previous stages (set PvO = ∅). The set of active operations
(AcO) could be equal to the full set of units but since we want to
assign an operation to the first position in the sequence, only one is
considered following the order in which they were defined, in this
case O1 . With all the required data the MILP can be solved. After-
wards, the parameter that holds the position of the chosen operation
in the sequence is updated, P1,o1 = 1, and we move to the second
stage of the algorithm (p1 = 2). After updating the two dynamic sets
(AcO = {O2 , . . . ,O6 } and PvO = {O1 }) the second MILP is solved with
the optimizer selecting the operation that requires the lowest total
freshwater intake for the second position in the sequence. All oper-
ations are considered, with the exception of that fixed in the first
stage (O1 ), as can be seen in Fig. 5. All five remaining operations can
be fed by the freshwater streams but also by the outlet stream from
O1 . However, actual flowrates are allowed only into the selected unit,
the one for which the integer variable in the second stage equals
one. Operation O6 gets chosen and so P1,o6 = 2, AcO = {O2 , . . . ,O5 }
and PvO = {O1 , O6 }.
Identical procedure takes place in the third (p1 = 3) and subse-
quent stages leading to the selection of O4 , O5 , O2 and O3 , respec-
tively. After going through all positions in the sequence (inner loop
in Fig. 4), we get a feasible water-using network and an upper bound
on total freshwater consumption, tfsMILP . Such network is then used
as a starting point for the solution of the general NLP. Once this is
solved, the next step of the algorithm is to proceed (outer loop) to
the generation of the second starting point (s = 2), by first consid-
ering O2 in the first position (P2,o2 = 1) and so on. Once all starting
points have been generated and the NLPs solved, the algorithm fin-
ishes and reports the total computational effort and the best found
solution, which is assumed to be the global optimal solution. In total,
|O|2 MILPs followed by |O| NLPs, need to be solved, which is trans-
Fig. 4. Combined algorithm (M1 and M2) for finding global optimal solutions to the lated into 36 MILPs and 6 NLPs for this particular example. Table 2
design of WUN systems. lists all attained sequences together with the values of the objective
function prior to, and after the solution of the NLP.
3742 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Table 1
Problem data for example 13.

Conc. (ppm) C1 C2 C3 C4 f lim f in f out

c in max
c out max
c in max
c out max
c in max
c out max
c in max
c out max

O1 112 212 54 100 12 67 134 234 80

O2 32 60 12 50 47 200 56 156 60
O3 10 90 80 180 54 100 39 90 60
O4 45 89 93 120 70 120 177 200 10
O5 200 400 40 70 30 60 80 100 35 20
O6 300 450 55 155 80 100 120 220 45 40

cwat cwat cwat cwat

W1 0 0 3 1
W2 0 3 0 1
W3 3 0 0 1

Fig. 5. Illustration of the initialization phase of model M1 for Ex13.

Table 2 lected units are known. Eq. (14) replaces the mass balance over the
Results obtained for algorithm M1 in Ex13.
fixed load units (Eq. (6)). Since the outlet concentrations need not
Initial solution (t/h) NLP solution (t/h) Obtained sequence to be determined, it is enough to ensure that the maximum outlet
concentration is not exceeded. Note that the mass exchange term is
S1 181.820 178.263 O1 –O6 –O4 –O5 –O4 –O3
S2 209.623 178.263 O2 –O4 –O6 –O5 –O3 –O1 only added for the chosen unit, while for the others, Eq. (13) ensures
in max ⱕ cout max . Eq. (15) assures
that Eq. (14) is always met since co,c
S3 201.483 189.849 O3 –O4 –O5 –O6 –O2 –O1 o,c
S4 216.764 178.263 O4 –O5 –O6 –O2 –O3 –O1 that the outlet flowrate from previously selected unit j to the chosen
S5 216.764 178.263 O5 –O4 –O6 –O2 –O3 –O1 unit o, does not exceed the amount still available. Eq. (16) ensures
S6 213.227 178.263 O6 –O4 –O5 –O2 –O3 –O1
a zero inlet flowrate for non-selected fixed mass load units, where
the limiting flowrate folim acts as the upper bound. Finally, Eq. (17)
guarantees that a single unit is selected.
The MILP formulation is given next and its constraints are very  
similar to those of the general NLP formulation given in Section 3. Min Fw,o (10)
The objective function in Eq. (10) minimizes the flowrate entering w∈W o∈AcO
the set of active operations (AcO). Eqs. (11) and (12) give the flowrate   oper
balances over the MXo mixers and SPo splitters, respectively. No- Fotot |o∈Ofl + foin |o∈Off · Yo = wat
Fw,o + Fj,o ,
tice that the inlet/outlet flowrates to the fixed flowrate units, sec- w∈W j∈PvO∨(j∈AcO∧j∈Off ∧j=o)
ond term on the left-hand side (LHS) are only accounted for if the ∀o ∈ AcO (11)
unit is selected, i.e. if the binary assignment variable Yo is equal to
tsys oper
1. In Eq. (11), only previous selected units or the unit itself, if of the Fotot |o∈Ofl + foout |o∈Off · Yo = Fo + Fo,o |o∈Off , ∀o ∈ AcO (12)
fixed flowrate type, can feed operation o, second term on the right-
hand side (RHS). In Eq. (12), the unit outlet stream can either go to wat
Fw,o wat
· cw,c + [ Fj,o
oper out
· cj,o
|j∈Ofl + Fj,o
oper out
· cj,c max

|j∈Off ]
treatment (in subsequent stages this stream may actually be used w∈W j∈PvO
totally or partially in other units) or be recycled, if o ∈ Off . The max- operout max
+ (Fo,o · co,c )|o∈Off
imum inlet concentration constraint over the MXo mixers is given
by Eq. (13), where all the outlet concentrations from previous se- ⱕ (Fotot |o∈Ofl + foin |o∈Off ) · co,c
in max
, ∀o ∈ AcO, c ∈ C (13)
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3743

