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

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 deterministic 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 transferred 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.

Distributed Robust Scheduling Optimization ofWind-Thermal-Storage System Based on Hybrid Carbon Trading andWasserstein Fuzzy Set

A robust scheduling optimization method for wind–fire storage system distribution based on the mixed carbon trading mechanism is proposed to improve the rationality of carbon emission quota allocation while reducing the instability of large-scale wind power access systems.A hybrid carbon trading mechanism that combines shortterm and long-term carbon trading is constructed,and a fuzzy set based onWasserstein measurement is proposed to address the uncertainty of wind power access.Moreover,a robust scheduling optimization method for wind–fire storage systems is formed.Results of the multi scenario comparative analysis of practical cases show that the proposed method can deal with the uncertainty of large-scale wind power access and can effectively reduce operating costs and carbon emissions.

A Two-Stage Scenario-Based Robust Optimization Model and a Column-Row Generation Method for Integrated Aircraft Maintenance-Routing and Crew Rostering

Motivated by a critical issue of airline planning process,this paper addresses a new two-stage scenario-based robust optimization in operational airline planning to cope with uncertainty and possible flight disruptions.Following the route network scheme and generated flight timetables,aircraft maintenance routing and crew scheduling are critical factors in airline planning and operations cost management.This study considers the simultaneous assignment of aircraft fleet and crew to the scheduled flight while satisfying a set of operational constraints,rules,and regulations.Considering multiple locations for airline maintenance and crew bases,we solve the problem of integrated Aircraft Maintenance Routing and Crew Rostering(AMRCR)to achieve the minimum airline cost.One real challenge to the efficiency of the planning results is the possible disruptions in the initial scheduled flights.Due to the fact that disruption scenarios are expressed discretely with a specified probability,and we provide adjustable decisions under disruption to deal with this disruption risk,we provide a Two-Stage Scenario-Based Robust Optimization(TSRO)model.In this model,here-and-now or first-stage variables are the initial resource assignment.Furthermore,to adapt itself to different disruption scenarios,the model considers some adjustable variables,such as the decision to cancel the flight in case of disruption,as wait-and-see or second-stage variables.Considering the complexity of integrated models,and the scenario-based decomposable structure of the TRSO model to solve it with better computational performance,we apply the column and row generation(CRG)method that iteratively considers the disruption scenarios.The numerical results confirm the applicability of the proposed TSRO model in providing the AMRCR problem with an integrated and robust solution with an acceptable level of computational tractability.To evaluate the proposed TSRO model,which solves the AMRCR problem in an integrated and robust manner,five Key Performance Indicators(KPIs)like Number of delayed/canceled flights,Average delay time,and Average profit are taken into account.As key results driven by conducting a case study,we show the proposed TSRO model has substantially improved the solutions at all indicators compared with those of the sequential/non-integrated and nominal/non-robust models.The simulated instances used to assess the performance of the proposed model and CRG method reveal that both CPLEX and the CRG method exhibit comparable and nearly optimal performance for small-scale problems.However,for large-scale instances the proposed TSRO model falls short in terms of computational efficiency.Conversely,the proposed CRG method is capable of significantly reducing computational time and the optimality gap to an acceptable level.

Research on Regulation Method of Energy Storage System Based on Multi-Stage Robust Optimization

To address the scheduling problem involving energy storage systems and uncertain energy,we propose a method based on multi-stage robust optimization.This approach aims to regulate the energy storage system by using a multi-stage robust optimal control method,which helps overcome the limitations of traditional methods in terms of time scale.The goal is to effectively utilize the energy storage power station system to address issues caused by unpredictable variations in environmental energy and fluctuating load throughout the day.To achieve this,a mathematical model is constructed to represent uncertain energy sources such as photovoltaic and wind power.The generalized Benders Decomposition method is then employed to solve the multi-stage objective optimization problem.By decomposing the problem into a series of sub-objectives,the system scale is effectively reduced,and the algorithm’s convergence ability is improved.Compared with other algorithms,the multi-stage robust optimization model has better economy and convergence ability and can be used to guide the power dispatching of uncertain energy and energy storage systems.

