一种改进的顺序型多目的间歇工厂生产调度的MILP模型

分析了顺序型多目的工厂间歇生产的特点,建立了一种新的混合整数线性规划（MILP）模型.该模型以操作活动序列作为建模的依据,将整个间歇生产过程分解成若干个子系统.在对各子系统建模的基础上,实现了顺序型多目的工厂间歇调度的全局性优化.并通过算例验证了该模型求解结果的正确性和可行性.然后将新模型运用到更大规模的调度问题上,均求解出了有效的调度方案.     

Design,synthesis and scheduling of multipurpose batch plants via an effective continuous-time formulation

Design, synthesis and scheduling issues are considered simultaneously for multipurpose batch plants. An earlier proposed continuous-time formulation for scheduling is extended to incorporate design and synthesis. Processing recipes are represented by the State-Task Network (STN). The superstructure of all possible plant designs is constructed according to the potential availability of all processing/storage units. The proposed model takes into account the trade-offs between capital costs, revenues and operational flexibility. Computational studies are presented to illustrate the effectiveness of the proposed formulation. Both linear and nonlinear models are included, resulting in MILP and mixed-integer nonlinear programming (MINLP) problems, respectively. The MILP problems are solved using a branch and bound method. Globally optimal solutions are obtained for the nonconvex MINLP problems based on a key property that arises due to the special structure of the resulting models. Comparisons with earlier approaches are also presented.     

抗生素发酵过程优化调度模型的研究

对抗生素多罐并行发酵过程进行了分析,将任务、设备和事件之间的分配关系表达为两类0-1变量,建立了一个基于连续时间的抗生素多罐并行发酵过程优化调度的M ILP(混合整数线性规划)模型。该模型整数变量少,求解速度快,并给出了最短生产时间和罐批最优生产序列。最后以头孢菌素发酵过程为例证明了此调度模型的可行性和有效性。     

An efficient reformulation of the multiechelon stochastic inventory system with uncertain demands

It is shown that by reformulating the three‐stage multiechelon inventory system with specific exact linearizations, larger problems can be solved directly with mixed‐integer linear programming (MILP) without decomposition. The new formulation is significantly smaller in the number of continuous variables and constraints. An MILP underestimation of the problem can be solved as part of a sequential piecewise approximation scheme to solve the problem within a desired optimality gap.     

Generic mathematical programming formulation and solution for computer-aided molecular design

This short communication presents a generic mathematical programming formulation for computer-aided molecular design (CAMD). A given CAMD problem, based on target properties, is formulated as a mixed integer linear/non-linear program (MILP/MINLP). The mathematical programming model presented here, which is formulated as an MILP/MINLP problem, considers first-order and second-order molecular groups for molecular structure representation and property estimation. It is shown that various CAMD problems can be formulated and solved through this model.     

Canonical duality theory: Unified understanding and generalized solution for global optimization problems

Canonical duality theory is a potentially powerful methodology, which can be used to model complex systems with a unified solution to a wide class of discrete and continuous problems in global optimization and nonconvex analysis. This paper presents a brief review and recent developments of this theory with applications to some well-know problems, including polynomial minimization, mixed integer and fractional programming, nonconvex minimization with nonconvex quadratic constraints, etc. Results shown that under certain conditions, these difficult problems can be solved by deterministic methods within polynomial times, and NP-hard discrete optimization problems can be transformed to certain minimal stationary problems in continuous space. Concluding remarks and open problems are presented in the end.     

Symmetry breaking in MILP formulations for Unit Commitment problems

This paper addresses the study of symmetry in Unit Commitment (UC) problems solved by Mixed Integer Linear Programming (MILP) formulations, and using Linear Programming based Branch & Bound MILP solvers. We propose three sets of symmetry breaking constraints for UC MILP formulations exhibiting symmetry, and its impact on three UC MILP models are studied. The case studies involve the solution of 24 instances by three widely used models in the literature, with and without symmetry breaking constraints. The results show that problems that could not be solved to optimality within hours can be solved with a relatively small computational burden if the symmetry breaking constraints are assumed. The proposed symmetry breaking constraints are also compared with the symmetry breaking methods included in two MILP solvers, and the symmetry breaking constraints derived in this work have a distinct advantage over the methods in the MILP solvers.     

Flexible mass transfer model for water minimization in batch plants

This paper presents the least constrained mass transfer mathematical formulation for freshwater minimization in multipurpose batch chemical processes with central reusable water storage. The mathematical formulation is an extension of the model developed by Majozi [T. Majozi, Wastewater minimization using central reusable water storage in batch processes, Computers and Chemical Engineering Journal 29 (7) (2005) 1631–1646]. In the latter model four scenarios were considered with various limitations or constraints. In the scenario presented in this paper only the mass load is fixed, whilst both the quantity of water used in a particular operation and outlet concentration are allowed to vary. In essence, fixing the mass load is more representative of the practical case. A solution procedure for the resultant nonconvex mixed integer nonlinear programming (MINLP) model is also presented. The solution procedure first involves reformulating the MINLP into a relaxed linear model (MILP). The MILP is first solved, the solution of which forms a feasible starting solution for the MINLP. Presented are two illustrative examples.     