Fig. 6. General superstructure for the initialization process of model M2.

  oper oper
⎛ ⎞
Fw,o wat
· cw,c + [ Fj,o out
· cj,o
|j∈Ofl + Fj,o out
· cj,c max

|j∈Off ]

 ⎜  wat  oper  oper ⎟

w∈W j∈PvO Co,c .l = ⎜
⎝ Fw,o · l · cw,c
+ Fj,o · l · cj,c
+ Fj,o · l · cj,c
out max ⎟
⎠ Fotot · l,
w∈W j∈PvO j∈PvO
j∈Ofl j∈Off
+ mo,c · Yo ⱕ Fotot · co,c
out max
, ∀o ∈ Ofl ∩ AcO, c ∈ C (14) ∀o ∈ AcO, o ∈ Ofl , Yo · l = 1, c∈C (19)
Fo,j ⱕ fotsys , ∀o ∈ PvO (15) out
Co,c out
· l = co,c in
= Co,c · l + mo,c /Fotot · l,
∀o ∈ AcO, o ∈ Ofl , Yo · l = 1, c ∈ C (20)

Fotot |o∈Ofl ⱕ folim · Yo , ∀o ∈ AcO, o ∈ Ofl (16)

4.3. New MILP-based algorithm with fixed flowrate units handled as a
 system (M2)
Yo = 1 (17)
o∈AcO A possible alternative to M1 is presented in this section, where
we take into consideration the fact that fixed flowrate operations
After solving a particular MILP, we get the value of variables Fotot , are easier to handle since they comprise a subsystem that can be
wat , F tsys and F oper (o ∈ AcO, j ∈ PvO). These variables will not be
Fw,o o j,o solved as a LP (Teles et al., 2008). The idea is to consider all of them
used in the starting point's following MILPs so their value remains within one single calculation stage. Naturally, all stages need to be
constant up to the moment the next NLP starts to be solved. The screened so the total number of starting points (and of NLPs solved)
flowrate heading to the treatment system (Fo ) will be totally avail- is equal to the number of fixed load units |Ofl |. The total number
able to satisfy the requirements of the remaining units. However, of MILPs solved is in turn equal to |Ofl |2 . Overall, M2 can lead to
the amount consumed in stage two must be subtracted in order to an important reduction in the number of mathematical problems to
calculate the availability for stage three, and so on. The general equa- tackle in those cases where fixed flowrate operations are involved.
tion is given in Eq. (18). Inlet and outlet concentrations can be de- Fig. 6 illustrates the initialization procedure for the case where
termined through Eqs. (19) and (20). Note that Eq. (19) only requires the fixed flowrate units are allocated to the second calculation stage.
outlet concentrations from previous units. With this strategy, it is possible to reuse the outlet stream from a
 particular fixed flowrate unit either into itself (internal recycling), or
tsys tsys tsys oper
fo = fo + Fo · l|o∈AcO∧Yo ·l=1 − Fo,j · l, ∀o ∈ O (18) into the other fixed flowrate units, or still into the fixed load unit that
j∈AcO∧Yj ·l=1 is allocated to the stage in question. Furthermore, the outlet from
the chosen fixed load unit can also feed the fixed flowrate operations
3744 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Fig. 7. Illustration of the initialization phase of model M2 for Ex13.

  oper oper
wat wat out out max
(in this case, to avoid a bilinear term, one assumes that the outlet Fw,o · cw,c + [ Fj,o · cj,o
|j∈Ofl + Fj,o · cj,c |j∈Off ]
concentrations are at the maximum values, Doyle and Smith, 1997). w∈W j∈PvO
The flowchart in Fig. 4 can also be used for M2, and will now be out max
+ (Fj,o · cj,c )
illustrated with the example introduced in Section 4.2, assuming j∈AcO∧(j∈Off ∨(j∈Ofl ∧o∈Off ))
that the fixed flowrate system is fixed to position two (s = 2), like in ⱕ (Fotot |o∈Ofl + foin |o∈Off ) · co,c
in max
, ∀o ∈ AcO, c ∈ C (23)
Fig. 6.
Starting with p2 = 1, the MILP selects unit O4 , leading to P2,o4 =1.   oper oper

wat wat out out max
Fw,o · cw,c + Fj,o · cj,o
|j∈Ofl + Fj,o · cj,c |j∈Off
Afterwards, the dynamic sets are updated and the active operations
w∈W j∈PvO
for the second calculation stage, which includes the fixed flowrate  oper out max
units, are AcO = {O1 , O2 , O3 , O5 , O6 }, while the unit just selected goes + (Fj,o · cj,c )
into the set of previous operations, PvO = {O4 }, see Fig. 7. Continuing j∈AcO∧j∈Off

