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Python / Knitro API Python / Pyomo Julia / JuMP

On this page

  • Introduction
  • A worked example
  • Problem description
  • Mathematical model
  • Input data
  • Model implementation
  • Solving the worked example
  • Larger example
  • Even larger example
  • References

Wastewater Treatment Network

Route wastewater through splitters, mixers and treatment units so that the least possible flow goes through costly treatment and the discharge still meets its quality limits.

Notebook
Python / Knitro API Python / Pyomo Julia / JuMP

Introduction

We consider the wastewater treatment network problem. The goal of a wastewater treatment network is to lower the contaminant concentration in wastewater to the required quality standards. Such a network contains splitters, mixers and treatment units. Splitters divide incoming flows, mixers combine them, and treatment units remove a fixed share of each contaminant from the flow passing through them. The problem is to determine how much of the flow from each splitter should go to each mixer, so as to minimize the flow sent to the expensive treatment units while the final output still meets the required quality standards.

Below is the smallest network the page solves, with each arc as wide as the flow it carries and colored by how dirty that flow is. It starts with nothing treated, so both streams run straight to the output and the gauge on the right stands above the dashed rule that marks the discharge limit. Routing part of the flow through the treatment unit brings it back down onto the rule, and no further.

A worked example

First, let’s illustrate the problem on a small instance containing

  • 2 inlet splitters,
  • 1 triplet inlet mixer / treatment unit / output splitter,
  • 1 contaminant.

Let’s visualize the network:

We consider the following input values:

Input Value
Total flow in Splitter \(i_0\) \(20{,}000\) kg/h
↳ contaminant flow in Splitter \(i_0\) \(3\) kg/h
Total flow in Splitter \(i_1\) \(10{,}000\) kg/h
↳ contaminant flow in Splitter \(i_1\) \(2\) kg/h
Quality percentage in the output mixer \(0.01\%\) of the total input flow, that is \((20{,}000 + 10{,}000) \times 10^{-4} = 3\) kg/h
Treatment unit removal ratio \(0.9\)

Possible solution. We consider the following solution:

  • \(7.41\%\) of the flow from Splitter \(i_0\) goes into Mixer \(0\).
  • The rest of the flow from Splitter \(i_0\) goes into Mixer out.
  • All the flow from Splitter \(i_1\) goes into Mixer \(0\).
  • All the flow from Splitter \(0\) goes to Mixer out.

Let’s visualize this solution:

At the entrance of Mixer \(0\):

  • Flow:
    • flow from Splitter \(i_1\): \(10{,}000\) kg/h;
    • flow from \(7.41\%\) of Splitter \(i_0\): \(1{,}481\) kg/h;
    • thus the total flow into Mixer \(0\) is \(10{,}000 + 1{,}481 = 11{,}481\) kg/h.
  • Contaminant rate:
    • contaminant rate from Splitter \(i_1\): \(2\) kg/h;
    • contaminant rate from \(7.41\%\) of Splitter \(i_0\): \(0.22\) kg/h;
    • thus the total contaminant rate entering Mixer \(0\) is \(2 + 0.22 = 2.22\) kg/h.

After Treatment Unit \(0\), the contaminant rate is reduced to \(2.22 \times (1 - 0.9) = 0.22\) kg/h.

At the entrance of Mixer out:

  • the treated flow, carrying \(0.22\) kg/h of contaminant, is merged with the remaining \(92.59\%\) of the flow from Splitter \(i_0\);
  • the remaining contaminant rate from Splitter \(i_0\) is \(2.78\) kg/h;
  • thus the total contaminant rate in Mixer out is \(0.22 + 2.78 = 3\) kg/h.

The final contaminant rate meets the required quality of \(3\) kg/h. Finding such a split by hand stops working almost immediately, so let’s now give the formal description of the problem.

Problem description

Input

  • A set of contaminants \(C\).
  • A set of inlet splitters \(S_I\).
    • Total flow \(\beta^\text{IN}_{s_i}\) (kg/h) for each inlet splitter \(s_i \in S_I\).
    • Contaminant flow \(\alpha^\text{IN}_{c,s_i}\) (kg/h) for each contaminant \(c \in C\) and each inlet splitter \(s_i \in S_I\).
  • An output mixer \(m_O\), with an upper limit of discharge concentration \(\theta^\text{OUT}_c\) for each contaminant \(c \in C\).
  • A set of triplets \(M_T \times T \times S_T\), each triplet \((m,t,s)\) corresponding to a treatment unit with its input mixer and output splitter, with a removal ratio \(\gamma_{t,c}\) for each contaminant \(c \in C\) and each treatment unit \(t \in T\).

Problem: choose how to divide the flow at the splitters in order to respect the output quality.

Objective: the goal is to minimize the total flow entering the treatment units, as operational costs are heavily influenced by the flow rates entering these units,

\[ \sum_{t \in T} f_t \]

where \(f_t\) represents the total flow going through treatment unit \(t \in T\).

Mathematical model

Let’s write a mathematical model of the problem.