Mathematical modeling for simultaneous design of plants and supply chain in the batch process industry

Most supply chain design models have focused on the integration problem, where links among nodes must be settled in order to allow an efficient operation of the whole system. At this level, all the problem elements are modeled like black boxes, and the optimal solution determines the nodes allocation and their capacity, and links among nodes. In this work, a new approach is proposed where decisions about plant design are simultaneously made with operational and planning decisions on the supply chain. Thus, tradeoffs between the plant structure and the network design are assessed. The model considers unit duplications and the allocation of storage tanks for plant design. Using different sets of discrete sizes for batch units and tanks, a mixed integer linear programming model (MILP) is attained. The proposed formulation is compared with other non-integrated approaches in order to illustrate the advantages of the presented simultaneous approach.     

Multi-week MILP scheduling for an ice cream processing facility

This paper presents a multi-week mixed integer linear programming (MILP) scheduling model for an ice cream processing facility. The ice cream processing is a typical complex food manufacturing process and a simplified version of this processing has been adapted to investigate scheduling problems in the literature. Most of these models only considered the production scheduling for a week. In this paper, multi-week production scheduling is considered. The problem has been implemented as an MILP model. The model has been tested on a set of cases from the literature, and its results were compared to the results of problems solved using hybrid MILP-heuristics methods in the literature. The inclusion of clean-up session, weekend break and semi-processed product from previous week were also assessed with two additional sets of experiments. The experiments result show that the proposed MILP is able to handle multi-week scheduling efficiently and effectively within a reasonable time limit.     

Alternative mixed-integer linear programming models of a maritime inventory routing problem

A single product maritime inventory routing problem is addressed in this paper by exploring the use of continuous and discrete time models. We first present a continuous time model based on time slots for single docks, which is enhanced by reformulating the time assignment constraints. Next, we present a model based on event points to handle parallel docks. A discrete time is also presented based on a single commodity fixed-charge network flow problem (FCNF). All the models are solved for multiple randomly generated instances of different problems to compare their computational efficiency, and to illustrate the solutions obtained.     

汽油调合调度优化

采用连续时间建模方法,建立了一种新的汽油非线性调合和调度集成优化的混合整数非线性规划（MINLP）模型,克服了当前在油品调合调度中采用线性调合模型或者将非线性调合过程和调度分开优化的缺陷。针对建立MINLP模型的特点,将原MINLP问题转化为求解一系列的混合整数线性规划（MILP）模型,避免了直接求解MINLP模型的复杂性。最后以某大型炼油企业为例,验证了模型和算法的实用性。     

Computational strategies for large-scale MILP transshipment models for heat exchanger network synthesis

Determining the minimum number of units is an important step in heat exchanger network synthesis (HENS). The MILP transshipment model (Papoulias and Grossmann, 1983) and transportation model (Cerda and Westerberg, 1983) were developed for this purpose. However, they are computationally expensive when solving for large-scale problems. Several approaches are studied in this paper to enable the fast solution of large-scale MILP transshipment models. Model reformulation techniques are developed for tighter formulations with reduced LP relaxation gaps. Solution strategies are also proposed for improving the efficiency of the branch and bound method. Both approaches aim at finding the exact global optimal solution with reduced solution times. Several approximation approaches are also developed for finding good approximate solutions in relatively short times. Case study results show that the MILP transshipment model can be solved for relatively large-scale problems in reasonable times by applying the approaches proposed in this paper.     

New approach for scheduling crude oil operations

Scheduling of crude oil operations is crucial to petroleum refining, which includes determining the times and sequences of crude oil unloading, blending, and CDU feeding. In the last decades, many approaches have been proposed for solving this problem, but they either suffered from composition discrepancy [Lee et al. 1996. Mixed-integer linear programming model for refinery short-term scheduling of crude oil unloading with inventory management. Industrial and Engineering Chemistry Research 35, 1630-1641; Jia et al., 2003. Refinery short-term scheduling using continuous time formulation: crude-oil operations. Industrial and Engineering Chemistry Research 42, 3085-3097; Jia and Ierapetritou, 2004. Efficient short-term scheduling of refinery operations based on a continuous time formulation. Computer and Chemical Engineering 28, 1001-1019] or led to infeasible solutions for some cases [Reddy et al., 2004a. Novel solution approach for optimizing crude oil operations. A.I.Ch.E. Journal 50(6), 1177-1197; 2004b. A new continuous-time formulation for scheduling crude oil operations. Chemical Engineering Science 59, 1325-1341]. In this paper, coastal and marine-access refineries with simplified workflow are considered. Unlike existing approaches, the new approach can avoid composition discrepancy without using iterative algorithm and find better solution effectively. In this approach, a new mixed integer non-linear programming (MINLP) formulation is set up for crude oil scheduling firstly, and then some heuristic rules collected from expert experience are proposed to linearize bilinear terms and prefix some binary variables in the MINLP model. Thus, crude oil scheduling can be expressed as a complete mixed integer linear programming (MILP) model with fewer binary variables. To illustrate the advantage of the new approach, four typical examples are solved with three models. The new model is compared with the most effective models (RKS(a) and RKS(b) models) presented by Reddy et al. [2004a. Novel solution approach for optimizing crude oil operations. A.I.Ch.E. Journal 50(6), 1177-1197; 2004b. A new continuous-time formulation for scheduling crude oil operations. Chemical Engineering Science 59, 1325-1341], which proves that the new approach is valid and feasible in most small-size and medium-size problems.     

