# (273f) A Mixed-Integer Conic Programming Formulation for Computing the Flexibility Index Under Multivariate Gaussian Random Variables

- Conference: AIChE Annual Meeting
- Year: 2018
- Proceeding: 2018 AIChE Annual Meeting
- Group: Computing and Systems Technology Division
- Session:
- Time:
Tuesday, October 30, 2018 - 9:35am-9:54am

In this work, we propose a scalable approach to compute the flexibility index for multivariate Gaussian variables. The Gaussian representation enables us to capture correlations. We show that the problem can be cast as a mixed-integer conic program (MICP) that seeks to find the largest radius of a hyperellipsoidal uncertainty set under which the system maintains feasible operation. We also prove that the radius can be directly related to the probability of feasible operation, which is precisely the definition of the stochastic flexibility index. Consequently, both indexes are equivalent in this case. The proposed approach can leverage the recent emergence of efficient MICP solvers [1].

References

- Berthold, S. Heinz, and S. Vigerske. Extending a cip framework to solve miqcp s. In
*Mixed integer nonlinear programming*, pages 427â€“444. Springer, 2012. - Deffuant and N. Gilbert.
*Viability and resilience of complex systems: concepts, methods and case studies from ecology and society*. Springer Science & Business Media, 2011. - E. Grossmann, B. A. Calfa, and P. Garcia-Herreros. Evolution of concepts and models for quantifying resiliency and flexibility of chemical processes.
*Computers & Chemical Engineering*, 70:22â€“34, 2014. - E. Grossmann, K. P. Halemane, and R. E. Swaney. Optimization strategies for flexible chemical processes.
*Computers & Chemical Engineering*, 7(4):439â€“462, 1983. - Ma, V. Rokhlin, and S. Wandzura. Generalized gaussian quadrature rules for systems of arbitrary functions.
*SIAM Journal on Numerical Analysis*, 33(3):971â€“996, 1996. - Pistikopoulos and T. Mazzuchi. A novel flexibility analysis approach for processes with stochastic parameters.
*Computers & Chemical Engineering*, 14(9):991â€“1000, 1990. - A. Straub and I. E. Grossmann. Integrated stochastic metric of flexibility for systems with discrete state and continuous parameter uncertainties.
*Computers & Chemical Engineering*, 14(9):967â€“ 985, 1990. - E. Swaney and I. E. Grossmann. An index for operational flexibility in chemical process design. part i: Formulation and theory.
*AIChE Journal*, 31(4):621â€“630, 1985. - E. Swaney and I. E. Grossmann. An index for operational flexibility in chemical process design. part ii: Computational algorithms.
*AIChE Journal*, 31(4):631â€“641, 1985.