A review of stochastic programming methods for optimization of process systems under uncertainty

C Li, IE Grossmann - Frontiers in Chemical Engineering, 2021 - frontiersin.org
Uncertainties are widespread in the optimization of process systems, such as uncertainties
in process technologies, prices, and customer demands. In this paper, we review the basic …

Recent advances in mathematical programming techniques for the optimization of process systems under uncertainty

IE Grossmann, RM Apap, BA Calfa… - Computers & Chemical …, 2016 - Elsevier
Optimization under uncertainty has been an active area of research for many years.
However, its application in Process Systems Engineering has faced a number of important …

Chance constrained programming approach to process optimization under uncertainty

P Li, H Arellano-Garcia, G Wozny - Computers & chemical engineering, 2008 - Elsevier
Deterministic optimization approaches have been well developed and widely used in the
process industry to accomplish off-line and on-line process optimization. The challenging …

Solution strategies for multistage stochastic programming with endogenous uncertainties

V Gupta, IE Grossmann - Computers & Chemical Engineering, 2011 - Elsevier
In this paper, we present a generic mixed-integer linear multistage stochastic programming
(MSSP) model considering endogenous uncertainty in some of the parameters. To address …

Optimization in process planning under uncertainty

ML Liu, NV Sahinidis - Industrial & Engineering Chemistry …, 1996 - ACS Publications
This paper develops a two-stage stochastic programming approach for process planning
under uncertainty. We first extend a deterministic mixed-integer linear programming …

Optimization under uncertainty: state-of-the-art and opportunities

NV Sahinidis - Computers & chemical engineering, 2004 - Elsevier
A large number of problems in production planning and scheduling, location, transportation,
finance, and engineering design require that decisions be made in the presence of …

An optimization approach for process engineering problems under uncertainty

MG Ierapetritou, J Acevedo, EN Pistikopoulos - Computers & Chemical …, 1996 - Elsevier
The problem of selecting an optimal design/plan for process models involving stochastic
parameters is addressed in this paper. A classification of uncertainty is introduced …

Robust process planning under uncertainty

S Ahmed, NV Sahinidis - Industrial & Engineering Chemistry …, 1998 - ACS Publications
The need to model uncertainty in process design and operations has long been recognized.
A frequently taken approach, the two-stage paradigm, involves partitioning the problem …

Integration and computational issues in stochastic design and planning optimization problems

FP Bernardo, EN Pistikopoulos… - Industrial & Engineering …, 1999 - ACS Publications
In stochastic process design and planning optimization problems, the expected value of the
objective function in face of uncertainty is typically evaluated through an n-dimensional …

Stochastic optimization based algorithms for process synthesis under uncertainty

J Acevedo, EN Pistikopoulos - Computers & Chemical Engineering, 1998 - Elsevier
In this paper, a stochastic programming framework is presented to address process
synthesis problems under uncertainty. The framework is based on a two-state stochastic …