Computers and Chemical Engineering 28 (2004) 171 /185

www.elsevier.com/locate/compchemeng

A mixed integer programming approach for scheduling commodities

in a pipeline
L. Magatão, L.V.R. Arruda, F. Neves, Jr *
The Federal Centre of Technological Education of Paraná (CEFET-PR), Graduate School in Electrical Engineering and Industrial Computer Science
(CPGEI), Av. Sete de Setembro, 3165, 80230-901 Curitiba, PR, Brazil

Abstract

This paper addresses the problem of developing an optimisation structure to aid the operational decision-making of scheduling
activities in a real-world pipeline scenario. The pipeline connects an inland refinery to a harbour, conveying different types of oil
derivatives. The optimisation structure is developed based on mixed integer linear programming (MILP) with uniform time
discretisation, but the MILP well-known computational burden is avoided by the proposed decomposition strategy, which relies on
an auxiliary routine to determine temporal constraints, two MILP models, and a database. The scheduling of operational activities
takes into account product availability, tankage constraints, pumping sequencing, flow rate determination, and a variety of
operational requirements. The optimisation structure main task is to predict the pipeline operation during a limited scheduling
horizon, providing low cost operational procedures. Illustrative instances demonstrate that the optimisation structure is able to
define new operational points to the pipeline system, providing significant cost saving.
# 2003 Elsevier Ltd. All rights reserved.

Keywords: Optimisation; Integer programming; Scheduling; Decision support systems; Pipeline

1. Introduction but much less work has been devoted to short-term

The oil industry has a strong influence upon the
economic market. Research in this area may provide
highly profitable solutions and also avoid environmental
damages. The oil distribution-planning problem is
within this context. A wide net with trains, tankers,
and pipelines are used to link harbours, refineries and
consumers. According to Kennedy (1993), pipelines
provide an efficient way to transport oil and gas. Using
this transportation medium with maximum efficiency
becomes interesting to the oil industry. However, the
operational decision-making in pipeline systems is still
based on experience, with the aid of manual calcula-
tions. According to Lee, Pinto, Grossmann and Sunwon
(1996), mathematical programming techniques for plan-
ning have been extensively studied and implemented,
* Corresponding author. Tel.:
/55-41-310-4707; fax:
/55-41-310-
4683.
E-mail addresses: magatao@cpgei.cefetpr.br (L. Magatão),
arruda@cpgei.cefetpr.br (L.V.R. Arruda), neves@cpgei.cefetpr.br
(F. Neves, Jr).
0098-1354/03/$ - see front matter # 2003 Elsevier Ltd. All rights reserved.
doi:10.1016/S0098-1354(03)00165-0
scheduling, which in fact reproduces the operational
decision-making process. The short-term scheduling
requires the explicit modelling of discrete decisions.
The approach to solve this problem is manifold. A
general one is to use a mixed integer linear programming
(MILP) formulation. A complete survey in mixed
integer programming and techniques for several appli-
cation problems is presented by Wolsey (1998) and
Williams (1999). One great concern of a large-scale
MILP formulation is related to the difficulty of finding
solutions in a reasonable computational time. Accord-
ing to Applequist, Samikoglu, Pekny and Reklaitis
(1997), a MILP feature of a practical problem requires
a large number of integer variables, thus the computa-
tional expense has to be concerned. Subrahmanyam,
Bassett, Pekny and Reklaitis (1995) demonstrate that
decomposition strategies are a valid approach to avoid
the combinatorial explosion introduced by integer vari-
ables.
This paper proposes a decomposition strategy to
address a large-scale scheduling problem that is found
in a real-world pipeline scenario. The remaining sections
of the paper are organised as follows. Section 2 gives a
172 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185

Nomenclature
General parameters
Cplug average cost to pump a plug product ($)
Ctank average cost per volume unit to maintain a product in a tank ($/m3)
Cw cost ($) used to normalise the expression (1)
Cet average electric cost per flow rate unit at a time t ($ h/m3)
CPpump average temporal cost to pump a product. Reflow procedure ($/h)
CRpump average temporal cost to pump a product. Flow procedure ($/h)
CS average temporal cost to maintain the pipe pressurised ($/h)
EPpmax,j maximum storage capacity of p in a tank j of the harbour tank farm (m3)
EPpmin,j minimum storage capacity of p in a tank j of the harbour tank farm (m3)
ERpmax ,i maximum storage capacity of p in a tank i of the refinery tank farm (m3)
ERpmin ,i minimum storage capacity of p in a tank i of the refinery tank farm (m3)
i refinery tanks
Ip ,pa 1 if pumping the product p followed by pa requires a plug between then,
0 otherwise. It is a dimensionless parameter
K auxiliary constant (m3) used to formulate constraints (15), (16), (19),
and (20)
j harbour tanks
NF normalisation factor. It is a dimensionless parameter */see Section 5
npp number of products demanded by the harbour
npr number of products demanded by the refinery
p ,pa products
PND product that fills the pipeline at the initial time (t/1)
P _R 1 if the reflow procedure is followed by the flow procedure, 0
otherwise. It is a parameter specified by the user
PPmax
p maximum flow rate of p. Reflow procedure (m3/h)
PPmin
p minimum flow rate of p. Reflow procedure (m3/h)
PRmax
p maximum flow rate of p. Flow procedure (m3/h)
PRmin
p minimum flow rate of p. Flow procedure (m3/h)
PTp harbour tanks that storage a product p
QPp volume of p demanded by the harbour (m3)
QPmax
p maximum volume of p demanded by the harbour (m3)
QPmin
p minimum volume of p demanded by the harbour (m3)
QRp volume of p demanded by the refinery (m3)
QRmax
p maximum volume of p demanded by the refinery (m3)
QRmin
p minimum volume of p demanded by the refinery (m3)
R _P 1 if the flow procedure is followed by the reflow procedure, 0
otherwise. It is a parameter specified by the user
RTp refinery tanks that storage a product p
t discrete time t/1. . .T (h)
T time horizon or scheduling horizon (h)
Vipp ,j product p storage volume in tank j at the initial time (t/1).
Harbour tank farm (m3)
Vipr ,i product p storage volume in tank i at the initial time (t/1).
Refinery tank farm (m3)
VD pipeline volume (7314 m3)
t discrete time duration (h)
Tank bound variables
LPp binary variable that indicates whether p can be the last sequenced
product of reflow procedure (1) or not (0)
LRp binary variable that indicates whether p can be the last sequenced
product of flow procedure (1) or not (0)
TB _Cost expression (1) normalised value ($)
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185 173

