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Optimal gas detector placement under uncertainty considering Conditional-Value-at-Risk

JOURNAL OF LOSS PREVENTION IN THE PROCESS INDUSTRIES 2013年第3期26卷 410-417页

作者： Legg, S. W. Wang, C. Benavides-Serrano, A. J. Laird, C. D. Texas A&M Univ Dept Chem Engn College Stn TX 77843 USA

A stochastic programming formulation considering Conditional-Value-at-Risk (CVaR) is developed for the optimal placement of gas detectors in petrochemical process facilities. A rigorous gas dispersion simulator, FLACS, is used to generate release scenario data for a real process geometry. We consider two problem formulations: minimization of expected detection time and minimization of expected detection time subject to a restriction on CVaR across the scenario set. The extensive form of each stochastic program is formulated in Pyomo and solved using CPLEX. Considering all scenarios, we compare key values and histograms of detection times for both formulations. Minimizing the mean detection time only can lead to optimal detector placements with a good expected behavior, but unacceptable worst-case behavior. The formulations that minimize or constraint CVaR produce sensor placements with significantly better worst-case behavior and fewer scenarios having high detection times. Considering these results, a strong case for the use of optimal sensor placement using stochastic programming considering CVaR is made for improving safety systems. (c) 2012 Elsevier Ltd. All rights reserved.

关键词： Gas detection Process safety Sensor placement Stochastic programming mixed-integer linear programming Conditional-Value-at-Risk

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Tight and Compact MILP Formulation of Start-Up and Shut-Down Ramping in Unit Commitment

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IEEE TRANSACTIONS ON POWER SYSTEMS 2013年第2期28卷 1288-1296页

作者： Morales-Espana, German Latorre, Jesus M. Ramos, Andres Univ Pontificia Comillas Sch Engn ICAI Inst Res Technol IIT Madrid Spain

This paper presents a mixed-integer linear programming (MILP) formulation of start-up (SU) and shut-down (SD) power trajectories of thermal units. Multiple SU power-trajectories and costs are modeled according to how long the unit has been offline. The proposed formulation significantly reduces the computational burden in comparison with others commonly found in the literature. This is because the formulation is 1) tighter, i.e., the relaxed solution is nearer to the optimal integer solution;and 2) more compact, i.e., it needs fewer constraints, variables and nonzero elements in the constraint matrix. For illustration, the self-unit commitment problem faced by a thermal unit is employed. We provide computational results comparing the proposed formulation with others found in the literature.

关键词： mixed-integer linear programming start-up and shut-down ramps thermal units unit commitment

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Multi-objective optimization of environmentally conscious chemical supply chains under demand uncertainty

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CHEMICAL ENGINEERING SCIENCE 2013年 95卷 1-11页

作者： Ruiz-Femenia, R. Guillen-Gosalbez, G. Jimenez, L. Caballero, J. A. Univ Alicante Dept Ingn Quim E-03080 Alicante Spain Univ Rovira & Virgili Dept Engn Quim Tarragona 43007 Spain

In this work, we analyze the effect of demand uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear program (MILP) with the unique feature of incorporating explicitly the demand uncertainty using scenarios with given probability of occurrence. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact. (c) 2013 Elsevier Ltd. All rights reserved.

关键词： Supply chain management mixed-integer linear programming Risk management Multi-objective optimization Life cycle assessment Optimization under uncertainty

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Bi-criteria group scheduling in hybrid flowshops

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INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2013年第2期145卷 599-612页

作者： Bozorgirad, Mir Abbas Logendran, Rasaratnam Oregon State Univ Sch Mech Ind & Mfg Engn Corvallis OR 97331 USA