PROCESSING PARAMETER OPTIMIZATION OF FDM BASED ON ROBUST DESIGN

The influence of processing parameters on the precision of parts fabricated by fused deposition modeling （FDM） technology is studied based on a series of performed experiments. Processing parameters of FDM in terms of wire-width compensation, extrusion velocity, filing velocity, and layer thickness are chosen as the control fac- tors. Robust design analysis and multi-index fuzzy comprehensive assessment method are used to obtain the opti- mal parameters. Results show that the influencing degrees of these four factors on the precision of as-processed parts are different. The optimizations of individual parameters and their combined effects are of the same impor- tance for a high precision manufacturing.

Reliability-based Robust Optimization Design of Automobile Components with Non-normal Distribution Parameters

In the reliability designing procedure of the vehicle components, when the distribution styles of the random variables are unknown or non-normal distribution, the result evaluated contains great error or even is wrong if the reliability value R is larger than 1 by using the existent method, in which case the formula is necessary to be revised. This is obviously inconvenient for programming. Combining reliability-based optimization theory, robust designing method and reliability based sensitivity analysis, a new method for reliability robust designing is proposed. Therefore the influence level of the designing parameters’ changing to the reliability of vehicle components can be obtained. The reliability sensitivity with respect to design parameters is viewed as a sub-objective function in the multi-objective optimization problem satisfying reliability constraints. Given the first four moments of basic random variables, a fourth-moment technique and the proposed optimization procedure can obtain reliability-based robust design of automobile components with non-normal distribution parameters accurately and quickly. By using the proposed method, the distribution style of the random parameters is relaxed. Therefore it is much closer to the actual reliability problems. The numerical examples indicate the following: (1) The reliability value obtained by the robust method proposed increases (】0.04%) comparing to the value obtained by the ordinary optimization algorithm; (2) The absolute value of reliability-based sensitivity decreases (】0.01%), and the robustness of the products’ quality is improved accordingly. Utilizing the reliability-based optimization and robust design method in the reliability designing procedure reduces the manufacture cost and provides the theoretical basis for the reliability and robust design of the vehicle components.

A Metamodeling Method Based on Support Vector Regression for Robust Optimization

Metamodeling techniques have been used in robust optimization to reduce the high computational cost of the uncertainty analysis and improve the performance of robust optimization problems with computationally expensive simulation models. Existing metamodels main focus on polynomial regression（PR）, neural networks（NN） and Kriging models, these metamodels are not well suited for large-scale robust optimization problems with small size training sets and high nonlinearity. To address the problem, a reduced approximation model technique based on support vector regression（SVR） is introduced in order to improve the accuracy of metamodels. A robust optimization method based on SVR is presented for problems that involve high dimension and nonlinear. First appropriate design parameter samples are selected by experimental design theories, then the response samples are obtained from the simulations such as finite element analysis, the SVR metamodel is constructed and treated as the mean and the variance of the objective performance functions. Combining other constraints, the robust optimization model is formed which can be solved by genetic algorithm （GA）. The applicability of the method developed is demonstrated using a case of two-bar structure system study. The performances of SVR were compared with those of PR, Kriging and back-propagation neural networks（BPNN）, the comparison results show that the prediction accuracy of the SVR metamodel was higher than those of other metamodels under uncertainty. The robust optimization solutions are near to the real result, and the proposed method is found to be accurate and efficient for robust optimization. This reaserch provides an efficient method for robust optimization problems with complex structure.

Robust Collaborative Optimization Method Based on Dual-response Surface

A novel method for robust collaborative design of complex products based on dual-response surface （DRS-RCO） is proposed to solve multidisciplinary design optimization （MDO） problems under uncertainty. Collaborative optimization （CO） which decomposes the whole system into a double-level nonlinear optimization problem is widely accepted as an efficient method to solve MDO problems. In order to improve the quality of complex product in design process, robust collaborative optimization （RCO） is developed to solve those problems under uncertain conditions. RCO does optimization on the linear sum of mean and standard deviation of objective function and gets an optimal solution with high robustness. Response surfaces method is an important way to do approximation in robust design. DRS-RCO is an improved RCO method in which dual-response surface replaces system uncertainty analysis module of CO. The dual-response surface is the approximate model of mean and standard deviation of objective function respectively. In DRS-RCO, All the information of subsystems is included in dual-response surfaces. As an additional item, the standard deviation of objective function is added to the subsystem optimization. This item guarantee both the mean and standard deviation of this subsystem is reaching the minima at the same time. Finally, a test problem with two coupled subsystems is conducted to verify the feasibility and effectiveness of DRS-RCO.

