화학공학소재연구정보센터
Computers & Chemical Engineering, Vol.125, 449-459, 2019
Scenario tree reduction for optimisation under uncertainty using sensitivity analysis
This work addresses the optimal management of a system through a two-stage stochastic Non-Linear Programming (NLP) formulation. This approach uses a scenario-based mathematical formulation to tackle uncertain information. Accurate representation of uncertainty usually involves increased number of scenarios, which may result in large-scale optimisation models. Thus, the proposed formulation aims to reduce the number of scenarios through a sensitivity analysis approach. The proposed model investigates the use of scenario reduction techniques to reduce computational requirements while maintaining good quality of the final optimal solution. (C) 2019 Elsevier Ltd. All rights reserved.