详细信息

Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty  ( SCI-EXPANDED收录 EI收录)  

文献类型:期刊文献

英文题名:Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty

作者:Dai, Xin[1];Zhao, Liang[1];He, Renchu[1];Du, Wenli[1];Zhong, Weimin[1];Li, Zhi[1,2];Qian, Feng[1]

机构:[1]East China Univ Sci & Technol, Key Lab Smart Mfg Energy Chem Proc, Minist Educ, Shanghai 200237, Peoples R China;[2]East China Univ Sci & Technol, Engn Res Ctr Proc Syst Engn, Minist Educ, Shanghai 200237, Peoples R China

年份:2024

卷号:69

起止页码:152

外文期刊名:CHINESE JOURNAL OF CHEMICAL ENGINEERING

收录:;EI(收录号:20241815996924);WOS:【SCI-EXPANDED(收录号:WOS:001235472900001)】;

基金:The authors acknowledge the supports from National Natural Science Foundation of China (Basic Science Center Program: 61988101, 62073142, 22178103) , National Natural Science Fund for Distinguished Young Scholars (61925305) and Fundamental Research Funds for the Central Universities.

语种:英文

外文关键词: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 datadriven 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. (c) 2024 The Chemical Industry and Engineering Society of China, and Chemical Industry Press Co., Ltd. All rights reserved.

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