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Pro c ess  O p timization  27


                     method should be based on a clear understanding, and toward this
                     end it is useful to bear in mind three aspects of optimization
                     problems:
                         1.  An optimization problem is  convex if it minimizes (or
                            maximizes) a convex objective function and if all the
                            constraints are convex (Williams, 1999).
                         2.  An optimization problem is  linear if its objective function
                            and all the constraints are linear; note that all linear
                            optimization problems are also convex (Williams, 1999).
                         3.  A variable that can assume only integer (whole number)
                            values is an  integer variable; integer variables that are
                            constrained only to values of 0 or 1 are binary variables.
                        Optimization problems are classified in terms of the following
                     specific features:
                         •  Objective type: Minimization or maximization problems.
                         •  Presence of constraints: Unconstrained versus constrained.
                            Most practical tasks involve the formulation of constrained
                            optimization problems.
                         •  Problem convexity: Convex versus nonconvex.
                         •  Linear and nonlinear problems: This aspect depends on the
                            nature of the objective function and/or the constraints. Most
                            process optimization problems are bilinear (i.e., containing
                            products of two optimization variables), for example, they
                            feature componentwise mass balances involving products of
                            mass flow rates and concentration and enthalpy balances
                            involving products of mass flow rates and enthalpies.
                         •  Absence of integer variables: In such cases the entire problem is
                            continuous and so linear programming (LPR) or nonlinear
                            programming (NLP) models are employed.
                         •  Presence of integer variables: In such cases the problem is
                            referred to as “integer.” Integer problems are further
                            subdivided into pure integer programming (IP) models,
                            which involve only integer variables; mixed integer linear
                            programming (MILP) models, which involve linear
                            relationships with both integer and continuous variables;
                            and mixed integer nonlinear programming (MINLP)
                            models,  which involve nonlinear relationships with both
                            integer and continuous variables.

                        Further details on these classifications and their properties can
                     be found in Floudas (1995) and Williams (1999). The most important
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