with the second iteration (p2 = 2), the optimizer selects fixed load + mo,c · Yo ⱕ Fotot · co,c
out max
, ∀o ∈ Ofl ∩ AcO, c ∈ C (24)
unit O2 and so the next assignments are: P2,o2 = 2, AcO = {O1 , O3 }

and PvO = {O2 , O4 , O5 , O6 }. In the third stage, unit O3 is selected Yo = 1 (25)
leaving O1 to be the last element in the sequence. o∈AcO
The MILP formulation is given next. M2 shares with M1 the objec-
tive function (Eq. (10)), as well as Eqs. (15) and (16). The remaining The results obtained for all starting points can be seen in Table 3.
constraints, Eqs. (21)–(25), have some differences when compared
to Eqs. (11)–(14) and (17). Firstly, in M2, only fixed load units can
4.4. Remarks
be selected and so the binary variables are restricted to the Ofl sub-
set, as it can be seen in Eq. (25). Secondly, in the calculation stage
In design problems it is often required to enforce/forbid con-
incorporating the fixed flowrate system, there are more possibilities
nections between units. In addition, it is highly desirable to avoid
for water reuse, as mentioned before. Taking Eq. (23) as an example,
streams with very low flowrates due to economical or controllability
unit j can feed unit o if it has been assigned to previous stages or if
reasons. Such constraints can be easily incorporated in the proposed
j ∈ Off ∧ j = o, like in M1 (see Eq. (13)). Now, however, more than a wat
solution strategies by using two new sets of binary variables: Yw,o
single unit will normally be involved, so units j, either fixed load or
for identifying the match between freshwater source w and opera-
fixed flowrate, can feed fixed flowrate units o. oper
tion o; Yj,o for the match between units j and o. Assuming that f min
  oper represents the lower bound on the flowrate, we get the following
Fotot |o∈Ofl + foin |o∈Off = wat
Fw,o + Fj,o ,
sets of constraints for M1 (the domain of the constraints would be
w∈W j∈PvO∨(j∈AcO∧(j∈Off ∨(j∈Ofl ∧o∈Off )))
slightly different for TCN and M2).
∀o ∈ AcO (21)

Fw,o ⱖ f min · Yw,o
, ∀w ∈ W, o ∈ AcO (26)
tsys oper
Fotot |o∈Ofl + foout |o∈Off = Fo + Fo,j , ∀o ∈ AcO (22)
oper oper
j∈Off ∨(j∈Ofl ∧o∈Off ) Fj,o ⱖ f min · Yj,o , ∀j ∈ PvO, o ∈ AcO (27)
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3745

