Two-stage optimization problem with chance constraints

被引:9
|
作者
Ostrovsky, G. M. [1 ]
Ziyatdinov, N. N. [2 ]
Lapteva, T. V. [2 ]
Zaitsev, I. [2 ]
机构
[1] Karpov Inst Phys Chem, Moscow 103064, Russia
[2] Kazan StateTechnol Univ, Kazan 420111, Russia
关键词
Mathematical modeling; Systems engineering; Chemical processes; Optimization; Uncertainty; Computation; CHEMICAL-PROCESS DESIGN; FLEXIBILITY ANALYSIS; UNCERTAINTY; PARAMETER;
D O I
10.1016/j.ces.2011.05.001
中图分类号
TQ [化学工业];
学科分类号
0817 ;
摘要
In general, chemical processes (CP) are designed with the use of inaccurate mathematical models. Therefore, it is important to create a chemical process that guarantees satisfaction of all design specifications either exactly or with some probability. The paper considers the issue of chemical process optimization when at the operation stage the design specification should be met with some probability and the control variables can be changed. We developed a new formulation of the two-stage optimization problem (TSOP) with chance constraints. On the basis of this formulation and approximate transformation of chance constraints into deterministic ones the iteration method of solving the TSOP with chance constraints is devised. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码:3815 / 3828
页数:14
相关论文
共 50 条
  • [1] A Two-Stage Robust Scheduling Optimization of an Energy Hub with Multiple Chance Constraints
    Luo, Yichen
    Xu, Xiao
    Zhang, Zhenyuan
    Li, Pan
    Hu, Weihao
    Liu, Junyong
    2023 IEEE/IAS INDUSTRIAL AND COMMERCIAL POWER SYSTEM ASIA, I&CPS ASIA, 2023, : 650 - 655
  • [2] A Two-Stage Robust Scheduling Optimization of an Energy Hub With Multiple Chance Constraints
    Luo, Yichen
    Xu, Xiao
    Zhang, Zhenyuan
    Pan, Li
    Hu, Weihao
    Liu, Junyong
    IEEE TRANSACTIONS ON INDUSTRY APPLICATIONS, 2025, 61 (01) : 1246 - 1255
  • [3] One-Stage Optimization Problem with Chance Constraints
    Ostrovsky, Gennady
    Zyatdinov, Nadir
    Lapteva, Tatyana
    PRES 2011: 14TH INTERNATIONAL CONFERENCE ON PROCESS INTEGRATION, MODELLING AND OPTIMISATION FOR ENERGY SAVING AND POLLUTION REDUCTION, PTS 1 AND 2, 2011, 25 : 225 - 230
  • [4] One-stage optimization problem with chance constraints
    Ostrovsky, G. M.
    Ziyatdinov, N. N.
    Lapteva, T. V.
    CHEMICAL ENGINEERING SCIENCE, 2010, 65 (07) : 2373 - 2381
  • [5] Improvement of Relational Two-Stage DEA Model under Fuzzy Chance Constraints
    Sun Bai-qing
    Qin Yue
    Xiong Shan
    2013 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING (ICMSE), 2013, : 306 - 313
  • [6] Investigation of a two-stage integer problem of quantile optimization
    Bogdanov, A.B.
    Naumov, A.V.
    Izvestiya Akademii Nauk. Teoriya i Sistemy Upravleniya, 2003, (05): : 62 - 69
  • [7] Investigation of a two-stage integer problem of quantile optimization
    Bogdanov, AB
    Naumov, AV
    JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 2003, 42 (05) : 720 - 726
  • [8] Two-stage problem of quantile optimization of an investment project
    Naumov, A. V.
    JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 2010, 49 (02) : 199 - 206
  • [9] Two-stage problem of quantile optimization of an investment project
    A. V. Naumov
    Journal of Computer and Systems Sciences International, 2010, 49 : 199 - 206
  • [10] Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints
    Dentcheva, Darinka
    Wolfhagen, Eli
    MATHEMATICS OF OPERATIONS RESEARCH, 2016, 41 (01) : 1 - 22