MILP Sensitivity Analysis for Short-Term Scheduling of Batch Plants under Uncertainty
In this paper, An integrated framework is developed to handle uncertainty in short-term scheduling based on the idea of inference-based sensitivity analysis for MILP problems and the utilization of a branch and bound solution methodology. The proposed method leads to the determination of the importance of different parameters and the constraints on the objective function and the generation and evaluation of a set of alternative schedules given the variability of the uncertain parameters. The main advantage of the proposed method is that no substantial complexity is added compared with the solution of the deterministic case because the only additional required information is the dual information at the leaf nodes of the branch-and-bound tree. Two case studies are presented to highlight the information extracted by the proposed approach and the complexity involved compared with parametric programming studies.
Qi Luo and Yuanzhi Wang
J. Zhu et al., "MILP Sensitivity Analysis for Short-Term Scheduling of Batch Plants under Uncertainty", Advanced Materials Research, Vols. 181-182, pp. 577-582, 2011