TB _P indicates the number of tank changeovers occurred in the harbour

tank farm to supply sending operations. It is a dimensionless variable
TB _R indicates the number of tank changeovers occurred in the refinery
tank farm to supply sending operations. It is a dimensionless variable
TBTpp ,j 1 if an operational transition on tank j of p occurs, 0 otherwise.
Harbour tank farm. It is a dimensionless binary variable
TBTpr ,i 1 if an operational transition on tank i of p occurs, 0 otherwise.
Refinery tank farm. It is a dimensionless binary variable
Vfpp ,j product p storage volume in tank j at the final scheduling time (t /T ).
Harbour tank farm (m3)
Vfpr ,i product p storage volume in tank i at the final scheduling time (t /T ).
Refinery tank farm (m3)
Auxiliary routine determined
parameters
FIMG upper time limit of gap procedure completion (h)
FIMT upper time limit of end procedure completion (h)
INIG lower time limit of gap procedure start (h)
INIT lower time limit of end procedure start (h)
Tmin minimum time horizon to complete the entire pumping procedure
(h) */see equation (21)
TE time horizon that is still available to complete the pumping operation
after Tmin (h)
TGapmin minimum time interval for gap procedure completion (h)
TGapmax maximum time interval for gap procedure completion (h)
TIP time limit to the reflow procedure start (h)
TIR time limit to the flow procedure start (h)
TL upper time limit of end procedure start (h)
TSP time limit to the reflow procedure completion (h)
TSR time limit to the flow procedure completion (h)
TTmax minimum time interval for end procedure completion (h)
TTmin maximum time interval for end procedure completion (h)
Main model variables
CEGAP average electric cost to gap procedure completion ($)
CET average electric cost to end procedure completion ($)
Cost expression (36) normalised value ($)
FBpp ,t 1 if the end pumping of p occurs at a time t, 0 otherwise.
Reflow procedure. It is a dimensionless binary variable
FBpr ,t 1 if the end pumping of p occurs at a time t, 0 otherwise.
Flow procedure. It is a dimensionless binary variable
FGPp ,t 1 if the gap procedure is completed with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when P _R /0
FGRp ,t 1 if the gap procedure is completed with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when R _P /0
FTPp ,t 1 if the end procedure is completed with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when P _R /0
FTRp ,t 1 if the end procedure is completed with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when R _P /0
IBpp ,t 1 if the start pumping of p occurs at a time t, 0 otherwise.
Reflow procedure. It is a dimensionless binary variable
IBpr ,t 1 if the start pumping of p occurs at a time t, 0 otherwise.
Flow procedure. It is a dimensionless binary variable
IGPp ,t 1 if the gap procedure is started with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when P _R /0
IGRp ,t 1 if the gap procedure is started with p at a time t, 0 otherwise.
It is a dimensionless binary variable used when R _P /0
ITPp ,t 1 if the end procedure is started with p at a time t , 0 otherwise.
It is a dimensionless binary variable used when P _R /0
174 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185

ITRp ,t 1 if the end procedure is started with p at a time t , 0 otherwise.

It is a dimensionless binary variable used when R _P /0
ONpp ,t 1 during TIBpp 5/t B/TFBpp , 0 otherwise. Reflow procedure.
It is a dimensionless variable
ONpr ,t 1 during TIBrp 5/t B/TFBrp , 0 otherwise. Flow procedure.
It is a dimensionless variable
ONGPp ,t 1 during the gap procedure. It is a dimensionless binary variable used
when P _R /1
ONGRp ,t 1 during the gap procedure. It is a dimensionless binary variable used
when R _P /1
ONTPp ,t 1 during the end procedure. It is a dimensionless binary variable used
when P _R /0
ONTRp ,t 1 during the end procedure. It is a dimensionless binary variable used
when R _P /0
PPp ,t flow rate of p at a time t. Reflow procedure (m3/h)
PPGt pipeline flow rate at a time t (during the gap procedure). It is used
when P _R /1 (m3/h)
PPTt pipeline flow rate at a time t (during the end procedure). It is used
when P _R /0 (m3/h)
PRp ,t flow rate of p at a time t. Flow procedure (m3/h)
PRGt pipeline flow rate at a time t (during the gap procedure). It is used
when R _P /1 (m3/h)
PRTt pipeline flow rate at a time t (during the end procedure). It is used
when R _P /0 (m3/h)
SB _PND number of plugs used between the product that fills the pipe at the
initial time and the first sequenced product
SB _SW number of plugs used in the switch transition (either flow/reflow or
reflow/flow)
TFBpp pumping final time of p. Reflow procedure (h)
TFBrp pumping final time of p. Flow procedure (h)
TFBT discretised time of end procedure completion (h)
TGAP time interval to gap procedure completion (h)
TIBpp pumping initial time of p. Reflow procedure (h)
TIBrp pumping initial time of p. Flow procedure (h)
TIBT discretised time of end procedure start (h)
TPp ,pa ,t 1 if the changeover between p and pa occurs at a time t, 0 otherwise.
Reflow procedure. It is a dimensionless variable
TRp ,pa ,t 1 if the changeover between p and pa occurs at a time t. Flow procedure.
It is a dimensionless variable
TR _PRp ,pa ,t 1 if the switch transition between p and pa occurs at a time t.
Reflow procedure. It is a dimensionless variable
TR _RPp ,pa ,t 1 if the switch transition between p and pa occurs at a time t.
Flow procedure. It is a dimensionless variable
TS time period that the pipe remains pressurised (h)
TT time interval to end procedure completion (h)
VAZPt pipeline flow rate at a time t . Reflow procedure (m3/h)
VAZRt pipeline flow rate at a time t . Flow procedure (m3/h)