We consider a group scheduling problem in a hybrid flowshop where the parallel machines in one or more stages of the flowshop are unrelated and have different run times for the same job. The objective of the problem is to simultaneously decrease the producers cost by minimizing the Work-In-Process inventory (WIP) or equivalently the total weighted completion time, and increase the customers' satisfaction by minimizing the total weighted tardiness. All of the jobs and machines may not be ready at time zero, meaning that they can be released at different times during the scheduling period. The setup time required to switch between processing jobs from different families is considered to be sequence-dependent. A mixed-integer linear programming model is developed to mathematically represent this problem and obtain optimal solutions for small size problems. Since the problem is among the strongly NP-hard problems, four efficient algorithms based on tabu search are proposed to find optimal/near optimal solutions. The efficacy of these algorithms is compared to each other by means of a comprehensive statistical analysis, and the best algorithm is identified. Furthermore, the efficiency and effectiveness of the proposed search algorithms are verified by comparing the results of these algorithms with optimal solutions obtained from CPLEX for small size problems. (C) 2013 Elsevier B.V. All rights reserved.

关键词： Tabu search Group scheduling Hybrid flowshop Bi-criteria objective function Sequence-dependent setup times mixed-integer linear programming

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Real-Time Hoist Scheduling for Multistage Material Handling Process Under Uncertainties

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AICHE JOURNAL 2013年第4期59卷 1046-1048页

作者： Tian, Na Che, Ada Feng, Jianguang Northwestern Polytech Univ Sch Management Xian 710072 Peoples R China

Significance Zhao et al. have recently developed an interesting mixed-integer linear programming (MILP) model for real-time hoist rescheduling in a multistage electroplating line. In this letter, we reformulate the hoist movement constraints in their model. Due to this reformulation, we obtain a more compact MILP model in terms of the number of constraints and variables. Computational experiment shows that our improved model can be solved several times faster than Zhao et al.'s model. Such a reduction in computation time is significant in a real-time hoist rescheduling context.

关键词： hoist scheduling real-time scheduling mixed-integer linear programming

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Integrating gene and protein expression data with genome-scale metabolic networks to infer functional pathways

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BMC SYSTEMS BIOLOGY 2013年第1期7卷 1-12页

作者： Pey, Jon Valgepea, Kaspar Rubio, Angel Beasley, John E. Planes, Francisco J. Univ Navarra CEIT San Sebastian 20018 Spain Univ Navarra TECNUN San Sebastian 20018 Spain Tallinn Univ Technol Dept Chem EE-12618 Tallinn Estonia Competence Ctr Food & Fermentat Technol EE-12618 Tallinn Estonia Brunel Univ Uxbridge UB8 3PH Middx England

Background: The study of cellular metabolism in the context of high-throughput -omics data has allowed us to decipher novel mechanisms of importance in biotechnology and health. To continue with this progress, it is essential to efficiently integrate experimental data into metabolic modeling. Results: We present here an in-silico framework to infer relevant metabolic pathways for a particular phenotype under study based on its gene/protein expression data. This framework is based on the Carbon Flux Path (CFP) approach, a mixed-integer linear program that expands classical path finding techniques by considering additional biophysical constraints. In particular, the objective function of the CFP approach is amended to account for gene/protein expression data and influence obtained paths. This approach is termed integrative Carbon Flux Path (iCFP). We show that gene/protein expression data also influences the stoichiometric balancing of CFPs, which provides a more accurate picture of active metabolic pathways. This is illustrated in both a theoretical and real scenario. Finally, we apply this approach to find novel pathways relevant in the regulation of acetate overflow metabolism in Escherichia coli. As a result, several targets which could be relevant for better understanding of the phenomenon leading to impaired acetate overflow are proposed. Conclusions: A novel mathematical framework that determines functional pathways based on gene/protein expression data is presented and validated. We show that our approach is able to provide new insights into complex biological scenarios such as acetate overflow in Escherichia coli.

关键词： Acetate overflow Gene expression Proteomics Systems biology Metabolic pathways analysis mixed-integer linear programming

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Optimal Scheduling of Work-Content-Constrained Projects

Optimal Scheduling of Work-Content-Constrained Projects

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IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

作者： Baumann, Philipp Trautmann, Norbert Univ Bern Dept Business Adm Schuetzenmattstr 14 CH-3012 Bern Switzerland

ISBN: (纸本)9781479909865

The execution of a project requires resources that are generally scarce. Classical approaches to resource allocation assume that the usage of these resources by an individual project activity is constant during the execution of that activity;in practice, however, the project manager may vary resource usage over time within prescribed bounds. This variation gives rise to the project scheduling problem which consists in allocating the scarce resources to the project activities over time such that the project duration is minimized, the total number of resource units allocated equals the prescribed work content of each activity, and various work-content-related constraints are met. We formulate this problem for the first time as a mixed-integer linear program. Our computational results for a standard test set from the literature indicate that this model outperforms the state-of-the-art solution methods for this problem.

