Chemical Engineering Science 61 (2006) 4332 – 4340

www.elsevier.com/locate/ces

Robust MIMO PID controllers tuning based on complex/real ratio of the

characteristic matrix eigenvalues
I.I. Ruiz-López, G.C. Rodríguez-Jimenes, M.A. García-Alvarado ∗
Chemical and Biochemical Engineering Department, Instituto Tecnológico de Veracruz, Av. Miguel Angel de Quevedo 2779, 91897 Veracruz, Ver, México

Received 13 September 2005; received in revised form 7 February 2006; accepted 10 February 2006
Available online 6 March 2006

Abstract
Robust MIMO PID controllers tuning based on complex/real ratio of the characteristic matrix eigenvalues is proposed. It is showed that this
tuning criterion is equivalent to H∞ optimal control. Under the proposed criterion, the tuning problem is stated as an optimization problem, in
which the complex/real ratio of the characteristic matrix eigenvalues, a Lyapunov quadratic index, and the spectral abscissa were simultaneously
minimized. Proposed criterion was applied to the multivariate controls of a distillation column, and a non-linear chemical reactor, both reported
in the literature.
䉷 2006 Elsevier Ltd. All rights reserved.

Keywords: Robust control; MIMO PID controllers; H∞

1. Introduction approach and semidefinite programming as optimization algo-

PID control algorithm has been extensively used in the con-
trol of chemical engineering process (Alvarez-Ramirez and
Monroy-Loperena, 2001; Bao et al., 1999; Luyben, 1986; Nava
et al., 2002; Wang et al., 2002) even for process with non-linear
dynamic (Chen et al., 2002; Tan et al., 2002a). In a previous
work (García-Alvarado et al., 2005) it was stated a general cri-
teria for the design of optimal MIMO PID controllers based on
a performance quadratic index evaluated by a Lyapunov func-
tion, and the variations of this index as robustness measure.
These criteria produced good results in the tuning of multi-
variate controllers for a distillation column and a biochemical
reactor. However, the stability margin, calculated as suggested
by Famularo et al. (1999), for the minimal Lyapunov quadratic
index variation is lower than those obtained by tuning under
H∞ optimal control. The design of multiloop and MIMO PID
controllers under H∞ framework is reported recently. Bao
et al. (1999) design a multiloop PID control system for a dis-
tillation column with H∞ framework using a matrix inequality
rithm. Chen et al. (2002) designed H∞ MIMO PI controllers for
a non-linear exothermic continuous stirred tank reactor (CSTR)
by using a linear matrix inequality approach. In both researches,
the tuning method required the solution of matrix equations
with dimensions even five times greater than that of the original
state matrix in each optimization step. This represents a great
computational effort. An alternative was proposed by Tan et al.
(2002b) which designed a high order multivariate robust control
with a loop-shaping H∞ approach and then reduced the control
algorithm to obtain a PID structure. However, in this last case
the control algorithm obtained is generally a high order sys-
tem with more poles than zeros and therefore the reduction to a
PID may cause a lost of optimity. In this work it is shown that
minimization of complex/real ratio of the characteristic matrix
eigenvalues is equivalent to H∞ optimal control, and therefore,
this ratio represents a simple way for tuning robust MIMO PID
controllers.
2. Theory

∗ Corresponding author. Tel.: +52 229 934 5701. García-Alvarado et al. (2005) stated that any linear or lin-
E-mail address: miguelg@itver.edu.mx (M.A. García-Alvarado). earized plant with multivariate PID control action may be

0009-2509/$ - see front matter 䉷 2006 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ces.2006.02.015
 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340 4333

represented by (maximization) target. Bao et al. (1999) solved the maximiza-

tion of  subject to Eq. (11) by a matrix inequality approach
dx

= ax + b + cu, (1) and semidefinite programming. This method requires the res-
dt olution of matrices inequalities of size even five times greater
y = dx + e, (2) than original state space. Moreover, the performance of the
tuned control depends on the choice of the weighting functions.
du d(yd − y) d2 (yd − y)
=f + g(yd − y) + h , (3) Chen et al. (2002) applied a similar method for tuning a PID
dt dt dt 2 control of a non-linear chemical reactor.
where x ∈ R n×1 ,  ∈ R m×1 , u ∈ R c×1 , y ∈ R r×1 , yd ∈ R r×1 , In this work and alternative method for tuning MIMO PID