brief explanation about the considered scheduling

problem. The methodology developed is explained in
Section 3. In Section 4, a MILP optimisation structure is
modelled. Illustrative instances are given in Section 5.
The concluding remarks are presented in Section 6. The
model notation used is detailed in nomenclature.
2. Problem definition
This work focuses on the short-term scheduling of
activities in a specific pipeline system. It connects a
harbour to an inland refinery. Fig. 1 illustrates the
pipeline physical structure overview.
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185
The pipeline is 93.5 km length (Dl), it can store a total
volume of 7314 m3 (Dv ), and it connects a refinery tank
farm to a harbour tank farm going along regions with
900-m altitude difference (Dh ). The pipe conveys
different types of commodities (gasoline, diesel, kero-
sene, alcohol, liquefied petroleum gas, jet fuel, etc.),
which are oil derivatives. Thus, the set of products
conveyed by the pipe is limited. It is possible to pump
products either from the refinery to the harbour (this is
called flow procedure) or from the harbour to the
refinery (this is called reflow procedure). The pipe
operates uninterruptedly, and there is no physical
separation between successive products as they move
in the pipe. Consequently, there is a contamination area
between miscible products: the interface. Some inter-
faces are operationally not recommended, and a plug
(small volume of product) can be used to avoid specific
interfaces, even though, plug inclusions increase the
operational cost. The tank farm infrastructure, an up-
to-date storage scenario, the pipeline flow rate details,
and the demand requirements are known a priori. The
task is to specify the pipeline operation during a limited
time horizon (T ), providing low cost operational
procedures. Nevertheless, the scheduling process must
also take into account some issues concerning product
availability, tankage constraints, pumping sequencing,
flow rate determination, and operational requirements,
which are herewith described in (i)/(xv):
i) Pipeline can fill or empty only one tank at a time.
ii) Tanks being emptied can not be filled, and tanks
being filled can not be emptied.
iii) The tank farm infrastructure limits must be
respected.
iv) A tank always stores the same product, but each
product may have more than one storage tank.
v) Tank changeovers should be minimised.
vi) The product flow rate range must be respected.
vii) Demand requirements within an operational range
must be satisfied.
viii) Every product must be pumped uninterruptedly.
ix) The plug volume is significantly smaller than any
demanded product volume, so that, its pumping
time is neglected.
x) Plug inclusions increase the operational cost, so
that, use of plugs should be minimised.
xi) Set-up times are neglected.
Fig. 1. Pipeline physical structure overview.
175
xii) A minimum time horizon (Tmin) is required to
pump the entire demand. In such horizon, every
product is pumped at its maximum flow rate */see
equation (21).
xiii) To pump products from refinery to harbour is
called flow procedure. To pump from harbour to
refinery is called reflow procedure. A complete
pumping operation covers either a flow followed
by a reflow procedure or a reflow followed by a
flow procedure. The user specifies the ordering
flow/reflow or reflow/flow (see the parameters
R _P and P _R in general parameter in nomencla-
ture).
xiv) The pipeline stores 7314 m3 and it always operates
completely filled. There is a time between sending
a product and receiving it. Therefore, an extra
product amount must be pumped after either the
last flow sequenced product or last reflow se-
quenced product. This extra product amount is
used to maintain the pipeline filled. Between flow/
reflow or reflow/flow operations, pumping the
extra product amount is called gap procedure.
After sending all demanded products, it is also
necessary to fill the pipeline with an extra product
amount. This operation is called end procedure.
Fig. 6 in Section 5 illustrates the gap and the end
procedures.
xv) The system starts pumping at the initial time (t/
1). In case T /Tmin the pumping procedure may
be finished before T , but the pipeline must remain
pressurised. There is also an operational cost to
maintain the pipeline pressurised.
3. Methodology
The core methodology applied to this work is the
MILP with uniform time discretisation. Magatão,
Arruda and Neves (2001) previously addressed the
same pipeline-scheduling problem by a monolithic
MILP model that also relied on uniform time discretisa-
tion. The authors demonstrated that even small in-
stances of the problem have potentially large integer
search spaces, and the computational burden should
have been deeply considered. In this work, the computa-
tional complexity is indeed concerned, and an optimisa-
tion structure is proposed to decompose the problem.
Fig. 2. Optimisation structure.
176 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185
Fig. 3. Optimisation structure solving precedence.
Thus, a framework that aims to reduce the computa-
tional expense is provided. Fig. 2 illustrates the optimi-
sation structure proposed in this paper.
The optimisation structure is based on a MILP main
model (main model), one auxiliary MILP model (tank
bound), a time computation procedure (auxiliary rou-
tine), and a database (data base), which gathers the
input data and the information provided by the
optimisation blocks. The tank bound task involves the
appropriate selection of some resources (tanks) for a
given activity (the pumping of demanded products). Its
main inputs are demand requirements, product avail-
ability, and tankage constraints. As an output, it
specifies the tanks to be used in operational procedures.
The auxiliary routine takes into account the available
time horizon, the product flow rate range, and demand
requirements. It specifies temporal constraints, which
must be respected by the main model. The main model
determines the product pumping sequencing and the
flow rate details. It establishes the initial and the final
time of each pumping activity. The final scheduling is
attained by first solving the tank bound and the
auxiliary routine, and, at last, the main model. The
main model must respect the parameters previously
determined by the tank bound and the auxiliary routine.
Thus, a fundamental characteristic of this approach
is that the output of the tank bound and the
auxiliary routine (determined variables) can be used
as input parameters to the main model. Fig. 3
illustrates the optimisation structure solving
precedence.
Fig. 4. Auxiliary routine: a hypothetical case.
4. Optimisation structure formulation
The mathematical approach, as stated, is based on
MILP with uniform time discretisation. Expressions
(1) /(128) present the optimisation structure formula-
tion, exploiting its main features. Expressions (1) /(20)
establish the tank bound model, expressions (21) /(35)
establish the auxiliary routine, and expressions (36) /
(128) establish the main model. It is important to notice
that nomenclature details the optimisation structure
notation, which is indispensable for the formulation
understanding. Another important fact is that this
formulation focuses only on the optimisation of sche-
duling aspects, and it does not include an analysis of the
physical model of the flow in multi-commodity pipe-
lines.
4.1. Optimisation structure: tank bound
The tank bound objective function is expressed in (1),
and it defines the minimisation of the variable TB _Cost.
This function is composed by the sum of three main
terms. The first one*/Ctank ×/(TB _P
/TB _R ) */is re-
lated to the minimisation of tank changeovers. The
two-remainder terms help to model the specification of
logical conditions involving product availability, which
are partially formulated in (19) and (20).
minimise TB_Cost
X
Ctank ×(TB_P
TB_R)
Cw × (1LPp )
Cw
p
X
× (1LRp ) (1)
p
The tank bound MILP model is also subjected to
constraints, which are expressed in (2) /(20). Inequalities
(2) and (3) specify that the required product volume has
to respect operational limits.
QRmin max
p 5QRp 5QRp
p; (2)
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185 177

