This article addresses the operational optimization of industrial steam systems under device efficiency uncertainty using a data‐driven adaptive robust optimization approach. A semiempirical model of steam turbine is first developed based on process mechanism and operational data. Uncertain parameters of the proposed steam turbine model are further derived from the historical process data. A robust kernel density estimation method is then used to construct the uncertainty sets for modeling these uncertain parameters. The data‐driven uncertainty sets are incorporated into a two‐stage adaptive robust mixed‐integer linear programming (MILP) framework for operational optimization of steam systems to minimize the total operating cost. Integer variables are introduced to model the on/off decisions of the steam turbines and electrical motors, which are the major energy consumers of the steam system. By applying the affine decision rule, the proposed multilevel optimization model is transformed into its robust counterpart, which is a single‐level MILP problem. The proposed framework is applied to the steam system of a real‐world ethylene plant to demonstrate its applicability. © 2018 American Institute of Chemical Engineers
On Robust Fractional 0-1 Programming
We study single- and multiple-ratio robust fractional 0-1 programming problems (RFPs). In particular, this work considers RFPs under a wide range of disjoint and joint uncertainty sets, where the former implies separate uncertainty sets for each numerator and denominator and the latter accounts for different forms of interrelatedness between them. We first demonstrate that unlike the deterministic case, a single-ratio RFP is nondeterministic polynomial-time hard under general polyhedral uncertainty sets. However, if the uncertainty sets are imbued with a certain structure, variants of the well-known budgeted uncertainty, the disjoint and joint single-ratio RFPs are polynomially solvable when the deterministic counterpart is. We also propose mixed-integer linear programming (MILP) formulations for multiple-ratio RFPs. We conduct extensive computational experiments using test instances based on real and synthetic data sets to evaluate the performance of our MILP reformulations as well as to compare the disjoint and joint uncertainty sets. Finally, we demonstrate the value of the robust approach by examining the robust solution in a deterministic setting and vice versa.
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- Award ID(s):
- 1818700
- NSF-PAR ID:
- 10188592
- Date Published:
- Journal Name:
- INFORMS Journal on Optimization
- Volume:
- 2
- Issue:
- 2
- ISSN:
- 2575-1484
- Page Range / eLocation ID:
- 96 to 133
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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AIChE J , 65: e16500 2019 -
The widespread deployment of smart heterogeneous technologies and the growing complexity in our modern society calls for effective coordination of the interdependent lifeline networks. In particular, operation coordination of electric power and water infrastructures is urgently needed as the water system is one of the most energy-intensive networks, an interruption in which may quickly evolve into a dramatic societal concern. The closely-intertwined ecosystem of water and power infrastructures is commonly known as water-energy nexus. This paper develops a novel analytic for uncertainty-aware day-ahead operation optimization of the interconnected power and water systems (PaWS). Joint probabilistic constraint (JPC) programming is employed to capture the uncertainties in wind resources and water demand forecasts. The proposed integrated stochastic model is presented as a non-linear non-convex optimization problem, where the non-linear hydraulic constraints in the water network are linearized using piece-wise linearization technique, and the non-convexity is efficiently tackled with a Boolean solution methodology to convert the proposed model with JPCs to a tractable mixed-integer linear programming (MILP) formulation that can be quickly solved to optimality. The suggested framework is applied to a 15-node commercial-scale water network jointly operated with a power transmission system using a modified IEEE 57-bus test system. The numerical results demonstrate the of the proposed stochastic framework, resulting in cost reduction (13% on average when compared to the traditional setting) and energy saving of the integrated model under different realizations of uncertain renewable energy sources (RESs) and water demand scenarios. Additionally, the scalability of the proposed model is tested on a modified IEEE 118-bus test system connected to five water networks.more » « less
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Problem definition: Infectious disease screening can be expensive and capacity constrained. We develop cost- and capacity-efficient testing designs for multidisease screening, considering (1) multiplexing (disease bundling), where one assay detects multiple diseases using the same specimen (e.g., nasal swabs, blood), and (2) pooling (specimen bundling), where one assay is used on specimens from multiple subjects bundled in a testing pool. A testing design specifies an assay portfolio (mix of single-disease/multiplex assays) and a testing method (pooling/individual testing per assay). Methodology/results: We develop novel models for the nonlinear, combinatorial multidisease testing design problem: a deterministic model and a distribution-free, robust variation, which both generate Pareto frontiers for cost- and capacity-efficient designs. We characterize structural properties of optimal designs, formulate the deterministic counterpart of the robust model, and conduct a case study of respiratory diseases (including coronavirus disease 2019) with overlapping clinical presentation. Managerial implications: Key drivers of optimal designs include the assay cost function, the tester’s preference toward cost versus capacity efficiency, prevalence/coinfection rates, and for the robust model, prevalence uncertainty. When an optimal design uses multiple assays, it does so in conjunction with pooling, and it uses individual testing for at most one assay. Although prevalence uncertainty can be a design hurdle, especially for emerging or seasonal diseases, the integration of multiplexing and pooling, and the ordered partition property of optimal designs (under certain coinfection structures) serve to make the design more structurally robust to uncertainty. The robust model further increases robustness, and it is also practical as it needs only an uncertainty set around each disease prevalence. Our Pareto designs demonstrate the cost versus capacity trade-off and show that multiplexing-only or pooling-only designs need not be on the Pareto frontier. Our case study illustrates the benefits of optimally integrated designs over current practices and indicates a low price of robustness.more » « less
Funding: This work was supported by the National Science Foundation [Grant 1761842].
