A data‐driven multistage adaptive robust optimization framework for planning and scheduling under uncertainty

A novel data‐driven approach for optimization under uncertainty based on multistage adaptive robust optimization (ARO) and nonparametric kernel density M‐estimation is proposed. Different from conventional robust optimization methods, the proposed framework incorporates distributional information to avoid over‐conservatism. Robust kernel density estimation with Hampel loss function is employed to extract probability distributions from uncertainty data via a kernelized iteratively reweighted least squares algorithm. A data‐driven uncertainty set is proposed, where bounds of uncertain parameters are defined by quantile functions, to organically integrate the multistage ARO framework with uncertainty data. Based on this uncertainty set, we further develop an exact robust counterpart in its general form for solving the resulting data‐driven multistage ARO problem. To illustrate the applicability of the proposed framework, two typical applications in process operations are presented: The first one is on strategic planning of process networks, and the other one on short‐term scheduling of multipurpose batch processes. The proposed approach returns 23.9% higher net present value and 31.5% more profits than the conventional robust optimization method in planning and scheduling applications, respectively. © 2017 American Institute of Chemical Engineers AIChE J, 63: 4343–4369, 2017     

Theoretical and computational comparison of continuous‐time process scheduling models for adjustable robust optimization

Coping with uncertainty in system parameters is a prominent hurdle when scheduling multi‐purpose batch plants. In this context, our previously introduced multi‐stage adjustable robust optimization (ARO) framework has been shown to obtain more profitable solutions, while maintaining the same level of immunity against risk, as compared to traditional robust optimization approaches. This paper investigates the amenability of existing deterministic continuous‐time scheduling models to serve as the basis of this ARO framework. A comprehensive computational study is conducted that compares the numerical tractability of various models across a suite of literature benchmark instances and a wide range of uncertainty sets. This study also provides, for the first time in the open literature, robust optimal solutions to process scheduling instances that involve uncertainty in production yields. © 2018 American Institute of Chemical Engineers AIChE J, 64: 3055–3070, 2018     

Nonlinear robust optimization for process design

A novel robust optimization framework is proposed to address general nonlinear problems in process design. Local linearization is taken with respect to the uncertain parameters around multiple realizations of the uncertainty, and an iterative algorithm is implemented to solve the problem. Furthermore, the proposed methodology can handle different categories of problems according to the complexity of the problems. First, inequality‐only constrained optimization problem as studied in most existing robust optimization methods can be addressed. Second, the proposed framework can deal with problems with equality constraint associated with uncertain parameters. In the final case, we investigate problems with operation variables which can be adjusted according to the realizations of uncertainty. A local affinely adjustable decision rule is adopted for the operation variables (i.e., an affine function of the uncertain parameter). Different applications corresponding to different classes of problems are used to demonstrate the effectiveness of the proposed nonlinear robust optimization framework. © 2017 American Institute of Chemical Engineers AIChE J, 64: 481–494, 2018     

Distributional uncertainty analysis and robust optimization in spatially heterogeneous multiscale process systems

Multiscale models have been developed to simulate the behavior of spatially‐heterogeneous porous catalytic flow reactors, i.e., multiscale reactors whose concentrations are spatially‐dependent. While such a model provides an adequate representation of the catalytic reactor, model‐plant mismatch can significantly affect the reactor's performance in control and optimization applications. In this work, power series expansion (PSE) is applied to efficiently propagate parametric uncertainty throughout the spatial domain of a heterogeneous multiscale catalytic reactor model. The PSE‐based uncertainty analysis is used to evaluate and compare the effects of uncertainty in kinetic parameters on the chemical species concentrations throughout the length of the reactor. These analyses reveal that uncertainty in the kinetic parameters and in the catalyst pore radius have a substantial effect on the reactor performance. The application of the uncertainty quantification methodology is illustrated through a robust optimization formulation that aims to maximize productivity in the presence of uncertainty in the parameters. © 2016 American Institute of Chemical Engineers AIChE J, 62: 2374–2390, 2016     

Steady‐state process optimization with guaranteed robust stability under parametric uncertainty