Multi-parameter Sensitivity Analysis and Application Research in the Robust Optimization Design for Complex Nonlinear System

The current research of complex nonlinear system robust optimization mainly focuses on the features of design parameters, such as probability density functions, boundary conditions, etc. After parameters study, high-dimensional curve or robust control design is used to find an accurate robust solution. However, there may exist complex interaction between parameters and practical engineering system. With the increase of the number of parameters, it is getting hard to determine high-dimensional curves and robust control methods, thus it＇s difficult to get the robust design solutions. In this paper, a method of global sensitivity analysis based on divided variables in groups is proposed. By making relevant variables in one group and keeping each other independent among sets of variables, global sensitivity analysis is conducted in grouped variables and the importance of parameters is evaluated by calculating the contribution value of each parameter to the total variance of system response. By ranking the importance of input parameters, relatively important parameters are chosen to conduct robust design analysis of the system. By applying this method to the robust optimization design of a real complex nonlinear system-a vehicle occupant restraint system with multi-parameter, good solution is gained and the response variance of the objective function is reduced to 0.01, which indicates that the robustness of the occupant restraint system is improved in a great degree and the method is effective and valuable for the robust design of complex nonlinear system. This research proposes a new method which can be used to obtain solutions for complex nonlinear system robust design.

MULTIDISCIPLINARY ROBUST OPTIMIZATION DESIGN

Because uncertainty factors inevitably exist under multidisciplinary designenvironment, a hierarchical multidisciplinary robust optimization design based on response surfaceis proposed. The method constructs optimization model of subsystem level and system level tocoordinate the coupling among subsystems, and also the response surface based on the artificialneural network is introduced to provide information for system level optimization tool to maintainthe independence of subsystems, i.e. to realize multidisciplinary parallel design. The applicationcase of electrical packaging demonstrates that reasonable robust optimum solution can be yielded andit is a potential and efficient multi-disciplinary robust optimization approach.

Robust Design Optimization Method for Centrifugal Impellers under Surface Roughness Uncertainties Due to Blade Fouling

Blade fouling has been proved to be a great threat to compressor performance in operating stage. The current researches on fouling-induced performance degradations of centrifugal compressors are based mainly on simplified roughness models without taking into account the realistic factors such as spatial non-uniformity and randomness of the fouling-induced surface roughness. Moreover, little attention has been paid to the robust design optimization of centrifugal compressor impellers with considerations of blade fouling. In this paper, a multi-objective robust design optimization method is developed for centrifugal impellers under surface roughness uncertainties due to blade fouling. A three-dimensional surface roughness map is proposed to describe the nonuniformity and randomness of realistic fouling accumulations on blades. To lower computational cost in robust design optimization, the support vector regression（SVR） metamodel is combined with the Monte Carlo simulation（MCS） method to conduct the uncertainty analysis of fouled impeller performance. The analyzed results show that the critical fouled region associated with impeller performance degradations lies at the leading edge of blade tip. The SVR metamodel has been proved to be an efficient and accurate means in the detection of impeller performance variations caused by roughness uncertainties. After design optimization, the robust optimal design is found to be more efficient and less sensitive to fouling uncertainties while maintaining good impeller performance in the clean condition. This research proposes a systematic design optimization method for centrifugal compressors with considerations of blade fouling, providing a practical guidance to the design of advanced centrifugal compressors.