Variables

The problem is a variant of a network flow problem. There are variables to represent the water flow and the contaminant flow on each arc of the network:

  • \(f_{s,m}\), \(s \in S_I \cup S_T\), \(m \in M_T \cup \{m_O\}\): total flow (kg/h) from splitter \(s\) to mixer \(m\).
  • \(f_{s,m,c}\), \(s \in S_I \cup S_T\), \(m \in M_T \cup \{m_O\}\), \(c \in C\): flow (kg/h) of contaminant \(c\) from splitter \(s\) to mixer \(m\).
  • \(f_t\), \(t \in T\): total flow (kg/h) through treatment unit \(t\).
  • \(f^i_{t,c}\), \(t \in T\), \(c \in C\): flow (kg/h) of contaminant \(c\) entering treatment unit \(t\).
  • \(f^o_{t,c}\), \(t \in T\), \(c \in C\): flow (kg/h) of contaminant \(c\) leaving treatment unit \(t\).
  • \(x_{s,m}\), \(s \in S_I \cup S_T\), \(m \in M_T \cup \{m_O\}\): fraction of the flow at splitter \(s\) that goes to mixer \(m\). This variable is what links the water and contaminant flows.

Objective: minimize the total flow entering the treatment units,

\[ \min \sum_{t \in T} f_t \]

Constraints

  • Between splitters and mixers.

    • Mass balance at the inlet splitters: \[ \forall s \in S_I, \quad \forall m \in M_T \cup \{m_O\}, \qquad \beta^\text{IN}_{s} x_{s,m} = f_{s,m} \]

    • Contaminant mass balance at the inlet splitters: \[ \forall s \in S_I, \quad \forall m \in M_T \cup \{m_O\}, \quad \forall c \in C, \qquad \alpha^\text{IN}_{c,s} x_{s,m} = f_{s,m,c} \]

    • Mass balance at the outlet splitters: \[ \forall (m,t,s) \in M_T \times T \times S_T, \quad \forall m' \in M_T \cup \{m_O\}, \qquad f_t x_{s,m'} = f_{s,m'} \]

    • Contaminant mass balance at the outlet splitters: \[ \forall (m,t,s) \in M_T \times T \times S_T, \quad \forall m' \in M_T \cup \{m_O\}, \quad \forall c \in C, \qquad f^o_{t,c} x_{s,m'} = f_{s,m',c} \]

    • Flow balance: \[ \forall s \in S_I \cup S_T, \qquad \sum_{m \in M_T \cup \{m_O\}} x_{s,m} = 1 \]

    • Flow conservation at the outlet splitters: \[ \forall (m,t,s) \in M_T \times T \times S_T, \qquad f_t = \sum_{m' \in M_T \cup \{m_O\}} f_{s,m'} \]

    • Contaminant flow conservation at the outlet splitters: \[ \forall (m,t,s) \in M_T \times T \times S_T, \quad \forall c \in C, \qquad f^o_{t,c} = \sum_{m' \in M_T \cup \{m_O\}} f_{s,m',c} \]

  • At the inlet mixers.

    • Flow conservation: \[ \forall (m,t,s) \in M_T \times T \times S_T, \qquad f_t = \sum_{s' \in S_I \cup S_T} f_{s',m} \]

    • Contaminant flow conservation: \[ \forall (m,t,s) \in M_T \times T \times S_T, \quad \forall c \in C, \qquad f^i_{t,c} = \sum_{s' \in S_I \cup S_T} f_{s',m,c} \]

  • Removal of contaminants in the treatment units: \[ \forall (m,t,s) \in M_T \times T \times S_T, \quad \forall c \in C, \qquad f^o_{t,c} = (1 - \gamma_{t,c}) f^i_{t,c} \]

  • Output quality constraint: \[ \forall c \in C, \qquad \sum_{s \in S_I \cup S_T} f_{s,m_o,c} \leq \theta^\text{OUT}_{c} \sum_{s_i \in S_I} \beta^\text{IN}_{s_i} \]

The mass balance constraints are quadratic equalities. Therefore, the problem is a nonconvex quadratically constrained quadratic problem (nonconvex QCQP), and multistart is what gets Knitro past the local optima that come with it.

Input data

A Network names the contaminants, the inlet splitters with their flow and its contaminant content, the treatment triplets with their removal ratios, and the discharge limits. Each of the three solved on this page is written out beside the picture of the network it describes. A Routing holds the flow into the treatment units and every arc’s flow, per contaminant and in total.

from dataclasses import dataclass, field

from plot import draw_network, draw_routing
from report import report_output


@dataclass
class Network:
    inlet_contaminants: list
    removal: list
    triplets: list
    max_concentration: list
    inlet_flow: list
    positions: dict
    num_contaminants: int = field(init=False)
    num_inlet_splitters: int = field(init=False)
    num_units: int = field(init=False)
    num_outlet_mixers: int = field(init=False)

    def __post_init__(self):
        self.num_contaminants = len(self.max_concentration)
        self.num_inlet_splitters = len(self.inlet_flow)
        self.num_units = len(self.removal)
        self.num_outlet_mixers = 1

