Sunil Pillai

EPS-EOL-Vadinar
May 24, 2010
  The LP Model
 Objective Function, Decision Variables &
Constraints.
 Excel Implementation

 Other Solvers
 LP Solve, GIPALS, SixPap

 Way Ahead
 Solver Foundation Service
Sunil Pillai Product Optimisation 2
  Objective:: To Maximize Revenue

 Currently Max Z= Rev_HSD +

Rev_FO +
Rev_Naptha +
Rev_IFO +
Rev_HSD_Strg +
Rev_FO_Strg

Sunil Pillai Product Optimisation 3

 Possible Options

Stream DHDS Blending Storage Naptha FO IFO

LK
HK
LGO
HGO
VD
HN
LCO
HG
VBVR
Slurry
Sunil Pillai Product Optimisation 4
 Model Variables

Symbol Stream DHDS Blending Storage Naptha FO IFO

S1 LK S11 S12 S13 S15
S2 HK S21 S22 S23 S25
S3 LGO S31 S33
S4 HGO S41 S43
S5 VD S51 S53
S6 HN S62 S64
S7 LCO S71 S73 S75
S8 HG S81 S82 S83
S9 VBVR S95 S96
S10 Slurry S103 S105 S106

Sunil Pillai Product Optimisation 5

 Excel Variables ::27

Stream DHDS Blending Storage Naptha FO IFO

LK LK_DHDS LK_Blending LK_Storage LK_FO
HK HK_DHDS HK_Blending HK_Storage HK_FO
LGO LGO_DHDS LGO_Storage

HGO HGO_DHDS HGO_Storage

VD VD_DHDS VD_Storage
HN HN_Blending HN_Naptha
LCO LCO_DHDS LCO_Storage HN_FO
HG HG_DHDS HG_Blending HG_Storage
VBVR VBVR_FO VBVR_IFO

Slurry Slurry_Storage Slurry_FO Slurry_IFO

Sunil Pillai Product Optimisation 6

  Availability  Density (FO)

 Sulphur(HSD)  DHDS Flow

 KV (HSD, FO,  IFO Flow

IFO)
 Non_Negativity
 Flash(HSD, FO)

Sunil Pillai Product Optimisation 7

 𝑀𝑎𝑥 𝑍 =
𝑠11:𝑠21:𝑠31:𝑠41:𝑠51:𝑠81:𝑠12:𝑠22:𝑠62:𝑠82 ∗𝑃𝑟𝑖𝑐𝑒𝐻𝑆𝐷
+
0.159
𝑠13:𝑠23:𝑠3:𝑠43:𝑠53:𝑠73:𝑠83 ∗𝑃𝑟𝑖𝑐𝑒𝐻𝑆𝐷𝑆𝑡𝑟𝑔
+ 𝑠64 ∗ 𝑁𝑎𝑝𝑡ℎ𝑎𝐷𝑒𝑛𝑠𝑖𝑡𝑦 ∗ 𝑁𝑎𝑝𝑡ℎ𝑎𝑃
0.159
𝑠15 ∗ 𝑠1⍴ + 𝑠25 ∗ 𝑠2⍴ + 𝑠75 ∗ 𝑠7⍴ + 𝑠95 ∗ 𝑠9⍴ + 𝑠105 ∗ 𝑠10 ⍴ ∗
𝑃𝑟𝑖𝑐𝑒𝐹𝑜 + 𝑠96 ∗ 𝑠9 ⍴ + 𝑠106 ∗ 𝑆10 ⍴ ∗ 𝑃𝑟𝑖𝑐𝑒𝐼𝐹𝑂 + 𝑆103 ∗ 𝑠10⍴ ∗
𝑃𝑟𝑖𝑐𝑒𝐹𝑂𝑆𝑡𝑟𝑔

Sunil Pillai Product Optimisation 8

  Volumetric Calculations
 Divide-by-Zero Error

 Index Value Comparisons

 Non-Linear Constraint Error

Sunil Pillai Product Optimisation 9

  Solver starts with zero values for all variables.
 At this point the sum of the variables is also
Zero.
 Any Calculation involving a Division by the Sum
of Volumes will result in a Divide-by-Zero Error.
 For Example:
𝑆𝑚𝑛 × 𝑆𝑢𝑙𝑝ℎ𝑢𝑟𝑚
 𝑆𝑢𝑙𝑝ℎ𝑢𝑟 𝐻𝑆𝐷 = ; 𝑛 = 1,2
𝑆𝑚𝑛
Sunil Pillai Product Optimisation 10
  Convert all Division into
Multiplication