QPmin max
p 5 QPp 5QPp
p; (3) product is pumped from just one tank.
X X p
Inequalities (4) /(7) specify that the required product TBTp;j npr  TB_P (17)
volume has to respect the tankage storage capacity. p j  PTp
X X X
r
QRmax (ERmax r TBTp;i nppTB_R (18)
p 5 p;i Vip;i )
p; (4)
i  RTp p i  RTp
X p
QPmax
p 5 (EPmax
p;j Vip;j )
p; (5) Due to operational facilities, at the end of flow or
j  PTp reflow procedure, the last sequenced product also fills
X
QRmax p
(Vip;j EPmin the pipeline. By means of LPp and LRp */see expres-
p 5 p;j )
p; (6)
j  PTp sions (1), (19) and (20) */the tank bound verifies
X product availability, indicating products that can be
QPmax 5 r
(Vip;i ERmin
p;i )
p; (7)
p used to finish flow/reflow operations. It is important to
i  RTp
notice that the product sequencing must be also
Inequalities (2)/(7) establish parametric constraints. influenced by LPp and LRp . This condition is exploited
These constraints are useful to determine out of range in the main model formulation, as it can be seen in
input data specifications. Equations (8) and (9) establish equations (125) /(128).
that demand requirements must be satisfied. These X p
(Vip;j EPmin
p;j )QRp VD]K ×(1LPp )
equations together with inequalities (2) /(7) state that, j  PTp (19)
in fact, demand requirements within an operational
range must be satisfied */item (vii) of Section 2.
p;
X
X p
r
(Vip;i ERmin
p;i )QPp VD]K ×(1LRp )
QRp  (Vip;j Vfp;jp )
p; (8) i  RTp (20)
j  PTp
X
p;
r
QPp  (Vip;i Vfp;ir )
p; (9)
i  RTp Thus, expressions (1) /(20) establish the tank bound
model, which, in a simplified view, indicates the
Inequalities (10) and (11) demonstrate that the final resources (tanks) that should be used to satisfy pumping
tank volume has to respect operational limits. activities.
ERmin r max
p;i 5 Vfp;i 5 ERp;i
p; i  RTp ; (10)
p 4.2. Optimisation structure: auxiliary routine
EPmin max
p;j 5Vfp;j 5 EPp;j
p; j  PTp ; (11)
Expressions (12) and (13) establish that tanks used to Equation (21) determines the minimum time horizon
supply demand requirements are emptied. to complete the entire pumping procedure (the symbol /
r / indicates that is necessary to round off the division to
Vip;i Vfp;ir ] 0
p; i  RTp ; (12)
p
the next integer value).
Vip;j Vfp;jp ]0
p; j  PTp ; (13) & ’ & ’ & ’
X QR X QP VD
p p
An operational transition (tank changeover) is ad- Tmin 


p PPmax
p p PRmax
p MAX (PPmaxp )
mitted in case the final tank volume differs from its & ’
initial time volume. Therefore, binary variables TBTpr ,j VD
and TBTpp ,j must assume the unitary value when,

1 (21)
MAX (PRmaxp )
respectively, expressions (12) and (13) were greater
than zero. The Big-M technique (Shah, Pantelides & Equations (22) /(27) determine the end procedure
Sargent, 1993) is used to model these conditions*/see parameters.
inequalities (15) and (16). In equation (14), it is
TE T Tmin (22)
important to notice that K /Vfpp ,j /Vipp ,j ,
/p, j  /PTp & ’ & ’
and K /Vfpr ,i /Vipr ,i ,
/p , i  /RTp , thus, in the formula- VD VD
TT min  × R_P

tion scenario, K can be considered as a ‘‘Big-M’’ MAX(PPmax
p ) MAX(PRmax
p )
number.
X X X X × P_R (23)
 & ’
K ERmax
p;i
EPmaxp;j (14) VD
max min
p i  RTp p i  RTp TT MIN TT
TE; × R_P
p p p MIN(PPmin
p )
Vfp;j Vip;j ]K × TBTp;j
p; j  PTp ; (15) & ’ 
r r r
Vfp;i Vip;i ]K × TBTp;i
p; i  RTp ; (16) VD

× P_R (24)
MIN(PRmin
p )
Equations (17) and (18) establish that the minimum
number of tank changeovers occurs when each required TL  T TT min (25)
178 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185

INIT  T TT max (26) auxiliary routine parameters in the main model for-
FIMT  T (27) mulation.
Equations (28) /(31) determine the gap procedure
parameters. 4.3. Optimisation structure: main model
X& ’ X& ’
QRp QPp
INIG  × P_R
× R_P The objective function*/expression (36) */defines the
p PPmax
p p PRmax
p operational cost minimisation.
X
(28) minimise Cost CRpump × (TFBrp TIBrp )
 X& ’ X& ’ p
QRp QPp
FIMG  TL × R_P X
p PPmax
p p PRmax
p
CPpump × (TFBpp TIBpp )
p
× P_R (29)
& ’ & ’
VD VD X X X
TSR1 X
TGapmin  × P_R

Cplug × Ip;pa × TRp;pa;t
Cplug ×
max
MAX(PPp ) MAX(PRmax
p ) pa tTIR
1
p p
× R_P (30) p"pa
 & ’
max min VD
TGap MIN TGap
TE; × P_R X X
TSP1
MIN(PPmin
p )  Ip;pa × TPp;pa;t
& ’  pa;p"pa tTIP
1
VD

× R_P (31)
MIN(PRmin
p ) X
T1

[Cet ×(VAZPt
VAZRt )]
CS × TS
Cplug
Equations (32) /(35) determine time limits that help to t1
narrow the main model search tree. Equations (40), (41), ×(SB_SW
SB_PND)
(44), and (45) illustrate the use of these time limits in the
main model.
(CPpump × P_R
CRpump × R_P)× TGAP
CEGAP
X& ’ 
QRp
(CPpump × R_P
CRpump × P_R)× TT
CET (36)
TIP P_R

TGapmin × R_P (32)
p PPmax
p
Expression (36) demonstrates that plug inclusions
X& ’ 
QRp (Ip ,pa ×/ TRp ,pa ,t , Ip ,pa ×/ TPp ,pa ,t , SB _SW , SB _PND ) in-
TSP  TL
TGapmin × P_R (33)
p PPmax crease the operational cost, so that, the optimisation
p
X& ’  method seeks scheduling solutions that minimise the
QPp plug usage. In addition, the product pumping time
TIR R_P

TGapmin × P_R (34)
p PRmax
p (TFBrp , TIBrp , TFBpp , TIBpp ) also increases the opera-
X& ’  tional cost. This time is related to the flow rate (VAZRt ,
QPp VAZPt ) by an inverse ratio: if the flow rate increases,
TSR TL
TGapmin × R_P (35)
p PRmax
p the product pumping time decreases. On the other hand,
the operational cost is directly influenced by flow rate
Thus, expressions (21) /(35) establish the auxiliary variations */see the term Cet ×/(VAZPt
/VAZRt ). Thus,
routine. Fig. 4 illustrates some parameters that are the optimisation structure must determine the ideal flow
determined by the auxiliary routine in a hypothetical rate policy during a limited time horizon (T ). Further-
case. In this case it is considered that npr /npp/5, more, the condition of maintaining the pipeline pres-
QPp /1,
/p, QRp /1,
/p , PPmax
p /1,
/p, PPmin
p /0.5 surised also influences the operational cost (CS ×/ TS ).