∈ R n×n , a ∈ R n×n , b ∈ R n×m , c ∈ R n×c , d ∈ R r×n , controllers is proposed. The method is based on the following
e ∈ R r×m , f ∈ R c×r , g ∈ R c×r , h ∈ R c×r . theorems:
Eqs. (1) and (3) can represent the dynamic of a system with
delay in agreement with Theorem 1 of García-Alvarado et al. Theorem 1.
(2005). In order to give more generality, this system can be  
 1  1 √
modified to  
 2 s 2 + 2s + 1  =  for 0 <  < 1/ 2.
dx ∞ 2 (1 − 2 )

= ax + b + cupd + cui , (4)
dt (13)
d(yd − y)
upd = f(yd − y) + h , (5) Proof. The complex modulus of the function is
dt
dui 1
= g(yd − y). (6) |G(
i)| =  . (14)
dt
1 + 2
2 2 (22 − 1) +
4 4
Eqs. (2), (4)–(6) may be rewritten as
dx d If the oscillation index () satisfies the limits
(
+ chd) = (a − cfd)x + cui + (b − cfe) − che
dt dt
dyd 0 <  < √1 , (15)
+ cfyd + ch , (7) 2
dt
dui Eq. (14) has a maximum (the resonance peak) in
= −gdx + gyd − ge, (8)
dt 
1 − 22
where upd , ui ∈ R c×1 .
= . (16)
If the increased state is defined as 

x∗T = [ x ui ], And therefore, the infinite norm is Eq. (13).

then the characteristic matrix of the system is Corollary. If the system is at the boundary of stability (→0),

−1
 1/(2 s 2 + 2s + 1)∞ → ∞.
(
+ chd) 0 (a − cfd) c
A= . (9)
0 Ic −gd 0
Theorem 2. For a high order stable system with transfer func-
By the other hand, it is demonstrated (Doyle et al., 1989) that tion equal to
one of the best robustness criterion is the standard H∞ control
problem, which state that the infinite norm of the close loop b0 s m + b1 s m−1 + · · · + bm
G(s) = for n > m, (17)
matrix transfer of the function T(s) defined as a0 s n + a1 s n−1 + · · · + an
T(s)∞ = sup (max |T(
i)|) (10)
∀
∈R+ G(s)∞ → ∞ ⇒ min → 0 where min = min{j }
must be kept lower than a given real positive number. In order ∀j = 1, 2, . . . , k
to assure robust performance and nominal performance of the
control system, sufficient conditions are represented by (Bao where k = n/2 if n is even, and k = (n − 1)/2 if n is non-even.
et al., 1999)
Proof. Eq. (17) may be written as
T(s)WT (s)∞ < 1, (11)
G(s)
S(s)WS (s)∞ < 1, (12) (s − p1 ) · · · (s − pm )
= ,
where S(s) is the sensitivity function of the system, WT (s) (0 s + 1)(21 s 2 + 21 1 s + 1) · · · (2k s 2 + 2k k s + 1)
and WS (s) are weighting functions, and  is the optimization (18)
4334 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340

where 0 = 0 if n is even. The modulus (applying complex It is well known that (a0 could be introduced without lost of
number properties) is generality)
 
1 |In+c s − A| = a0 s n+c + a1 s n+c−1 + · · · + an+c . (27)
|G(
i)| =
2 + p12 · · ·
2 + pm
2  ···

2 20 + 1
From the definition of singular values decomposition and matrix
1 scalar product properties,
··· 
1 + 2
2 21 (221 − 1) +
4 41
[T1 (s)] = UT T1 (s)V
1 1
···  . (19) = UT D Adj(In+c s − A)
1 + 2
2 2n/2 (22k − 1) +
4 4k |In+c s − A|
× (B4 s + B3 )V. (28)
By the corollary of Theorem 1, if the minimum of the k
oscillation indexes min → 0, the system is at the stability That is, any of the r singular values of T1 (s) has polynomial
boundary and exist at least one
in which G(s) → ∞.
(27) as denominator (the characteristic equation), and therefore
by Theorem 2,
Theorem 3. For a multivariate close loop transfer matrix of a
T1 (s)∞ → ∞ ⇒ min → 0.

