Computers and Chemical Engineering 34 (2010) 2085–2096

Contents lists available at ScienceDirect

Computers and Chemical Engineering

journal homepage: www.elsevier.com/locate/compchemeng

An equation-oriented approach for handling thermodynamics based on cubic

equation of state in process optimization
Ravindra S. Kamath, Lorenz T. Biegler ∗ , Ignacio E. Grossmann
Chemical Engineering Department, Carnegie Mellon University, Pittsburgh, PA 15213, USA

a r t i c l e i n f o a b s t r a c t

Article history: This paper deals with handling of the cubic equation of state (CEOS) in equation-oriented (EO) process
Received 16 March 2010 optimization. The roots of the CEOS are generally computed by subroutine-based calculations that involve
Received in revised form 21 July 2010 logical if-else conditions. This approach can lead to nonsmoothness and convergence issues when used
Accepted 23 July 2010
with gradient-based solvers in an EO framework. In this work, we propose a new general EO approach for
Available online 3 August 2010
selecting the appropriate root of the CEOS by incorporating derivative constraints specific to the desired
(vapor or liquid) phase. We prove that these constraints are capable of isolating the liquid, middle and
Keywords:
vapor root. The derivative constraints are tested using the EO phase-equilibrium formulation of Gopal
Cubic equation of state
Flash calculations
and Biegler (1999) which is suitably extended for handling CEOS and relaxing the derivative constraints
Complementarity constraints in the event of disappearance of phases. Using numerical examples involving simulation of flash vessels
Nonlinear programming and optimization of distillation column, it is demonstrated that the proposed EO formulation always
Process optimization selects the appropriate roots, handles missing phases on distillation trays and flash units, and is fairly
Simulation robust to different starting points in the phase envelopes.
© 2010 Elsevier Ltd. All rights reserved.

1. Introduction
An equation of state (EOS) is a thermodynamic equation that
relates two or more state functions (temperature, pressure, volume
etc.) in order to describe properties of fluids and their mixtures.
The use of cubic equations of state (CEOS) became popular in the
modeling of natural gas systems in the 1970s because of their
remarkable prediction of the phase behavior of hydrocarbon flu-
ids. All CEOS have their foundation in Van der Waal’s EOS (Waals,
1873), which was developed in the 1870s but was limited to pre-
diction of thermodynamic properties of the vapor phase. The Soave
modification of the Redlich–Kwong (RK) equation (Soave, 1972) has
been a major success in extending the application of CEOS from
the prediction of vapor thermodynamic properties to vapor–liquid
equilibria for non-polar and slightly polar components. Thereafter,
the Peng–Robinson (PR) EOS (Peng & Robinson, 1976) was devel-
oped which had a superior accuracy near the critical region and a
better prediction of liquid density of most materials. Most of the fur-
ther developments on the cubic equation on state have been related
to modification of alpha functions and mixing rules, which has
improved their predictive capabilities further, particularly for polar
mixtures. Although more theoretically based equations of state,
such as the simplified-statistical-associating-fluid theory (SAFT)
∗ Corresponding author. Tel.: +1 412 268 2232; fax: +1 412 268 7139.
E-mail address: lb01@andrew.cmu.edu (L.T. Biegler).
EOS (Chapman, Gubbins, Jackson, & Radosz, 1990) have been pro-
posed and developed in recent years, the use of CEOS has remained
widespread because of several advantages such as simplicity of
application, determination of few parameters and lower compu-
tational overhead.
The SRK, PR and their variants are the most widely used cubic
equations in the chemical and petroleum industry for process mod-
eling, simulation and optimization. These CEOS can, in general be
expressed in the form  3 + a1  2 + a2  + a3 = 0 where  is either vol-
ume or compressibility factor and the corresponding coefficients
are a function of temperature, pressure and composition of the
thermodynamic system. The above equation can be solved either
analytically or numerically and in either case, appropriate guide-
lines are employed to select the appropriate (vapor or liquid) root.
Once the correct root is identified, the necessary thermodynamic
(enthalpy, entropy etc.) and vapor liquid equilibrium (fugacity
coefficient) properties can be easily calculated using explicit analyt-
ical expressions for departure functions (Reid, Prausnitz, & Poling,
2000) based on the chosen equation of state.
In contrast, our work focuses the systematic selection of appro-
priate root of the cubic equation in the context of an equation
oriented (EO) approach for process optimization.
It is found that certain practical guidelines or heuristics are
always needed to select the appropriate root, i.e. to at least verify
its “correctness” if not isolating it from the other roots. However,
practical insights proposed to date are not mathematically or ther-
modynamically rigorous and may thus fail to find the right root (i.e.

