|
1
|
|
|
2
|
Peykani P, Mohammadi E, Saen RF, Sadjadi SJ, Rostamy‐Malkhalifeh M. Data envelopment analysis and robust optimization: A review. EXPERT SYSTEMS 2020; 37. [DOI: 10.1111/exsy.12534] [Citation(s) in RCA: 13] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/25/2019] [Accepted: 01/27/2020] [Indexed: 09/01/2023]
Abstract
AbstractThis paper reviews the milestone approaches for handling uncertainty in data envelopment analysis (DEA). This paper presents the detailed classifications of robust data envelopment analysis (RDEA). RDEA is appropriate for measuring the efficiencies of decision‐making units in the presence of the data and distributional uncertainties. This paper reviews scenario‐based and uncertainty set of DEA models. It covers 73 studies from 2008 to 2019. The paper concludes with suggestions about the guidelines for future researches in the field of RDEA.
Collapse
Affiliation(s)
- Pejman Peykani
- Industrial Engineering, School of Industrial Engineering Iran University of Science and Technology Tehran Iran
| | - Emran Mohammadi
- Industrial Engineering, School of Industrial Engineering Iran University of Science and Technology Tehran Iran
| | | | - Seyed Jafar Sadjadi
- Industrial Engineering, School of Industrial Engineering Iran University of Science and Technology Tehran Iran
| | - Mohsen Rostamy‐Malkhalifeh
- Operations Research, Department of Mathematics, Faculty of Science, Science and Research Branch Islamic Azad University Tehran Iran
| |
Collapse
|
|
3
|
Yang Y, Rosa LD, Chow TYM. Non-convex chance-constrained optimization for blending recipe design under uncertainties. Comput Chem Eng 2020. [DOI: 10.1016/j.compchemeng.2020.106868] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
|
|
4
|
|
|
5
|
Lapteva TV, Ziyatdinov NN, Emel’yanov II. Chemical Process Design Taking into Account Joint Chance Constraints. THEORETICAL FOUNDATIONS OF CHEMICAL ENGINEERING 2020. [DOI: 10.1134/s0040579520010133] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
|
|
6
|
Risbeck MJ, Maravelias CT, Rawlings JB. Unification of closed-loop scheduling and control: State-space formulations, terminal constraints, and nominal theoretical properties. Comput Chem Eng 2019. [DOI: 10.1016/j.compchemeng.2019.06.021] [Citation(s) in RCA: 19] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/05/2023]
|
|
7
|
Yang Y, Sutanto C. Chance-constrained optimization for nonconvex programs using scenario-based methods. ISA TRANSACTIONS 2019; 90:157-168. [PMID: 30738585 DOI: 10.1016/j.isatra.2019.01.013] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/18/2018] [Revised: 12/06/2018] [Accepted: 01/12/2019] [Indexed: 06/09/2023]
Abstract
This paper presents a scenario-based method to solve the chance-constrained optimization for the nonconvex program. The sample complexity is first developed to guarantee the probabilistic feasibility. Then through the sampling on uncertain parameters, many scenarios are generated to form a large-scale deterministic approximation for the original chance-constrained program. Solving the resulting scenario-based nonconvex optimization is usually time-consuming. To overcome this challenge, we propose a sequential approach to find the global optimum more efficiently. Moreover, two novel schemes: branching-and-sampling and branching-and-discarding are developed for the chance-constrained 0-1 program by refining the scenario set in order to find a less conservative solution. Finally, model predictive control and process scheduling problem are taken as examples to evaluate the effectiveness of proposed optimization approaches.
Collapse
Affiliation(s)
- Yu Yang
- Chemical Engineering Department, California State University Long Beach, CA, 90840, USA.