 Instead of
𝑆𝑚𝑛 × 𝑆𝑢𝑙𝑝ℎ𝑢𝑟𝑚
 ≤ Spec_Sulphur_HSDMax
𝑆𝑚𝑛

 We Use
 𝑆𝑚𝑛 × 𝑆𝑢𝑙𝑝ℎ𝑢𝑟𝑚 ≤ 𝑆𝑝𝑒𝑐 𝑆𝑢𝑙𝑝ℎ𝑢𝑟 𝐻𝑆𝐷𝑀𝑎𝑥 × 𝑆𝑚𝑛

Sunil Pillai Product Optimisation 11

  HSD Sulphur  FO Flash
 HSD KV  FO Density
 HSD Flash  IFO KV
 FO KV  IFO Flash

Output
Diesel
Diesel KV Diesel Flash FO KV FO Flash FO Density IFO KV IFO Flash
Sulphur
Output 330 2.199997 50.28787 180.0009 75.7336 0.991 40800.8 113.1402
Comparision 293008.4 50505.02 52.86698 6096.814 5.323215 254.36209 579.916549 1.12942
Min 17758.08 50505.02 87.97638 7.96854 579.916549
Max 293008.4 6.735442 6096.814 254.36209

Sunil Pillai Product Optimisation 12

  The Functions used to convert KV &
Flash to their Index Values are Non-
Linear.

 This makes the KV & Flash

Constraints unacceptable to the LP
Solver.

Sunil Pillai Product Optimisation 13

  Linearising:: Comparisions to be
made in SAME domain (Index values)
only.

 Spec value to be converted into Index

Value.

 This Index value of Spec Compared

with the Index value of output in the
Constraint.
Sunil Pillai Product Optimisation 14
  HSD Flash  FO Flash
 HSD KV  IFO KV
 FO KV
Diesel Diesel
Specs Diesel KV FO KV FO Flash FO Density IFO KV
Sulphur Flash

Min 20.00 38.00 2.20 66.00

Max 330.00 100.00 180.00 0.99
Equal to 40800.00
IndexMin 0.099083 56.88 0.031046 8.528185
Index Max 0.007586 23.75

Sunil Pillai Product Optimisation 15

  100% Dynamic In Nature.

 No static values in any formulas in

Model.

 All values are Referenced to by

Variables.

 In all 71 variables can be assigned

values to model different scenarios.

Sunil Pillai Product Optimisation 16

 Output Input
Values Values

Single Screen View, All Values & Colour Coded, Input & Output
Compact Layout , No Results Grouped Green Cells can be Displayed Side By Side
scrolling Required
Sunil Pillai for Optimisation
Product clarity. changed for ease of Comparison
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 Diagnosis Sheet

Model Diagnosis

Objective Function 761787.43

 Separate
Variable Count 27
Diagnosis Sheet
1 Density_FO_CmpOp<=Density_FO_CmpMax TRUE

 Automatically 2 Flash_FO_CmpOp<=Flash_FO_CmpMin TRUE

Displays the
status of 81 3 Flash_HSD_CmpOp<=Flash_HSD_CmpMin TRUE
Parameters of
the Problem 78 VD_Strg>=0 TRUE
79 VD_Used=VD_Availability TRUE
{32767,32767,0.000001,0.01,TRUE,FALSE,FALSE,1,1
80 32767
,1,0.0001,TRUE}
81 {0,0,1,100,0,FALSE,TRUE,0.075,0,0,TRUE,50} 0
Sunil Pillai Product Optimisation 18
 Documentation
Sheet

 All 27 Variables
documented with
their Names & Cell
References
 All 25 Constraints
properly categorized
& grouped for clear
understanding of the
Problem & ease of
Troubleshooting
Sunil Pillai Product Optimisation 19
  One Click Solution.

 Loads the Solver &

Generates Sensitivity &
Limits Reports
Automatically

Sunil Pillai Product Optimisation 20

  Maximization Problem
 27 Decision Variables
 25 Constraints
 54 Variable Bounds (Upper & Lower)
 71 Input Variables
 Completely Linear Problem
Sunil Pillai Product Optimisation 21
  LP Solve  Kinsol

 GIPALS  Tron

 Project SixPap  Open Office Add-

ins
 Kestral & NEOS
Server

Sunil Pillai Product Optimisation 22

  Advantages
 Fastest Linear solver

 Greater Control on Solver Behaviour.

