The paper discusses optimal operation of a general heat exchanger network with given structure, heat exchanger areas and stream data including predefined disturbances. A formulation of the steady state optimization problem is developed, which is easily adapted to any heat exchanger network. Using this model periodically for optimization, the operating conditions that minimize utility cost are found. Setpoints are constant from one optimization to the next, and for implementing the optimal solution special attention is paid to the selection of controlled variables such that the operation is insensitive to uncertainties (unknown disturbances and model errors). This is the idea of self-optimizing control. In addition to heat exchanger networks, the proposed method may also be applied to other processes where the optimum lies at the intersection of constraints.