Multidisciplinary Design Optimization of A Human Occupied Vehicle Based on Bi-Level Integrated System Collaborative Optimization

The design of Human Occupied Vehicle （HOV） is a typical multidisciplinary problem, but heavily dependent on the experience of naval architects at present engineering design. In order to relieve the experience dependence and improve the design, a new Multidisciplinary Design Optimization （MDO） method ＂Bi-Level Integrated System Collaborative Optimization （BLISCO）＂ is applied to the conceptual design of an HOV, which consists of hull module, resistance module, energy module, structure module, weight module, and the stability module. This design problem is defined by 21 design variables and 23 constraints, and its objective is to maximize the ratio of payload to weight. The results show that the general performance of the HOV can be greatly improved by BLISCO.

Six Sigma Robust Optimization of Fatigue Life for the Passenger Car Battery Hanging Device

In engineering practice, influencing factors including material properties,external load,dimension error and so on,are uncertain to structural fatigue life,and those uncertain factors make the structure fatigue life have a wide dispersion. Aiming at this problem,the parametric model is built in this paper,and it is used to obtain the structural first principal stress in the module of probabilistic design system( PDS). Parameters of P-S-N are added to the parametric model,and then,the fatigue life of chosen points has been calculated automatically under the reliability of 0. 99. The fatigue life response surface model is obtained by simulation of the sampling points using Monte Carlo method. The six sigma robust optimization mathematical model of fatigue life is established with the combination of six sigma robust optimization and fatigue life response surface model. Take a railway passenger car battery hanging device as an example, and the mathematical model of optimization is established. The minimum mean and mean squared of structural fatigue life are obtained under the requirements of design fatigue life. The results show that the material has been saved by the new method,and the robustness of the fatigue life has been improved.

A Distributionally Robust Optimization Method for Passenger Flow Control Strategy and Train Scheduling on an Urban Rail Transit Line

Regular coronavirus disease 2019(COVID-19)epidemic prevention and control have raised new require-ments that necessitate operation-strategy innovation in urban rail transit.To alleviate increasingly seri-ous congestion and further reduce the risk of cross-infection,a novel two-stage distributionally robust optimization(DRO)model is explicitly constructed,in which the probability distribution of stochastic scenarios is only partially known in advance.In the proposed model,the mean-conditional value-at-risk(CVaR)criterion is employed to obtain a tradeoff between the expected number of waiting passen-gers and the risk of congestion on an urban rail transit line.The relationship between the proposed DRO model and the traditional two-stage stochastic programming(SP)model is also depicted.Furthermore,to overcome the obstacle of model solvability resulting from imprecise probability distributions,a discrepancy-based ambiguity set is used to transform the robust counterpart into its computationally tractable form.A hybrid algorithm that combines a local search algorithm with a mixed-integer linear programming(MILP)solver is developed to improve the computational efficiency of large-scale instances.Finally,a series of numerical examples with real-world operation data are executed to validate the pro-posed approaches.

Robust optimal dispatch strategy of integrated energy system considering CHP-P2G-CCS

Integrated energy systems(IESs)can improve energy efficiency and reduce carbon emissions,essential for achieving peak carbon emissions and carbon neutrality.This study investigated the characteristics of the CHP model considering P2G and carbon capture systems,and a two-stage robust optimization model of the electricity-heat-gascold integrated energy system was developed.First,a CHP model considering the P2G and carbon capture system was established,and the electric-thermal coupling characteristics and P2G capacity constraints of the model were derived,which proved that the model could weaken the electric-thermal coupling characteristics,increase the electric power regulation range,and reduce carbon emissions.Subsequently,a two-stage robust optimal scheduling model of an IES was constructed,in which the objective function in the day-ahead scheduling stage was to minimize the start-up and shutdown costs.The objective function in the real-time scheduling stage was to minimize the equipment operating costs,carbon emission costs,wind curtailment,and solar curtailment costs,considering multiple uncertainties.Finally,after the objective function is linearized with a ψ-piecewise method,the model is solved based on the C&CG algorithm.Simulation results show that the proposed model can effectively absorb renewable energy and reduce the total cost of the system.