0098-1354/$ – see front matter © 2010 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compchemeng.2010.07.028
2086 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096
middle root or no root, instead of the correct vapor or liquid root).
Although the evaluation of the roots of a CEOS using analytical cal-
culations in an external procedure is well-studied, we argue that
it is not suitable for use with the EO approach. Thus, some type of
rigorous constraints are needed so that the CEOS can be expressed
in a fully EO form and easily integrated with the rest of the EO opti-
mization formulation. It is in this context that this work sheds new
light by exploiting mathematical properties of the cubic equation
combined with physical insight about the nature of vapor and liquid
roots.
In this work, new mathematically rigorous criteria for bound-
ing and selecting the correct root of the CEOS are developed, which
are convenient to implement in an equation-oriented optimiza-
tion environment. We first present a brief background on the
sequential-modular (SM) and the equation-oriented (EO) approach
for simulation and optimization of process flowsheets. The issues
involved in the evaluation of the roots of the CEOS in the context of
both these approaches are discussed. In particular, we put empha-
sis on handling the switch between one and three real roots in the
event of disappearing or missing phases and describe how the exist-
ing techniques lead to discontinuities when directly applied to the
EO approach. We then present the theory section, where we show
that the first and second derivatives of the CEOS exhibit certain
properties that can be exploited in order to isolate and select the
desired vapor or liquid root. These properties are first proved for
the case of three real roots and then extended to the case of only
one real root. We then illustrate how the phase-equilibrium for-
mulation of Gopal and Biegler (1999), which handles missing or
disappearing phase, can be extended to incorporate the CEOS as the
thermodynamic model. It is shown that derivative constraints for
the CEOS can be relaxed using the same slack variables that handle
the missing phases in the formulation of Gopal and Biegler (1999).
The derivative constraints are tested within the extended EO for-
mulation using three numerical case studies. The first two case
studies involves simulation of flash vessels in (P,T) and (P,Q) mode
where the outlet phases (vapor or liquid or both) are not known a
priori. These case studies demonstrate that the extended EO formu-
lation coupled with derivative constraints for the CEOS is robust to
different starting points in the vapor and liquid phases. The last case
study involves optimization of a single-feed distillation column to
minimize the reboiler load while meeting the product purity spec-
ifications. Using different cases for product purity constraints, we
show that our proposed formulation can detect optimal solutions
involving flow conditions in the distillation column that include
both vapor and liquid, liquid only or vapor only, or neither.
2. Background
Before discussing the choice of implementation method for
the CEOS, we briefly describe the two major approaches used
for process optimization in the chemical industry. The first is the
sequential modular (SM) approach (Biegler, 1989) where an opti-
mizer is coupled with a simulator in which modules (e.g. equipment
in a flowsheet) are solved sequentially as black-box models with
numerical strategies that are specifically tailored for each unit
operation. In these formulations, the interaction between the sim-
ulator and the optimizer is either only through the degrees of
freedom (feasible path method) or along with it, with some tear and
additional design variables (infeasible path method). Moreover,
within the SM environment, a number of flash algorithms have
been proposed including the popular inside-out method (Boston
& Britt, 1978) and robust homotopy-continuation methods (Bausa
& Marquardt, 2000; Sun & Seider, 1995). Also, Gani, Muro-Sune,
Sales-Cruz, Leibovici, and O’Connell (2006) present a mathemat-
ical analysis of CEOS and other property models for both pure
components and mixtures, and propose solution strategies such
as simultaneous or nested iterative loops based on the ordering of
these equations.
In the SM mode, the simulator is relatively easy to construct
and debug because of the tailored procedures for the blocks. How-
ever, because of the modular approach, derivatives for the implicit
models are not directly available and are usually supplied by finite
differences, which can lead to inaccuracy and round-off errors.
Another drawback is that unit models need to be solved repeatedly
and their intermediate failure can be detrimental to optimization.
The second approach is the equation-oriented (EO) approach
(Westerberg & Berna, 1978) in which most (if not all) equations and
variables corresponding to the unit operations are solved simul-
taneously and incorporated within the optimization problem. In
this approach, exact derivatives are directly available and the per-
formance of the optimization algorithms does not deteriorate due
to round off errors in gradients. Compared to the SM approach,
this mode requires a more careful problem definition, initializa-
tion by the user, and a robust general purpose nonlinear solver.
Nevertheless, the EO approach is preferred for complex flowsheets
with many nested recycle loops and implicit design specifications.
A comprehensive review of both these approaches as applied to
flowsheet optimization is provided in Biegler, Grossmann, and
Westerberg (1997). The above descriptions would suggest that the
analytical method will be suitable for the SM approach and the
numerical method will be preferred for the EO approach. Surpris-
ingly, many of EO modeling tools used in the chemical industry such
as Aspen EO solver (AspenTech, 2006) and gPROMS (PSE, 2009) still
evaluate the cubic equation using analytical calculations within
an external procedure and the pros and cons of this integrated
approach need careful investigation.
Obtaining the roots of the cubic equation has been well stud-
ied. The most widely used one is based on the analytic solution
of Cardano (Uspensky, 1964). It involves converting the general
cubic equation into the depressed form  3 + p + q = 0 without the
quadratic term. The further solution of the depressed cubic equa-
tion depends on the sign of the discriminant which identifies the
number of real roots (one or three) as well as their distinctness
(all distinct or at least two are equal). The evaluation of the roots
involves several if-else loops to handle issues like sign (positive,
negative, zero) of discriminant and square and cubic roots of inter-
mediate variables (Perry & Green, 1997). While this method is easy
to implement in procedure-based modeling environments, there
are cases where it fails, or worse, predicts incorrect roots, mostly
due to overflow and round-off errors (Herbison-Evans, 1986). For
example, Zhi and Lee (2002) show that at low temperatures, the
analytical solutions of the CEOS lead to irrational results while an
iterative solution of the cubic equation produces valid results. A
careful implementation of the analytical method combined with
physical insight about the EOS can however reduce the occurrence
of these failures (Hess, Su, & Shertukde, 2008; Salim, 2006). The
presence of several if-else loops and intermediate variables, and
additional overhead to avoid round-off errors can make the analyt-
ical method computationally expensive; an iterative approach may
be at least as efficient (Mathias, Boston, & Watanasiri, 1984).
Another serious limitation, which is valid only in the context
of EO optimization is that the if-else tests in the procedural cal-
culation can lead to discontinuous derivatives during transitions
between the roots, i.e. when the selected root changes from the case
of three distinct roots to (at least) two equal or only one real root. As
a result, procedure-based analytical calculations may lead to non-
smoothness and failure to satisfy the Karush–Kuhn–Tucker (KKT)
conditions within an EO optimization framework. In this study, we
characterize these roots by inequality constraints and model the
appearance or disappearance of phases through explicit changes in
the active sets of these inequalities, in the KKT conditions of the EO
system.
 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096 2087