    @property
    def num_splitters(self):
        return self.num_inlet_splitters + self.num_units

    @property
    def num_mixers(self):
        return self.num_units + self.num_outlet_mixers

    @property
    def outlet_mixer(self):
        return self.num_units

    @property
    def inlet_splitters(self):
        return range(self.num_inlet_splitters)

    @property
    def outlet_splitters(self):
        return range(self.num_inlet_splitters, self.num_splitters)

    @property
    def splitters(self):
        return range(self.num_splitters)

    @property
    def mixers(self):
        return range(self.num_mixers)

    @property
    def units(self):
        return range(self.num_units)

    @property
    def contaminants(self):
        return range(self.num_contaminants)


@dataclass
class Routing:
    treated_flow: float
    flow: dict
    contaminant_flow: dict
    unit_flow: dict
    unit_inflow: dict
    unit_outflow: dict

An arc bends around any node lying between its two ends, so a flow returning up the network does not read as one crossing a unit. On the larger networks the nodes carry color instead of labels, and one legend names them.

The worked example is the smallest instance the model takes, with two inlet splitters feeding one mixer, one treatment unit, one output splitter and one contaminant. positions is there for the figure alone, since the model never asks where a node sits.

network_0 = Network(
    inlet_contaminants=[[3], [2]],
    removal=[[0.9]],
    triplets=[(0, 0, 2)],
    max_concentration=[1e-4],
    inlet_flow=[20000, 10000],
    positions={
        "Splitter i0": [(0, 15), "blue"],
        "Splitter i1": [(0, 5), "blue"],
        "Mixer 0": [(2, 10), "red"],
        "Treatment Unit 0": [(4, 9), "green"],
        "Splitter 0": [(6, 10), "orange"],
        "Mixer out": [(8, 10), "purple"],
    },
)
draw_network(network_0)

Model implementation

import pyomo.environ as pyo

SOLVER_NAME = "knitroampl"

Everything the inlet splitters do is affine, since their total flow is data. The outlet splitters are where two variables meet, and those products go into the same ConstraintList as written.

def minimize_treatment(network, *, multistart=True, max_solves=None):
    splitters, mixers = network.splitters, network.mixers
    contaminants, units = network.contaminants, network.units
    inlets, triplets = network.inlet_splitters, network.triplets
    m_o = network.outlet_mixer
    beta, alpha = network.inlet_flow, network.inlet_contaminants
    gamma, theta = network.removal, network.max_concentration

    model = pyo.ConcreteModel()
    model.triplets = pyo.Set(initialize=triplets, dimen=3)
    model.fsm = pyo.Var(splitters, mixers, within=pyo.NonNegativeReals)
    model.fsmc = pyo.Var(splitters, mixers, contaminants, within=pyo.NonNegativeReals)
    model.ft = pyo.Var(units, within=pyo.NonNegativeReals)
    model.fitc = pyo.Var(model.triplets, contaminants, within=pyo.NonNegativeReals)
    model.fotc = pyo.Var(model.triplets, contaminants, within=pyo.NonNegativeReals)
    model.xsm = pyo.Var(splitters, mixers, bounds=(0, 1))
    fsm, fsmc, ft, xsm = model.fsm, model.fsmc, model.ft, model.xsm
    fitc, fotc = model.fitc, model.fotc

    treated = pyo.quicksum(ft[t] for t in units)
    model.obj = pyo.Objective(expr=treated, sense=pyo.minimize)

    model.con = pyo.ConstraintList()
    for s in inlets:
        for m in mixers:
            model.con.add(beta[s] * xsm[s, m] == fsm[s, m])
            for c in contaminants:
                model.con.add(alpha[s][c] * xsm[s, m] == fsmc[s, m, c])
    for mi, t, s in triplets:
        for m1 in mixers:
            model.con.add(ft[t] * xsm[s, m1] == fsm[s, m1])
            for c in contaminants:
                model.con.add(fotc[mi, t, s, c] * xsm[s, m1] == fsmc[s, m1, c])
    for s in splitters:
        model.con.add(pyo.quicksum(xsm[s, m] for m in mixers) == 1)
    for mi, t, s in triplets:
        model.con.add(ft[t] == pyo.quicksum(fsm[s, m] for m in mixers))
        model.con.add(ft[t] == pyo.quicksum(fsm[sp, mi] for sp in splitters))
        for c in contaminants:
            f_in, f_out = fitc[mi, t, s, c], fotc[mi, t, s, c]
            model.con.add(f_out == pyo.quicksum(fsmc[s, m, c] for m in mixers))
            model.con.add(f_in == pyo.quicksum(fsmc[sp, mi, c] for sp in splitters))
            model.con.add(f_out == (1 - gamma[t][c]) * f_in)
    for c in contaminants:
        discharged = pyo.quicksum(fsmc[sp, m_o, c] for sp in splitters)
        model.con.add(discharged <= sum(beta[s] * theta[c] for s in inlets))

    solver = pyo.SolverFactory(SOLVER_NAME)
    solver.options["ms_enable"] = int(multistart)
    if max_solves is not None:
        solver.options["ms_maxsolves"] = max_solves
    solver.solve(model, tee=True)

    treated_flow = model.obj()
    flows = [{k: v() for k, v in f.items()} for f in (fsm, fsmc, ft, fitc, fotc)]
    return Routing(treated_flow, *flows)