/p , VD /1, P _R /1, R _P /0, and T /16. Between Thus, there is a series of factors (use of plugs, pumping
TIP 5/t 5/TSP , the reflow procedure has to be pro- time, flow rate, etc.) that must be considered in order to
cessed. The gap procedure occurs between INIG 5/t 5/ determine the scheduling condition that yields the
FIMG . The flow procedure is executed between TIR 5/ minimum operational cost.
t 5/TSR , and the end procedure must occur between The main model is also subjected to constraints,
INIT 5/t 5/FIMT . Therefore, the auxiliary routine which are expressed in (37) /(128). Equation (37)
establishes time intervals to each pumping procedure. determines that at least one batch is pumped at the
The main model formulation considers the parameters initial time.
that are determined by the auxiliary routine, narrowing X X
the domain of its variables. Inequalities (38), (39), (46), IBrp;t × R_P
IBpp;t × P_R 1 t1; (37)
and (47), for example, demonstrate the use of the p p
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185 179

Inequalities (38) and (39) determine that each product X

TSR

is pumped only once throughout the scheduling horizon. t × FBrp;t  TFBrp
p; (51)
tTIR
1
X
TSP1
IBpp;t 51
p; (38) Inequalities (52) and (53) establish temporal con-
tTIP straints.
X
TSR1
TFBpp ] TIBpp
p; (52)
IBrp;t 51
p; (39)
tTIR TFBrp ] TIBrp
p; (53)

Equations (40) and (41) demonstrate that the aux- Inequalities (54) and (55) demonstrate that the
iliary routine establishes temporal limits, which help to demanded volume divided by the maximum product
setting up binary variables in the main model. flow rate determines the minimum product pumping
time.
IBpp;t 0
p; (tBTIP)@ (TSP 5tBT); (40) & ’
IBrp;t 0
p; (tBTIR)@ (TSR 5tBT); (41) p p QRp
TFBp TIBp ]
p; (54)
PPmax
p
Inequality (42) indicates that each time unit can have & ’
one pumping start variable set to one. r r QPp
X X TFBp TIBp ]
p; (55)
IBrp;t
IBpp;t 51 25 t5 TL1; (42) PRmax
p
p p
Inequalities (56) and (57) establish that must not be a
Inequality (43) indicates that each time unit can have time interruption between the pumping finish of one
one pumping finish variable set to one. product and the pumping start of the successive
X X product.
FBrp;t
FBpp;t 51 25 t5 TL; (43)
p p TFBppa TIBrp
X X
Equations (44) and (45) demonstrate that the aux- 5 (TFBrpb TIBrpb )
(TFBppc TIBppc )
TGAP
(56)
iliary routine establishes temporal limits, which help to pb pc

setting up binary variables in the main model.
p; pa; R_P 1;
FBpp;t 0
p; (t5TIP)@(TSP Bt5 T); (44) TFBrp TIBppa
X X
FBrp;t 0
p; (t5TIR)@(TSP B t5 T); (45) 5 (TFBrpb TIBrpb )
(TFBppc TIBppc )
TGAP
(57)
pb pc
Equations (46) and (47) demonstrate that the pump-
ing finish variable is set to one only if the product starts
p; pa; P_R 1;
being pumped in the scheduling horizon. Inequalities (58) and (59) determine that the gap time
has to be considered between either flow or reflow
X
TSP1 X
TSP
IBpp;t  FBpp;t 0
p; (46) operations.
tTIP tTIP
1 TIBrp TFBppa TGAP] 0
p; pa; P_R 1; (58)
X
TSR1 X
TSR
TIBppa TFBrp TGAP] 0
p; pa; R_P 1; (59)
IBrp;t  FBrp;t 0
p; (47)
tTIR tTIR
1
Expressions (60) and (61) demonstrate that the
Equations (48) and (49) determine the pumping initial pumping transition between products can be formulated
time. as an implication form.

X
TSP1 (IBppa;t ) and (FBpp;t )[TPp;pa;t
(60)
t× IBpp;t TIBpp
p; (48)
p; pa; p"pa; TIP BtBTSP;
tTIP
(IBrpa;t ) and (FBrp;t )[TRp;pa;t
X
TSR1 (61)
t × IBrp;t TIBrp
p; (49)
p; pa; p"pa; TIR BtB TSR;
tTIR
Considering the following implication: (A) and (B) [/
Equations (50) and (51) determine the pumping final C, with both, A and B binary variables, expression (62)
time. demonstrates this implication in an equivalent mathe-
matical programming formulation (LINDO, 2002).
X
TSP
t × FBpp;t TFBpp
p; (50) C 5A
tTIP
1

C 5B
180 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185

 X 
C ]A
B1 (62)
(FBpp;t ) and 1 p
ONpa;t [IGPp;t
Thus, implications (60) and (61) cam be linearly pa (76)
expressed by (63) and (64).
p; INIG 5tBFIMG; P_R 1;
 X 
TPp;pa;t 5IBppa;t (FBrp;t ) and 1 r
ONpa;t [IGRp;t
TPp;pa;t 5FBpp;t pa (77)
TPp;pa;t ]IBppa;t
FBpp;t 1
p; INIG 5tBFIMG; R_P1;

p; pa; p "pa; TIP BtBTSP; (63) Equations (78) and (79) demonstrate that the aux-
TRp;pa;t 5IBrpa;t iliary routine establishes temporal limits, which help to
setting up variables in the main model.
TRp;pa;t 5FBrp;t
TRp;pa;t ]IBrpa;t
FBrp;t 1 IGPp;t  0
p; INIG 5 tB FIMG; R_P 1; (78)

p; pa; p "pa; TIR BtBTSR; (64) IGRp;t 0
p; INIG 5 tBFIMG; P_R 1; (79)