stable system T(s),
T(s)∞ → ∞ ⇒ min → 0. (20) Theorem 3 states that a system at stability boundary may be
detected by two equivalent ways
Proof. Eqs. (2), (7) and (8) may be written as
T(s)∞ → ∞ or min → 0.
y = Dx∗ + e, (21)
Therefore a control with robust stability may be obtained by
dx∗ d dyd
= Ax∗ + B1  + B2 + B 3 yd + B 4 , (22)
dt dt dt T(s)∞ < 1 or min > 2 .
where A is defined in Eq. (9), and,
Finally it is evident that

−1

(
+ chd) 0 b − cfe
B1 = , |In+c s − A| = a0 s n+c + a1 s n+c−1 + · · · + an+c
0 Ic −ge

−1
 = a0 (s − 1 )(s − 2 ) · · · (s − n+c )
(
+ chd) 0 −che
B2 = , = (0 s + 1)(21 s 2 + 21 1 s + 1)
0 Ic 0
· · · (2k s 2 + 2k k s + 1), (29)

−1

(
+ chd) 0 cf
B3 = , where i are the eigenvalues of A. For those complex eigen-
0 Ic g

−1
 values associated to min (or real eigenvalues if min 1),
(
+ chd) 0 ch 
B4 = , D = [d 0 ].
0 Ic 0 1 − 2min
min
i,j = − ± i. (30)
Taking Laplace transform of Eqs. (21) and (22),  
y(s) = T1 (s)yd (s) + T2 (s)(s), The complex/real ratio (in the case of min < 1) of the roots is
 
where    
 Im(i,j )   1 − min 
2

T1 (s) = D(In+c s − A)−1 (B4 s + B3 ), max = max  = . (31)

(23) Re(i,j )   min 
 
T2 (s) = D(In+c s − A)−1 (B2 s + B1 ) + e. (24)
Then, by Theorem 3, max → ∞ if the system is at stability
By definition, boundary. Therefore, a robustness criterion equivalent to H∞
Adj(In+c s − A) optimal control is to find the control parameters that minimize
(In+c s − A)−1 = . max .
|In+c s − A|
And therefore Eqs. (23) and (24) may be written as
3. Tuning method
1
T1 (s) = D Adj(In+c s − A)(B4 s + B3 ), (25)
|In+c s − A| The minimization of maximal complex/real ratio (max ) of
the matrix A eigenvalues is only a robustness criteria that do not
1 assure a good control performance. In order to include a per-
T2 (s) = D Adj(In+c s − A)(B2 s + B2 ) + e. (26)
|In+c s − A| formance index in the tuning method, the Lyapunov quadratic
 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340 4335

index defined by García-Alvarado et al. (2005) is considered. constrains and the optimization algorithm were programmed
This index is in Matlab 7.0. Differential equations of process dynamic were
 ∞ solved with fourth-order Runge–Kutta method, using discrete
IL = (yT Qy) dt = x∗T (0)Px∗ (0) PID algorithms. Final performance of control system was addi-
0
tionally evaluated with the quadratic performance index of the
= [D−1 y(0)]T PD−1 y(0), (32) error
 tf
where D−1 D = In+c and P is the solution of
Ie = [(yd − y)T Q(yd − y) + uT Ru] dt (40)
AT P + PA = −DT QD. (33) 0
calculated from simulation results by trapezoidal rule.
Eq. (21) is valid only when
lim x∗T (t)Px∗ (t)
= 0. (34) 4. MIMO PID control of a distillation column
t→∞

Additionally, it is convenient subject the spectral abscissa (), Consider the distillation column model studied by Bao et al.
(1999) and Tan et al. (2002a,b):
 = max[Re(i )] ∀i = 1, 2, . . . , n + c.
 
