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Continuous-Time Modeling and Global Optimization Approach for Scheduling of Crude Oil Operations

AICHE JOURNAL 2012年第1期58卷 205-226页

作者： Li, Jie Misener, Ruth Floudas, Christodoulos A. Princeton Univ Dept Chem & Biol Engn Princeton NJ 08544 USA

Scheduling of crude oil operations is a critical and complicated component of overall refinery operations, because crude oil costs account for about 80% of the refinery turnover. Moreover, blending with less expensive crudes can significantly increase profit margins. The mathematical modeling of blending different crudes in storage tanks results in many bilinear terms, which transforms the problem into a challenging, nonconvex, and mixed-integer nonlinear programming (MINLP) optimization model. Two primary contributions have been made. First, the authors developed a novel unit-specific event-based continuous-time MINLP formulation for this problem. Then they incorporated realistic operational features such as single buoy mooring (SBM), multiple jetties, multiparcel vessels, single-parcel vessels, crude blending, brine settling, crude segregation, and multiple tanks feeding one crude distillation unit at one time and vice versa. In addition, 15 important volume-based or weight-based crude property indices are also considered. Second, they exploited recent advances in piecewiselinear underestimation of bilinear terms within a branch-and-bound algorithm to globally optimize the MINLP problem. It is shown that the continuous-time model results in substantially fewer bilinear terms. Several examples taken from the work of Li et al. are used to illustrate that (1) better solutions are obtained and (2) e-global optimality can be attained using the proposed branch-and-bound global optimization algorithm with piecewise-linear underestimations of the bilinear terms. (C) 2011 American Institute of Chemical Engineers AIChE J, 58: 205-226, 2012

关键词： refinery crude oil scheduling mixed-integer nonlinear programming nonconvex global optimization piecewise linear branch and bound

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A facility location model with safety stock costs: analysis of the cost of single-sourcing requirements

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JOURNAL OF GLOBAL OPTIMIZATION 2012年第3期54卷 551-581页

作者： Agrali, Semra Geunes, Joseph Taskin, Z. Caner Bahcesehir Univ Dept Ind Engn Istanbul Turkey Univ Florida Dept Ind & Syst Engn Gainesville FL 32611 USA Bogazici Univ Dept Ind Engn Istanbul Turkey

We consider a supply chain setting where multiple uncapacitated facilities serve a set of customers with a single product. The majority of literature on such problems requires assigning all of any given customer's demand to a single facility. While this single-sourcing strategy is optimal under linear (or concave) cost structures, it will often be suboptimal under the nonlinear costs that arise in the presence of safety stock costs. Our primary goal is to characterize the incremental costs that result from a single-sourcing strategy. We propose a general model that uses a cardinality constraint on the number of supply facilities that may serve a customer. The result is a complex mixed-integer nonlinear programming problem. We provide a generalized Benders decomposition algorithm for the case in which a customer's demand may be split among an arbitrary number of supply facilities. The Benders subproblem takes the form of an uncapacitated, nonlinear transportation problem, a relevant and interesting problem in its own right. We provide analysis and insight on this subproblem, which allows us to devise a hybrid algorithm based on an outer approximation of this subproblem to accelerate the generalized Benders decomposition algorithm. We also provide computational results for the general model that permit characterizing the costs that arise from a single-sourcing strategy.

关键词： mixed-integer nonlinear programming Stochastic location-inventory problem Generalized Benders decomposition Outer approximation

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Minimizing pump energy in a wastewater processing plant

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ENERGY 2012年第1期47卷 505-514页

作者： Zhang, Zijun Zeng, Yaohui Kusiak, Andrew Univ Iowa Dept Mech & Ind Engn Seamans Ctr 3131 Iowa City IA 52242 USA

This paper discusses energy savings in wastewater processing plant pump operations and proposes a pump system scheduling model to generate operational schedules to reduce energy consumption. A neural network algorithm is utilized to model pump energy consumption and fluid flow rate after pumping. The scheduling model is a mixed-integer nonlinear programming problem (MINLP). As solving a data-driven MINLP is challenging, a migrated particle swarm optimization algorithm is proposed. The modeling and optimization results show that the performance of the pump system can be significantly improved based on the computed schedules. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： mixed-integer nonlinear programming Energy saving Data mining Pump control Particle swarm optimization Neural networks

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Heat-integrated distillation columns: Vapor recompression or internal heat integration?