| | - Christie Sutanto
- Chemical Engineering Department, California State University Long Beach, CA, 90840, USA; Department of Chemical Engineering and Materials Science, University of California, Irvine, CA, USA
| |
Collapse
|
|
8
|
Yang Y. Improved Benders Decomposition and Feasibility Validation for Two-Stage Chance-Constrained Programs in Process Optimization. Ind Eng Chem Res 2019. [DOI: 10.1021/acs.iecr.8b04777] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
Affiliation(s)
- Yu Yang
- Department of Chemical Engineering, California State University Long Beach, Long Beach, California 90840, United States
| |
Collapse
|
|
9
|
Shen W, Li Z, Huang B, Jan NM. Chance-Constrained Model Predictive Control for SAGD Process Using Robust Optimization Approximation. Ind Eng Chem Res 2018. [DOI: 10.1021/acs.iecr.8b03207] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
Affiliation(s)
- Wenhan Shen
- Department of Chemical & Materials Engineering, University of Alberta, Edmonton, AB T6G 1H9, Canada
| | - Zukui Li
- Department of Chemical & Materials Engineering, University of Alberta, Edmonton, AB T6G 1H9, Canada
| | - Biao Huang
- Department of Chemical & Materials Engineering, University of Alberta, Edmonton, AB T6G 1H9, Canada
| | - Nabil Magbool Jan
- Department of Chemical & Materials Engineering, University of Alberta, Edmonton, AB T6G 1H9, Canada
| |
Collapse
|
|
10
|
Chen Y, Yuan Z, Chen B. Process optimization with consideration of uncertainties—An overview. Chin J Chem Eng 2018. [DOI: 10.1016/j.cjche.2017.09.010] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/08/2023]
|
|
11
|
Matthews LR, Guzman YA, Floudas CA. Generalized robust counterparts for constraints with bounded and unbounded uncertain parameters. Comput Chem Eng 2018. [DOI: 10.1016/j.compchemeng.2017.09.007] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
|
|
12
|
Matthews LR, Guzman YA, Onel O, Niziolek AM, Floudas CA. Natural Gas to Liquid Transportation Fuels under Uncertainty Using Robust Optimization. Ind Eng Chem Res 2018. [DOI: 10.1021/acs.iecr.8b01638] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- Logan R. Matthews
- Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843, United States
| | - Yannis A. Guzman
- Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843, United States
| | - Onur Onel
- Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843, United States
| | - Alexander M. Niziolek
- Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843, United States
| | - Christodoulos A. Floudas
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843, United States
| |
Collapse
|
|
13
|
Lappas NH, Gounaris CE. Theoretical and computational comparison of continuous‐time process scheduling models for adjustable robust optimization. AIChE J 2018. [DOI: 10.1002/aic.16124] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
Affiliation(s)
- Nikolaos H. Lappas
- Dept. of Chemical EngineeringCarnegie Mellon UniversityPittsburgh PA 15213
| | | |
Collapse
|
|
14
|
Yang Y, Vayanos P, Barton PI. Chance-Constrained Optimization for Refinery Blend Planning under Uncertainty. Ind Eng Chem Res 2017. [DOI: 10.1021/acs.iecr.7b02434] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- Yu Yang
- Process
Systems Engineering Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, United States
- Department
of Chemical Engineering, California State University Long Beach, Long Beach, California 90840, United States
| | - Phebe Vayanos
- Process
Systems Engineering Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, United States
- Epstein Department of Industrial & Systems Engineering, University of Southern California, Los Angeles, California 90089, United States
| | - Paul I. Barton
- Process
Systems Engineering Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, United States
| |
Collapse
|
|
15
|
New a priori and a posteriori probabilistic bounds for robust counterpart optimization: III. Exact and near-exact a posteriori expressions for known probability distributions. Comput Chem Eng 2017. [DOI: 10.1016/j.compchemeng.2017.03.001] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
|
|
16
|
New a priori and a posteriori probabilistic bounds for robust counterpart optimization: II. A priori bounds for known symmetric and asymmetric probability distributions. Comput Chem Eng 2017. [DOI: 10.1016/j.compchemeng.2016.07.002] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/21/2022]
|
|
17
|
Ostrovsky GM, Ziyatdinov NN, Lapteva TV, Silvestrova AS, Nguyen QT. Optimization of Chemical Process with Joint Chance Constraints. Ind Eng Chem Res 2017. [DOI: 10.1021/acs.iecr.6b02683] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- Gennady M. Ostrovsky
- Karpov Institute of Physical Chemistry, Vorontsovo Pole, 10, Moscow 103064, Russia
- Kazan National Research Technological University, Karl Marx Street, 68, Kazan 420015, Russia
| | - Nadir N. Ziyatdinov
- Kazan National Research Technological University, Karl Marx Street, 68, Kazan 420015, Russia
| | - Tatyana V. Lapteva
- Kazan National Research Technological University, Karl Marx Street, 68, Kazan 420015, Russia
| | - Anna S. Silvestrova
- Kazan National Research Technological University, Karl Marx Street, 68, Kazan 420015, Russia
| | - Quan T. Nguyen