(35)

−33.89 32.63
y1 (s) (98.02s+1)(0.42s+1) (99.6s+1)(0.35s+1)
Then the tuning method consists in keep, =
y2 (s) −18.85 34.84
(75.43s+1)(0.30s+1) (110.5s+1)(0.03s+1)
IL < 1 , max < 2 ,  < − 3 . (36)

u (s)
× e−0.01s 1 , (41)
From Eq. (31), the maximum complex/real ratio (max ) is u2 (s)
max = max[|Im(i )/Re(i )|] ∀i = 1, 2, . . . , n + c. (37) where outputs 1 and 2 are temperatures of trays 21 and 7 and
inputs 1 and 2 are the liquid reflux and vapor boilup, respec-
All the values involved in Eq. (36) are scalars, and there- tively.
fore any optimization problem planted with these, represents State-space representation of Eq. (41) may be written in the
a lower computational effort than matrix inequality approach. standard form shown in Eqs. (1) and (2) with x ∈ R 12×1 (vari-
An optimal robust control may be obtained by solving the fol- ables 9–12 were introduce in order to considerate the delay),
lowing problem.  ∈ ∅, u ∈ R 2×1 , y ∈ R 2×1 , and the non-zero element of the
Find f, g, h such that matrices as 11 = 98.02, 22 = 0.42, 33 = 99.6, 44 = 0.35,
IL and max → Min (38) 55 =75.43, 66 =0.3, 77 =110.5, 88 =0.03, 99 =11.11 =1,
10.10 =12.12 =5×10−5 , aii =−1, ∀i=1, . . . , 8, a12 =−33.89,
subject to a29 = a41 = a69 = a8.11 = a9.10 = a11.12 = 1, a34 = 32.63,
a56 = −18.85, a78 = 34.8, a10.9 = a12.11 = −1, a10.10 = a12.12 =
 < 0. (39)
−0.01, c10.1 = c12.2 = 1, and d11 = d13 = d25 = d27 = 1. In
In the practice, this problem may be solved in sequence. the original example (Bao et al., 1999) the delay of Eq. (41)
First the minimization problem (38) is solved with IL as target. is not included until the robustness test. We include this terms
Then, the result obtained for IL may be used as constriction with a small value because the need of auxiliary equations to
for resolving problem (38) with max as target. The process is represent the transport delay.
repeated until a combined minimum is reached. At the optimal Lyapunov quadratic index (IL ) was evaluated with Q = I2
tuning, the infinite norm was evaluated with Eq. (23). and y(0)=1. Furthermore, the weighted quadratic performance
Two applications of the criterion are presented. In Section index of error (Ie ) was evaluated with Q = I2 , R = 0, and
4 a MIMO PID control of a distillation column is described. tf = 25 min for a simultaneous step set point change in both
This distillation column was represented using an empirical channels. The optimization details are described in Appendix B.
dynamic model reported in the literature (Bao et al., 1999; Tan Results are summarized in Table 1, and the dynamic responses
et al., 2002a,b). In Section 5 a MIMO PID control of a CSTR of outputs 1 and 2 are plotted in Figs. 1 and 2.
reported by Chen et al. (2002) is considered. The CSTR was In order to test robustness, we supposed the model is per-
represented by a mechanistic dynamic mode obtained from heat turbed as suggested by Bao et al. (1999) and Tan et al. (2002a,b),
and mass balances. and is represented by
Matrix operations were solved with Matlab 7.0 routines. Op-
  −33.89 32.63

timization problems required an algorithm that could manip- y1 (s) (98.01s+1)(0.43s+1) (98.5s+1)(0.33s+1)
=
y2 (s) −18.85 34.84
ulate the target function and the implicit constrain defined by (76s+1)(0.31s+1) (109.5s+1)(0.025s+1)
Eqs. (38) and (39). We found that the classical algorithm pro-

u1 (s)
posed by Box (1965) with modifications defined in Appendix × e−0.1s . (42)
A, assures the requirements, because it does not use functions u2 (s)
derivatives, it can manipulate discontinuous functions, and it For this last model, the weighted quadratic performance in-
can introduce implicit constrains. In order to avoid local op- dex of error (Ie ) was evaluated in the same way as for the nom-
timums, different initial guesses were used. Target functions, inal one. The weighted quadratic performance index of error
4336 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340

