Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty

Xin Dai ¹Liang Zhao ¹Renchu He ¹Wenli Du ¹Weimin Zhong ¹Zhi Li ²Feng Qian¹

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作者信息

1. Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China
2. Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China;Engineering Research Center of Process System Engineering,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China
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Abstract

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 deter-ministic 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 trans-ferred 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.

Key words

Distributions/Model/Optimization/Crude oil scheduling/Wasserstein distance/Distributionally robust chance constraints

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基金项目

National Natural Science Foundation of China(61988101)

National Natural Science Foundation of China(62073142)

National Natural Science Foundation of China(22178103)

National Natural Science Fund for Distinguished Young Scholars(61925305)

International(Regional)Cooperation and Exchange Project(61720106008)

出版年

2024

中国化学工程学报(英文版)

中国化工学会

中国化学工程学报(英文版)

CSTPCDEI

影响因子：0.818

ISSN：1004-9541

参考文献量2

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