Reprint of: Data-driven robust optimization under correlated uncertainty: A case study of production scheduling in ethylene plant.
Computers & Chemical Engineering(2018)
摘要
•Copula-based method is applied to industrial problems under correlated uncertainties.•Cut sets are constructed as tight outer-approximations for correlated uncertainties.•New robust formulations induced by cut sets are derived and proposed.•Through experimenting on an ethylene plant, the raised approach is less conservative.
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关键词
Data-driven,Robust optimization,Correlated uncertainty,Production scheduling,Copula,Fuel gas
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