To incorporate CEOS in a fully EO optimization problem, we

write the cubic equation and additional relations as a set of equal-
ity and inequality constraints. In such an implementation, the
appropriate root for the CEOS is expected to be selected using
simple inequality constraints that bracket the desired root. For
example, Viswanathan and Grossmann (1993) use the empirical
criteria for isothermal compressibility proposed by Poling, Grens,
and Prausnitz (1981) to select the correct root of the SRK EOS while
optimizing the feed locations and number of trays of a distillation
column by mixed integer nonlinear programming. Similarly, while
studying retrograde condensation, Bullard and Biegler (1993) use
the value of 1/3 as upper and lower bound constraints for select-
ing the liquid and vapor root respectively of the same EOS. Many
EO optimization environments such as GAMS (Brooke, Kendrick,
& Raman, 1998) and AMPL (Fourer, Gay, & Kernighan, 2002) pre-
fer a fully EO form to take complete advantage of the benefits of EO
optimization. Although a fully EO form will require a careful initial-
ization scheme and a robust optimization algorithm, it is expected Fig. 1. Second derivative of the cubic equation evaluated at the smallest (liquid) and
to be the fastest and most suitable for large-scale optimization largest (vapor) root have opposite signs.
problems.
An issue highlighted earlier but not described in detail, is the
use of physical and thermodynamic knowledge about the equa- roots of the CEOS is to distinguish the middle root from the liquid
tion of state in selecting the appropriate root of the cubic equation. or vapor roots. Although this possibility has not been highlighted
The root usually represents the compressibility factor or volume in the literature, it can create serious issues particularly in the two
depending on whether the cubic equation is expressed in a dimen- phase region near the critical point, where the roots are very close
sionless form or not. There is a range of temperatures for a given to each other. The above mentioned empirical criteria may fail in
pressure and composition over which the CEOS results in three real these cases and only criteria based on thermodynamic or mathe-
roots. Over this temperature range, the CEOS can adequately rep- matical theory are expected to guarantee the isolation of middle
resent both vapor and liquid properties. The largest root represents root from the remaining roots. However, to the best of our knowl-
the vapor phase and the smallest represents the liquid phase. Out- edge, no such theoretical criteria have been seen in the existing
side the temperature range, the CEOS has only one real root. The literature on the CEOS.
challenge in handling the CEOS in the context of process optimiza- This work focuses on handling of the CEOS, i.e. method of repre-
tion as compared to solving a general cubic equation is to select the sentation and solution in EO optimization. Based on the arguments
appropriate root in the case of three real roots and verifying that given in the previous paragraphs, an ideal scenario would be to
the real root indeed corresponds to the desired phase in the case implement the CEOS and its auxiliary equations as equality con-
of one real root. In the case of three real roots, one way to select straints and select the appropriate root by imposing inequality
the desired root is to compute all three real roots analytically and constraints. The cubic equation and its second derivative have some
then use the criteria for largest or smallest root. The advantage of properties which may be worth exploiting. Their profiles are shown
this approach is that no further physical insight is needed to select in Fig. 1 for the case of three real roots. As can be seen, the sec-
the appropriate root. However, this requires an external procedure ond derivatives of the smaller (liquid) and the larger (vapor) roots
with if-else tests for handling multiple roots and min-max criteria. are negative and positive, respectively. Thus, the opposite nature
Instead, one can apply physical and thermodynamic constraints to of the signs of the second derivative could be used to distinguish
bracket and verify the appropriateness of the available root. More- the vapor and liquid roots. Moreover, the constraint based on the
over, since the number of real roots is not known a priori, having second derivative will be linear and consequently, the optimiza-
such reliable constraints based on physical insight is essential in tion problem will not be affected significantly in terms of size and
selecting and verifying the desired root. nonlinearity. Before these ideas are implemented, the following
Several guidelines and heuristics have been proposed to isolate questions need to be addressed:
and verify the liquid-like or vapor-like nature of the roots. Lawal
(1987) showed that the CEOS can have even negative roots and the • Is the property of second derivative general, i.e. does it hold for
smallest root for compressibility must be greater than the covolume all chemical systems and operating conditions?
for the CEOS to have any physical significance. In the case of a sin- • How will the middle root be distinguished, i.e. the sign of the
gle real root, Asselineau, Bogdanic, and Vidal (1979) demonstrate second derivative at this root is bound to be the same as either
that the calculated root can be unequivocally assigned to either that of liquid or vapor root?
the liquid or vapor phase by comparing the calculated volume to • Do these properties hold for the case of only one real root?
the pseudocritical volume. Poling et al. (1981) proposed the use of
isothermal compressibility ˇ to judge the vapor-like or liquid-like
The next section of this paper addresses theses issues and devel-
nature of the roots. They suggested that the root is liquid-like if it
ops appropriate constraints, based on CEOS derivatives, to isolate
satisfies ˇ ≤ 0.005 atm−1 . The corresponding criterion for the vapor
the roots and subsequently calculate the relevant thermodynamic
root is (0.9/P) ≤ ˇ ≤ (3.0/P). A major limitation of all these previously
properties.
proposed guidelines is that they are not based on sound mathe-
matical or thermodynamic theory. As a result, they are not general
and may need to be customized based on the type of problem and 3. Properties of roots of a CEOS
operating conditions. For instance, Zhao and Saha (1998) show that
Poling’s method fails for an equimolar mixture of ethane–heptane Let the cubic equation be of the form
because the inequality criteria do not clearly differentiate the iden-
tification of the phases. Another problem in the case of three real f () =  3 + a1  2 + a2  + a3 = 0 (1)
2088 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096

where  is the either compressibility factor or volume in the context middle root is to compare its location with respect to the inflection
of the CEOS. The first and second derivatives are given by point. This is based on the following property:

f  () = 3 2 + 2a1  + a2 (2) Theorem 2. For a cubic equation having three real roots, the inflec-
 tion point is the arithmetic mean of all the three real roots.
f () = 6 + 2a1 (3)
Proof. The inflection point  inf is defined as the point on the
We will show that properties of the first and second derivative can
curve at which the curvature changes sign. A necessary condi-
be used as constraints to isolate the roots of cubic equation, and
tion is that the second derivative also changes sign, i.e. f ( inf ) = 0.
thus appropriately select the vapor and liquid roots. We first prove
Using this necessary condition and (3) and (6), it is clear that
this for the case of three real roots and then extend it for the case
 inf = (rL + rM + rV )/3. 
of single real root.
Using the previous property, the expression for f (rM ) in (9) can
3.1. Case I: cubic equation having three real roots be rewritten as
r + r + r 
L M V
Consider that the cubic Eq. (1) has three real roots rL , rM and rV f  (rM ) = 6rM − 6 (11)
3
such that rL ≤ rM ≤ rV . Then, vapor and liquid roots can be defined  
as follows: f  (rM ) = 6 rM − inf (12)