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AICHE JOURNAL 2012年第12期58卷 3740-3750页

作者： Harwardt, Andreas Marquardt, Wolfgang Rhein Westfal TH Aachen D-52056 Aachen Germany

Internally, heat-integrated distillation columns (HIDiC) and vapor recompression (VRC) constitute alternative design options to provide sustainable distillation processes. However, the design is often based on heuristic rules or the experience of the designer, as no systematic methodology driven by economics has been established so far. The increased complexity of heat-integrated columns can hardly be dealt with using simulation studies but rather calls for a systematic design procedure. A new design methodology is presented here;it builds on a superstructure, mixed-integer minimization of total annualized cost of operation and rigorous thermodynamic modeling. Optimal VRC and HIDiC designs are identified for the separation of binary, multicomponent, and nonideal mixtures and benchmarked against conventional distillation column designs. A small number of intermediate heat exchangers is optimal for these HIDiC configurations, eventually reducing to a single heat exchanger similar to VRC. Therefore, VRC designs are often more cost efficient due to simpler equipment. (C) 2012 American Institute of Chemical Engineers AIChE J, 2012

关键词： heat-integrated distillation columns vapor recompression mixed-integer nonlinear programming rigorous optimization heat integration separation process synthesis

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Layout and size optimization of sanitary sewer network using intelligent ants

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ADVANCES IN ENGINEERING SOFTWARE 2012年 51卷 49-62页

作者： Moeini, R. Afshar, M. H. Iran Univ Sci & Technol Sch Civil Engn Envirohydroinformat Ctr Excellence Tehran Iran

The incremental solution building capability of ant algorithm is exploited in this paper for the efficient layout and pipe size optimization of sanitary sewer network. Layout and pipe size optimization of sewer networks requires that the pipe locations, pipe diameters and pipe slopes are optimally determined. This problem is a highly constrained mixed-integer nonlinear programming (MINLP) problem presenting a challenge even to the modern heuristic search methods. In this paper, the Ant Colony Optimization Algorithm (ACOA) is equipped with a Tree Growing Algorithm (TGA) to efficiently solve the sewer network layout and size optimization problem and its performance is compared with the conventional application of the ACOA. The method is based on the assumption that a base layout including all possible links of the network is available. The TGA is used to construct feasible tree-like layouts out of the base layout defined for the sewer network, while the ACOA is used to optimally determine the pipe diameters of the constructed layout. An assumption of sewer flow at maximum allowable relative depth is made allowing for the calculation of the optimal pipe slopes in the absence of any pump and drop in the network. Two different formulations are, therefore, proposed and their performances are tested against hypothetical problems. In the first formulation, ACOA is used in a conventional manner for pipe size optimization while an ad hoc engineering concept for the layout determination. In the second formulation, however. ACOA equipped with TGA is used to simultaneously determine both the layout and pipe sizes of the network. Proposed formulations are used to solve three hypothetical test examples of different scales and the results are presented and compared. The results indicate the ability of the proposed method to optimally solve the problem of layout and size determination of sewer networks. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Ant Colony Optimization Algorithm Tree Growing Algorithm Sanitary sewer network Layout Pipe size mixed-integer nonlinear programming

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Derivative-free methods for bound constrained mixed-integer optimization

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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2012年第2期53卷 505-526页

作者： Liuzzi, G. Lucidi, S. Rinaldi, F. Univ Roma La Sapienza Dipartimento Informat & Sistemist A Ruberti I-00185 Rome Italy CNR Ist Anal Sistemi & Informat A Ruberti I-00185 Rome Italy

We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated nor approximated explicitly. This class of mixed integer nonlinear optimization problems arises frequently in many industrial and scientific applications and this motivates the increasing interest in the study of derivative-free methods for their solution. The continuous variables are handled by a linesearch strategy whereas to tackle the discrete ones we employ a local search-type approach. We propose different algorithms which are characterized by the way the current iterate is updated and by the stationarity conditions satisfied by the limit points of the sequences they produce.

关键词： Derivative-free optimization Bound constrained optimization mixed-integer nonlinear programming

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A new approach to security-constrained generation scheduling of large-scale power systems with a piecewise linear ramping model

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INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS 2012年第1期34卷 121-131页

作者： Lyu, J. K. Kim, M. K. Yoon, Y. T. Park, J. K. Dong A Univ Dept Elect Engn Pusan 604714 South Korea Seoul Natl Univ Sch Elect Engn & Comp Sci Seoul 151744 South Korea

This paper presents a new and efficient approach to determine security-constrained generation scheduling (SCGS) in large-scale power systems, taking into account dispatch, network, and security constraints in pre and post-contingency states. A novel ramp rate limit is also modeled as a piecewise linear function in the SCGS problem to reflect more practical characteristics of the generating units. Benders decomposition is applied to this constrained solution process to obtain an optimal SCGS problem based on mixed-integer nonlinear programming (MINLP). The formulation can be embedded in two stages. First, a MIP is formulated in the master problem to solve a unit commitment (UC) problem. This stage determines appropriate on/off states of the units. The second stage, the subproblem, is formulated as a NLP to solve a security-constrained economic dispatch (SCED) problem. This stage is used to determine the feasibility of the master problem solution. It provides information to formulate the benders cuts that connect both problems. The proposed approach is tested in the IEEE 118-bus system to show its effectiveness. The simulation results are more realistic and feasible, whilst assuring an acceptable computation time. (C) 2011 Elsevier Ltd. All rights reserved.

