Product Optimization: Sunil Pillai EPS-EOL-Vadinar May 24, 2010

Sunil Pillai
EPS-EOL-Vadinar
May 24, 2010
Product Optimization
Agenda
 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 Function
 Objective:: To Maximize Revenue
 Currently Max Z= Rev_HSD +

Rev_FO +
Rev_Naptha +
Rev_IFO +
Rev_HSD_Strg +
Rev_FO_Strg

Decision Variables
Possible Options
Stream DHDS Blending Storage Naptha FO IFO

LK
HK
LGO
HGO
VD
HN
LCO
HG
VBVR
Slurry
Decision Variables
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

Decision Variables
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_DHD
HGO S 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

Constraints:: 25
 Availability  Density (FO)
 Sulphur(HSD)  DHDS Flow
 KV (HSD, FO,  IFO Flow

IFO)
 Non_Negativity
 Flash(HSD, FO)

Objective Function in terms of Decision
Variables


Processing Road Blocks
 Volumetric Calculations
 Divide-by-Zero Error
 Index Value Comparisons

 Non-Linear Constraint Error

Divide-by-Zero Error
 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:

Solution
 Convert all Division into

Multiplication
 Instead of
 ≤ Spec_Sulphur_HSDMax
 We Use

Implementation
 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

Non-Linearity Error
 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.

Solution
 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.
Implementation
 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

Input Variables
 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.
Interface
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
17
Model Diagnosis
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
Documentation 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
Macro Enabled
 One Click Solution.
 Loads the Solver &

Generates Sensitivity &
Limits Reports
Automatically

Summary
 Maximization Problem
 27 Decision Variables
 25 Constraints
 54 Variable Bounds (Upper & Lower)
 71 Input Variables
 Completely Linear Problem
Other Solvers Considered
 LP Solve  Kinsol
 GIPALS  Tron
 Project SixPap  Open Office Add-

ins
 Kestral & NEOS
Server

LP Solve IDE
 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

LP Solve IDE

LP Solve IDE
 Disadvantages
 Interface Not suitable for Dynamic Data.
 Variable values are written in program

GIPALS
 General Interior-Point Algorithm Linear

Solver
 Adjustable Preprocessor
 Flexible Debug Options
 Constraint Editor with Error trracking

GIPALS

GIPALS
 Disadvantage
 Not Free Copy
 30-Day trial Version has limitation of

15000 Variables & 15000Constraints.
 Only a linear Solver

Six Pap
 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.
Six Pap

Six Pap
 Results cannot be Exported.
 Constraints to be entered in the

Matrix.
 Input variables are not allowed, Direct

Data to be entered into the model.

Kinsol, Tron & Kestrol- Neos
 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.
Conclusion
 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.

Way Ahead
Interfacing
Expanding Exploring
Excel & 3rd Party
Incorporating All Shortlisting Other
Solvers via Solver
Products to build a Solvers to
Foundation
Comprehensive Augment Excel’s
Services
Model Capacity
Improved
One Stop Solution Emphasis on NLP
Diagnostics

Interfacing
 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
Solver Foundation In Excel
Provides Facility to Design

the Entire Model. It can also
be exported to other
Applications

Modeling pane
Sunil Pillai Product Optmisation 37
• Modeling pane of Solver

Click icon to add picture
Foundation
• Introduces the Concept of

Goals.
• Detailed Solution Report is

available.
• Provides Better Scope for

Diagnosis
List of Non Linear Solvers
 APOPT - large-scale nonlinear programming  MOSEK - linear programming and convex
 CO - nonlinear programming in the GAUSS nonlinear optimization.
language.  NLPJOB - Mulicriteria optimization.
 CONOPT - nonlinear programming.  NLPQL - nonlinear programming.
 DONLP2 - nonlinear programming.  NLPQLB - nonlinear programming with
 DOT - Design Optimization Tools. constraints.
 Excel and Quattro Pro Solvers - spreadsheet-  NLPSPR - nonlinear programming.
based linear, integer and nonlinear  NPSOL - nonlinear programming.
programming.  NOVA - nonlinear programming.
 FSQP - nonlinear and minmax constrained  OPTIMA Library - optimization and
optimization, with feasible iterates. sensitivity analysis.
 GINO - nonlinear programming.  PROC NLP - various nonlinear optimization
 GRG2 - nonlinear programming. capabilities.
 HARWELL Library - linear and nonlinear  OPTPACK - constrained and unconstrained
programming, nonlinear equations, data optimization.
fitting.  SNOPT - large-scale quadratic and nonlinear
 ILOG - constraint-based programming and programming problems.
nonlinear optimization.  SQP - nonlinear programming.
 IPOPT - interior point, large-scale  SPRNLP - sparse and dense nonlinear
 KNITRO -nonlinear programming.. programming.
 LANCELOT - large-scale problems.  SYNAPS Pointer - multidiscplinary design
 LINGO - linear, integer, nonlinear optimization software.
programming with modeling language.  What's Best - Excel add-in for linear, integer,
 LOQO - Linear programming, unconstrained nonlinear programming.
and constrained nonlinear optimization.  NLopt - a variety of nonlinear-constrained
 LSGRG2 - nonlinear programming. nonlinear optimization algorithms, including
 Sunil Pillai
MINOS Product Optimisation
- linear programming and nonlinear algorithms for large-scale problems 38
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Sunil Pillai

 Objective:: To Maximize Revenue

 Currently Max Z= Rev_HSD +

Sunil Pillai Product Optimisation 3

Stream DHDS Blending Storage Naptha FO IFO

Symbol Stream DHDS Blending Storage Naptha FO IFO

Sunil Pillai Product Optimisation 5

Stream DHDS Blending Storage Naptha FO IFO

Slurry Slurry_Storage Slurry_FO Slurry_IFO

Sunil Pillai Product Optimisation 6

 Sulphur(HSD)  DHDS Flow

 KV (HSD, FO,  IFO Flow

Sunil Pillai Product Optimisation 7

Sunil Pillai Product Optimisation 8

 Index Value Comparisons

Sunil Pillai Product Optimisation 9

 At this point the sum of the variables is also

 Any Calculation involving a Division by the Sum

Sunil Pillai Product Optimisation 10

 Convert all Division into

Sunil Pillai Product Optimisation 11

Sunil Pillai Product Optimisation 12

 The Functions used to convert KV &

 This makes the KV & Flash

Sunil Pillai Product Optimisation 13

 Linearising:: Comparisions to be made

 Spec value to be converted into Index

 This Index value of Spec Compared

 HSD Flash  FO Flash

Min 20.00 38.00 2.20 66.00

Sunil Pillai Product Optimisation 15

 100% Dynamic In Nature.

 No static values in any formulas in

 All values are Referenced to by Variables.

 In all 71 variables can be assigned

Objective Function 761787.43

 Automatically 2 Flash_FO_CmpOp<=Flash_FO_CmpMin TRUE

 One Click Solution.

 Loads the Solver &

Sunil Pillai Product Optimisation 20

 Project SixPap  Open Office Add-

Sunil Pillai Product Optimisation 22

 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 24

 Interface Not suitable for Dynamic Data.

 Variable values are written in program

Sunil Pillai Product Optimisation 25

 General Interior-Point Algorithm Linear

 Flexible Debug Options

 Constraint Editor with Error trracking

Sunil Pillai Product Optimisation 26

Sunil Pillai Product Optimisation 27

 Not Free Copy

 30-Day trial Version has limitation of

 Only a linear Solver

Sunil Pillai Product Optimisation 28

 Detailed Analysis & Diagnosis Possible

 Has two Algorithms:: Push-Pull & Std