Shaping the Wavefront of Incident Light with a Strong Robustness Particle Swarm Optimization Algorithm

We demonstrate a modified particle swarm optimization(PSO) algorithm to effectively shape the incident light with strong robustness and short optimization time. The performance of the modified PSO algorithm and genetic algorithm(GA) is numerically simulated. Then, using a high speed digital micromirror device, we carry out light focusing experiments with the modified PSO algorithm and GA. The experimental results show that the modified PSO algorithm has greater robustness and faster convergence speed than GA. This modified PSO algorithm has great application prospects in optical focusing and imaging inside in vivo biological tissue, which possesses a complicated background.

A robust optimization model for demand response management with source-grid-load collaboration to consume wind-power

To accommodate wind power as safely as possible and deal with the uncertainties of the output power of winddriven generators,a min-max-min two-stage robust optimization model is presented,considering the unit commitment,source-network load collaboration,and control of the load demand response.After the constraint functions are linearized,the original problem is decomposed into the main problem and subproblem as a matrix using the strong dual method.The minimum-maximum of the original problem was continuously maximized using the iterative method,and the optimal solution was finally obtained.The constraint conditions expressed by the matrix may reduce the calculation time,and the upper and lower boundaries of the original problem may rapidly converge.The results of the example show that the injected nodes of the wind farms in the power grid should be selected appropriately;otherwise,it is easy to cause excessive accommodation of wind power at some nodes,leading to a surge in reserve costs and the load demand response is continuously optimized to reduce the inverse peak regulation characteristics of wind power.Thus,the most economical optimization scheme for the worst scenario of the output power of the generators is obtained,which proves the economy and reliability of the two-stage robust optimization method.

Response surface methodology-based hybrid robust design optimization for complex product under mixed uncertainties

Minimizing the impact of the mixed uncertainties(i.e.,the aleatory uncertainty and the epistemic uncertainty) for a complex product of compliant mechanism(CPCM) quality improvement signifies a fascinating research topic to enhance the robustness.However, most of the existing works in the CPCM robust design optimization neglect the mixed uncertainties, which might result in an unstable design or even an infeasible design. To solve this issue, a response surface methodology-based hybrid robust design optimization(RSM-based HRDO) approach is proposed to improve the robustness of the quality characteristic for the CPCM via considering the mixed uncertainties in the robust design optimization. A bridge-type amplification mechanism is used to manifest the effectiveness of the proposed approach. The comparison results prove that the proposed approach can not only keep its superiority in the robustness, but also provide a robust scheme for optimizing the design parameters.

Robust Topology Optimization of Periodic Multi-Material Functionally Graded Structures under Loading Uncertainties

This paper presents a robust topology optimization design approach for multi-material functional graded structures under periodic constraint with load uncertainties.To characterize the random-field uncertainties with a reduced set of random variables,the Karhunen-Lo`eve(K-L)expansion is adopted.The sparse grid numerical integration method is employed to transform the robust topology optimization into a weighted summation of series of deterministic topology optimization.Under dividing the design domain,the volume fraction of each preset gradient layer is extracted.Based on the ordered solid isotropic microstructure with penalization(Ordered-SIMP),a functionally graded multi-material interpolation model is formulated by individually optimizing each preset gradient layer.The periodic constraint setting of the gradient layer is achieved by redistributing the average element compliance in sub-regions.Then,the method of moving asymptotes(MMA)is introduced to iteratively update the design variables.Several numerical examples are presented to verify the validity and applicability of the proposed method.The results demonstrate that the periodic functionally graded multi-material topology can be obtained under different numbers of sub-regions,and robust design structures are more stable than that indicated by the deterministic results.

Robust Design Optimization and Improvement by Metamodel

The robust design optimization(RDO)is an effective method to improve product performance with uncertainty factors.The robust optimal solution should be not only satisfied the probabilistic constraints but also less sensitive to the variation of design variables.There are some important issues in RDO,such as how to judge robustness,deal with multi-objective problem and black-box situation.In this paper,two criteria are proposed to judge the deterministic optimal solution whether satisfies robustness requirment.The robustness measure based on maximum entropy is proposed.Weighted sum method is improved to deal with the objective function,and the basic framework of metamodel assisted robust optimization is also provided for improving the efficiency.Finally,several engineering examples are used to verify the advantages.