Table 3 Another aspect is the consideration of fixed flowrate units as a

Results obtained for algorithm M2 in Ex13.
subsystem. Methods TCN and M2 are conceptually similar in this
Initial sol. (t/h) NLP sol. (t/h) Achieved sequence respect so, given the higher number of starting points, it is no surprise
that M2 provides worse initializations than TCN. The Exs 18 and 23
S1 205.423 178.263 {O4 ,O5 ,O6 }–O2 –O3 –O1
S2 202.634 178.263 O4 –{O2 ,O5 ,O6 }–O3 –O1 exceptions suggest that it can be better to treat fixed flowrate units
S3 196.281 178.263 O4 –O2 –{O3 ,O5 ,O6 }–O1 separately, which is confirmed from the direct comparison between
S4 194.301 178.263 O4 –O2 –O3 –{O1 ,O5 ,O6 } M1 and M2 that generate significantly fewer starting points than
TCN (see Table 7). The former provides better initializations overall
(14 vs. 10), partly due to the generation of a few more points but
more importantly due to a wider variety of structural arrangements,
Fw,o ⱕ (folim |o∈Ofl + foin |o∈Off ) · Yw,o
, ∀w ∈ W, o ∈ AcO (28) as can be seen from the comparison between Tables 2 and 3 for
Ex13. On the other hand, M2 has the benefit of allowing for more
oper oper
Fj,o ⱕ (folim |o∈Ofl + foin |o∈Off ) · Yj,o , ∀j ∈ PvO, o ∈ AcO (29) integration. However, it is also true that the best starting point will
typically be the one where the fixed flowrate subsystem is allocated
The type of mathematical problems being solved in the initializa- to the last calculation stage, simply because it will typically have
tion stage remains naturally unchanged for the new methods while larger freshwater requirements when compared to the individual
for TCN it switches from a LP to a MILP. In the final solution stage, units (for Ex13, the best starting point, S4, is the one where the fixed
the algorithms would solve problems of the mixed-integer nonlin- flowrate units, O5 –O6 , are allocated to the last stage).
ear (MINLP) type, instead of NLPs. While the former are harder to
solve, given the small size of the problems no convergence issues 5.2. Quality of the best found solution
were observed in the instances solved, and the total computational
effort increased only by a small percentage. After the initialization procedure, the second part of all three
solution methods involves solving the general NLP as many times
5. Computational results as the number of generated starting points. The goal is to find the
global optimal solution, but of the approaches taken only BARON can
The proposed alternative procedures M1 and M2, together with guarantee that the best solution found is in fact a global solution.
our previous algorithm TCN, have been applied to the solution of 36 Thus, we start the analysis by looking into the results from BARON,
example problems. The first nine (Exs 1–9) are originally from Teles which will then be compared to those from TCN, M1 and M2.
et al. (2008), while the data for the others were generated randomly. The results in Table 6 show that only a subset of the problems
The problems characteristics are given in Table 4, where it can be (Exs 5, 8, 11 and 16) were solved to global optimality. For the re-
seen that the size has increased considerably from a maximum of maining, the optimality gap could not be reduced to zero up to the
6 (Exs 1–9) to 20 water-using units, with up to six contaminants. maximum resource limit, so there is no guarantee whether the best
Due to the high number of problems involved, the data is given as solution found is the global one. Nevertheless, we have the additional
Supplementary material (Exs 10–36). The performance of the global information that the lowest total freshwater consumption cannot
optimization solver BARON was also tested to evaluate the quality drop below the lower bound. At the time of termination, this lower
of the best solution found and compare the total computational ef- bound is sometimes very close to the optimal solution but, as ex-
fort. In this respect, and in order to ensure numerically stable lower pected, the gap increases with the problem size. Most notably, the
bounding problems, appropriate bounding of the model variables relative optimality gap for Ex32 is still very large (53.2%) after more
was required (see Teles et al., 2008). than four days of calculation. Overall, BARON was able to find the
All the algorithms were implemented and executed in GAMS best reported solution in all problems excluding Exs 30–34.
(Brooke et al., 2005) version 22.5, using an Intel Core 2 Duo processor The most important result from Table 6 is that the new proposed
running at 2.4 GHz, with 2 GB of memory RAM, and Windows Vista method M1 is the most effective at finding the optimal solution,
Business. The mathematical problems were solved using CPLEX (LPs since it only failed for Ex28, for which the value of 1814.238 t/h is a
and MILPs), CONOPT (NLPs), DICOPT (MINLPs) or BARON (NLPs). mere 0.1% higher than the one from BARON. In contrast, the values
obtained by BARON for Exs 30–34 were 1.90, 5.52, 2.34, 1.35 and
5.1. Quality of the best starting point 8.89% higher, respectively. The method M2 failed in eight occasions
(Exs 11, 16, 22, 24, 26, 28, 30, 34) and in all but Ex28 found a worse
All three solution strategies start by finding various feasible so- solution than M1. Interestingly enough, in those seven problems, M2
lutions to the WUN design problem that act as upper bounds on the used fewer starting points than M1 (see Table 7 in columns # NLPs)
global optimal solution. It is thus reasonable, in order to evaluate and in five of them, the initialization was of inferior quality (see Table
their quality, to use the best solution from the initialization proce- 5). Finally, it should also be highlighted that our previous approach,
dure as a performance measure. The values are given in Table 5 and TCN, was fully successful in the problems that it could tackle. Again
some trends can be observed. this is not totally unexpected considering that it has better starting
Algorithm TCN leads to the lowest total freshwater consumption points, both in quantity and quality.
for all examples but Exs 18 and 23, where M1 prevails. This is not
totally unexpected if one recalls that TCN is the method leading 5.3. Success rate in finding the global optimal solution
to the highest number of starting points. Furthermore, a particular
starting point is generated following the pre-allocation of units to Table 7 shows the number of starting points generated by the
calculation stages, rather than letting, as in M1 and M2, the solver different methods, together with the number of local optimal solu-
select which one to allocate to a certain stage. While the selection of tions, solely in terms of the value of the objective function. In other
units based on total freshwater consumption makes sense when the words, degenerate solutions corresponding to diverse structural ar-
aim is to minimize the system total consumption, it is also true that rangements were not differentiated. The other entry lists the suc-
a less demanding water-using unit, both in terms of flow and water cess rate, i.e. the number of starting points leading to the best found
quality, may benefit from being left behind in the selection process solution. Taking Ex2 as an example, all three methods found 3 al-
if it can rely solely on reused water. ternative solutions. In TCN, 21 of the 24 NLPs were able to find the
3746 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Table 4
Physical characteristics of the example problems.

|Ofl | |Off | |W| |C| |Ofl | |Off | |W| |C| |Ofl | |Off | |W| |C| |Ofl | |Off | |W| |C|

Ex1 3 1 1 2 Ex10 3 1 2 3 Ex19 4 0 3 4 Ex28 20 0 4 6

Ex2 4 0 3 4 Ex11 3 1 4 4 Ex20 4 5 4 5 Ex29 14 6 3 6
Ex3 4 0 2 4 Ex12 4 0 3 2 Ex21 4 2 4 6 Ex30 15 5 5 6
Ex4 4 2 1 2 Ex13 4 2 3 4 Ex22 4 3 5 6 Ex31 20 0 5 6
Ex5 4 3 2 2 Ex14 4 3 2 6 Ex23 5 2 5 6 Ex32 20 0 3 4
Ex6 5 0 4 5 Ex15 5 2 2 6 Ex24 4 3 4 6 Ex33 11 5 3 4
Ex7 5 0 3 6 Ex16 4 1 3 4 Ex25 5 2 4 3 Ex34 13 3 6 4
Ex8 5 0 3 4 Ex17 4 1 3 3 Ex26 10 2 4 6 Ex35 13 3 4 5
Ex9 6 0 2 6 Ex18 3 1 3 4 Ex27 8 8 5 4 Ex36 9 4 3 5

Table 5
Lowest total freshwater consumption (t/h) after initialization.