Solving the worked example

The introduction works that network out by hand. Knitro should reach the same split.

routing_0 = minimize_treatment(network_0)
Artelys Knitro 16.0.0: ms_enable=1

=======================================
          Commercial License
         Artelys Knitro 16.0.0
=======================================

Knitro using up to 8 threads.
No start point provided -- Knitro computing one.

Knitro presolve eliminated 11 variables (52%) and 11 constraints (52%) in 0.00s.

concurrent_evals         0
datacheck                0
feastol                  1e-06
feastol_abs              0.001
findiff_numthreads       1
hessian_no_f             1
hessopt                  1
ms_enable                1
opttol                   1e-06
opttol_abs               0.001

Problem Characteristics                     |           Presolved
-----------------------
Problem type: QCQP
Objective: minimize / linear   
Number of variables:                     21 |                            10
  bounds:         lower     upper     range |     lower     upper     range
                     15         0         6 |         6         0         4
                             free     fixed |                free     fixed
                                0         0 |                   0         0
Number of constraints:                   21 |                            10
                    eq.     ineq.     range |       eq.     ineq.     range
  linear:            16         1         0 |         5         1         0
  quadratic:          4         0         0 |         4         0         0
Number of nonzeros:
              objective  Jacobian   Hessian | objective  Jacobian   Hessian
  linear:             1        45           |         1        23          
  quadratic:          0         8         4 |         0         8         4
  total:              1        53         4 |         1        31         4

Knitro parallel multistart will run with 8 threads.

Return codes description
------------------------
  0:  The final solution satisfies the termination conditions for verifying optimality.
  -100 to -199:  A feasible approximate solution was found.
  -200 to -299:  Knitro terminated at an infeasible point.
  -300 to -301:  The problem was determined to be unbounded.
  -400 to -499:  Knitro terminated because it reached a pre-defined limit.
    -400 to -409:  A feasible point was found.
    -410 to -419:  No feasible point was found.
  -500 to -599:  Knitro terminated with an input error or some non-standard error.
A more detailed description of individual return codes and their corresponding
termination messages is provided at
https://www.artelys.com/app/docs/knitro/3_referenceManual/returnCodes.html

 Solve Thrd Status   Objective   FeasError   Opt Error   Solve Time  Real Time 
 ----- ---- ------ ------------ ----------- ----------- ----------- -----------
     4    2      0      11481.5 1.00004e-10 1.00004e-10    0.148996    0.225867
     1    4      0      11481.5 1.00004e-10 1.00004e-10    0.183721    0.225867
     3    1      0      11481.5 8.34888e-10 1.00048e-10    0.158585    0.230613
     2    3      0      11481.5 8.34888e-10 1.00048e-10    0.173229    0.230613
    11    0      0      11481.5 9.99973e-11 9.99973e-11 3.61979e-03    0.233273
    21    1      0      11481.5 1.00303e-10 6.16849e-09 2.26149e-03    0.233273
    31    6      0      11481.5 1.00000e-10 1.00000e-10 2.96758e-03    0.233273
     8    2      0      11481.5 4.32158e-08 6.09998e-09 2.74566e-02    0.235741
    13    4      0      11481.5 9.99854e-11 9.58607e-09 1.57123e-02    0.235741
    28    6      0      11481.5 1.00000e-10 1.00000e-10 3.68924e-03    0.235741
    10    3      0      11481.5 1.01486e-10 2.03180e-08 1.16563e-02    0.237040
    18    7      0      11481.5 5.38730e-08 1.84683e-07 1.44777e-02    0.237040
    22    5      0      11481.5 5.83190e-09 5.94482e-08 5.01289e-03    0.237040
    24    7      0      11481.5 9.98317e-11 6.27551e-09 7.69471e-03    0.237040
    29    5      0      11481.5 1.10084e-06 3.05377e-07 6.69253e-03    0.237040
    32    6      0      11481.5 2.07516e-10 1.00014e-10 3.72743e-03    0.237040
    33    5      0      11481.5 3.26850e-07 6.07884e-08 1.37972e-02    0.244762
     6    7      0      11481.5 9.91847e-11 2.45321e-09    0.189235    0.245087
    25    5      0      11481.5 2.83990e-07 2.44632e-08 9.10900e-03    0.245087

MULTISTART: Best locally optimal solution is returned.
EXIT: Multi-start stopped because of a low estimated probability of finding
      an unobserved solution. Set ms_terminate=0 to disable multi-start rule-based
      termination procedure.
      19 solve(s) returned satisfactory solutions.