Equations (65) /(68) help to model the time interval Equations (82) and (83) determine the gap procedure
that the pipe empties a tank. completion.
p
ONp;t IBpp;t
p; t 1; (65) X
FIMG X
r
FGPp;t  1 P_R 1; (80)
ONp;t IBrp;t
p; t 1; (66) tINIG
1 p
p p
ONp;t IBpp;t FBpp;t
ONp;t1
p; 15tBT; (67) X
FIMG X
r
ONp;t IBrp;t FBrp;t
ONp;t1
r

p; 15tBT; (68) FGRp;t 1 R_P 1; (81)
tINIG
1 p

Inequality (69) establishes that overlap between Equations (82) and (83) demonstrate that the aux-
batches is not a valid condition. iliary routine establishes temporal limits, which help to
X X
p
ONp;t
r
ONp;t 5 1 1 5tBT; (69) setting up variables in the main model.
p p FGPp;t 0
p; INIG Bt5FIMG; R_P 1; (82)
Inequalities (70) and (71) are constraints on the FGRp;t 0
p; INIG Bt5FIMG; P_R 1; (83)
product flow rate.
Equations (84) /(89) help to model the gap procedure.
PPmin
p
p
× ONp;t 5PPp;t 5 PPmax
p
p
× ONp;t
(70) X
FIMG1 X
FIMG

p; 15tBT; IGPp;t  FGPp;t 0

tINIG tINIG
1
(84)
PRmin
p
r
× ONp;t 5PRp;t 5PRmax
p
r
× ONp;t
(71)
p; P_R 1;

p; 15tBT;
X
FIMG1 X
FIMG

Equations (72) and (73) establish that the pumped IGRp;t  FGRp;t  0
tINIG tINIG
1
(85)
product must satisfy the demand requirements. It is
important to notice that the tank bound model pre-
p; R_P 1;
viously checked whether the demanded amount is within ONGPp;t IGPp;t
p; tINIG; P_R 1; (86)
an operational range or not. At the main model, just ONGPp;t IGPp;t FGPp;t
ONGPp;t1
valid demand requirements are addressed. (87)
X
p; INIG BtBFIMG; P_R 1;
QPp  t × PRp;t
p; (72) ONGRp;t IGRp;t
p; tINIG; R_P 1; (88)
t
X ONGRp;t IGRp;t FGRp;t
ONGRp;t1
QRp t × PPp;t
p; (73) (89)
t

p; INIG BtBFIMG; R_P1;

Equations (74) and (75) determine the pipeline flow Inequalities (90) and (91) are constraints on the
rate at each discretised time. pipeline flow rate during the gap procedure.
X X X
VAZPt  PPp;t 15tBT; (74) (PPmin
p × ONGPp;t )5PPGt 5 (PPmax
p × ONGPp;t )
p
p p (90)
X
VAZRt  PRp;t 15tB T; (75) X INIG 5 tBFIMG; P_R 1; X
p (PRmin
p × ONGRp;t )5PRGt 5 (PRmax
p × ONGRp;t )
p p (91)
Implications (76) and (77) determine the gap proce-
dure start. These implications can be linearly formulated INIG 5 tBFIMG; R_P 1;
by using expression (62). Inequalities (92) and (93) determine the gap procedure
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185 181

Table 1 X
FIMG1
Input data for the considered scenario CEGAP  [Cet ×(PPGt × P_R
PRGt × R_P)]
tINIG
Operation Product Demanded Flow rate Plug neces-
amount range sity (95)
Reflow P1 QR1 /1 0.5 /1 P2, P4, P6, Implications (96) and (97) determine the end proce-
P8
P2 QR2 /1 0.5 /1 P1, P5
dure start. These implications can be linearly formulated
P3 QR3 /2 0.5 /1 P4, P8 by using expression (62).
P4 QR4 /1 0.5 /1 P1, P3, P5,  X 
P7 (FBpp;t ) and 1 p
ONpa;t [ITPp;t
Flow P5 QP5 /1 0.5 /1 P2, P4, P6, pa (96)
P8
P6 QP6 /2 0.5 /1 P1, P5
p; INIT 5 tB FIMT; R_P 1;
 X 
P7 QP7 /1 0.5 /1 P4, P8
P8 QP8 /1 0.5 /1 P1, P3, P5, (FBrp;t ) and 1 r
ONpa;t [ITRp;t
P7 pa (97)

p; INIT 5 tB FIMT; P_R 1;
Equations (98) and (99) demonstrate that the aux-
duration.
iliary routine establishes temporal limits, which help to
TGapmin 5 TGAP 5TGapmax (92) setting up variables in the main model.
ITPp;t  0
p; INIT 5tBFIMT; P_R 1; (98)
X
FIMG1
TGAPt × ITRp;t  0
p; INIT 5tBFIMT; R_P 1; (99)
tINIG
X Equations (100) and (101) determine the end proce-
 (ONGPp;t × P_R
ONGRp;t × R_P) dure completion.
p
X
FIMT X
(93) FTPp;t  1 R_P 1; (100)
tINIT
1 p

Equation (94) determines that either flow/reflow X

FIMT X
switch or reflow/flow switch occurs when the pipeline FTRp;t 1 P_R 1; (101)
is filled. tINIT
1 p

Equations (102) and (103) demonstrate that the

X
FIMG1
auxiliary routine establishes temporal limits, which
VD t × (PPGt × P_R
PRGt × R_P) (94)
tINIG help to setting up variables in the main model.
FTPp;t 0
p; INIT B t5FIMT; P_R 1; (102)
Equation (95) determines the cost of electrical energy
to gap procedure completion. FTRp;t 0
p; INIT Bt5FIMT; R_P 1; (103)

Table 2
Electric cost variation

t 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
Cet 1 1 5 1 1 1 5 1 1 1 5 1 1 1 5 1 1 1 5 1 1 1 5 1 1

Table 3
Computational data for the main model illustrative instances

Time horizon Total number of vari- Total number of binary vari- Total number of con- Computational time Normalised cost
(T ) ables ables straints (s) ($)

20 468 112 1371 6 63

21 559 134 1559 15 60
22 650 156 1747 72 59
23 741 178 1935 198 58
24 832 200 2123 238 59
25 923 222 2311 756 60
182 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185

X1
FIMT X
FIMT
ITRp;t  FTRp;t  0
tINIT tINIT
1
(105)

p; P_R 1;
ONTPp;t ITPp;t
p; tINIT; R_P1; (106)
ONTPp;t ITPp;t FTPp;t
ONTPp;t1
(107)

p; INIT B tB FIMT; R_P 1;
ONTRp;t ITRp;t
p; tINIT; P_R 1; (108)
Fig. 5. Flow rate vs. discretised time.
ONTRp;t ITRp;t FTRp;t
ONTRp;t1
(109)

p; INIT B tB FIMT; P_R 1;
Equations (104) /(109) help to model the end proce-
dure. Inequalities (110) and (111) are constraints on the
pipeline flow rate during the end procedure.
X X
X
FIMT1 X
FIMT (PPmin
p × ONTPp;t )5PPTt 5 (PPmax
p × ONTPp;t )
ITPp;t  FTPp;t 0 p p (110)
tINIT tINIT
1
(104)
XINIT 5 tB FIMT; R_P 1; X

p; R_P 1; (PRmin × ONTRp;t )5 PRTt 5 (PRmax × ONTRp;t )
p p
p p (111)
INIT 5 tB FIMT; P_R 1;

Fig. 6. Pumping operation: an illustrative case.