- Kazan National Research Technological University, Karl Marx Street, 68, Kazan 420015, Russia
| |
Collapse
|
|
18
|
Using Pareto filters to support risk management in optimization under uncertainty: Application to the strategic planning of chemical supply chains. Comput Chem Eng 2017. [DOI: 10.1016/j.compchemeng.2016.10.008] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/22/2022]
|
|
19
|
|
|
20
|
Shang K, Feng Z, Ke L, Chan FT. Comprehensive Pareto Efficiency in robust counterpart optimization. Comput Chem Eng 2016. [DOI: 10.1016/j.compchemeng.2016.07.022] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
|
|
21
|
Wang Z, Li Z, Feng Y, Rong G. Crude-Oil Operations under Uncertainty: A Continuous-Time Rescheduling Framework and a Simulation Environment for Validation. Ind Eng Chem Res 2016. [DOI: 10.1021/acs.iecr.6b01108] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- Zihao Wang
- State
Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems
and Control, Zhejiang University, Hangzhou 310027, People’s Republic of China
| | - Zukui Li
- Department
of Chemical and Materials Engineering, University of Alberta, Edmonton, Alberta T6G2 V4, Canada
| | - Yiping Feng
- State
Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems
and Control, Zhejiang University, Hangzhou 310027, People’s Republic of China
| | - Gang Rong
- State
Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems
and Control, Zhejiang University, Hangzhou 310027, People’s Republic of China
| |
Collapse
|
|
22
|
|
|
23
|
Yuan Y, Li Z, Huang B. Robust optimization under correlated uncertainty: Formulations and computational study. Comput Chem Eng 2016. [DOI: 10.1016/j.compchemeng.2015.10.017] [Citation(s) in RCA: 38] [Impact Index Per Article: 4.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
|
|
24
|
Floudas CA, Niziolek AM, Onel O, Matthews LR. Multi‐scale systems engineering for energy and the environment: Challenges and opportunities. AIChE J 2016. [DOI: 10.1002/aic.15151] [Citation(s) in RCA: 64] [Impact Index Per Article: 8.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/23/2022]
Affiliation(s)
- Christodoulos A. Floudas
- Artie McFerrin Dept. of Chemical EngineeringTexas A&M UniversityCollege Station TX77843 USA
- Texas A&M Energy Institute, 302D Williams Administration Building, 3372 Texas A&M UniversityCollege Station TX77843USA
| | - Alexander M. Niziolek
- Dept. of Chemical and Biological EngineeringPrinceton UniversityPrinceton NJ08544 USA
- Artie McFerrin Dept. of Chemical EngineeringTexas A&M UniversityCollege Station TX77843 USA
- Texas A&M Energy Institute, 302D Williams Administration Building, 3372 Texas A&M UniversityCollege Station TX77843USA
| | - Onur Onel
- Dept. of Chemical and Biological EngineeringPrinceton UniversityPrinceton NJ08544 USA
- Artie McFerrin Dept. of Chemical EngineeringTexas A&M UniversityCollege Station TX77843 USA
- Texas A&M Energy Institute, 302D Williams Administration Building, 3372 Texas A&M UniversityCollege Station TX77843USA
| | - Logan R. Matthews
- Dept. of Chemical and Biological EngineeringPrinceton UniversityPrinceton NJ08544 USA
- Artie McFerrin Dept. of Chemical EngineeringTexas A&M UniversityCollege Station TX77843 USA
- Texas A&M Energy Institute, 302D Williams Administration Building, 3372 Texas A&M UniversityCollege Station TX77843USA
| |
Collapse
|
|
25
|
Guzman YA, Matthews LR, Floudas CA. New a priori and a posteriori probabilistic bounds for robust counterpart optimization: I. Unknown probability distributions. Comput Chem Eng 2016. [DOI: 10.1016/j.compchemeng.2015.09.014] [Citation(s) in RCA: 33] [Impact Index Per Article: 4.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
|
|
26
|
Matthews LR, Niziolek AM, Onel O, Pinnaduwage N, Floudas CA. Biomass to Liquid Transportation Fuels via Biological and Thermochemical Conversion: Process Synthesis and Global Optimization Strategies. Ind Eng Chem Res 2015. [DOI: 10.1021/acs.iecr.5b03319] [Citation(s) in RCA: 23] [Impact Index Per Article: 2.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- Logan R. Matthews
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843-3122, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843-3372, United States
- Department
of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
| | - Alexander M. Niziolek
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843-3122, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843-3372, United States
- Department
of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
| | - Onur Onel
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843-3122, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843-3372, United States
- Department
of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
| | - Neesha Pinnaduwage
- Department
of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544, United States
| | - Christodoulos A. Floudas
- Artie McFerrin Department of Chemical Engineering, Texas A&M University, College Station, Texas 77843-3122, United States
- Texas A&M Energy Institute, Texas A&M University, College Station, Texas 77843-3372, United States
| |
Collapse
|
|
27
|
Li Z, Li Z. Optimal robust optimization approximation for chance constrained optimization problem. Comput Chem Eng 2015. [DOI: 10.1016/j.compchemeng.2015.01.003] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
|