关键词： Security-constrained generation scheduling mixed-integer nonlinear programming Piecewise linear ramp limit Benders decomposition

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Multi-product unrelated parallel machines scheduling problem with rework processes

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SCIENTIA IRANICA 2012年第6期19卷 1887-1893页

作者： Ramezanian, R. Saidi-Mehrabad, M. Iran Univ Sci & Technol Dept Ind Engn Tehran Iran

In this paper, we addressed a multi-product unrelated parallel machines scheduling problem with the possibility of producing imperfect jobs. Rework processes in the problem are studied and a mixed-integer nonlinear programming (MINLP) model to formulate this problem is proposed. Rework activities are used to upgrade imperfect jobs to a preset standard quality level. It is assumed that the defective production probability for each job on machines can be estimated through historical data acquisition. Since the problem is strongly NP-hard, exact algorithms are inefficient for medium and large-sized problems. Thus, some heuristic methods focusing on the rework processes are developed based on dispatching rules. In order to evaluate the efficiency of the presented algorithms, makespan is used as the objective function. Computational experiments show the efficacy of the modified shortest processing time (MSPT) heuristic, in terms of computational time and objective value for randomly generated test problems. (C) 2012 Sharif University of Technology. Production and hosting by Elsevier B.V. All rights reserved.

关键词： Parallel machines scheduling Imperfect job Rework process mixed-integer nonlinear programming Heuristic algorithms

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A leader-follower game in competitive facility location

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COMPUTERS & OPERATIONS RESEARCH 2012年第2期39卷 437-448页

作者： Kucukaydin, Hande Aras, Necati Altinel, I. Kuban Bogazici Univ Dept Ind Engn Istanbul Turkey

We address the problem of locating new facilities of a firm or franchise that enters a market where a competitor operates existing facilities. The goal of the new entrant firm is to decide the location and attractiveness of its new facilities that maximize its profit. The competitor can react by opening new facilities, closing existing ones, and adjusting the attractiveness levels of its existing facilities, with the aim of maximizing its own profit. The demand is assumed to be aggregated at certain points in the plane and the new facilities of both the firm and the competitor can be located at predetermined candidate sites. We employ the gravity-based rule in modeling the behavior of the customers where the probability that a customer visits a certain facility is proportional to the facility attractiveness and inversely proportional to the distance between the facility site and demand point. We formulate a bilevel mixed-integer nonlinear programming model where the firm entering the market is the leader and the competitor is the follower. We propose heuristics that combine tabu search with exact solution methods. (C) 2011 Elsevier Ltd. All rights reserved.

关键词： Competitive facility location Leader-follower game mixed-integer nonlinear programming Hybrid tabu search heuristic

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A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization

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MATHEMATICAL programming COMPUTATION 2012年第4期4卷 383-412页

作者： Exler, Oliver Lehmann, Thomas Schittkowski, Klaus Univ Bayreuth Dept Comp Sci D-95440 Bayreuth Germany Konrad Zuse Zentrum ZIB D-14195 Berlin Germany

We present numerical results of a comparative study of codes for nonlinear and nonconvex mixed-integer optimization. The underlying algorithms are based on sequential quadratic programming (SQP) with stabilization by trust-regions, linear outer approximations, and branch-and-bound techniques. The mixed-integer quadratic programming subproblems are solved by a branch-and-cut algorithm. Second order information is updated by a quasi-Newton update formula (BFGS) applied to the Lagrange function for continuous, but also for integer variables. We do not require that the model functions can be evaluated at fractional values of the integer variables. Thus, partial derivatives with respect to integer variables are replaced by descent directions obtained from function values at neighboring grid points, and the number of simulations or function evaluations, respectively, is our main performance criterion to measure the efficiency of a code. Numerical results are presented for a set of 100 academic mixed-integer test problems. Since not all of our test examples are convex, we reach the best-known solutions in about 90 % of the test runs, but at least feasible solutions in the other cases. The average number of function evaluations of the new mixed-integer SQP code is between 240 and 500 including those needed for one-or two-sided approximations of partial derivatives or descent directions, respectively. In addition, we present numerical results for a set of 55 test problems with some practical background in petroleum engineering.

关键词： MINLP mixed-integer nonlinear programming SQP Sequential quadratic programming Trust region method Linear outer approximation MIQP mixed-integer quadratic programming Numerical algorithms Performance evaluation mixed-integer test problems Engineering optimization

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