 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185 183

Table 4
Main model illustrative instance data according to NF and t

Values of NF and t Minimum time horizon Total number of Total number of binary Total number of Computational
(Tmin) variables variables constraints time (s)

NF/4, t /6 h Tmin /20 468 112 1371 6

NF/24, t/1 h Tmin /120 3253 782 8896 1375

TIBT ]TFBrp
p; P_R 1; (119)

Equation (120) determines the time period that the
pipe remains pressurised.
TS T TFBT (120)
Implications (121) and (122) demonstrate that the
operational transition between either flow/reflow or
reflow/flow is considered (switch transition). Using
expression (62), implications (121) and (122) can be
Fig. 7. Cost vs. time horizon.
linearly expressed.
(FGPp;t ) and (IBrpa;t )[TR_PRp;pa;t
Inequalities (112) and (113) determine the end proce- (121)

p; pa; INIG B t5 FIMG; P_R 1;
dure duration.
(FGRp;t ) and (IBppa;t )[TR_RPp;pa;t
(122)
TT min 5 TT 5TT max (112)
p; pa; INIG B t5 FIMG; R_P 1;
X
FIMT1 X Equation (121) indicates that a plug can be used in the
TT t × (ONTPp;t × R_P
ONTRp;t × P_R)
tINIT p
switch transition.
XX X
FIMG
(113) SB_SW  Ip;pa
pa p tINIG
1
Equation (114) establishes that the pipeline must be
filled at end procedure completion. ×(TR_PRp;pa;t × P_R
TR_RPp;pa;t × R_P)

X1
FIMT
VD t × (PPTt × R_P
PRTt × P_R) (114) (123)
tINIT
The pipeline operates filled. There is an operational
Equation (115) determines the cost of electrical energy transition between the first sequenced product and the
to end procedure completion. element that is pressurised in the pipe at the initial time
(initial transition). Equation (124) determines that a
X
FIMT1
plug can be used in the initial transition.
CET  [Cet ×(PPTt × R_P
PRTt × P_R)] X
tINIT SB_PND  Ipa;p ×(IBpp;t × P_R
IBrp;t × R_P)
p (124)
(115)
pa PND; t1;
If the system finish pumping the demand before T , The variables LPp and LRp determined by the tank
the pipeline must be maintained pressurised. Expres- bound indicate products that cannot be used to finish
sions (116) /(119) help to model this constraint. flow/reflow operations */see expressions (1), (19), and
X
FIMT1 X X
FIMT1 X (20). These variables are used in the main model’s
TIBT  t × ITPp;t × R_P
t formulation, as stated in equations (125) /(128).
tINIT p tINIT p
IGPp;t  0
× ITRp;t × P_R (116) (125)

p; LPp 0; INIG 5tBFIMG; P_R 1;
X
FIMT X X
FIMT X IGRp;t 0
TFBT  t × FTPp;t × R_P
t (126)
tINIT
1 p tINIT
1 p
p; LRp 0; INIG 5tBFIMG; R_P 1;
× FTRp;t × P_R (117) ITPp;t  0
(127)
TIBT ] TFBpp
p; R_P1; (118)
p; LPp 0; INIT 5 tB FIMT; R_P 1;
184 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185
ITRp;t 0
(128)