Table 1
Results obtained for the distillation column

Parameters Bao et al. (1999) Tan et al. (2002a,b) Proposed criteria P Proposed criteria PID

f11 f22 −11.25, 15.49 −21.526, 24.196 −8.333, 20 −22.709, 22.353

f12 f21 0, 0 3.925, 0 0, 0 2.913, 0
g11 g22 (min−1 ) −0.0002, 4.003 −5.906, 7.0654 0, 0 −5.4436, 0
g12 g21 (min−1 ) 0, 0 0.574, 0.318 0, 0 0.4094, 0.6088
h11 h22 (min) 0, 0 −2.074, 0 0, 0 −2.948, 0
h12 h21 (min) 0, 0 0, 0 0, 0 0, 0
max , IL 1.6097, 0.3597 1.1901, 0.2737 1.1351, 0.3482 0.9991, 0.2700
, I e −0.0101, 0.3412 −0.0101, 0.2051 −0.0101, 0.3140 −0.0101, 0.1846
S(s)∞ , T(s)∞ 1.4551, 1.3450 1.2533, 1.2417 1.3387, 1.2587 1.2495, 1.1795
Ie (perturbed) 0.6979 0.7058 0.5898 0.6584

Fig. 1. Process output 1 for a simultaneous set point change in both channels Fig. 3. Process output 1 for a simultaneous set point change in both channels
(nominal plant). (perturbed plant).

Fig. 2. Process output 2 for a simultaneous set point change in both channels Fig. 4. Process output 2 for a simultaneous set point change in both channels
(nominal plant). (perturbed plant).

(Ie ) is shown in Table 1, and the dynamic responses of outputs best performance in the control of the nominal plant, as ex-
1 and 2 are plotted in Figs. 3 and 4. pected from the smallest Lyapunov index (IL ). However, the
As it can be seen from the weighted quadratic performance difference is minimal, because the Bao et al. (1999), Tan et al.
index of error (Ie ), the proposed PID controller achieved the (2002a,b) and proposed criteria are practically the same. The
 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340 4337

Table 2
Simulation schedule for the CSTR
t (min) Action t (min) Action

1 CA = CA − 0.05 8 T =T −5
2 CA = CA + 0.05 9 CA0 = CA0 − 0.2
3 T =T −5 10 CA0 = CA0 + 0.4
4 T =T +5 11 CA0 = CA0 − 0.2
5 CA = CA + 0.05 11 T0 = T0 − 10
6 CA = CA − 0.05 12 T0 = T0 + 20
7 T =T +5 13 T0 = T0 − 10

5. MIMO PID control for a CSTR

Consider the non-linear CSTR with a first-order exothermic

reaction studied by Chen et al. (2002), in which the feed rate
(Q) and the cooling flow rate (Qc ) are used for controlling
Fig. 5. Maximum singular values plot of the sensitivity matrix S(s).
the reactor concentration (CA ) and exit temperature (T). This
process is described by
dCA
V = Q(CA0 − CA ) − V k 0 e−E/RT CA , (43)
dt
dT
CP V = CP Q(T0 − T ) + CP V (−
H )k0 e−E/RT CA
dt
+ c CP c Qc (1 − e−h/ c CP c Qc )(Tc0 − T ), (44)

where CA = 0.1 mol l−1 , T = 438.54 K, Q = 100 l min−1 ,

Qc =103.41 l min−1 , CA0 =1 mol l−1 , T0 =350 K, Tc0 =350 K,
V = 100 l, h = 7 × 105 cal min−1 K −1 , k0 = 7.2 × 1010 l min−1 ,
E/R = 104 K,
H = −2 × 105 cal mol−1 , = c = 103 g l−1 ,
and CP = CP c = 1 cal g−1 K −1 . Additionally, the control vari-
ables (Q and Qc ) have saturation limits of ± 30 l min−1 of its
nominal values.
Systems (43) and (44) may be described by the following
linearized model around its nominal stationary state:




1 0 dx −9.999 −0.0468 1 0
= x+ 
Fig. 6. Maximum singular values plot of the close loop transfer matrix T(s). 0 1 dt 1799.8 7.328 0 1


0.009 0
+ u,
−0.885 −0.878


advantage of the proposed one is the lower computational ef- 1 0
fort that allows reaching a better optimal point. For the per- y= x,
0 1
turbed plant, both parameters obtained by proposed criteria
(P and PID) and reported parameters (Bao et al., 1999; Tan where xT = [ CA T  ], T = [ CA0 T0 ], uT = [ Q Qc ], and
et al., 2002a,b) produced stable responses indicating robustness
characteristics. This robust stability may be predicted from the
max value. Nevertheless, this time the proposed P controller
achieved the best performance.
From the results presented in Table 1, it can be observed
that tuning control parameters that minimize the max value
effectively reduces the H∞ -norm of the sensitivity matrix
and the closed loop transfer matrix. The control tuned with
proposed criterion yields comparable singular value plots
(Figs. 5 and 6) to those obtained with the other more compli-
cated tuning methods, showing similar nominal performance,
disturbance rejection, and robust stability properties in fre-
quency domain.
 