Interest in chemical processes that perform well in dynamic environments has led to the development of design methodologies that account for operational aspects of processes, including flexibility, operability, and controllability. In this article, we address the problem of identifying process designs that optimize an economic objective function and are guaranteed to be stable under parametric uncertainties. The underlying mathematical problem is difficult to solve as it involves infinitely many constraints, nonconvexities and multiple local optima. We develop a methodology that embeds robust stability constraints to steady‐state process optimization formulations without any a priori bifurcation analysis. We propose a successive row and column generation algorithm to solve the resulting generalized semi‐infinite programming problem to global optimality. The proposed methodology allows modeling different levels of robustness, handles uncertainty regions without overestimating them, and works for both unique and multiple steady states. We apply the proposed approach to a number of steady‐state optimization problems and obtain the least conservative solutions that guarantee robust stability. © 2011 American Institute of Chemical Engineers AIChE J, 2011     

A method for flexibility analysis of continuous processing plants

A methodology has been developed for the analysis of operational flexibility of a continuous processing plant. An application has been demonstrated for a multipurpose plant with uncertain operating conditions. A practical flexibility analysis procedure using a direct search optimization algorithm is proposed to solve the problem. The method provides a heuristic screening technique that makes it possible to avoid the exhaustive enumeration of every constraint vertex, while the direct search optimization offers a simple and effective means to identify bottlenecks. A refinery multiperiod plant problem has been investigated in order to highlight the procedures which lead to the construction of flexibility indices for each operating mode.     

A mathematical programming formulation for temporal flexibility analysis

Realistic chemical processes are often operated in the presence of complex and uncertain dynamics. While an ill designed system may become inoperable due to variations in some process parameters at certain instances, the cumulative effects of temporary disturbances in finite time intervals can also result in serious consequences. The latter issue is studied in the present study on the basis of a novel concept – temporal flexibility. Specifically, the mathematical program used for evaluating the corresponding performance measure is built with a dynamic system model, which usually consists of a set of differential-algebraic equations (DAEs). The numerical technique of differential quadrature (DQ) is adopted to approximate these DAEs with equality constraints. As a result, any solution strategy for the conventional steady-state flexibility analysis is applicable. Two examples, a simple liquid storage tank and a solar thermal driven membrane distillation desalination process, are adopted to demonstrate the usefulness of temporal flexibility analysis. All results obtained in case studies show that the proposed approach is convenient and effective for assessing realistic issues in operating complex dynamic chemical processes.     

Stem cell biomanufacturing under uncertainty: A case study in optimizing red blood cell production

As breakthrough cellular therapy discoveries are translated into reliable, commercializable applications, effective stem cell biomanufacturing requires systematically developing and optimizing bioprocess design and operation. This article proposes a rigorous computational framework for stem cell biomanufacturing under uncertainty. Our mathematical tool kit incorporates: high‐fidelity modeling, single variate and multivariate sensitivity analysis, global topological superstructure optimization, and robust optimization. The advantages of the proposed bioprocess optimization framework using, as a case study, a dual hollow fiber bioreactor producing red blood cells from progenitor cells were quantitatively demonstrated. The optimization phase reduces the cost by a factor of 4, and the price of insuring process performance against uncertainty is approximately 15% over the nominal optimal solution. Mathematical modeling and optimization can guide decision making; the possible commercial impact of this cellular therapy using the disruptive technology paradigm was quantitatively evaluated. © 2017 American Institute of Chemical Engineers AIChE J, 64: 3011–3022, 2018     

A comparison of efficient uncertainty quantification techniques for stochastic multiscale systems

The aim of this article is to compare the performance of efficient uncertainty propagation techniques (Polynomial Chaos [PCE] and Power Series [PSE] expansions) for uncertainty quantification in multiscale systems where discrete (molecular) scale is modeled without closed‐form expressions. A multiscale model of thin film formation by chemical vapor deposition was used to study the effects of single parameter and multivariate uncertainty. For the single parameter uncertainty, 2nd order PSE approximations were the most accurate and computationally attractive. For the multivariate uncertainty, PSE performance deteriorated, while 2nd order PCE provided the highest accuracy when its expansion coefficients were calculated using the Least Squares method. However, comparable accuracy was achieved at half the computational cost when the coefficients were calculated using Nonintrusive Spectral Projection (NISP). The response variables were subsequently controlled using robust optimization, and the results obtained using PCE NISP satisfied the optimization constraints more closely than other methods. © 2017 American Institute of Chemical Engineers AIChE J, 63: 3361–3373, 2017     