Supplemental Material: The online appendix is available at https://doi.org/10.1287/msom.2022.0296 .
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Self‐supervised learning has shown great promise because of its ability to train deep learning (DL) magnetic resonance imaging (MRI) reconstruction methods without fully sampled data. Current self‐supervised learning methods for physics‐guided reconstruction networks split acquired undersampled data into two disjoint sets, where one is used for data consistency (DC) in the unrolled network, while the other is used to define the training loss. In this study, we propose an improved self‐supervised learning strategy that more efficiently uses the acquired data to train a physics‐guided reconstruction network without a database of fully sampled data. The proposed multi‐mask self‐supervised learning via data undersampling (SSDU) applies a holdout masking operation on the acquired measurements to split them into multiple pairs of disjoint sets for each training sample, while using one of these pairs for DC units and the other for defining loss, thereby more efficiently using the undersampled data. Multi‐mask SSDU is applied on fully sampled 3D knee and prospectively undersampled 3D brain MRI datasets, for various acceleration rates and patterns, and compared with the parallel imaging method, CG‐SENSE, and single‐mask SSDU DL‐MRI, as well as supervised DL‐MRI when fully sampled data are available. The results on knee MRI show that the proposed multi‐mask SSDU outperforms SSDU and performs as well as supervised DL‐MRI. A clinical reader study further ranks the multi‐mask SSDU higher than supervised DL‐MRI in terms of signal‐to‐noise ratio and aliasing artifacts. Results on brain MRI show that multi‐mask SSDU achieves better reconstruction quality compared with SSDU. The reader study demonstrates that multi‐mask SSDU at R = 8 significantly improves reconstruction compared with single‐mask SSDU at R = 8, as well as CG‐SENSE at R = 2.
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The replenishment storage problem (RSP) is to minimize the storage capacity requirement for a deterministic demand, multi-item inventory system, where each item has a given reorder size and cycle length. We consider the discrete RSP, where reorders can only take place at an integer time unit within the cycle. Discrete RSP was shown to be NP-hard for constant joint cycle length (the least common multiple of the length of all individual cycles). We show here that discrete RSP is weakly NP-hard for constant joint cycle length and prove that it is strongly NP-hard for nonconstant joint cycle length. For constant joint cycle-length discrete RSP, we further present a pseudopolynomial time algorithm that solves the problem optimally and the first known fully polynomial time approximation scheme (FPTAS) for the single-cycle RSP. The scheme is utilizing a new integer programming formulation of the problem that is introduced here. For the strongly NP-hard RSP with nonconstant joint cycle length, we provide a polynomial time approximation scheme (PTAS), which for any fixed [Formula: see text], provides a linear time [Formula: see text] approximate solution. The continuous RSP, where reorders can take place at any time within a cycle, seems (with our results) to be easier than the respective discrete problem. We narrow the previously known complexity gap between the continuous and discrete versions of RSP for the multi-cycle RSP (with either constant or nonconstant cycle length) and the single-cycle RSP with constant cycle length and widen the gap for single-cycle RSP with nonconstant cycle length. For the multi-cycle case and constant joint cycle length, the complexity status of continuous RSP is open, whereas it is proved here that the discrete RSP is weakly NP-hard. Under our conjecture that the continuous RSP is easier than the discrete one, this implies that continuous RSP on multi-cycle and constant joint cycle length (currently of unknown complexity status) is at most weakly NP-hard.more » « less
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1287/ijoo.2019.0025