Final Statistics
----------------
Final objective value               =   1.14814814687429e+04
Final feasibility error (abs / rel) =   1.10e-06 / 6.82e-11
Final optimality error  (abs / rel) =   3.05e-07 / 3.05e-07
# of iterations                     =        782 
# of CG iterations                  =          0 
# of function evaluations           =          0
# of gradient evaluations           =          0
# of Hessian evaluations            =          0
Total program time (secs)           =       0.26789 (     4.437 CPU time)

================================================================================
Show the full outputHide the full output
draw_routing(network_0, routing_0, contaminants=[0])

We found the same result as previously.

Larger example

The first part features a highly minimalist model. The next one introduces more realistic elements, with three inlet splitters, three treatment units and three contaminants. Every splitter may feed every mixer, so the network below is dense on purpose, since it is the set of routes on offer and not the ones that get used. The dataset comes from Cheng and Li, 2020 DOI.

network_1 = Network(
    inlet_contaminants=[[12, 10, 10], [6, 3, 1.5], [1, 5, 1]],
    removal=[[0.9, 0, 0], [0, 0.99, 0], [0, 0, 0.8]],
    triplets=[(0, 0, 3), (1, 1, 4), (2, 2, 5)],
    max_concentration=[1e-4, 1e-4, 1e-4],
    inlet_flow=[20000, 15000, 5000],
    positions={
        "Splitter i0": [(0, 10), "blue"],
        "Splitter i1": [(0, 8), "blue"],
        "Splitter i2": [(0, 6), "blue"],
        "Mixer 0": [(2, 18), "red"],
        "Mixer 1": [(2, 14), "red"],
        "Mixer 2": [(2, 1), "red"],
        "Treatment Unit 0": [(4, 17), "green"],
        "Treatment Unit 1": [(4, 13), "green"],
        "Treatment Unit 2": [(4, 0), "green"],
        "Splitter 0": [(6, 18), "orange"],
        "Splitter 1": [(6, 14), "orange"],
        "Splitter 2": [(6, 1), "orange"],
        "Mixer out": [(8, 8), "purple"],
    },
)
draw_network(network_1)
routing_1 = minimize_treatment(network_1)
Artelys Knitro 16.0.0: ms_enable=1

=======================================
          Commercial License
         Artelys Knitro 16.0.0
=======================================

Knitro using up to 8 threads.
No start point provided -- Knitro computing one.

Knitro presolve eliminated 57 variables (40%) and 57 constraints (41%) in 0.00s.

concurrent_evals         0
datacheck                0
feastol                  1e-06
feastol_abs              0.001
findiff_numthreads       1
hessian_no_f             1
hessopt                  1
ms_enable                1
opttol                   1e-06
opttol_abs               0.001

Problem Characteristics                     |           Presolved
-----------------------
Problem type: QCQP
Objective: minimize / linear   
Number of variables:                    141 |                            84
  bounds:         lower     upper     range |     lower     upper     range
                    117         0        24 |        63         0        21
                             free     fixed |                free     fixed
                                0         0 |                   0         0
Number of constraints:                  138 |                            81
                    eq.     ineq.     range |       eq.     ineq.     range
  linear:            87         3         0 |        30         3         0
  quadratic:         48         0         0 |        48         0         0
Number of nonzeros:
              objective  Jacobian   Hessian | objective  Jacobian   Hessian
  linear:             3       348           |         3       234          
  quadratic:          0        96        48 |         0        96        48
  total:              3       444        48 |         3       330        48

Knitro parallel multistart will run with 8 threads.

Return codes description
------------------------
  0:  The final solution satisfies the termination conditions for verifying optimality.
  -100 to -199:  A feasible approximate solution was found.
  -200 to -299:  Knitro terminated at an infeasible point.
  -300 to -301:  The problem was determined to be unbounded.
  -400 to -499:  Knitro terminated because it reached a pre-defined limit.
    -400 to -409:  A feasible point was found.
    -410 to -419:  No feasible point was found.
  -500 to -599:  Knitro terminated with an input error or some non-standard error.
A more detailed description of individual return codes and their corresponding
termination messages is provided at
https://www.artelys.com/app/docs/knitro/3_referenceManual/returnCodes.html

