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.

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.

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.

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.

Comparison between 4D robust optimization methods for carbon-ion treatment planning

Intensity-modulated particle therapy(IMPT)with carbon ions is comparatively susceptible to various uncertainties caused by breathing motion,including range,setup,and target positioning uncertainties.To determine relative biological effectiveness-weighted dose(RWD)distributions that are resilient to these uncertainties,the reference phase-based four-dimensional(4D)robust optimization(RP-4DRO)and each phase-based 4D robust optimization(EP-4DRO)method in carbon-ion IMPT treatment planning were evaluated and compared.Based on RWD distributions,4DRO methods were compared with 4D conventional optimization using planning target volume(PTV)margins(PTV-based optimization)to assess the effectiveness of the robust optimization methods.Carbon-ion IMPT treatment planning was conducted in a cohort of five lung cancer patients.The results indicated that the EP-4DRO method provided better robustness(P=0.080)and improved plan quality(P=0.225)for the clinical target volume(CTV)in the individual respiratory phase when compared with the PTV-based optimization.Compared with the PTV-based optimization,the RP-4DRO method ensured the robustness(P=0.022)of the dose distributions in the reference breathing phase,albeit with a slight sacrifice of the target coverage(P=0.450).Both 4DRO methods successfully maintained the doses delivered to the organs at risk(OARs)below tolerable levels,which were lower than the doses in the PTV-based optimization(P<0.05).Furthermore,the RP-4DRO method exhibited significantly superior performance when compared with the EP-4DRO method in enhancing overall OAR sparing in either the individual respiratory phase or reference respiratory phase(P<0.05).In general,both 4DRO methods outperformed the PTV-based optimization in terms of OAR sparing and robustness.

Distributionally robust optimization based chance-constrained energy management for hybrid energy powered cellular networks

Energy harvesting has been recognized as a promising technique with which to effectively reduce carbon emis-sions and electricity expenses of base stations.However,renewable energy is inherently stochastic and inter-mittent,imposing formidable challenges on reliably satisfying users'time-varying wireless traffic demands.In addition,the probability distribution of the renewable energy or users’wireless traffic demand is not always fully known in practice.In this paper,we minimize the total energy cost of a hybrid-energy-powered cellular network by jointly optimizing the energy sharing among base stations,the battery charging and discharging rates,and the energy purchased from the grid under the constraint of a limited battery size at each base station.In solving the formulated non-convex chance-constrained stochastic optimization problem,a new ambiguity set is built to characterize the uncertainties in the renewable energy and wireless traffic demands according to interval sets of the mean and covariance.Using this ambiguity set,the original optimization problem is transformed into a more tractable second-order cone programming problem by exploiting the distributionally robust optimization approach.Furthermore,a low-complexity distributionally robust chance-constrained energy management algo-rithm,which requires only interval sets of the mean and covariance of stochastic parameters,is proposed.The results of extensive simulation are presented to demonstrate that the proposed algorithm outperforms existing methods in terms of the computational complexity,energy cost,and reliability.

Emergency Energy Management of Microgrid in Industrial Park Basedon Robust Optimization

Reducing the impact of power outages and maintaining the power supply duration must be considered in implementing emergency energy dispatching in micro-networks.This paper studies a new emergency energy treatment method based on the robust optimal method and the industrial park micro-network with the optical energy storage system.After controlling the load input,a control strategy of adjusting and removing is proposed.Rolling optimal theory is applied to emergency energy scheduling based on a robust optimal mathematical model.A weighting factor is introduced into the optimal model to balance the importance of reducing and retaining the power supply.Uncertainty is designed to adjust the effect of uncertainty on the problem.The example shows that this method can flexibly set the weight coefficient and uncertainty value according to the actual situation so that the input of the control load can be optimized.

Data-driven source-load robust optimal scheduling of integrated energy production unit including hydrogen energy coupling

A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness.

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.

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.

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.

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.

Distributed Robust Optimal Dispatch for the Microgrid Considering Output Correlation between Wind and Photovoltaic

As an effective carrier of integrated clean energy,the microgrid has attracted wide attention.The randomness of renewable energies such as wind and solar power output brings a significant cost and impact on the economics and reliability of microgrids.This paper proposes an optimization scheme based on the distributionally robust optimization(DRO)model for a microgrid considering solar-wind correlation.Firstly,scenarios of wind and solar power output scenarios are generated based on non-parametric kernel density estimation and the Frank-Copula function;then the generated scenario results are reduced by K-means clustering;finally,the probability confidence interval of scenario distribution is constrained by 1-norm and∞-norm.The model is solved by a column-and-constraint generation algorithm.Experimental studies are conducted on a microgrid system in Jiangsu,China and the obtained scheduling solution turned out to be superior under wind and solar power uncertainties,which verifies the effectiveness of the proposed DRO model.

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.