p; LRp 0; INIT 5 tB FIMT; P_R 1;
Thus, expressions (36) /(128) establish the main
model mathematical formulation. Furthermore, expres-
sions (1) /(128) define the entire optimisation structure
formulation, which is tailor-made for the unique fea-
tures of the pipeline-scheduling problem described in
Section 2. Nevertheless, the methodology applied to this
work, which is described in Section 3, can be adapted to
the formulation of other specific scheduling problems.
5. Results
This section initially considers an example involving
the pumping of four products from the harbour to the
refinery followed by other four pumped from the
refinery to the harbour (npr/npp/4). The scenario
also involves 16 tanks and each product has two tanks
enabled to sending operations. As it is stated in Section
2, the pipe conveys a limited set of oil derivatives, and
each product has its own limited set of storage tanks.
Thus, the considered number of products and tanks are
input data that represent a typical operational scenario
of the real-world pipeline modelled. For simplicity, units
are standardised and omitted. The normalisation is
based on the pipeline volume. The entire pipe has 7314
m3. It is admitted a normalisation factor (NF ) that
equally divides the pipe volume. The product demand is
expressed based upon NF. As an example, NF /4
determines reference-batches of 1828.5 m3 (7314 }/4).
A normalised demand of two units represents a total
demanded volume of 3657 m3 (1828.5/2). The system
pumps, at most, the volume of one normalised refer-
ence-batch per time unit. A normalised flow rate of one
at a time t indicates that a volume of 1828.5 m3 is
pumped between times t and t
/1. The time length
selection of each discretised time span involves a trade-
off between accurate operation and computational
effort. The problem data are rounded, so that the time
quantum can be increased and, thus, the number of
decision variables decreased. A uniform time discretisa-
tion of 6 h is used (t /6), and NF /4. Simulation covers
since the minimum normalised time horizon (Tmin /20),
which is determined by equation (21) of the auxiliary
routine, up to 25 normalised time units (T /25). The
pumping process starts from the harbour to the refinery,
thus P _R /1 and R _P /0. The parameters CPpump ,
CRpump , Cplug , Ctank , Cw , and CS are considered
unitary. At the initial time the pipeline is filled with a
product called PND , which requires no plug usage with
the other products. Table 1 presents input data for the
considered scenario. The demanded amount specifies
the normalised values of QPp and QRp . The flow rate
range indicates the normalised values of PPmax min
p , PPp ,
PRmax min
p , and PRp . As an example, PP4 /0.5 and
min
max
PP4 /1. The plug necessity between different pro-
ducts (Ip ,pa ) is also specified by Table 1. As an example,
P1 followed by P2 demands the use of a plug (I1,2 /1),
and P2 followed by P3 do not demand the use of a plug
(I2,3 /0). It is also considered that EPmax p ,j /10,
/p,j;
EPpmin max min
,j /1,
/p,j; ERp ,i /10,
/p ,i; ERp ,i /1,
/p,i;
QRp /QPp /1,
/p ; Vip ,j /6,
/j,p/1,3,4; Vipp ,j /
min min p
2,
/j,p /2; Vipr ,i /6,
/i,p/1,2,4; Vipr ,i /3 p/3, i /1;
Vipr ,i /2 p/3, i /2.
Table 2 demonstrates the normalised electric cost
value (Cet ) at each time unit (t). The cost variation is
due to on-peak demand hours. Pumping start time is at
06:00 h (t/1).
The modelling and optimisation tool Extended
LINGO/PC Release 8.0 (LINDO, 2002) is used to
implement and solve the optimisation structure. LINGO
is a commercial solver, which has its own modelling
language and allows the interface with databases. The
tool can be used in the process of formulating linear and
non-linear large problems, solving them, and analysing
the solution. Table 3 provides information about the
optimisation structure simulation on a Pentium 4, 1.8
GHz, 512 MB RAM. For each time horizon (T ), the
optimisation structure is run, and a specific normalised
cost is attained */expression (36) value. No optimality
margin is applied (Shah et al., 1993). The auxiliary
routine and the tank bound simulation data are
neglected. These structures required a computational
time lower than 1 s, for all illustrative instances (20 5/
T 5/25). It is important to notice that there is no
uncertainty in the considered examples. The problem is
solved for input static product demands.
Table 3 demonstrates that the considered realistic
scenario yielded moderate size MILP problems, which
are solved to optimality. Magatão et al. (2001) pre-
viously addressed the same pipeline-scheduling problem
by a monolithic MILP formulation. The authors just
considered an illustrative instance involving the flow
procedure of four products in 15 normalised time
periods (uniform time discretisation of 6 h). This
simplified scenario originates a MILP with 1572 vari-
ables, 224 binary variables, and 2956 constraints.
Clearly, the optimisation structure originates smaller
formulations than the monolithic model.
In order to pump the entire demand, it is required a
minimum time horizon (Tmin /20). In such horizon,
every product is pumped at its maximum flow rate.
However, in case T /Tmin the optimisation structure
determines the ideal flow rate policy. This flow rate is
established based on both the available time horizon (T )
and the electric cost variations (Table 2). Considering
T /23, Fig. 5 shows the normalised flow rate deter-
mined by the optimisation structure.
Fig. 6 illustrates the pumping operation predicted by
the optimisation structure for T /23. The pumping
 L. Magatão et al. / Computers and Chemical Engineering 28 (2004) 171 /185
sequencing determined by the optimisation structure is
P4, P2, P3, and P1 (reflow procedure), P5, P7, P6, and
P8 (flow procedure). According to Table 1, this pump-
ing sequencing implies no use of plugs. The pumping
process starts at t/1 with the reflow procedure. With
the aid of Fig. 5, it is possible to notice the flow rate
variations during the scheduling horizon (e.g. between
1 5/t B/2 the normalised flow rate is equal to 1 and in
2 5/t B/4 the normalised flow rate is equal to 0.5). In t/
2 the entire demanded amount of P4 is inside the pipe,
but the refinery just starts to receive P4 in t/6,
consequently, there is a time between sending a product
and receiving it. In t/2, 4 and 6 are started the
pumping of, respectively, P2, P3, and P1. As it is stated
in Section 2 item (xiv), the pipeline always operates
completely filled. In order to avoid the generation of not
recommended interfaces, the last reflow/flow sequenced
product (for this example P1/P8) also fills the pipeline
during the gap/end procedures. The gap procedure
occurs between 7 5/t B/12. In t/12 the refinery has
already received the products, and the flow procedure is
started with the pumping of P5. Set-up times are
neglected. In t/13, 14 and 17 are started the pumping
of, respectively, P7, P6, and P8. The end procedure
occurs between 18 5/t B/23.
If a more detailed scheduling answer is desired, it will
be necessary to modify the NF value and the time length
of each discretised time span (t ). Considering a
hypothetical case with the same input data previously
stated in this section, in exception that t/1 and NF /
24. Thus, the new minimum normalised time horizon,
which is determined by equation (21), is Tmin /120, and
the reference-batch is equal to 304.75 m3 (7314 }/24). In
this particular example, a scheduling horizon of 120 h is
discretised in 120 uniform time units. Table 4 provides
information about the optimisation structure simulation
on a Pentium 4, 1.8 GHz, 512 MB RAM. No optimality
margin is applied. The auxiliary routine and the tank
bound simulation data are neglected. These structures
required a computational time lower than 1 s. According
to Table 4, the illustrative instance with t/1, NF/24,
and T /120 originates a large-scale MILP with 3253
variables, 782 binary variables, 8896 constraints, which
demands 1375 s to be solved to optimality. Obviously,
the MILP model tends to be larger and more difficult to
be solved as a more detailed scheduling is desired. Thus,
there is a trade-off between accurate operation predic-
tion and computational effort.
Fig. 7 is based upon the Table 3 data, and it shows the
normalised cost */expression (36) value */as a time
horizon function (T ). The figure highlights the existence
of a specific T that yields the minimum operational cost
(T /23). The cost versus time horizon function clearly
demonstrates that a correct pipeline operation provides
significant cost saving.
185
6. Conclusions
A mathematical programming approach to the eco-
nomically important problem of product distribution
through pipelines is presented. The task is to predict the
pipeline operation during a limited time horizon,
providing low cost operational procedures. The schedul-
ing approach based on MILP with uniform time
discretisation is applied. The computational expense is
concerned and an optimisation structure is proposed
(Fig. 2). The large-scale mixed integer linear problem is
implemented and solved by using the commercial tool
Extended LINGO/PC Release 8.0. Currently pipeline
operation is based on experience, and no computer
algorithm is used; plug product usage and energy
consumption are not rigorously taken on account.
Illustrative instances indicate that economic improve-
ments of 8% are feasible (Fig. 7), and show the
importance of model formulation to help solve problems
with improved efficiency.
Acknowledgements
The authors acknowledge financial support from
ANP and FINEP (PRH-ANP/MCT PRH10 CEFET-
PR), and CNPq (under grant 467311/00-5).
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