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42   Cha p te r  T h r ee


                     possible so that the resulting model remains an adequate
                     representation of the underlying process. Another pitfall is a
                     potentially unacceptable increase in combinatorial complexity, which
                     can result if too many linear segments are used to approximate the
                     original relationship.
                     Discretization of Continuous Process Variables
                     Another approach to avoiding nonlinearity is to define a number of
                     fixed levels for some variables and then to substitute the original
                     nonlinear variables in the model with linear combinations of integer
                     variables and parameters (where the parameters are derived from
                     the original variables). In this way, the bilinear terms in the mass
                     balances of contaminants can be reduced to purely linear expressions.
                     In its consequences and pitfalls, this technique is similar to piecewise
                     linearization.
                     Other Techniques
                     There are other approaches and techniques for coping with nonlinear
                     models. Two of them are of particular interest to practical process
                     optimization: successive MILP (SMILP), which is used for model
                     decomposition and solving; and model reformulation.
                        Successive MILP can be applied to many process engineering
                     optimization models—as long as the nonlinearities are not too strong.
                     One example is the optimization of utility systems, which consist
                     mainly of a set of steam headers combined with steam turbines, gas
                     turbines, boilers, and letdowns. Most of the nonlinearities in such
                     systems are bound to the enthalpy balances of the steam headers, the
                     steam turbines, and the letdowns. The computational difficulties
                     imposed by the nonlinearities can be overcome by first fixing the
                     values of some system properties during optimization (e.g., enthalpies
                     of steam mains), thereby producing a linear optimization model, and
                     following this with a rigorous simulation after each optimization
                     step. The linear optimization steps are repeated, followed again by
                     simulation, and so on until convergence is achieved; see Figure 3.2.
                     This procedure converges rapidly when applied to the optimization
                     of existing utility systems: usually five iterations at most are required
                     to reach reasonably small error levels.
                        Model reformulation refers to the symbolic transformation of the
                     original nonlinear equations into another set of equations that are
                     equivalent but linear. The resulting set usually contains more
                     equations than the initial one. One such reformulation technique,
                     known as the  Glover transformation (Floudas 1995), can transform
                     equations containing the product of a continuous and a binary
                     variable. The essence of the technique is to replace each term that is a
                     product of a continuous variable and a binary variable with additional
                     continuous variables and an additional set of linear inequality
                     constraints.
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