An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific corr...

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Main Authors: Qianqian Duan, Genke Yang, Guanglin Xu, Changchun Pan
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2014/730314
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author Qianqian Duan
Genke Yang
Guanglin Xu
Changchun Pan
author_facet Qianqian Duan
Genke Yang
Guanglin Xu
Changchun Pan
author_sort Qianqian Duan
collection DOAJ
description This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.
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institution Kabale University
issn 2356-6140
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language English
publishDate 2014-01-01
publisher Wiley
record_format Article
series The Scientific World Journal
spelling doaj-art-76d817b6b0f2426598dbeed2392a20fd2025-02-03T05:59:42ZengWileyThe Scientific World Journal2356-61401537-744X2014-01-01201410.1155/2014/730314730314An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained ProgrammingQianqian Duan0Genke Yang1Guanglin Xu2Changchun Pan3Department of Automation, Shanghai Jiao Tong University, Dongchuan Road 800, Shanghai, ChinaDepartment of Automation, Shanghai Jiao Tong University, Dongchuan Road 800, Shanghai, ChinaCollege of Mathematics and Information, Shanghai Lixin University of Commerce, ChinaDepartment of Automation, Shanghai Jiao Tong University, Dongchuan Road 800, Shanghai, ChinaThis paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.http://dx.doi.org/10.1155/2014/730314
spellingShingle Qianqian Duan
Genke Yang
Guanglin Xu
Changchun Pan
An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
The Scientific World Journal
title An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
title_full An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
title_fullStr An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
title_full_unstemmed An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
title_short An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
title_sort approximation solution to refinery crude oil scheduling problem with demand uncertainty using joint constrained programming
url http://dx.doi.org/10.1155/2014/730314
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