An MILP continuous-time approach to short-term scheduling of resource-constrained multistage flowshop batch facilities

This work presents a new MILP mathematical formulation for the resource-constrained short-term scheduling of flowshop batch facilities with a known topology and limited supplies of discrete resources. The processing structure is composed of multiple stages arranged in series and several units working in parallel at each one. All production orders consist of a single batch and follow the same processing sequence throughout the plant. The proposed MILP approach is based on a continuous time domain representation that relies on the notion of order predecessor and accounts for sequence-dependent setup times. Assignment and sequencing decisions are independently handled through separate sets of binary variables. A proper formulation of the sequencing constraints provides a substantial saving in sequencing variables and constraints. By postulating a pair of conditions for the simultaneous execution of processing tasks, rather simple resource constraints requiring a few extra binary variables are derived. The proposed MILP scheduling approach shows a remarkable computational efficiency when applied to real-world problems.     

A disjunctive programming approach for the optimal design of reactive distillation columns

A generalized disjunctive programming formulation is presented for the optimal design of reactive distillation columns using tray-by-tray, phase equilibrium and kinetic based models. The proposed formulation uses disjunctions for conditional trays to apply the MESH and reaction kinetics equations for only the selected trays in order to reduce the size of the nonlinear programming subproblems. Solution of the model yields the optimal feed tray locations, number of trays, reaction zones, and operating and design parameters. The disjunctive program is solved using a logic-based outer-approximation algorithm where the MILP master problem is based on the big-M formulation of disjunctions, and where a special initialization scheme is used to reduce the number of initial NLP subproblems that need to be solved. Two examples are presented that include reactive distillation for the metathesis reaction of 2-pentene and for the production of ethylene glycol. The results show that the proposed method can effectively handle these difficult nonlinear optimization problems.     

Optimal planning and scheduling of batch plants with operational uncertainties: An industrial application to Baker's yeast production

In this work, the mixed integer linear programming (MILP) model developed in Orçun et. al 1996 for optimal planning and scheduling of batch process plants under uncertain operating conditions is further improved to deal also with discrete probability functions. Furthermore, the logic behind integrating the processing uncertainties within the MILP model is implemented on the variations in the production volumes that can be faced in some batch processes such as Baker's yeast production. The modified model is tested on Baker's yeast production plant data to illustrate the effect of uncertainties on the production planning and scheduling. The results show that the plant production will be improved by 20% when the optimal production planning and scheduling is utilized by fine tuning the degree of risk the management can resist. An example on how a process design engineer may utilize such an MILP model for optimal planning and scheduling of batch process plant and identify plant problems, such as the bottleneck operations, is also included. A simulation type analysis on how to improve the processing site, i.e. the effect of introducing an extra operator to the bottleneck operation, is also demonstrated in this work using the available plant data.     

A hybrid optimization strategy for simultaneous synthesis of heat exchanger network

The heat exchanger network synthesis problem often leads to large-scale non-convex mixed integer nonlinear programming formulations that contain many discrete and continuous variables, as well as nonlinear objective function or nonlinear constraints. In this paper, a novel method consisting of genetic algorithm and particle swarm optimization algorithm is proposed for simultaneous synthesis problem of heat exchanger networks. The simultaneous synthesis problem is solved in the following two levels: in the upper level, the network structures are generated randomly and reproduced using genetic algorithm; and in the lower level, heat load of units and stream-split heat flows are optimized through particle swarm optimization algorithm. The proposed approach is tested on four benchmark problems, and the obtained solutions are compared with those published in previous literature. The results of this study prove that the presented method is effective in obtaining the approximate optimal network with minimum total annual cost as performance index.     

An MILP-MINLP decomposition method for the global optimization of a source based model of the multiperiod blending problem

The multiperiod blending problem involves binary variables and bilinear terms, yielding a nonconvex MINLP. In this work we present two major contributions for the global solution of the problem. The first one is an alternative formulation of the problem. This formulation makes use of redundant constraints that improve the MILP relaxation of the MINLP. The second contribution is an algorithm that decomposes the MINLP model into two levels. The first level, or master problem, is an MILP relaxation of the original MINLP. The second level, or subproblem, is a smaller MINLP in which some of the binary variables of the original problem are fixed. The results show that the new formulation can be solved faster than alternative models, and that the decomposition method can solve the problems faster than state of the art general purpose solvers.     

线性系统非冗余测量网络的优化设计

研究了线性系统非冗余测量网络设计的问题 ,采用混合整数线性规划方法与图论方法相结合建立了考虑可靠性以及精度的要求下建设费用最小的模型 .此模型适用于采用多块测量仪表测量同一物流的问题 ,求解此模型可以确保得到全局最优解 .对文献中例题的计算结果说明了本文方法的正确性