详细信息
Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty
文献类型:期刊文献
中文题名:Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty
作者:Xin Dai[1];Liang Zhao[1];Renchu He[1];Wenli Du[1];Weimin Zhong[1];Zhi Li[1,2];Feng Qian[1]
机构:[1]Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China;[2]Engineering Research Center of Process System Engineering,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China
年份:2024
卷号:69
期号:5
起止页码:152
中文期刊名:Chinese Journal of Chemical Engineering
外文期刊名:中国化学工程学报(英文版)
收录:CSTPCD;;Scopus;CSCD:【CSCD2023_2024】;PubMed;
基金:the supports from National Natural Science Foundation of China(61988101,62073142,22178103);National Natural Science Fund for Distinguished Young Scholars(61925305);International(Regional)Cooperation and Exchange Project(61720106008)。
语种:英文
中文关键词:Distributions;Model;Optimization;Crude oil scheduling;Wasserstein distance;Distributionally robust chance constraints
摘要:Crude oil scheduling optimization is an effective method to enhance the economic benefits of oil refining.But uncertainties,including uncertain demands of crude distillation units(CDUs),might make the production plans made by the traditional deterministic optimization models infeasible.A data-driven Wasserstein distributionally robust chance-constrained(WDRCC)optimization approach is proposed in this paper to deal with demand uncertainty in crude oil scheduling.First,a new deterministic crude oil scheduling optimization model is developed as the basis of this approach.The Wasserstein distance is then used to build ambiguity sets from historical data to describe the possible realizations of probability distributions of uncertain demands.A cross-validation method is advanced to choose suitable radii for these ambiguity sets.The deterministic model is reformulated as a WDRCC optimization model for crude oil scheduling to guarantee the demand constraints hold with a desired high probability even in the worst situation in ambiguity sets.The proposed WDRCC model is transferred into an equivalent conditional value-at-risk representation and further derived as a mixed-integer nonlinear programming counterpart.Industrial case studies from a real-world refinery are conducted to show the effectiveness of the proposed method.Out-of-sample tests demonstrate that the solution of the WDRCC model is more robust than those of the deterministic model and the chance-constrained model.
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