Data-Driven Robust Optimization for Energy Chemical Processes under Uncertainties: A Review and Tutorial

In recent years, data-driven robust optimization (DDRO) is becoming a popular and effective paradigm to address the challenging issue of uncertainty in energy chemical processes. This paper provides an overview of recent advances in the field of DDRO, with a primary focus on its methods and applications in process industries. Firstly, a brief introduction to various robust optimization model formulations and solution algorithms is presented. Secondly, research achievements of machine-learning enabled uncertainty sets, the corresponding DDRO, and variant techniques are summarized and analyzed in a systematic manner. Additionally, tutorial-like numerical examples are used to illustrate merits of DDRO compared with conventional robust optimization. Finally, fruitful applications of DDRO in energy chemical processes are encapsulated and categorized from domain perspectives.