Definition 1. The liquid root corresponds to the smallest real root, This suggests that if rM ≤ xinf , then f (rM ) ≤ 0 and vice versa. This
i.e. rL and the vapor root corresponds to the largest real root, i.e. rV . idea is also illustrated graphically in Fig. 3 for all possible cases
of relative locations of rM and  inf . Since the sign of the second
The cubic equation can be constructed from the three real roots
derivative of middle root is uncertain, the middle root cannot be
as follows:
distinguished from the vapor root when f (rM ) ≥ 0 and from the
f () = ( − rL )( − rM )( − rV ) (4) liquid root when f (rM ) ≤ 0. Thus, although the second derivative
3 2 constraints are linear and computationally attractive, they are not
f () =  − (rL + rM + rV ) + (rL rM + rM rV + rV rL ) − rL rM rV (5)
sufficient by themselves to isolate all the three real roots.
Comparing (1) and (5), the coefficients of cubic equation can be The first derivatives of the cubic equation when evaluated at
expressed in terms of the three real roots the roots also exhibit certain properties. These are stated in the
following theorem.
a1 = −(rL + rM + rV ) (6)
Theorem 3. For a cubic equation having three real roots, the first
a2 = rL rM + rM rV + rV rL (7) derivatives evaluated at the largest (vapor) and the smallest (liquid)
a3 = −rL rM rV (8) root are always non-negative while at the middle root, it is always
non-positive i.e. f (rV ) ≥ 0, f (rL ) ≥ 0 and f (rM ) ≤ 0.
The second derivative of the cubic equation when evaluated at the
roots has the special properties stated below: Proof. The first derivative at the vapor root is given by f  (rV ) =
3rV2 + 2a1 rV + a2 . Substituting for a1 and a2 from (6) and (7) respec-
Theorem 1. For a cubic equation having three real roots, the second tively, we get
derivatives when evaluated at the largest (vapor) root and the smallest
(liquid) root are always non-negative and non-positive respectively i.e. f  (rV ) = rV2 − rV rL − rV rM + rL rM (13)
f (rV ) ≥ 0 and f (rL ) ≤ 0.
f  (rV ) = (rV − rM )(rV − rL ) (14)
Proof. Using (3), the second derivative at vapor root is
Since rV ≥ rM and rV ≥ rL , it follows that f (rV ) ≥ 0. Similarly, the first
given by f (rV ) = 6rV + 2a1 . Substituting for a1 from (6), we get
derivative at the liquid root is given by
f (rV ) = 4rV − 2rL − 2rM . Since rV ≥ rM ≥ rL , it follows that f (rV ) ≥ 0.
Similarly, the second derivative at the liquid root is given by f  (rL ) = 3rL2 + 2a1 rL + a2 (15)
f (rL ) = 4rL − 2rM − 2rV . Since rL ≤ rM ≤ rV , it follows that f (rL ) ≤ 0.

 f (rL ) = rL2 − rL rM − rL rV + rM rV (16)

The above mentioned property is illustrated in Fig. 2 for four f (rL ) = (rL − rM )(rL − rV ) (17)
different cases depending on the nature of the three real roots. It
Since rL ≤ rM and rL ≤ rV , it follows that f (rL ) ≥ 0. The same analysis
can be seen that in all cases, the second derivative property holds at
can be repeated even for the middle root. The first derivative in this
the vapor and liquid roots. Moreover, case (d) is special as all three
case is given by
roots are identical (critical point) and the theorem holds since the
2nd derivative is zero and is satisfied as an equality for both vapor f  (rM ) = 3rM
2
+ 2a1 rM + a2 (18)
and liquid roots, which are now indistinguishable.
 2
However, the middle root does not exhibit any such properties. f (rM ) = rM − rL rM − rM rV + rV rL (19)
This can be verified in Fig. 2 itself, where the middle root coincides
f  (rM ) = (rM − rL )(rM − rV ) (20)
with vapor and liquid roots in cases (b) and (c) respectively, thus
acquiring the vapor or liquid property depending on the case. The Since rM ≥ rL and rM ≤ rV , it follows that f (rM ) ≤ 0. 
reasoning applied in the previous proof when applied to the middle
root results in the following steps: This concept is illustrated in Fig. 4. As was demonstrated earlier for
second derivative constraints, this property too is consistent with
f  (rM ) = 6rM − 2(rL + rM + rV ) (9) the critical point, and in general, cases where at least two roots coin-
 cide and the first derivative is zero. Just like the second derivative
f (rM ) = 4rV − 2rL − 2rM (10)
constraints, the first derivative constraints by themselves are not
Eq. (9) suggests that f (rM )
does not have a fixed sign. Rather, sufficient to isolate all three roots. This is because the first deriva-
it depends on the relative distance of the middle root from the tive at the vapor and liquid roots have the same sign, and hence
remaining two roots. A better way to characterize the sign of the cannot be distinguished from each other.
 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096 2089

Fig. 2. Illustration of second derivative at vapor and liquid roots of a cubic equation having three real roots for (a) all distinct roots, (b) middle and liquid root coincide, (c)
middle and vapor roots coincide, and (d) all roots coincide.

Fig. 3. Illustration of how the sign of second derivative at middle root changes based on its location relative to other two real root.

3.2. Case of one real root Proof. For the case of one real root, the cubic equation can be
expressed as
The properties of the first and second derivatives demonstrated
for the case of three real roots can also be extended for the case f () = ( − r)( 2 + b1  + b2 ) = 0 (21)
of single real root. We first state the following property of the first
derivative. where r is the single real root while the two complex roots together
form the quadratic expression. The existence of two complex roots
of the quadratic equation  2 + b1  + b2 = 0 implies that b21 − 4b2 < 0.
The first derivative at the real root is given by,
Theorem 4. For a cubic equation having a single real root, the first
derivative evaluated at that root is always positive. f  (r) = r 2 + b1 r + b2 (22)
2090 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096

Fig. 4. Illustration of the behavior of first derivatives at the three real roots of a cubic equation for (a) all distinct roots, (b) middle and liquid root coincide, (c) middle and
vapor roots coincide, and (d) all roots coincide.