 Solve Thrd Status   Objective   FeasError   Opt Error   Solve Time  Real Time 
 ----- ---- ------ ------------ ----------- ----------- ----------- -----------
     1    4      0      92073.0 3.65253e-09 1.25108e-07    0.132902    0.750686
     4    3      0      92073.0 3.65253e-09 1.25108e-07    0.118490    0.750686
     9    3      0      85141.0 1.00072e-10 1.00072e-10 9.35853e-02    0.843695
    24    1      0      90268.5 3.31440e-09 2.38763e-08 8.68080e-02    0.843695
    17    4      0      81567.0 1.00002e-10 1.00002e-10 7.02627e-02    0.863454
    18    1      0      90268.5 2.69574e-09 6.98212e-07    0.104894    0.882711
    12    2      0      90268.5 1.00017e-10 1.00017e-10    0.122839    0.899489
    22    0      0      80778.9 1.27991e-08 4.54936e-07 7.85945e-02    0.899489
    11    1      0      80778.9 1.00004e-10 3.67229e-08    0.124490    0.908843
    27    6      0      80778.9 8.13725e-09 4.89626e-09    0.163118    0.908843
    19    2      0      81567.0 1.19348e-09 4.61667e-09    0.121718    0.918132
     0    2      0      85141.0 3.80828e-10 1.08412e-09    0.336746    0.927838
    28    1      0      90268.5 8.10142e-08 3.38638e-07    0.155748    0.927838
    26    2      0      87912.8 2.12090e-10 3.99564e-09    0.161552    0.938856
    30    3      0      92073.0 9.73960e-08 4.08422e-08    0.160745    0.938856
    14    0      0      92073.0 1.00005e-10 1.00005e-10    0.144377    0.948611
    25    0      0      85141.0 2.71472e-08 1.74499e-08    0.163867    0.948611
     6    1      0      80778.9 1.16727e-08 1.60799e-09    0.297335    0.959390
     7    5      0      85141.0 1.00000e-10 1.00000e-10    0.317569    0.959390
    13    5      0      92073.0 1.00001e-10 1.00001e-10    0.197127    0.959390
    29    7      0      85141.0 1.23691e-10 5.83477e-08    0.198921    0.984726
    31    4      0      81567.0 1.00049e-10 7.55953e-10    0.242160    0.984726
     5    7      0      80778.9 9.99529e-11 6.99401e-10    0.337205     1.07771
    10    3      0      85141.0 2.40470e-09 2.77842e-08    0.232763     1.08907
    21    4      0      92073.0 5.63887e-10 3.69955e-08    0.243044     1.08907
     2    0      0      80778.9 2.57347e-08 7.59701e-09    0.345359     1.10079
     3    6      0      80778.9 2.57347e-08 7.59701e-09    0.363153     1.10079
    20    3      0      80778.9 1.96451e-10 2.00725e-09    0.232378     1.15101
    15    7      0      92073.0 1.69838e-07 1.13552e-08    0.320629     1.22603
    16    6      0      90268.5 3.03066e-10 1.33868e-10    0.250007     1.23607
     8    4      0      80778.9 9.01195e-08 5.92734e-08    0.282950     1.25033
    35    6      0      85141.0 6.93159e-08 6.45247e-09    0.120928     1.26176
    23    5      0      85141.0 2.62208e-09 3.37035e-07    0.413426     1.27595
    40    5      0      85141.0 1.49062e-07 8.54941e-09    0.109748     1.27595
    36    5      0      80778.9 4.41047e-07 1.39258e-07    0.117136     1.36801
    39    1      0      81567.0 1.48176e-07 2.76558e-09    0.163682     1.36801
    42    1      0      80778.9 1.00000e-10 1.00000e-10    0.109311     1.37957
    38    4      0      80778.9 3.49246e-10 4.05584e-08    0.178211     1.39789
    32    3      0      92073.0 1.70420e-08 2.81452e-08    0.299416     1.41242
    48    1      0      80778.9 3.89264e-10 1.90539e-10 7.49612e-02     1.47193
    45    0      0      81567.0 2.98314e-10 1.82385e-10    0.157861     1.49131
    44    5      0      80778.9 1.00009e-10 1.00009e-10    0.178687     1.49131
    46    2      0      81567.0 7.89574e-10 1.00009e-10    0.166131     1.49131
    33    0      0      85141.0 1.00001e-10 1.00001e-10    0.237446     1.55610
    49    7      0      90268.5 9.99982e-11 1.19221e-09    0.129124     1.72793
    51    0      0      85141.0 9.99973e-11 9.99973e-11    0.139784     1.74011
    34    2      0      81567.0 1.18884e-06 7.90391e-09    0.246330     1.75356
    37    7      0      80778.9 9.99938e-11 2.32535e-09    0.357936     1.77056
    52    5      0      85141.0 5.89443e-10 4.69924e-10    0.177693     1.77056
    50    1      0      81567.0 5.63716e-10 3.36818e-08    0.222979     1.78077
    47    3      0      80778.9 2.42478e-09 1.09449e-09    0.182538     1.79708
    59    1      0      85141.0 6.40284e-10 1.44080e-08    0.141089     1.92244
    53    2      0      85141.0 7.54983e-10 2.35559e-10    0.251398     1.93091
    57    5      0      85141.0 1.55391e-10 2.03354e-09    0.137919     1.93091
    60    4      0      81567.0 6.37854e-09 1.00082e-10    0.175447     1.93091
    43    4      0      81567.0 1.78261e-08 1.28455e-09    0.442281     2.06986
    62    5      0      80778.9 9.99938e-11 6.01631e-10    0.149706     2.06986
    66    7      0      85141.0 7.53062e-10 2.16645e-07 9.70475e-02     2.10687
    41    6      0      81567.0 5.96013e-10 5.03365e-07    0.453930     2.16657
    70    0      0      92073.0 1.00012e-10 1.00012e-10 8.72472e-02     2.16657
    54    3      0      90268.5 9.99965e-11 9.34525e-10    0.328808     2.19215
    55    7      0      80778.9 3.97306e-07 2.98519e-07    0.317036     2.21902
    63    1      0      80778.9 1.43442e-09 2.14801e-09    0.394437     2.27614
    58    6      0      80778.9 1.44678e-09 3.65376e-08    0.313036     2.28762
    65    3      0      80778.9 7.79180e-09 2.61610e-10    0.284257     2.28762
    68    6      0      80778.9 6.45377e-09 4.56412e-09    0.252404     2.30269
    64    4      0      92073.0 9.99973e-11 9.99973e-11    0.313628     2.34992
    72    3      0      80778.9 7.05768e-10 1.16163e-07    0.194895     2.34992
    75    1      0      85141.0 7.85304e-08 4.29072e-08    0.159337     2.41464
    61    2      0      85141.0 3.13776e-10 6.38101e-09    0.397935     2.44349
    67    5      0      85141.0 1.00009e-10 1.00009e-10    0.311499     2.44349
    71    2      0      85141.0 4.47471e-10 7.26031e-08    0.206724     2.45357
    79    1      0      85141.0 2.70679e-07 7.53030e-07 5.92565e-02     2.48157
    78    2      0      80778.9 9.99947e-11 9.99947e-11    0.119424     2.48157
    69    7      0      92073.0 2.13541e-08 2.13186e-09    0.315113     2.59002
    82    1      0      87912.8 1.43700e-09 4.44834e-07 9.33625e-02     2.60033
    80    7      0      80778.9 1.00001e-10 1.00001e-10    0.105820     2.60891