Solver CPLEX

Model TCN M1 M2 TCN M1 M2

Ex1 86.833 Ex19 74.605 75.920

Ex2 74.605 75.920 Ex20 407.264 420.242 417.515
Ex3 143.419 Ex21 217.105 220.503 217.259
Ex4 123.929 132.833 129.773 Ex22 327.374 348.069 339.329
Ex5 198.111 206.180 201.111 Ex23 381.868 366.884 388.867
Ex6 144.114 145.212 Ex24 512.116 528.842 530.281
Ex7 280.771 280.877 Ex25 413.091 424.898 423.389
Ex8 166.198 175.282 Ex26 – 829.843 846.876
Ex9 313.513 313.720 Ex27 – 674.907 678.520
Ex10 169.117 172.607 188.839 Ex28 – 1876.197
Ex11 105.337 109.483 128.585 Ex29 – 1321.403 1323.093
Ex12 167.204 180.073 Ex30 – 918.856 948.290
Ex13 178.954 181.820 190.202 Ex31 – 876.512
Ex14 330.046 349.309 338.609 Ex32 – 788.027
Ex15 362.249 374.417 383.652 Ex33 – 684.825 692.397
Ex16 288.306 291.568 320.388 Ex34 – 727.820 713.223
Ex17 157.378 161.621 Ex35 – 823.088 815.626
Ex18 239.563 239.181 267.735 Ex36 – 713.221 679.776

Table 6
Best found solution in terms of total freshwater consumption.

Model (t/h) Objective LBa Model (t/h) Objective LBa


Ex1 86.833 85.97 Ex19 74.470 74.297

Ex2 74.470 74.03 Ex20 403.196 392.227
Ex3 143.413 142.52 Ex21 216.370 216.345
Ex4 123.929 123.66 Ex22 323.505 327.237 323.505 323.396
Ex5 197.690 – Ex23 366.473 366.412
Ex6 142.082 141.10 Ex24 511.964 514.647 511.964 511.895
Ex7 280.771 280.76 Ex25 410.635 382.221
Ex8 164.490 – Ex26 – 797.977 800.891 797.977 775.645
Ex9 312.922 311.48 Ex27 – 556.675 516.678
Ex10 169.117 169.102 Ex28 – 1814.238 1812.170 1668.568
Ex11 104.886 106.277 104.886 – Ex29 – 1285.006 1237.357
Ex12 165.195 163.902 Ex30 – 744.112 744.538 758.670 363.578
Ex13 178.263 177.536 Ex31 – 681.583 719.038 204.761
Ex14 329.570 325.324 Ex32 – 638.717 653.735 305.918
Ex15 361.518 358.718 Ex33 – 565.343 572.951 443.507
Ex16 285.934 291.175 285.934 – Ex34 – 583.522 590.299 635.395 452.281
Ex17 157.094 151.764 Ex35 – 783.951 760.960
Ex18 238.733 236.875 Ex36 – 662.807 594.418
Lower bound at the time of termination, when unable to prove global optimality.

optimal, whereas M1 and M2 were successful in two out of four different networks with just a few starting points. A good illustra-
cases. tive example is Ex31, where every starting point leads to a different
The most interesting result from Table 7 is that the number of solution. In terms of the success rate, one can argue that it gives
different solutions is very similar for the three methods, TCN, M1 a measure of complexity, with a lower rate being associated with
and M2, which is to some extent surprising since for TCN the num- a greater tendency to get trapped in local solutions. Naturally, the
ber of NLPs solved is typically one order of magnitude larger. This larger models in terms of the number of operations, like Exs 28, 31,
confirms the effectiveness of M1 and M2 in generating structurally 32 and 34 (see Table 4), were found to be the most complex. In this
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3747

Table 7
Number of local optima found and algorithm's success rate.

Method # NLPs Local Optima Success rate (%) # NLPs Local Optima Success rate (%)


Ex1 18 4 3 1 1 1 100 100 100 Ex19 24 4 4 4 3 3 71 50 50

Ex2 24 4 4 3 3 3 88 50 50 Ex20 96 9 4 3 3 2 78 78 75
Ex3 24 4 4 1 1 1 100 100 100 Ex21 96 6 4 3 2 2 49 83 50
Ex4 96 6 4 1 1 1 100 100 100 Ex22 96 6 4 5 4 3 31 14 0
Ex5 96 7 4 1 1 1 100 100 100 Ex23 600 7 5 2 2 2 42 14 20
Ex6 120 5 5 3 3 3 43 60 60 Ex24 96 7 4 2 2 1 51 29 0
Ex7 120 5 5 2 2 2 41 60 60 Ex25 600 7 5 11 4 2 37 43 40
Ex8 120 5 5 2 2 2 35 20 20 Ex26 – 12 10 – 6 3 – 50 0
Ex9 720 6 6 2 2 2 37 17 17 Ex27 – 16 8 – 4 2 – 63 13
Ex10 18 4 3 1 1 1 100 100 100 Ex28 – 20 20 – 7 7 – 0 0
Ex11 18 4 3 2 2 1 67 25 0 Ex29 – 20 14 – 4 4 – 10 7
Ex12 24 4 4 1 1 1 100 100 100 Ex30 – 20 15 – 18 11 – 5 0
Ex13 96 6 4 3 2 1 39 83 100 Ex31 – 20 20 – 20 20 – 5 5
Ex14 96 7 4 3 2 2 59 29 75 Ex32 – 20 20 – 16 16 – 5 5
Ex15 600 7 5 2 2 1 59 71 100 Ex33 – 16 11 – 11 5 – 19 18
Ex16 96 5 4 3 2 1 36 20 0 Ex34 – 16 13 – 12 8 – 6 0
Ex17 96 5 4 1 1 1 100 100 100 Ex35 – 16 13 – 6 8 – 25 31
Ex18 18 4 3 1 1 1 100 100 100 Ex36 – 13 9 – 2 2 – 62 11