 2  
b1 b21 roots (or mathematically the sign of the second derivative at the
f  (r) = r+ + b2 − (23) root) does not change as the physical system (or mathematically
2 4
the cubic equation of state) transitions from the case of three real
The first term in (23) is always non-negative while the second is roots to one real root. A sketch of this transition is shown in Fig. 6.
always positive since b21 − 4b2 < 0. Thus, it follows that f (r) > 0.  When three real roots exist, the nature of the roots can be precisely
defined. As the system transitions from the three root case to the
As per the previous theorem, it does not matter which phase
case of a single (vapor or liquid) root due to a small change in any
(liquid or vapor) the real root corresponds to as both f (rL ) > 0 and
of the operating conditions (pressure, temperature, composition),
f (rV ) > 0 will be valid. Note that this property is the same as that
the nature of the derivatives at the roots does not change (as per
stated for the case of three real roots except for the condition of
our assumption), and hence the existing real root in the single root
strict inequality. The case of f (r) = 0 occurs only in the case of three
case obtains its nature from its corresponding root in the three root
real roots when at least two roots are identical. The second deriva-
case.
tive for the case of one real root also exhibits properties similar to
Although the second and first derivatives individually are not
that for three real roots. However, developing a mathematical proof
sufficient to isolate the roots, their simultaneous use can guarantee
for this is not trivial and hence this is stated below as a conjecture:
the isolation of the vapor and liquid root and also even the middle
Conjecture 1. For a cubic equation having a single real root, the root, if that is desired in the three root case. Based on these proper-
second derivative at that real root is positive if it corresponds to the ties, we can develop a more precise mathematical definition for the
vapor root and negative if it corresponds to a liquid root. vapor and liquid roots when using a thermodynamic model based
on the cubic equation of state. These definitions are as follows:
The behavior of the first and second derivatives for the case of
single (vapor or liquid) root is shown in Fig. 5. The presence of only
Definition 2. The root of the cubic equation of state that cor-
one real root does not allow any comparison, and hence the defini-
responds to a vapor is the one which satisfies all the following
tion for vapor and liquid roots that was used for the case of three
constraints: f(rV ) = 0, f (rV ) ≥ 0, and f (rV ) ≥ 0.
real roots is not applicable when there is only one real root. The only
way to identify whether the real root is a liquid root or a vapor root
would be to use second derivative constraints, i.e. the conjecture Definition 3. The root of the cubic equation of state that cor-
stated above. An intuitive proof can, however, be devised for the responds to a liquid is the one which satisfies all the following
above conjecture based on an assumption that the nature of the constraints: f(rL ) = 0, f (rL ) ≥ 0, and f (rL ) ≤ 0.
 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096 2091

Fig. 5. Illustration of the behavior of first and second derivatives of the cubic equation evaluated at the single (a) liquid root and (b) vapor root.

The decision regarding which type (vapor or liquid) of root needs
to be selected is always known a priori and based on that infor-
mation, appropriate constraints can be applied. For the sake of
convenience, the inequality constraints developed here are referred
henceforth in the paper as “derivative-based” constraints.
4. Formulation for flash calculations
The effectiveness of the new proposed constraints in select-
ing the appropriate root is demonstrated using two example flash
calculations. These calculations are an important set of phase equi-
librium calculations that determine the state (vapor, liquid or
2-phase) of streams at some specified operating conditions. Flash
calculations are part of many counter-current operations like distil-
lation, absorption and stripping, and thus the success of the above
proposed constraints in flash calculations will show that they can
be easily extended to more complex unit operations.
Flash calculations have mostly been performed using a sequen-
tial modular approach. As a first step, an initial check is performed
to ascertain whether the system is actually in 2-phase and this
is done by comparing with dew and bubble point temperature or
pressure depending on the specifications. If the system is in a sin-
gle phase, only material and energy balances corresponding to the
existing vapor or liquid phase are solved. If the system is indeed
in the 2-phase region, the phase equilibrium relation is also incor-
porated using various modular algorithms such as those based on
a function of vapor to feed ratio (Rachford & Rice, 1952), solving
the material and fugacity equations in different loops (Veeranna,
Husain, Subrahmanyam, & Sarkar, 1987) and the inside-out for-
mulation (Boston & Britt, 1978). However, the use of a CEOS with
iterative phase equilibrium calculations have reported to cause
trivial solutions (single root not corresponding to desired phase)
and false convergence. These problems are mostly due to poor
initial estimates of phase composition and operating temperature
or pressure. Reid et al. (2000) suggest that the best way to avoid
such problems is to provide sufficiently accurate initial guesses in
iterative calculations. If the available root is of the “wrong” type,
different approaches have been tried such as choosing maximum
or minimum points of cubic equation instead (Gundersen, 1982),
perturbing temperature, pressure or composition to get a root with

Fig. 6. Change in behavior of second derivative as the cubic equation transitions from the case of three real roots to a single real root which is (a) vapor and (b) liquid.
2092 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096
“acceptable” properties (Khoury, 1982; Poling et al., 1981), and
evaluating a pseudo root for the infeasible phase by variation of
complex roots of CEOS with pressure (Zhao & Saha, 1998). Based on
these strategies, algorithms have been devised to solve the CEOS
during the iterative flash calculations (Gundersen, 1982; Zhao &
Saha, 1998). However, these algorithms include conditional tests
(if-else logic), which are computationally unattractive for repeated
calculations and not well-suited for an EO framework.
An alternative to the above procedural algorithms for flash
calculations is an EO formulation. The major issues in develop-
ing an EO approach for handling phase equilibrium are that the
equilibrium equations are not valid in single phase regions, the
number of phases is not known a priori, and switching between the
phases leads to an implicit discontinuity. Gopal and Biegler (1999)
developed an effective NLP formulation based on complementar-
ity constraints by extending ideas proposed in previous works
on this problem (Bullard & Biegler, 1993; Gopal & Biegler, 1997;
Swaney & Kendlbacher, 1994). This EO formulation has been found
to be robust enough for modeling and optimization of distillation
columns (Lang & Biegler, 2002; Raghunathan, Diaz, & Biegler, 2004).
However, none of these contributions uses a CEOS for modeling the
thermodynamics of either phase and additional features for han-
dling the CEOS are the basis of this work. The basic EO model for
phase equilibrium remains unchanged, i.e.
F =L+V
Fzi = Lxi + Vyi , i = 1, . . . , n
yi = ˇKi (P, T, x) xi , i = 1, . . . , n
 