关键词： Project scheduling work-content constraints mixed-integer linear programming

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Optimal Selection of Whey Processing Facilities and Technology 20

Optimal Selection of Whey Processing Facilities and Technolo...

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20th International Congress on Modelling and Simulation (MODSIM)

作者： Garcia-Flores, R. Juliano, Pablo CSIRO Computat Informat Clayton Vic 3169 Australia CSIRO Anim Food & Hlth Sci Werribee Vic 3030 Australia

ISBN: (纸本)9780987214331

A large proportion of cheese makers in many countries is made up of small enterprises that use less than 25,000 litres of milk per day. Currently, whey, a by-product of cheese making, goes mostly to waste as a highly contaminating effluent or to animal feed because small manufacturers do not have the capacity to preserve it to consistent quality levels. The optimisation model we present aims at achieving better whey utilisation by selecting a processing site from a cluster of cheese makers, suggesting transportation routes, and selecting among a number of technological alternatives for developing products from underutilised whey. The backbone of the model is a network design/facility location problem, with additional constraints that enable optimal technology selection for whey processing at the selected sites. We present preliminary results for a cluster of Victorian cheese makers to prove the feasibility of the approach. The model will economically assess the feasibility of developing distribution chains of underutilised whey in selected country regions.

关键词： Facility Location Network design Dairy supply chain Technology selection mixed-integer linear programming

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Comparison of State-of-the-Art Transmission Constrained Unit Commitment Formulations

Comparison of State-of-the-Art Transmission Constrained Unit...

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General Meeting of the IEEE-Power-and-Energy-Society (PES)

作者： Pandzic, Hrvoje Qiu, Ting Kirschen, Daniel S. Univ Washington Dept Elect Engn Seattle WA 98195 USA

ISBN: (纸本)9781479913039

The paper reviews and compares several mixed-integer linear programming formulations of the transmission constrained unit commitment problem. It analyzes these formulations and provides extensions that properly address all the generator initial conditions. Computing times to solve the unit commitment problem using these different formulations are analyzed and compared. Tests were performed using a version of the IEEE RTS-96 system that has been updated to include generator types that better reflect contemporary generation mixes. Detailed data on all the power system parameters are provided, including initial generator conditions.

关键词： mixed-integer linear programming Unit Commitment IEEE RTS-96

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Optimal Reserve Dispatch and Security-Constrained Unit Commitment Considering Volatile Wind

Optimal Reserve Dispatch and Security-Constrained Unit Commi...

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IEEE International Conference of Region 10 (TENCON)

作者： Chen, L. Y. Li, Z. Y. Zhejiang Univ Dept Elect Engn Hangzhou 310027 Zhejiang Peoples R China

ISBN: (纸本)9781479928255;9781479928279

In this paper, a combined model of optimal reserve dispatch and security-constrained unit commitment (SCUC) considering uncertain wind energy generation output is presented. To simulate the volatility and intermittency of wind energy, scenarios are generated by using Monte Carlo simulation with Latin hypercube sampling technique. After linearization of the nonlinear formulation, the bi-level mixed integer linear programming problem is solved by GAMS/CPLEX. Specifically, the SCUC and reserve dispatch problem is settled in the master problem with the forecasted values of wind energy generation, while the obtained generation dispatch scheme should meet the requirements due to uncertain wind power in the subproblems. Finally, to examine the effectiveness of the proposed model, case studies are conducted on the revised IEEE six-bus three-unit system and New England 39-bus 10-unit system, and five cases with different changing parameters are discussed in detail.

关键词： uncertain scenarios Monte Carlo simulation scenario reduction optimal reserve economic dispatch security-constrained unit commitment mixed-integer linear programming

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