y = [ CA T ]. Lyapunov quadratic index (IL ) was evaluated
T
with Q = I2 and y(0) = 1. Furthermore, the weighted quadratic
performance index of error (Ie ) was evaluated with Q = I2 ,
R = 0, and tf = 15 min for the simulation schedule shown in
Table 2 . The optimization details are described in Appendix B.
Results are summarized in Table 3, and the dynamic re-
sponses of reactor concentration and temperature are plotted in
Figs. 7 and 8.
In this particular example, the optimization procedure yields
a max value of zero, indicating all roots were real; therefore
making the minimization of the spectral abscissa () the only
way to reach an acceptable level of robustness. For a linear
system, the Lyapunov index (IL ) and spectral abscissa () are
4338 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340

Table 3
Results obtained for the CSTR

Parameters Chen et al. (2002) Proposed criteria

f11 f21 l min−1 /(mol l−1 ) 5783.1, −8724.2 7732.5, −13770.9

f22 f12 l min−1 /K −137.79, 27.816 −673.64, 0
g11 g21 l min−1 /(mol/l min−1 ) 63687, −30 645 93938.6, −97506.6
g22 g12 l min−1 /(K min−1 ) −1129.1, 252.68, −6634.2, 142.36
max , IL , , Ie 0, 1.0818, −8.5359, 10.87 0, 0.1841, −10.2760, 9.25
S(s)∞ , T(s)∞ 21.3653, 21.3824 8.2660, 8.2728

criteria exhibited lower value H∞ -norms of the sensitivity and

complementary sensitivity matrices.

6. Conclusions

It was shown that the minimization of complex/real ratio of

dynamic characteristic matrix eigenvalues complemented with
minimal Lyapunov quadratic index represent a control tuning
criteria comparable with H∞ optimal control. The criterion
was tested in MIMO PID controllers, but the consequences of
Theorem 3 are not restricted for PID, they are general for any
linear control algorithm.

Notation
Fig. 7. Dynamic behavior of the controlled CSTR for the exit reactant
concentration. a, b, c, d, e,
dynamic
parameters matrices
A dynamic characteristic matrix
Bi for i = 1, 2, . . . , 4 composite matrices of dynamic
parameters
D output mapping matrix
f, g, h PID parameters matrices
I L , Ie quadratic indexes performance
(Lyapunov and error)
P Lyapunov matrix. Symmetric and
positive defined
Q, R weigh matrices, symmetric and pos-
itive defined
S(s) sensitivity function matrix
Ti (s) for i = 1, 2 close loop transfer matrices
U, V orthonormal matrices ∈ R r×r
u, x, y control, state, and output matrices
ui , upd integral, proportional and derivative
control variables
Fig. 8. Dynamic behavior of the controlled CSTR for the exit temperature. yd set point matrix
Greek letters
both measures of the decay rate of the states. In this case, even  spectral abscissa
when the CSTR is a non-linear process, the minimization of  damping factor
these values produced control parameters that achieved a better  matrix A eigenvalues
performance for both, set point changes and load disturbances,  input matrix
than the reported by Chen et al. (2002), as it can be seen from  time constants
the lower weighted quadratic performance index of error (Ie ).  complex/real ratio of matrix A
Finally, as expected from the spectral abscissa values, proposed eigenvalues
 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340 4339

Acknowledgements Finally, this procedure is repeated until n = k.

3. Find
The authors wish acknowledge to the Mexican Consejo
Nacional de Ciencia y Tecnología (CONACyT) by the financial xmin → f (xmin ) = min f (xj )
for j = 1, 2, . . . , k,
support through the projects G35128-B. xmax → f (xmax ) = max f (xj )
for j = 1, 2, . . . , k.

