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The Scientific World Journal
Volume 2014 (2014), Article ID 730314, 13 pages
Research Article

An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming

1Department of Automation, Shanghai Jiao Tong University, Dongchuan Road 800, Shanghai, China
2College of Mathematics and Information, Shanghai Lixin University of Commerce, China

Received 1 December 2013; Accepted 20 January 2014; Published 16 March 2014

Academic Editors: Z. Chen, W.-C. Hong, and K.-C. Ying

Copyright © 2014 Qianqian Duan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.