@misc{GarridoSteinbach, author = {Garrido, Izaskun and Steinbach, Marc}, title = {A Multistage Stochastic Programming Approach in Real-Time Process Control}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6317}, number = {01-05}, abstract = {Standard model predictive control for real-time operation of industrial production processes may be inefficient in the presence of substantial uncertainties. To avoid overly conservative disturbance corrections while ensuring safe operation, random influences should be taken into account explicitly. We propose a multistage stochastic programming approach within the model predictive control framework and apply it to a distillation process with a feed tank buffering external sources. A preliminary comparison to a probabilistic constraints approach is given and first computational results for the distillation process are presented.}, language = {en} } @misc{HenrionLiMoelleretal., author = {Henrion, Rene and Li, Pu and M{\"o}ller, Andris and Steinbach, Marc and Wendt, Moritz and Wozny, G{\"u}nter}, title = {Stochastic Optimization for Operating Chemical Processes Under Uncertainty}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6304}, number = {01-04}, abstract = {Mathematical optimization techniques are on their way to becoming a standard tool in chemical process engineering. While such approaches are usually based on deterministic models, uncertainties such as external disturbances play a significant role in many real-life applications. The present article gives an introduction to practical issues of process operation and to basic mathematical concepts required for the explicit treatment of uncertainties by stochastic optimization.}, language = {en} } @misc{Steinbach, author = {Steinbach, Marc}, title = {General Information Constraints in Stochastic Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6502}, number = {01-24}, abstract = {Scenario tree models of stochastic programs arise naturally under standard nonanticipativity assumptions. We demonstrate how tree-sparse programs cover the general case, with \emph{arbitrary} information constraints. Detailed examples and intuitive interpretations illuminate the basic thoughts behind the abstract but elementary construction.}, language = {en} } @misc{Steinbach, author = {Steinbach, Marc}, title = {Tree-Sparse Convex Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6340}, number = {01-08}, abstract = {Dynamic stochastic programs are prototypical for optimization problems with an inherent tree structure inducing characteristic sparsity patterns in the KKT systems of interior methods. We propose an integrated modeling and solution approach for such tree-sparse programs. Three closely related natural formulations are theoretically analyzed from a control-theoretic viewpoint and compared to each other. Associated KKT solution algorithms with linear complexity are developed and comparisons to other interior approaches and related problem formulations are discussed.}, language = {en} }