pedro m. castro, ignacio e. grossmann, iiro k....
TRANSCRIPT
Process operations are often subject to energy constraintsAvailability
Heating /cooling utilities (steam), powerPrice
Focus on cement industry & electricity Currently under pressure to produce at lowest possible cost
Machine drive 80% total electricity consumptionGrinding process particularly complex
Requires high level control for stability and optimal performanceDeveloped approach general for continuous plants & utilities
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Contracts agreed between electricity supplier and cement plants (planning level)
Energy cost [$/kWh]Varies significantly during the day
Up to an order of magnitude
From weekdays to weekends
Maximum power consumption [MW]Also changes during the dayHarsh cost penalties if levels are exceeded
Optimal scheduling can have a large impact on electricity bill
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Scheduling decisionsWhen and where to produce a certain grade
Chemical composition or particle sizeHow much to keep in storage
ObjectivesMeet customer demands in time (multiple due dates)Incorporate energy constraints
4
Must be able to handle shared resources
General multipurpose models
Rely on generic entitiesResourcesTasks
Convert real entities into virtual ones
Generate Resource‐Task Network (RTN)
Process representation
5
Explore potential of continuous‐timeABB’s Expert Optimizer can address scheduling by means of Model Predictive Control (discrete‐time)
Leading software for cement plant control
Main challengeAccount for discrete events that occur at known points in time
Customer orders due datesForecast of electricity
PriceInstalled power
Use as few event points as possibleTo reduce total computational effort
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1 T2 3 T-2 T-1
Slot 1 Slot 2 Slot T-2 Slot T-1
0 H
Timing to be determined by solver
Important propertyCan be divided as many times as required (same rate)
=
One task on each time interval
If tasks span more than one energy levelTasks will be split (as more time intervals are added)
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700 t700 t
10 h
210 t
210 t
4 h3 h 3 h
210 t
210 t280 t280 t
Upgrade from Castro et al. (2004)
Binary variablesNi,t task i is executed at interval tYt,tp,e during t tasks executed in period tp of level e Yt,td
out event point t corresponds to demand point td
New constraintsTasks must start after energy level starting point
End before end time interval
And before end energy level
If t is demand point, its time is equal to due date
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TtRrTsT TC
Ii i
tiirtt
c
∈∈∀≥− ∑∈
+ ,max
,,1 ρ
ξμ
tYlbTsEe TPtp
etpttpete
∀≥ ∑ ∑∈ ∈
,,,
etrNHYubTscee
ce Ii
tiirTPtp
etpttpeIi i
tiirt ,,)1( ,,,,,max
,, ∀−⋅+≤+ ∑∑∑∈∈∈
μρξμ
tYHYtfxTYtfxTDtd
outtdt
TDtd
outtdttdt
TDtd
outtdttd ∀−⋅+≤≤ ∑∑∑
∈∈∈
)1( ,,,
Yt,e1,tp=1 Yt+1,tdout=1
tfxtd
Arguments in favorDiscrete‐events handled much more naturally
Provided that the time grid is sufficiently fineFor accurate consideration of problem data
Time intervals of 1 hour length (δ)
No additional modeling effortSame process representation (RTN)Fewer and simpler constraints
Minor limitationCan lead to suboptimal solutions
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Simple and elegantFew constraints
Resource balances
Capacity constraints
Objective function (minimize total electricity cost)
Complexity at the level of RTN structural parameters generation
μr,i, μr,i, νr,i, νr,i, λr,i
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TtRrv
NvNRRRR
tRrout
trTtRrin
trIi
tiir
IitiirtiirTttiirRRrtrRr
endtrtrtr
FPUTt
UTCTCT
∈∈∀Π−Π+
++++++=
≠∧∈≠∧∈∈
∈−≠∪∉−∈−=
∑∑
,
)(
1,||,,,
1,,,,||,,)(1,1,10
,
ξ
μξμ
||,,)( *,,,,,,,, TtTtRrvRR CTtiir
Iitiir
Iitiirtr
endtr
sc
≠∈∈∀+++= ∑∑∈∈
ξλξξλ
||,,)( ,max*
,, TtTtIIiNU sctiIiiIiIititi css ≠∈∪∈∀⋅⋅+≤+
∈∈∈ρδξξ
∑ ∑ ∑∈ ∈ ≠∧∈
⋅−⋅c UTIi Rr TtTt i
tiirtce
||max,
, )(minρξ
μ
Continuous‐time model can effectively model all features
Major breakthroughNot efficient computationally
Limited to toy problems
Discrete‐time very good approachEffectively solve problems of industrial relevance
Fast to near optimal solutions (0.8% gap in 5 CPU minutes)
Has potential to be incorporated into decision‐making tool used by industry
After post‐processing procedure eliminates superfluous information
Caused by high solution degeneracy
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Very tight discrete‐time formulation (DT)Integrality gap=0 in some cases
DT grid uses much more event points |T|Solution for CT highly dependent on |T|
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Problem (|P|, |M|, |S|) Model |T|binary
variablessingle
variablesconstraints RMIP (€) MIP (€) CPU s nodes
EX5 (3,2,2) DT 169 2016 10784 6739 26738 26780 3600a 133242
CT 9 528 1089 562 25625 27222 7.18 3989
CT 10 594 1221 629 25625 27008 369 138426
CT 11 660 1353 696 25625 26911 4131 1295540
EX6 (3,2,3) DT 169 2520 13986 8423 43250 43259 3600b 85900
EX7 (3,3,4) DT 169 3528 18365 10780 68282 68282 18.4 671
EX8 (3,3,5) DT 169 4032 21567 12464 101139 104622 3600c 41252
EX9 (4,3,4) DT 169 4704 23923 13810 87817 87868 3600d 24400
EX10 (5,3,4) DT 169 5880 29481 16840 86505 86581 3600e 7500
May be very substantial (≥20%)When compared to scheduling based on feasibility
Preliminary results function of a variety of factors
Electricity pricing policy
How far mills are operating below maximum capacity
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Optimal scheduling of continuous plants incorporating energy constraints
Time dependent availability profiles & pricingIllustrated with electricity consumption at cement mills
ModelsProposed new continuous‐time formulation
Limited to toy problemsTested a discrete‐time formulation
Can solve real problems to near optimality, fastSubstantial cost savings can be expected from its use
AcknowledgmentsFinancial support from Luso‐American Foundation & Center for Advanced Process Decision‐making at CMU
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