Appendix A. Modified complex method 4. The convergence is verified,

E = |f (xmax ) − f (xmin )|/f (xmin ) (A.10)
This method is a search algorithm which objective is find
the elements of vector x that If E < ε1 is true then, (A.11)
f (x) → min (A.1) If M > Mr is true, then the algorithm finish. (A.12)
subject to If (A.11) or (A.12) are false, the algorithm continues.

xmin ≤ x ≤ xmax , (A.2)

1 is a tolerance limit, and Mr is the number of consecutive
gmin j ≤ gj (x) ≤ gmax j for j = 1, 2, . . . , m, (A.3) interaction in which (A.11) is true.
5. xmax is replaced, validated and corrected,
where
xn = xc + 1.3(xc − xmax ). (A.13)
x, xmin , xmax ∈ R . N
If xin < xmin i is true then xin = xmin i + εi
The following algorithm is based in the complex method for i = 1, 2, . . . , N. (A.14)
suggested by Box (1965). If xin > xmax i is true then xin = xmax i − εi
for i = 1, 2, . . . , N. (A.15)
1. The algorithm start with a feasible initial guest x1 (that
satisfied (A.2) and (A.3)). If gj (xn ) < gj min or gj (xn ) > gj max
2. An initial search pattern of k random points are obtained by for any j = 1, 2, . . . , m is true, then (A.16)
xin = xmin i + rin (xmax i − xmin i ) for i = 1, 2, . . . , N xn corr = 0.5(xn + xc ). (A.17)
and n = 2, 3, . . . , k, (A.4)
Eq. (A.17) is repeated until Eq. (A.16) would be false.
where rin are random numbers with uniform distribution
between 0 and 1, and x are the elements of vectors x, xmin If f (xn ) > f (xmax ) is true, then (A.18)
or xmax . xn corr = 0.5(xn + xmin ). (A.19)
Each new point xn must be validated with respect constric-
tions (A.3), and corrected if any of the constriction is vio- And return to Eq. (A.16). This procedure is repeated until
lated. The corrected point is obtained by displacement the Eqs. (A.16) and (A.18) would be false.
point to a half of the distance to a valid centroid xc point,
The centroid used in Eqs. (A.13)–(A.19) is evaluated and
If gj (xn ) < gj min or gj (xn ) > gj max validated as
for any j = 1, 2, . . . , m is true, then (A.5)  k 

xn corr = 0.5(xn + xc ), (A.6) x =

c
(x ) − x

max
(k − 1). (A.20)

=1
where
 n  If gj (x ) < gj min or gj (xc ) > gj max
c

for any j = 1, 2, . . . , m is true, then (A.21)
xc = (x
) − xn (n − 1). (A.7)

=1 xc corr = 0.5(xc + xmin ). (A.22)
c c
If gj (x ) < gj min or gj (x ) > gj max Eq. (A.22) is repeated until Eq. (A.21) would be false.
for any j = 1, 2, . . . , m is true, then (A.8) 6. Return to step 3 until convergence is reached or the iterations
overpass a defined number.
xc corr = 0.5(xc + x1 ). (A.9)
The differences with respect to original complex (Box, 1965)
Eq. (A.9) is repeated until Eq. (A.8) would be false. It is method are
important to note that x1 is valid.
1. The centroid (Eqs. (A.7) or (A.17)) are not validated and
Then Eq. (A.6) is repeated until Eq. (A.5) would be corrected, like in the procedures defined in Eqs. (A.8), (A.9),
false. (A.21) and (A.22).
4340 I.I. Ruiz-López et al. / Chemical Engineering Science 61 (2006) 4332 – 4340

2. Eq. (A.19) in the original complex method is equal to In the case of min IL
xn corr = 0.5(xn + xc ). f (x) = IL , g1 (x) = , g2 (x) = max ,

The modifications introduced are the result of our experience −∞ < g1 (x) < 0, 0 < g2 (x) < ∞.
in the use of original complex algorithm. When the centroid is
invalid or the most far point the algorithm is cycled. In the case of min max

f (x) = max , g1 (x) = , g2 (x) = IL ,

Appendix B. Optimization details
−∞ < g1 (x) < 0, 0 < g2 (x) < (IL min + ε1 ),
Distillation column:
Proposed P
1 = 0.5IL min .

x = {f11 , f22 }, x1 = {−1, 1},

−100 0000 < f11 < 0, 0 < f22 < 100 000. References

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−100 000 < f12 , g12 , f21 , g21 < 100 000.