Optimization of crude oil operations scheduling by applying a two-stage stochastic programming approach with risk management

IF 3.3 2区计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS

Journal of Process Control Pub Date : 2023-12-13 DOI:10.1016/j.jprocont.2023.103142

Tomas Garcia Garcia-Verdier , Gloria Gutierrez , Carlos A. Méndez , Carlos G. Palacín , Cesar de Prada

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引用次数: 0

Abstract

This paper focuses on the problem of crude oil operations scheduling carried out in a system composed of a refinery and a marine terminal, considering uncertainty in the arrival date of the ships that supply the crudes. To tackle this problem, we develop a two-stage stochastic mixed-integer nonlinear programming (MINLP) model based on continuous-time representation. Furthermore, we extend the proposed model to include risk management by considering the Conditional Value-at-Risk (CVaR) measure as the objective function, and we analyze the solutions obtained for different risk levels. Finally, to evaluate the solution obtained, we calculate the Expected Value of Perfect Information (EVPI) and the Value of the Stochastic Solution (VSS) to assess whether two-stage stochastic programming model offers any advantage over simpler deterministic approaches.

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采用两阶段随机程序设计法优化原油作业调度与风险管理

本文主要研究在炼油厂和海运码头组成的系统中，考虑到供油船舶到达日期的不确定性，进行原油作业调度的问题。为了解决这个问题，我们建立了一个基于连续时间表示的两阶段随机混合整数非线性规划(MINLP)模型。在此基础上，以条件风险值(CVaR)测度为目标函数，将模型扩展到风险管理中，并分析了不同风险水平下的求解结果。最后，为了评估得到的解，我们计算了完美信息期望值(EVPI)和随机解值(VSS)，以评估两阶段随机规划模型是否比更简单的确定性方法有任何优势。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Process Control 工程技术-工程：化工

CiteScore

7.00

自引率

11.90%

发文量

159

审稿时长

74 days

期刊介绍： This international journal covers the application of control theory, operations research, computer science and engineering principles to the solution of process control problems. In addition to the traditional chemical processing and manufacturing applications, the scope of process control problems involves a wide range of applications that includes energy processes, nano-technology, systems biology, bio-medical engineering, pharmaceutical processing technology, energy storage and conversion, smart grid, and data analytics among others. Papers on the theory in these areas will also be accepted provided the theoretical contribution is aimed at the application and the development of process control techniques. Topics covered include: • Control applications• Process monitoring• Plant-wide control• Process control systems• Control techniques and algorithms• Process modelling and simulation• Design methods Advanced design methods exclude well established and widely studied traditional design techniques such as PID tuning and its many variants. Applications in fields such as control of automotive engines, machinery and robotics are not deemed suitable unless a clear motivation for the relevance to process control is provided.