yi − xi = 0
i i
ˇ − 1 = sV − sL
0 ≤ V ⊥ sV ≥ 0
0 ≤ L ⊥ sL ≥ 0
0 ≤ x i , yi ≤ 1
L, V ≤ F
where V and L are flowrates of vapor and liquid outlets, yi and xi are
mole fractions of component i in corresponding outlets, sV and sL are
slacks corresponding to vapor and liquid outlets, and ˇ is a corrector
for relaxing the VLE constraint. If the CEOS is used for modeling the
thermodynamics of both phases, the equilibrium constant Ki in (26)
is given by,
iL
Ki =
iV
where iL and iV are fugacity coefficients of component i in the liq-
uid and vapor outlets respectively, and are explicitly dependent on
compressibility factors of the respective phases. The compressibil-
ity factors are determined by incorporating the cubic equations and
derivative constraints specific to the outlet phases, i.e. the following
constraints are added:
f (zV ) = 0
f  (zV ) ≥ 0
f  (zV ) ≥ 0
f (zL ) = 0
f  (zL ) ≥ 0
f  (zL ) ≤ 0
where f is the cubic equation for the compressibility factor. The
equation set given by (24)–(39) would be the most straightforward
extension of the formulation of Gopal and Biegler (1999) to han-
dle the thermodynamics based on the CEOS. Eqs. (29) and (30) are
complementarity constraints, which means that at least one vari-
able in these equations is at its lower bound of zero. When cases
of single phase are encountered, the VLE constraint is relaxed, i.e.
ˇ takes a value different from unity and the appropriate slacks
and flows become zero. Specifically, ˇ < 1, sV = 0, and sL > 0 only
when the vapor phase exists. Similarly, ˇ > 1, sL = 0, and sV > 0 only
when the liquid phase exists. Thus, the same constraints hold for
all regions and phase transitions are handled without procedures.
Eqs. (34)–(36) will select the vapor root for the vapor outlet of the
flash while Eqs. (37)–(39) will select the liquid root for the liquid
outlet.
The only concern yet to be addressed in the above extended for-
mulation is regarding what root is selected when the vapor or liquid
outlet disappears during any iteration of the optimization (both in
a true sense or false sense due to bad initialization). We propose to
handle this scenario by relaxing the derivative-based constraints,
which can be linked to the flowrate of the “missing” phase, similar
to that done for the VLE constraint in the EO formulation of Gopal
and Biegler (1999). Therefore, we propose the following modifica-
tions to above discussed EO formulation: replace Eqs. (28), (36) and
(39) by the following equations:
(24)
−sL ≤ ˇ − 1 ≤ sV (40)
(25)
f  (zV ) ≥ −MsV (41)
(26)
f  (zL ) ≤ MsL (42)
(27)
where M is a sufficiently large and positive real number. The
above modifications have several interesting features. The prop-
(28) erties of the original EO formulation by Gopal and Biegler (1999)
(29) are retained and the same slack variables that “complement” the
flowrate of the outlets in the original formulation can be used in
(30) relaxing the second derivative based constraints. It is worth men-
tioning that only the constraint based on the second derivative
(31)
needs to be relaxed and not the one corresponding to the first
(32) derivative, as the sign of first derivative is the same for the vapor
and the liquid roots, and it extends to the case of a single real root.
Since the cubic equation has at least one real root, relaxing the sec-
ond derivative constraint allows the optimizer to choose the only
available root for the missing phase, and thus avoid infeasibility.
This allows a well-defined, continuous transition from one region of
the phase envelope to another. With the application of robust NLP
solvers, poor initialization during phase transition is not a major
concern, as will be shown in the subsequent numerical results.
(33)
5. Computational results
To demonstrate the optimization-based formulation for CEOS
we consider three general problem formulations: EO-based flash
calculations, distillation optimization with disappearing phases on
trays and multi-stream hear exchangers.
5.1. Flash simulations
(34)
(35) Two numerical case studies on flash calculations involving
thermodynamics based on CEOS are presented in which we use
(36) the extended EO formulation. Both the examples involve simu-
lation, i.e. determining certain output variables of the flash for a
(37)
specified set of inputs. However, this is formulated as an optimiza-
(38) tion problem with a constant objective having a dummy value of
zero. The complementarity constraints in the EO formulation for
(39) phase equilibrium have been reformulated by previous researchers
 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096 2093

Table 1
Behavior of slacks, selected roots of CEOS and iteration count as flash calculations in case study 1 transition from the liquid phase to the vapor phase as the heat duty is
increased.

Feed point 1 2 3 4 5 6 7

T 95 99.03 102.75 103.37 104.34 105.67 112.32 118.41

Q (kW) 0 235 460.96 1750 3500 5675.67 5900 6100
V/F 0 0 0 0.257 0.596 1 1 1
ˇ 1.6 1.239 1 1 1 1 0.701 0.533
sL 0 0 0 0 0 0 499.49 499.55
sV 56.1 191.63 499.08 0 0 0 0 0
zL 0.027 0.027 0.027 0.026 0.026 0.025 0.025 0.026
zV 0.802 0.826 0.845 0.847 0.85 0.853 0.878 0.895
Phase Liquid Liquid Bubble point 2-Phase 2-Phase Dew point Vapor Vapor
Iterations (from feed point) – 19 121 18 21 28 55 60
Iterations (from previous point) – 18 74 9 17 25 47 28