Table 8
Total computational effort (in CPUs).

Algorithm TCN M1 M2 BARON Algorithm TCN M1 M2 BARON

Ex1 10.84 5.31 2.27 3600 Ex19 18.65 5.97 4.2 72 000a
Ex2 18.25 5.38 3.98 7800a Ex20 100.63 43.45 15.83 111 625a
Ex3 18.33 5.36 3.97 3600a Ex21 90.67 15.52 4.76 72 000a
Ex4 79.74 14.53 3.66 200 000a Ex22 89.03 50.09 8.67 144 000a
Ex5 85.52 20.56 4.03 36 Ex23 740.31 22.04 6.79 72 000a
Ex6 120.55 8.71 6.11 3600a Ex24 88.98 22.33 4.49 93 600a
Ex7 126.58 8.82 6.48 63 000a Ex25 673.48 22.03 6.68 12 100a
Ex8 117.7 8.34 5.91 2834 Ex26 – 90.49 29.2 241 200a
Ex9 1078.8 15.12 8.9 5000a Ex27 – 210.85 21.13 72 000a
Ex10 10.6 6.25 3.29 72 000a Ex28 – 387.49 170.49 100 800a
Ex11 12.43 6.18 2.65 51 000 Ex29 – 376.03 73.51 230 400a
Ex12 18.33 6.59 4.56 72 000a Ex30 – 410.84 91.46 230 400a
Ex13 83.12 15.68 4.5 72 000a Ex31 – 384.23 166.87 230 400a
Ex14 83.82 22.12 4.66 72 000a Ex32 – 382.14 155.61 360 000a
Ex15 637.2 22.06 6.73 72 000a Ex33 – 197.36 38.52 360 000a
Ex16 83.5 10.04 4.3 37 980 Ex34 – 184.69 50.88 162 000a
Ex17 83.69 10.03 4.34 72 000a Ex35 – 204.78 51.3 17 200a
Ex18 11.47 8.24 2.41 72 000a Ex36 – 107.11 20.17 100 800a
Maximum resource limit.

respect, units of the fixed load type seem to add more complexity tractable since they lead to the solution of a prohibitively high num-
than their fixed flowrate counterparts, which again was not totally ber of problems. The other alternative is to solve the general NLP
unexpected since as mentioned before, the latter form a linear sub- with the global optimization solver BARON, but even more compu-
system. tational resources may be involved, where CPU values of the order of
days can be noted, which are not even a guarantee that the optimal
solution will be found. Thus, it is reasonable to conclude that M1 is
5.4. Total computational effort the most efficient approach since it gives the best trade-off between
solution quality and speed.
The last performance indicator is the total computational effort.
The results in Table 8 show that the computational time is directly
6. Illustrative examples
related to the number of mathematical problems to solve since it in-
creases in the order M2–M1–TCN. It is particularly relevant to note
In this section, the proposed algorithms M1 and M2 are illustrated
that the average time was 92 CPUs, with 7 min being the maximum
in terms of the best water-using networks that result from the ini-
computational time for algorithm M1 (in Ex30). In contrast, the hard-
tialization and NLP phases. Four test cases, Exs 21, 22, 33 and 11 are
est problem to tackle by M2 was Ex28, which needed about 3 min,
used for this purpose. The first will be used to guide us through the
while the average was equal to 28 CPUs. Given the higher success
network representation diagrams, which feature the optimal values
of M1 in finding the optimal solution of 97% (i.e. in 35 out of 36
of the variables together with the problem data.
examples) as against 78% for M2 (28 out of 36) and the amount of
computational resources involved, the added effort can only be con-
sidered a small penalty to pay. While TCN was fully successful at 6.1. Ex21
obtaining the optimal solution, the total effort was larger by about
one order of magnitude. Furthermore, examples comprising more Ex21 involves four freshwater sources, four fixed load and two
than seven fixed load operations (Exs 26–36) can be considered in- fixed flowrate units, and six contaminants. The best solution from
3748 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Fig. 8. Best network from the initialization process of M2 for Ex21.