MULTISTART: Best locally optimal solution is returned.
EXIT: Multi-start stopped because of a low estimated probability of finding
      an unobserved solution. Set ms_terminate=0 to disable multi-start rule-based
      termination procedure.
      77 solve(s) returned satisfactory solutions.

Final Statistics
----------------
Final objective value               =   8.07789201450768e+04
Final feasibility error (abs / rel) =   4.41e-07 / 2.88e-11
Final optimality error  (abs / rel) =   1.39e-07 / 1.39e-07
# of iterations                     =      16620 
# of CG iterations                  =          0 
# of function evaluations           =          0
# of gradient evaluations           =          0
# of Hessian evaluations            =          0
Total program time (secs)           =       2.82638 (    24.360 CPU time)

================================================================================
Show the full outputHide the full output
draw_routing(network_1, routing_1)
report_output(network_1, routing_1)
contaminant    discharged         limit   of limit
                   (kg/h)        (kg/h)
--------------------------------------------------
          1          4.00          4.00     100.0%
          2          4.00          4.00     100.0%
          3          4.00          4.00     100.0%

The flow entering Splitter \(i_0\) is highly concentrated in contaminants 1, 2 and 3, so it is essential that it first passes through the three treatment units to reduce the concentration enough to meet the quality criteria. The flow entering Splitter \(i_1\) is very concentrated in contaminant 1, which is why a portion of it goes to Treatment Unit 0; a small portion can go straight to the output mixer since it is not very concentrated overall, so the criteria are met without sending the whole flow through the units. Splitter \(i_2\) is highly concentrated, particularly in contaminant 2, so it should mainly pass through Treatment Unit 1, though it must still pass through the other units to help stay below the threshold. The threshold is reached exactly for all three contaminants.

Even larger example

Let’s try another example with a higher number of units, ten inlet splitters, eight treatment units and five contaminants. The contaminant flows, the removal ratios and the inlet flows were drawn at random, and the nodes sit on a regular grid. Every splitter may feed every mixer here too, for 178 arcs on offer, and the figure below draws every one of them. It is dense on purpose, since what it shows is the choice the model faces rather than a route through it. The solution that follows keeps flow on about a fifth of the splitter-to-mixer connections and leaves the rest empty. Left to itself, Knitro’s multistart tries a few hundred starting points on a network this size, taking minutes and buying half a percent, so the number of solves is capped here.

positions_2 = {f"Splitter i{s}": [(0, 18 - 2 * s), "blue"] for s in range(10)}
positions_2.update({f"Mixer {m}": [(2, 16 - 2 * m), "red"] for m in range(8)})
positions_2.update(
    {f"Treatment Unit {t}": [(4, 15 - 2 * t), "green"] for t in range(8)}
)
positions_2.update({f"Splitter {s}": [(6, 16 - 2 * s), "orange"] for s in range(8)})
positions_2["Mixer out"] = [(8, 8), "purple"]