using smoothing functions (Gopal & Biegler, 1999; Lang & Biegler,
2002), complementarity relaxation (Raghunathan & Biegler, 2003;
Raghunathan et al., 2004) and penalty terms in the objective func-
tion (Baumrucker, Renfro, & Biegler, 2008). In this work, the penalty
formulation is preferred because of its robustness in conjunction
with the available NLP solvers. For an optimization problem of the
form:
min (w)
s.t. g (w) ≤ 0
0≤x⊥ y≥0
where w = [xT , yT , z T ]T the penalty formulation is given by
min (w) + xT y
s.t. g (w) ≤ 0
x, y ≥ 0
If  ≥ c , then, under mild conditions (Baumrucker et al., 2008),
the complementarity constraints will be satisfied at the solution.
Here c is the threshold value of the penalty formulation, which
is often determined by trial and error. Thus, the final optimiza-
tion formulation for the simulation of the flash case studies has an
objective function of (VsV + LsL ), which is minimized subject to a
set of constraints given by (24)–(27), (31)–(35), (37) and (38), and
(40)–(42).
For the flash case studies we use the interior point solver
IPOPT (Wächter & Biegler, 2006). These were modeled and imple-
mented in the GAMS optimization environment (version 23.0) and
solved using IPOPT (version 3.5 using default options). The value
of  = 5 × 104 was found to be adequate to solve the case studies
presented in this work.
5.1.1. (P,Q)-flash case study
The first case study involves a (P,Q)-Flash of a ternary system of
nitrogen (N2 ), oxygen (O2 ) and argon (Ar) with feed mole fractions
of 0.6, 0.35 and 0.05 respectively. The pressure and temperature of
the feed are 7 bar and 95 K, respectively. Under these conditions,
the system is in the liquid phase. As a first step, the EO model for
flash is run in (P,T)-mode by setting the operating conditions for
flash to be same as that of the feed. In such a case, we know a
priori that the output should be only the liquid phase with the same
composition as the feed, since the flash vessel is not performing
any major operation on the feed. The purpose of this first step is
to initialize and converge the EO formulation to a feasible solution
that is same as the feed conditions. Apart from the already known
information about the liquid outlet, the variables such as ˇ, vapor
composition yi , and vapor root zV of the CEOS corresponding to
vapor phase will have some converged values, and although they
have no physical significance because of the missing vapor outlet,
they take on realistic values at other operating conditions. We refer
to this output solution (numerical value of all variables in the EO
formulation) from the first step as the “feed point”.
The conventional (P,Q)-Flash simulations are now performed
with the EO optimization formulation where pressure P is set to
be the same as the feed and the heat duty Q is slowly increased in
small steps. This analysis is equivalent to heating a liquid mixture
at constant pressure, and therefore we expect that the system will
move from the liquid phase into the 2-phase region, and finally
into the vapor phase. The goal of this exercise is to test the EO
formulation for flash calculation so that it converges successfully
(43) to the correct output (phases, flows, compositions) for any given Q
with special emphasis on correct choice of roots of CEOS using the
derivative constraints in their regular or relaxed form. This analysis
is performed for two cases: first, using the same starting point, i.e.
feed point for all values of Q, and second, using the solution of the
previous point as an initial guess for next small increment in Q.
(44)
The results of this analysis are shown in Table 1. Seven addi-
tional points are generated by increasing Q. As can be seen, starting
from the feed point (liquid) the system goes into the 2-phase region
(between points 2 and 6 which are bubble and dew points), and
then into the vapor phase. The last two rows describe the itera-
tions needed to converge to the solution using the two previously
described initialization strategies. The second to last row is an indi-
cation of the robustness of the EO formulation, i.e. solutions even
in vapor and 2-phase regions are easily obtained using the liquid
phase as a starting point, whereas the last row suggests that the
solver is able to reach the new solutions faster with a better initial
guess. Another interesting observation is regarding the selection
of “acceptable” roots for CEOS by the optimizer even during disap-
pearance of phases, i.e. no vapor phase below point 2 and no liquid
phase above point 5. Even though the second-derivative based
constraint was relaxed during the disappearance of a phase, the
correction ˇ for VLE and mole fractions corresponding to the miss-
ing phase are fictitious, and the optimizer may alter their values in
order to choose a suitable value for the root of CEOS.
5.1.2. (P,T)-flash case study
The second case study describes a (P,T)-Flash of a 5-component
system of nitrogen (N2 ), methane (CH4 ), ethane (C2 H6 ), propane
(C3 H8 ) and butane (C4 H10 ) with feed mole fractions of 0.025, 0.65,
0.15, 0.15 and 0.025, respectively. The pressure and temperature
of the feed are 55 bar and 300 K and under these conditions, the
system is in the vapor phase. The goal of the analysis is similar
to the previous case study except that the starting point is in the
vapor phase and the operating conditions are adjusted so that the
system traverses into the liquid phase while traveling through the
2-phase region. This is done by setting the operating pressure of the
flash to be the same as that of the feed and reducing the operating
temperature. The results for this case study are shown in Table 2 and
their interpretation is similar to that for the first case study. These
results reinforce the ideas that the EO formulation for the CEOS
always selects the appropriate root irrespective of the existence or
disappearance of phases and is robust to wide range of initialization
2094 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096

Table 2
Behavior of slacks, selected roots of CEOS and iteration count as flash calculations in case study 2 transition from the vapor phase to the liquid phase as the temperature is
reduced.

Feed point 1 2 3 4 5 6 7

T 300 296 292.882 270 245 212.8 209.5 206.5

Q (MW) 0 −0.259 −0.465 −3.331 −6.231 −10.53 −10.8 −11.04
V/F 1 1 1 0.793 0.569 0 0 0
ˇ 0.937 0.971 1 1 1 1 1.023 1.045
sL 1.035 0.136 0 0 0 0 0 0
sV 0 0 0 0 0 0 3.321 3.879
zL 0.195 0.189 0.186 0.18 0.176 0.176 0.175 0.174
zV 0.743 0.729 0.717 0.713 0.684 0.585 0.552 0.338
Phase Vapor Vapor Dew point 2-Phase 2-Phase Bubble point Liquid Liquid
Iterations (from feed point) – 19 18 17 18 60 41 51
Iterations (from previous point) – 16 16 22 11 22 29 17

Table 3
Product purity constraints for the three cases of distillation column optimization.

Case Product purity constraints Optimal reboiler duty

(MW)

1 xtop,n-hexane ≥ 0.9, xbottom,n-nonane ≥ 0.9 28.14

2 xbottom,n-nonane ≥ 0.8 19.337
3 xbottom,n-nonane ≥ 0.45 0.0

schemes, including those not corresponding to the phases at the

final solution. The problem formulation for the flash case studies
has 86 variables and 93 equations. Both case studies were solved in
less than 0.07 CPU seconds on a PC having Intel Core 2 Duo processor
(2.4 GHz) and 2GB RAM.