Fig. 9. Best network from the initialization process of TCN for Ex21.

the initialization stage of M2 is given in Fig. 8. The chosen sequence as TCN, since the underlying superstructure is the same, so this is a
of operations is O4 –{O1 ,O5 , O6 }–O3 –O2 resulting in a total fresh- surprising result. If one looks at the first calculation stage, involving
water consumption of 217.259 t/h. This value can be found above O4 , one realizes that the solution from both methods is the same,
the left-most rectangle, which represents the source of the different 9.286 t/h of W3, but for the second stage the solutions degenerate for
freshwater streams. The right-most rectangle represents the sink for a common partial freshwater consumption of 125.466 t/h. While in
the wastewater streams heading for the treatment system down- Fig. 8 (M2), the freshwater source for O1 is W3, in Fig. 9 (TCN) is W1.
stream, which total 167.259 t/h. Above the arrows representing each The main consequence is that the outlet concentrations are not the
freshwater stream, the required flowrate is indicated, and below, same, which will affect the freshwater requirements in the follow-
the contaminants' concentration, one per row. In this case, three ing two calculation stages. In fact, for M2, O3 and O2 require slightly
freshwater streams were selected (W1, W3 and W4) with flowrates higher flowrates (34.943 and 47.565 vs. 34.917 and 47.437 t/h, re-
equal to 106.481, 28.271 and 82.508 t/h, respectively. The same logic spectively) than in the resulting network from TCN, leading to an
is used to present the contaminant values for the inlet and outlet overall higher water consumption and wastewater generation. This
streams to/from a particular unit but now two columns of data are is a good illustration of the major disadvantage of decomposition
required: the optimal and the maximum allowed concentrations. methods over the solution of the full problem.
Whenever the maximum values are reached, the values are shown in The optimal network has a total freshwater consumption equal
bold. Notice that fixed flowrate units O5 and O6 are characterized by to 216.730 t/h and is a global optimal solution within a 0.02% toler-
fixed maximum outlet concentrations and this is why all values are ance (see Table 6). Besides BARON, all three algorithms were able to
in bold. Units of these type also have fixed inlet and outlet flowrates find networks with such consumption, which does not necessarily
(e.g. 125 and 40 t/h in O6 ). In contrast, fixed load units have equal mean that the networks were exactly the same. In fact, the result-
inlet and outlet flowrates and, besides the maximum concentration ing networks are often different, indicating some degree of degen-
values, are characterized by a limiting flowrate, which is given above eracy. The solution from M2 is given in Table 9, which also features
the corresponding block. the initial values prior to the solution of the NLP. It is obvious that
A very similar solution but with a lower freshwater consumption the structures are significantly different. First, no stream kept the
(e.g., 217.105 t/h), was obtained by TCN for the same sequence of op- same flowrate. Second, of the 15 initial interconnections, only eight
erations (see Fig. 9). In theory, M2 is able to obtain the same solution were selected in the optimal solution. Third, on some of these, the
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3749

Table 9
Flowrates in best initialization network and corresponding NLP solution from M2, Ex21.

(t/h) O1 O2 O3 O4 O5 O6

Init. NLP Init. NLP Init. NLP Init. NLP Init. NLP Init. NLP

W1 19.527 48.948 39.031 9.408 16.423 15.503 90.058 83.953

W3 18.985 9.286
W4 47.565 34.943
O1 0.425 11.284 17.314 5.057 1.303 2.213
O2 7.876
O3 40 30.357 0.447 8.85
O4 9.286 9.408
O5 7.988
O6 1.015 1.152 3.381 0.176 34.942 32.196

Fig. 10. Optimal network for Ex22.

flowrate values changed considerably (e.g. from 11.284 to 17.314 in 323.505 t/h. In contrast, M2 generated a network with a consump-
O1 –O2 ). Similar results were observed in other examples. tion of 327.237 t/h (1.2% higher). Of the five freshwater sources, W2
was discarded by the optimization procedure, while W4 was the
6.2. Ex22 preferred one.
In the optimal network shown in Fig. 10, five units have inlet
Ex22 consists of four fixed load and three fixed flowrate oper- concentrations equal to their maximum values for at least one con-
ations involving six contaminants and five water sources. The best taminant and the limiting contaminants are C1 for O3 and O6 , C2 for
solution found for Ex22 can also be considered a global one since, at O5 , C3 for O7 , C5 for O1 and O3 , and C6 for O3 . Notice that whenever
the time of termination, the lower bound from BARON was within the maximum inlet value is reached for a contaminant, the fixed load
0.03% (see Table 6). Besides BARON, methods TCN and M1 could unit's inlet flowrate is equal to the limiting flowrate and the outlet
also find networks with a total freshwater consumption equal to concentration is set at its maximum. In fixed flowrate units it is as-
3750 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

Fig. 11. Best found network for Ex33.

Table 10
Units inlet and outlet concentrations for the network shown in Fig. 11.

Conc. (ppm) C1 C2 C3 C4

C in
C out
C in
C out
C in
C out
C in C out

O1 399 427 390 1480 203 1333 421 1121

O2 7 237 6 661 4 935 6 451
O3 883 2730 1292 1823 1401 1963 862 2369
O4 138 1545 346 608 327 2706 341 2563
O5 628 1703 1612 1858 1474 2273 1092 2952
O6 79 143 53 435 93 914 168 1099
O7 19 1216 8 212 12 749 35 2815
O8 119 220 334 1632 469 1357 225 2821
O9 2 2704 9 240 8 1188 1 279
O10 1924 2342 1083 2078 1632 2260 396 2142
O11 1393 2347 994 2563 1923 2218 2076 2127
O12 647 1446 557 1730 886 2830 1185 2558
O13 614 2236 527 2292 381 1911 371 2001
O14 239 2808 76 1630 78 2281 191 1996
O15 672 1753 320 1716 413 890 1237 1853
O16 317 1379 360 2352 192 2532 249 626