New algorithm for the flexibility index problem of quadratic systems

A new flexibility index algorithm for systems under uncertainty and represented by quadratic inequalities is presented. Inspired by the outer‐approximation algorithm for convex mixed‐integer nonlinear programming, a similar iterative strategy is developed. The subproblem, which is a nonlinear program, is constructed by fixing the vertex directions since this class of systems is proved to have a vertex solution if the entries on the diagonal of the Hessian matrix are non‐negative. By overestimating the nonlinear constraints, a linear min–max problem is formulated. By dualizing the inner maximization problem, and introducing new variables and constraints, the master problem is reformulated as a mixed‐integer linear program. By iteratively solving the subproblem and master problem, the algorithm can be guaranteed to converge to the flexibility index. Numerical examples including a heat exchanger network, a process network, and a unit commitment problem are presented to illustrate the computational efficiency of the algorithm. © 2018 American Institute of Chemical Engineers AIChE J, 64: 2486–2499, 2018     

Proactive scheduling of batch processes by a combined robust optimization and multiparametric programming approach

We address short‐term batch process scheduling problems contaminated with uncertainty in the data. The mixed integer linear programming (MILP) scheduling model, based on the formulation of Ierapetritou and Floudas, Ind Eng Chem Res. 1998; 37(11):4341–4359, contains parameter dependencies at multiple locations, yielding a general multiparametric (mp) MILP problem. A proactive scheduling policy is obtained by solving the partially robust counterpart formulation. The counterpart model may remain a multiparametric problem, yet it is immunized against uncertainty in the entries of the constraint matrix and against all parameters whose values are not available at the time of decision making. We extend our previous work on the approximate solution of mp‐MILP problems by embedding different uncertainty sets (box, ellipsoidal and budget parameter regulated uncertainty), and by incorporating information about the availability of uncertain data in the construction of the partially robust scheduling model. For any parameter realization, the corresponding schedule is then obtained through function evaluation. © 2013 American Institute of Chemical Engineers AIChE J, 59: 4184–4211, 2013     

A sensitivity based approach for flexibility analysis and design of linear process systems

A novel solution approach that addresses uncertainty, flexibility evaluation and design of linear processes is presented based on sensitivity analysis and linear programming. The idea is to evaluate the flexibility index of a process by successively expanding within a bounding search procedure a hyper-rectangle around a nominal point in the uncertainty parameter domain, thus expanding the limits of feasibility for an existing design. Sensitivity information, derived from the solution of a special form of the embedded min-max problem, is utilized for the identification and investigation of the supporting active sets. Since the proposed approach automatically generates all the supporting active sets, it is incorporated within a design model for automatically generating flexibility constraints. As demonstrated by example problems, this approach identifies all critical points that limit flexibility, including multiple equidistant points, without enumerating (explicitly or implicitly) all possible active sets, and considering only the supporting active sets. Therefore, it offers an efficient and constructive way for the evaluation and design of linear processes.     

Optimal robust optimization approximation for chance constrained optimization problem

Chance constraints are useful for modeling solution reliability in optimization under uncertainty. In general, solving chance constrained optimization problems is challenging and the existing methods for solving a chance constrained optimization problem largely rely on solving an approximation problem. Among the various approximation methods, robust optimization can provide safe and tractable analytical approximation. In this paper, we address the question of what is the optimal (least conservative) robust optimization approximation for the chance constrained optimization problems. A novel algorithm is proposed to find the smallest possible uncertainty set size that leads to the optimal robust optimization approximation. The proposed method first identifies the maximum set size that leads to feasible robust optimization problems and then identifies the best set size that leads to the desired probability of constraint satisfaction. Effectiveness of the proposed algorithm is demonstrated through a portfolio optimization problem, a production planning and a process scheduling problem.     

