eprintid: 4179
rev_number: 2
eprint_status: archive
userid: 1
dir: disk0/00/00/41/79
datestamp: 2023-11-09 16:15:50
lastmod: 2023-11-09 16:15:50
status_changed: 2023-11-09 15:57:51
type: article
metadata_visibility: show
creators_name: Khor, C.S.
creators_name: Chachuat, B.
creators_name: Shah, N.
title: Fixed-flowrate total water network synthesis under uncertainty with risk management
ispublished: pub
keywords: Global optimization; Integer programming; Petroleum refineries; Quadratic programming; Stochastic programming; Stochastic systems; Value engineering, Conditional Value-at-Risk; Mixed integer nonlinear program; Multiscenario; Uncertainty; Water networks, Risk management
note: cited By 28
abstract: This work addresses the problem of integrated water network synthesis under uncertainty with risk management. We consider a superstructure consisting of water sources, regenerators, and sinks that leads to a mixed-integer quadratically-constrained quadratic program (MIQCQP) for a fixed-flowrate total water network synthesis problem. Uncertainty in the problem is accounted for via a recourse-based two-stage stochastic programming formulation with discrete scenarios that gives rise to a multiscenario MIQCQP comprising network design in the first stage and its operation in the second stage acting as recourse. In addition, we extend the model to address risk management using the Conditional Value-at-Risk (CVaR) metric. Because a large number of scenarios is often required to capture the underlying uncertainty of the problem, causing the model to suffer from the curse of dimensionality, we propose a stepwise solution strategy to reduce the computational load. We illustrate this methodology on a case study inspired from the water network of a petroleum refinery in Malaysia. The presence of nonconvex bilinear terms necessitates the use of global optimization techniques for which we employ a new global MIQCQP solver, GAMS/GloMIQO and verify the solutions with BARON. Our computational results show that total water network synthesis under uncertainty with risk management problems can be solved to global optimality in reasonable time. © 2013 Elsevier Ltd. All rights reserved.
date: 2014
publisher: Elsevier Ltd
official_url: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84902679521&doi=10.1016%2fj.jclepro.2014.01.023&partnerID=40&md5=1b43d4c5ea35ca340f0f3f43b1490ad0
id_number: 10.1016/j.jclepro.2014.01.023
full_text_status: none
publication: Journal of Cleaner Production
volume: 77
pagerange: 79-93
refereed: TRUE
issn: 09596526
citation:   Khor, C.S. and Chachuat, B. and Shah, N.  (2014) Fixed-flowrate total water network synthesis under uncertainty with risk management.  Journal of Cleaner Production, 77.  pp. 79-93.  ISSN 09596526