(751d) A Novel Two-Stage Stochastic Programming Approach for Batch Processes with Unknown Time of Uncertainty Realization
AIChE Annual Meeting
Friday, November 15, 2019 - 8:54am to 9:12am
One of the key factors of a stochastic programming approach is to ensure non-anticipativity throughout the decision making process. All here and now decisions should be based on the information available at that time and without anticipating information from the future. This becomes challenging when the uncertainties are model dependent and the time of uncertainty realization is unknown. In most of the existing models with type II endogenous uncertainty, this is accomplished by introducing non-anticipativity constraints through auxiliary binary variables , , . Introduction of auxiliary binary variables and constraints linking them to the model decisions results in a large model size, which further grows exponentially with the number of scenarios. Several studies have explored various relaxation and decomposition strategies to solve such models in reasonable computational times , .
In this study, we propose a novel stochastic programming approach to ensure non-anticipativity implicitly via material balance constraints for discrete-time batch process operations with type II endogenous uncertainty, without the introduction of any auxiliary variables or explicit non-anticipativity constraints. The proposed framework has been validated using actual data from a large-scale scientific services plant, where sets of samples has to go through a series of processes to complete the analysis . In such industries, factors such as process parameters, manual and machine errors can affect the quality of the analysis and a fraction of samples are often recycled back to a previous process for reanalysis (retesting). Uncertainty is considered in the fraction of samples recycled to a previous process for retesting and the results obtained for a two-stage stochastic model are presented. The results from this implementation indicate benefits between 15-18% in throughput in comparison to the deterministic model, thus showing the potential of the proposed framework.
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