Dynamic flexibility analysis of chemical reaction systems with time delay: Using a modified finite element collocation method

Chemical reaction systems are often complex dynamic time-delay systems that have to operate successfully in the presence of uncertainties. Under these circumstances, flexibility analysis comes to be much important to the design and operation of time-delay chemical reaction systems. In this work, a modified finite element collocation method was proposed to carry out flexibility analysis of chemical reaction systems with time delay. The proposed method is combined with the linear quadratic regulator (LQR) and Lagrange polynomial for the optimal solution of control variables and state variables respectively. The method is investigated by two typical chemical reaction systems with time delay. All the results demonstrate that the proposed modified finite element collocation method may provide a powerful tool for studying the dynamic flexibility of chemical reaction systems with time delay.     

Scheduling of crude oil operations under demand uncertainty: A robust optimization framework coupled with global optimization

Scheduling of crude oil operations is an important component of overall refinery operations, because crude oil costs account for about 80% of the refinery turnover. The mathematical modeling of blending different crudes in storage tanks results in many bilinear terms, which transform the problem into a challenging, nonconvex, mixed‐integer nonlinear programming (MINLP) optimization model. In practice, uncertainties are unavoidable and include demand fluctuations, ship arrival delays, equipment malfunction, and tank unavailability. In the presence of these uncertainties, an optimal schedule generated using nominal parameter values may often be suboptimal or even become infeasible. In this article, the robust optimization framework proposed by Lin et al. and Janak et al. is extended to develop a deterministic robust counterpart optimization model for demand uncertainty. The recently proposed branch and bound global optimization algorithm with piecewise‐linear underestimation of bilinear terms by Li et al. is also extended to solve the nonconvex MINLP deterministic robust counterpart optimization model and generate robust schedules. Two examples are used to illustrate the capability of the proposed robust optimization approach, and the extended branch and bound global optimization algorithm for demand uncertainty. The computational results demonstrate that the obtained schedules are robust in the presence of demand uncertainty. © 2011 American Institute of Chemical Engineers AIChE J, 58: 2373–2396, 2012     

Optimal processing network design under uncertainty for producing fuels and value‐added bioproducts from microalgae: Two‐stage adaptive robust mixed integer fractional programming model and computationally efficient solution algorithm

Fractional metrics, such as return on investment (ROI), are widely used for performance evaluation, but uncertainty in the real market may unfortunately diminish the results that are based on nominal parameters. This article addresses the optimal design of a large‐scale processing network for producing a variety of algae‐based fuels and value‐added bioproducts under uncertainty. We develop by far the most comprehensive processing network with 46,704 alternative processing pathways. Based on the superstructure, a two‐stage adaptive robust mixed integer fractional programming model is proposed to tackle the uncertainty and select the robust optimal processing pathway with the highest ROI. Since the proposed problem cannot be solved directly by any off‐the‐shelf solver, we develop an efficient tailored solution method that integrates a parametric algorithm with a column‐and‐constraint generation algorithm. The resulting robust optimal processing pathway selects biodiesel and poly‐3‐hydroxybutyrate as the final fuel and bioproduct, respectively. © 2016 American Institute of Chemical Engineers AIChE J, 63: 582–600, 2017     

Design under uncertainty using parallel multiperiod dynamic optimization

A technique for optimizing dynamic systems under uncertainty using a parallel programming implementation is developed in this article. A multiple‐shooting discretization scheme is applied, whereby each shooting interval is solved using an error‐controlled differential equation solver. In addition, the uncertain parameter space is discretized, resulting in a multiperiod optimization formulation. Each shooting interval and period (scenario) realization is completely independent, thus a major focus of this article is on demonstrating potential computational performance improvement when the embedded dynamic model solution of the multiperiod algorithm is implemented in parallel. We assess our parallel multiperiod and multiple‐shooting‐based dynamic optimization algorithm on two case studies involving integrated plant and control system design, where the objective is to simultaneously determine the size of the process equipment and the control system tuning parameters that minimize cost, subject to uncertainty in the disturbance inputs. © 2014 American Institute of Chemical Engineers AIChE J, 60: 3151–3168, 2014