 Large number of Options available

 Unlimited Variables & Constraints

 O/p can be Transported to several other

Formats including Excel
Sunil Pillai Product Optimisation 23
Sunil Pillai Product Optimisation 24
  Disadvantages
 Interface Not suitable for Dynamic Data.

 Variable values are written in program

Sunil Pillai Product Optimisation 25

  General Interior-Point Algorithm Linear
Solver

 Adjustable Preprocessor

 Flexible Debug Options

 Constraint Editor with Error trracking

Sunil Pillai Product Optimisation 26

Sunil Pillai Product Optimisation 27
  Disadvantage

 Not Free Copy

 30-Day trial Version has limitation of

15000 Variables & 15000Constraints.

 Only a linear Solver

Sunil Pillai Product Optimisation 28

  VB Based LP Solver
 Detailed Analysis & Diagnosis Possible
 Has two Algorithms:: Push-Pull & Std
Simplex.
 Simultaneous Computation using both
Alg.
 Provides Comparision between the
results from both the Algorithms.
Sunil Pillai Product Optimisation 29
Sunil Pillai Product Optimisation 30
  Results cannot be Exported.

 Constraints to be entered in the

Matrix.

 Input variables are not allowed, Direct

Data to be entered into the model.

Sunil Pillai Product Optimisation 31

  Kinsol & Tron work Exclusively on
Linux Platforms, not supported on
Windows.

 Neos is a Server of MIT that allows

users to log in remotely & submit
their LP problems using Kestrol Client
program. Not Recommended due to
Data transfer & Security Issues.
Sunil Pillai Product Optimisation 32
  So Far, EXCEL Add-in stands as the
best candidate as per the Input &
Interface requirement of the problem.

 But its nonlinear Capacity does not

provide a reliable global optimum.

Sunil Pillai Product Optimisation 33

Sunil Pillai Product Optimisation 34
  Best way to go forward lies in
continuing with Excel Interface
(Front-End) while trying to find Non-
Linear Solvers that can be integrated
into Excel.

 Solver Foundation Services is believed

to have the capabilities to do so with
some restrictions
Sunil Pillai Product Optimisation 35
 Provides Facility to Design
the Entire Model. It can also
be exported to other
Applications

Sunil Pillai Product Optimisation 36

 Sunil Pillai Product Optmisation 37

• Modeling pane of Solver

Foundation

• Introduces the Concept of

Goals.

• Detailed Solution Report is

available.

• Provides Better Scope for

Diagnosis
 APOPT - large-scale nonlinear programming
 CO - nonlinear programming in the GAUSS
language.
 CONOPT - nonlinear programming.
 DONLP2 - nonlinear programming.
 DOT - Design Optimization Tools.
 Excel and Quattro Pro Solvers - spreadsheet-
based linear, integer and nonlinear
programming.
 FSQP - nonlinear and minmax constrained
optimization, with feasible iterates.
 GINO - nonlinear programming.
 GRG2 - nonlinear programming.
 HARWELL Library - linear and nonlinear
programming, nonlinear equations, data
fitting.
 ILOG - constraint-based programming and
nonlinear optimization.
 IPOPT - interior point, large-scale
 KNITRO -nonlinear programming..
 LANCELOT - large-scale problems.
 LINGO - linear, integer, nonlinear
programming with modeling language.
 LOQO - Linear programming, unconstrained
and constrained nonlinear optimization.
 LSGRG2 - nonlinear programming.
 MINOS - linear programming and nonlinear
optimization.
 MOSEK - linear programming and convex
Sunil Pillai Product Optimisation
nonlinear optimization.
 NLPJOB - Mulicriteria optimization.
 NLPQL - nonlinear programming.
 NLPQLB - nonlinear programming with
constraints.
 NLPSPR - nonlinear programming.
 NPSOL - nonlinear programming.
 NOVA - nonlinear programming.
 OPTIMA Library - optimization and sensitivity
analysis.
 PROC NLP - various nonlinear optimization
capabilities.
 OPTPACK - constrained and unconstrained
optimization.
 SNOPT - large-scale quadratic and nonlinear
programming problems.
 SQP - nonlinear programming.
 SPRNLP - sparse and dense nonlinear
programming.
 SYNAPS Pointer - multidiscplinary design
optimization software.
 What's Best - Excel add-in for linear, integer,
nonlinear programming.
 NLopt - a variety of nonlinear-constrained
nonlinear optimization algorithms, including
algorithms for large-scale problems
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Sunil Pillai Product Optimisation 39