sumed that the outlet concentrations are not affected by the quality 6.3. Ex33
of the inlet stream. This is the reason why their recycling streams
have normally a higher flowrate than those of fixed load units (e.g., Ex33 is one of the examples were the new algorithms were able
30.270 t/h for O6 ). to beat BARON in both solution quality and speed so it deserves some
One important feature of the optimal network shown in Fig. 10 attention. The best solution obtained features a total freshwater con-
is that the outlet stream from O3 has outlet concentrations below sumption of 565.343 t/h and may not be the global optimum. The
the maximum values, which contradicts one of the necessary condi- corresponding network is given in Fig. 11, while the concentration
tions of optimality for multicontaminant systems given in Bagajewicz data can be found in Table 10. It shows a complex mesh of inter-
(2000) that states that at least one component must reach its max- connections, in a total of 34 amid reutilizations and recycles. Some
imum outlet concentration. Networks with similar characteristics of these involve very low flowrates (e.g. 0.499 t/h in the recycling
had already been reported in Teles et al. (2008). The fact that the stream of O7 ), which can be avoided by using the sets of constraints
outlet concentration constraints are not active in the solution is described in Section 4.4, at the likely penalty of a small increase in
an indication that O3 is not determining the solution. This can be freshwater consumption. More specifically, for fmin = 1 t/h, the to-
easily verified by performing a sensitivity analysis on the influ- tal freshwater flowrate increases by less than 0.1% to 565.715 t/h.
ence of the limiting flowrate on the value of the objective func- Finally, and as noted in Ex21, the magnitude of the recycling flow
tion. More specifically, the total freshwater consumption remains depends on the operation type. Fixed flowrate operations O15 and
the same (323.505 t/h) for fOlim ∈ [16.5, 67.471] (40 t/h was the value O16 feature values of 46.163 and 10.296 t/h, respectively, which are
used). significantly greater than the recycling flow in fixed load unit O7 .
J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752 3751

Fig. 12. Best solutions found for Ex11 without (left) and with f min = 1 t/h (right).

6.4. Ex11 system to a certain stage, and then considering all possible combi-
To conclude the discussion, we illustrate the differences between The results have shown that the algorithm with no distinction
the best networks obtained with and without restrictions on the between operation types was the best approach since it could find
minimum stream flowrate, for Ex11, see Fig. 12. The penalty on the optimal solutions in all but one example from the large set of
freshwater consumption is, like for Ex33, very small, 0.017 t/h. thirty six instances considered. It was even more successful than
The major structural change is that we are no longer limited to the global optimization solver BARON, with the added advantage of
freshwater W4. In fact, 15.971 t/h of W3 are being used and W4 con- being orders of magnitude faster. The performance of the new algo-
sumption is down to 88.933 t/h. The similar contaminant concen- rithms has also been compared to that of a closely related heuristic
trations of these streams are probably the reason why the flowrate procedure developed by the present authors. In such previous work,
differences are considerable. The elimination of the 0.004 t/h O3 the unit assignment to calculation stages was made a priori, lead-
recycling stream is compensated by the new W3 –O1 stream, so the ing to a series of linear programs and a significantly larger number
number of interconnections remains the same, 13. The other unde- of starting points resulting from the exhaustive enumeration of all
sirably low flowrate, O4 –O1 , now features the minimum specified possibilities. The results have shown that the new best method is as
value, f min = 1 t/h. effective as its predecessor in escaping local optima, requires signif-
icantly fewer computational resources and can go well beyond the
7. Conclusions previously observed practical limit of seven fixed load units. Large
problem instances can be tackled with fairly reasonable computa-
This paper has presented two new algorithms for the optimal de- tional resources as illustrated with those examples featuring 20 units,
sign of water-using networks with multiple contaminants featuring which took less than 7 min to solve.
fixed contaminant load as well as fixed flowrate units. They can be
viewed as two-phase procedures, where the initialization phase pre- Notation
cedes the optimization of a standard nonlinear programming prob-
lem derived from a superstructure that includes all alternatives for Sets/indices
freshwater use and wastewater reuse and recycling. The novelty is
the generation of starting points based on the sequential solution
of a few mixed integer linear programs, where the binary variables AcO active operations, those that can be assigned to the
are used to select the most appropriate unit in terms of minimum calculation stage under consideration
freshwater consumption. The sequential procedure avoids the need C/c process contaminants
of bilinear terms by ensuring that the concentration of all possible I numbering of units ({1, . . . ,|O|} for M1, {1, . . . ,Ofl |} for
inlet streams to one calculation stage are known beforehand or from M2)
the results from previous stages. The MILP-based procedures differ Off fixed flowrate operations
in the way units are treated, either evenly or according to their type Ofl fixed contaminant load operations
(fixed load or fixed flowrate). While both methods are in essence O/o,j water-using operations
single starting point, it has been found that multiple starting points PvO operations allocated to previous calculation stages
are desirable to avoid local optima. These were generated by fixing W/w freshwater sources
a particular unit to the first calculation stage or the fixed flowrate s initialization point under consideration
3752 J.P. Teles et al. / Chemical Engineering Science 64 (2009) 3736 -- 3752

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