5.2. Distillation column optimization case study

This case study deals with steady state optimization of a dis-

tillation column. The column is used for separating a ternary
mixture of n-hexane, n-heptane, and n-nonane. The column has Fig. 7. Liquid and vapor flows in the column for case (1): high top and bottom
20 stages which are numbered from bottom to top, i.e. reboiler recoveries.

is the first stage and total condenser is the last stage. The col-
umn is operated at a pressure of 6 bar and we neglect pressure reboiler load. Both liquid and vapor are present on all the stages and
drop across the column. A saturated liquid feed of 1 kmol/s enters their corresponding flows are shown in Fig. 7. Case (2) has a purity
on the 10th stage with mole fractions [0.46, 0.08, 0.46] for the specification only on the bottom product. Since medium purity is
components in the order given above. The column is modeled acceptable in this case, the reboiler load is lower as compared to
using the rigorous equilibrium stage concept with thermodynamics case (1). Also, since there is no specification for the top product, the
based on the SRK CEOS. The constants for physical and thermo- optimal solution that minimizes the reboiler duty has trays above
dynamic properties are retrieved from the Aspen Plus process the feed with no liquid outlet, as seen in Fig. 8. In the last case, the
simulator. feed composition itself satisfies the product purity constraint and
Both top (n-hexane) and bottom (n-nonane) products are
expected to contain small amounts of the intermediate boiling n-
heptane and the objective of the optimization formulation is to
minimize the reboiler duty (major operating cost) while satisfying
the purity constraints for the top and/or bottom products. Note that
this case study is very similar to the one described in Raghunathan
and Biegler (2003). Here the stages of the distillation column are
represented by the proposed extended EO formulation for flash
calculations coupled with the derivative constraints for the CEOS,
whereas Raghunathan and Biegler (2003) use the original EO for-
mulation of Gopal and Biegler (1999) with ideal thermodynamics.
We expect that our proposed formulation can identify and handle
missing vapor or liquid phases on certain trays during any itera-
tion of the optimization or at the optimal solution. To demonstrate
this capability, we present three cases differing in the minimum
purity specification for top and/or bottom products. The product
purity constraints and the optimal reboiler duty for these cases are
given in Table 3. It is observed that in all the three cases, the product
purity constraints are active at the optimal solution and the reboiler
duty always increases if a higher purity is desired. In case (1), a
tighter specification on top and bottom product demands a higher Fig. 8. Liquid and vapor flows in the column for case (2): medium bottom recovery.
 R.S. Kamath et al. / Computers and Chemical Engineering 34 (2010) 2085–2096
Fig. 9. Liquid and vapor flows in the column for case (3): low bottom recovery.
hence no additional separation is required. The optimizer predicts
the same outcome by setting the reboiler duty to zero. In terms
of the optimal solution, the saturated liquid feed flows down the
column and exits through the reboiler without any change in tem-
perature or composition. All stages above the feed have no liquid
and vapor flows as shown in Fig. 9. The optimization formulation
for this case study has 681 variables and 742 constraints. All three
cases could be reliably solved using the NLP solver CONOPT with
CPU times of less than 1.5 s. The same starting point was used for all
cases, i.e. an Aspen Plus simulation with distillate flow of 0.5 kmol/s
and reflux ratio of 2. This indicates that the proposed EO formula-
tion is robust since the solver can find optimal solutions having
three different flow schemes from the same starting point.
5.3. Extensions to EO flowsheet optimization
As shown in the above case studies on flash and distillation,
the EO formulation based on derivative constraints presented in
this work facilitates a reliable and efficient solution of the CEOS,
even in the event of missing or disappearing phases. Although the
case studies presented here are relatively small, it is worth empha-
sizing that we have also used the EO formulation for the CEOS in
medium-size flowsheet optimization problems. An example is the
PRICO process for liquefaction of natural gas. The flowsheet for this
process involves a single stage refrigeration cycle operating under
certain conditions and a mixed refrigeration of a certain compo-
sition that circulates in a closed loop. A typical objective for an
optimization of this process would be to determine the optimal
composition of the refrigerant and the operating conditions of the
refrigeration cycle that minimize the compression cost. There are
many challenges in this problem such as phases of the streams at
the entry and exit point of the multi-stream heat exchanger are
not known a priori, nor are the number of phases and their transi-
tion points while the refrigerant flows through multi-stream heat
exchanger. A detailed presentation of this example as well as more
details about this optimization problem is provided in Kamath,
Grossmann, and Biegler (2009).
Although the emphasis in that work is on handling phase
changes in the context of simultaneous optimization and heat inte-
gration, it involves CEOS for modeling the thermodynamics of the
process streams, which is handled using the same EO formulation
described in this paper. Our problem formulation, as described in
Kamath et al. (2009), has 3366 variables and 3462 constraints, and
is solved reliably in less than two CPU minutes. This suggests that
2095
the EO formulation of the CEOS can be easily applied even in larger
optimization problems.
6. Conclusion
In this work, we have proposed a fully EO approach for han-
dling the CEOS and selecting the appropriate root corresponding to
the desired vapor or liquid phase. The idea is based on combining
the mathematical properties of the cubic equation with thermody-
namic insights about the nature of the roots. Specifically, properties
regarding the nature of the sign of the first and second derivatives at
the largest (vapor), middle, and smallest (liquid) root are proved for
the case of three real roots and extended to the case of only one real
root. The practical application of these theoretical properties is that
they can be embedded as constraints to isolate and select the appro-
priate root. This was demonstrated using two numerical examples
on flash calculations and three numerical examples on distilla-
tion column optimization where the CEOS is used for calculating
thermodynamic and vapor–liquid equilibrium properties. An EO
formulation for flash calculations developed by Gopal and Biegler
(1999) is used for this purpose, and is appropriately extended to
handle the case of nonexistence of phase (e.g. single phase regions).
In such cases, the proposed constraints may fail to provide any root
and to prevent this, the derivative constraints are relaxed using the
same slack variables that are involved in the EO complementarity
formulation for flash calculations. The numerical examples demon-
strate that the correct root is always selected and the formulation
is robust enough to handle initial guesses in the pure liquid or pure
vapor regions. We believe that the EO model for the CEOS will find
an important place in large-scale applications which harness the
complete power of EO modeling and optimization.
Acknowledgements
This technical effort was performed in support of the National
Energy Technology Laboratory’s on-going research in Process and
Dynamic Systems Research under the RDS contract DE-AC26-
04NT41817.
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