network_2 = Network(
    inlet_contaminants=[
        [2, 9, 1, 4, 1],
        [7, 7, 7, 6, 3],
        [1, 7, 0, 6, 6],
        [9, 0, 7, 4, 3],
        [9, 1, 5, 0, 0],
        [0, 8, 0, 6, 3],
        [6, 0, 8, 3, 7],
        [7, 8, 3, 5, 3],
        [3, 7, 4, 0, 6],
        [8, 1, 2, 4, 1],
    ],
    removal=[
        [0.91, 0.69, 0.7, 0.64, 0.84],
        [0.52, 0.92, 0.67, 0.78, 0.73],
        [0.9, 0.54, 0.72, 0.71, 0.86],
        [0.64, 0.73, 0.66, 0.75, 0.81],
        [0.64, 0.86, 0.84, 0.8, 0.84],
        [0.68, 0.74, 0.66, 0.72, 0.8],
        [0.68, 0.71, 0.68, 0.67, 0.68],
        [0.75, 0.64, 0.77, 0.92, 0.82],
    ],
    triplets=[(t, t, t + 10) for t in range(8)],
    max_concentration=[1e-4] * 5,
    inlet_flow=[8087, 4725, 9336, 7910, 9972, 7826, 6102, 9671, 9923, 5457],
    positions=positions_2,
)
draw_network(network_2)
routing_2 = minimize_treatment(network_2, max_solves=3)
Artelys Knitro 16.0.0: ms_enable=1
ms_maxsolves=3

=======================================
          Commercial License
         Artelys Knitro 16.0.0
=======================================

Knitro using up to 8 threads.
No start point provided -- Knitro computing one.

Knitro presolve eliminated 540 variables (44%) and 540 constraints (48%) in 0.00s.

concurrent_evals         0
datacheck                0
feastol                  1e-06
feastol_abs              0.001
findiff_numthreads       1
hessian_no_f             1
hessopt                  1
ms_enable                1
ms_maxsolves             3
opttol                   1e-06
opttol_abs               0.001

Problem Characteristics                     |           Presolved
-----------------------
Problem type: QCQP
Objective: minimize / linear   
Number of variables:                   1222 |                           682
  bounds:         lower     upper     range |     lower     upper     range
                   1060         0       162 |       527         0       155
                             free     fixed |                free     fixed
                                0         0 |                   0         0
Number of constraints:                 1131 |                           591
                    eq.     ineq.     range |       eq.     ineq.     range
  linear:           694         5         0 |       154         5         0
  quadratic:        432         0         0 |       432         0         0
Number of nonzeros:
              objective  Jacobian   Hessian | objective  Jacobian   Hessian
  linear:             8      3164           |         8      2084          
  quadratic:          0       864       432 |         0       864       432
  total:              8      4028       432 |         8      2948       432

Knitro parallel multistart will run with 8 threads.

Return codes description
------------------------
  0:  The final solution satisfies the termination conditions for verifying optimality.
  -100 to -199:  A feasible approximate solution was found.
  -200 to -299:  Knitro terminated at an infeasible point.
  -300 to -301:  The problem was determined to be unbounded.
  -400 to -499:  Knitro terminated because it reached a pre-defined limit.
    -400 to -409:  A feasible point was found.
    -410 to -419:  No feasible point was found.
  -500 to -599:  Knitro terminated with an input error or some non-standard error.
A more detailed description of individual return codes and their corresponding
termination messages is provided at
https://www.artelys.com/app/docs/knitro/3_referenceManual/returnCodes.html

 Solve Thrd Status   Objective   FeasError   Opt Error   Solve Time  Real Time 
 ----- ---- ------ ------------ ----------- ----------- ----------- -----------
     1    5      0      82667.7 3.96885e-05 2.12792e-07     13.7419     13.7741
     0    6      0      83194.2 6.83105e-05 1.12066e-07     11.6611     13.7745
     2    7      0      83091.0 3.04772e-06 4.16383e-07     45.5676     45.5911

MULTISTART: Best locally optimal solution is returned.
EXIT: All multi-start solves have terminated.
      3 solve(s) returned satisfactory solutions.

Final Statistics
----------------
Final objective value               =   8.26676604389921e+04
Final feasibility error (abs / rel) =   3.97e-05 / 4.65e-09
Final optimality error  (abs / rel) =   2.13e-07 / 2.13e-07
# of iterations                     =       8502 
# of CG iterations                  =          0 
# of function evaluations           =          0
# of gradient evaluations           =          0
# of Hessian evaluations            =          0
Total program time (secs)           =      45.59324 (    76.363 CPU time)

================================================================================
Show the full outputHide the full output
draw_routing(network_2, routing_2)
report_output(network_2, routing_2)
contaminant    discharged         limit   of limit
                   (kg/h)        (kg/h)
--------------------------------------------------
          1          7.90          7.90     100.0%
          2          7.90          7.90     100.0%
          3          7.90          7.90     100.0%
          4          7.90          7.90     100.0%
          5          6.19          7.90      78.3%

References

  • “A multi-commodity flow formulation for the optimal design of wastewater treatment networks”, X. Cheng and X. Li (2020) DOI
 

Solved with Artelys Knitro · artelys.com