2011年6月12日星期日

korpet.gms : Investment Planning in the Korean Oil-Petro Industry

korpet.gms : Investment Planning in the Korean Oil-Petro Industry


This problem addresses two questions in the Korean oil refining and
petrochemical industries: a) the optimal time for capacity expansion,
and b) options available to deal with increasingly strict government
anti-pollution regulations. An interesting problem is that due to
inflexibility in production scheduling (as stated) in the petrochemical
sector it is not possible to satisfy market requirements without
producing excess amounts of certain products which then have to be
disposed of.

Reference:
  • Suh, J S, An Investment Planning Model for the Oil-Refining and Petro-chemical Industries in Korea. Tech. rep., Center for Economic Research, University of Texas, 1981.

Large Model of Type: MIP



 
Binary variable
          y(m,i,t)          
binary variable


 Set i   plant locations /
     m   productive units   /
     t         time periods      / 1980-84, 1985-89, 1990-94, 1995-99 /



 ----    515 VARIABLE y.L  binary variable

              1985-89     1990-94     1995-99

ad.ulsan                                1.000
ad.yosu         1.000       1.000       1.000
cc.ulsan                                1.000
cc.yosu                     1.000       1.000
ds.ulsan        1.000       1.000       1.000
ds.yosu         1.000       1.000       1.000
ds.inchon                               1.000
sc.ulsan                    1.000       1.000
sc.yosu         1.000       1.000       1.000
bx.ulsan                                1.000
bx.yosu                     1.000       1.000
pf.ulsan                                1.000
pf.yosu                     1.000       1.000
ar.ulsan                    1.000       1.000
ar.yosu         1.000       1.000       1.000



$Title Korea: Dynamic Oil-Petro Model (KORPET,SEQ=48)
$Stitle Set Definitions

$Ontext

  
This problem addresses two questions in the Korean oil refining and
  
petrochemical industries: a) the optimal time for capacity expansion,
  
and b) options available to deal with increasingly strict government
  
anti-pollution regulations. An interesting problem is that due to
  
inflexibility in production scheduling (as stated) in the petrochemical
  
sector it is not possible to satisfy market requirements without
  
producing excess amounts of certain products which then have to be
  
disposed of.


Suh, J S, An Investment Planning Model for the Oil-Refining and
Petro-chemical Industries in Korea. Tech. rep., Center for Economic
Research, University of Texas, 1981.

$Offtext


 
Set i   plant locations /

        
ulsan     kyungsangnamdo
        
yosu      chollanamdo
        
inchon    kyunggido      /

     j  
demand regions   /

        
seoul     capital city
        
inchon    kyunggido
        
kwangju   chollanamdo
        
taegu     kyungsangbukdo
        
pusan     kyungsangnamdo
        
ulsan     kyungsangnamdo
        
yosu      chollanamdo      /

     m  
productive units   /

        
ad        atmospheric distillation unit
        
cr        catalytic reformer
        
cc        catalytic cracker
        
ds        desulfurizer
        
sc        steam cracker
        
bx        butadiene extractor
        
pf        platfiner
        
ar        aromatics unit
        
hd        hydrodealkylator               /

     p  
processes     /

        
crad  crude oil atmospheric distillating process
        
nacr  naphtha reforming process
        
focc  fuel oil catalytic cracking process
        
rsds  straight run residuum desulfurizing process
        
nasc  naphtha steam cracking process
        
btbx  butadine extraction process
        
pgpf  raw pyrolysis gas platfining process
        
amna  aromatics processing using reformed naphtha
         
amtp  aromatics processing using treated pyrolysis gas
        
tohd  toluene hydrodealkylating process   /

     c   
commodities /

         
sa   saudi arabian crude

         
adga  gasoline from atmospheric distillation
         
adna  naphtha from atmospheric distillation
         
adfo  fuel oil from atmospheric distillation
         
adke  kerosene from atmospheric distillation
         
adrs  residuum from atmospheric distillation
         
crna  catalytic reformed naphtha
         
crga  catalytic reformed gasoline
         
ccga  catalytic cracked gasoline
         
ccfo  catalytic cracked fuel oil
         
dsrs  desulfurized residuum
         
scbt  steam cracked raw c4
         
scrp  raw pyrolysis gas from steam cracking
         
pftp  treated pyrolysis gas  from platfining

         
pg   premium gasoline
         
rg   regular gasoline
         
di   distillate
         
rf   residual fuel oil

         
et   ethylene
         
pp   propylene
         
bt   butadiene
         
be   benzene
         
to   toluene
         
mx   mixed xylene  /

     cfr(c)   
final products from refineries             / pg , rg , di , rf /

     cfrerf(c)
refinery products except residual fuel oil / pg , rg , di /

     cfrrf(c) 
residual fuel oil only                     /  rf /

     cfp(c)   
final products from petrochemical plants   / et , pp , bt , be , to , mx /

     ci(c)    
intermediate products / adga , adna , adfo , adke , adrs , crna , crga
                                       
ccga , ccfo , dsrs , scbt , scrp , pftp /

     cs(c)    
interplants shipments / adna , crna /

     cr(c)    
raw materials         / sa /

     cb(c)    
commodities for blending refinery products / adga , adfo , adke , adrs , crga
                                                           
crna , ccga , ccfo , dsrs /

     cfcb(c,c)
allowed blending combinations  / (pg,rg).(adga,adna,crga,crna,ccga)
                                                    
di.(adke,adfo,ccfo)
                                                    
rf.(adfo,ccfo,adrs,dsrs)   /

     crcr(c,c)
crude oil combination in processing  / sa.sa   /

     q        
quality specification attributes   /  oc   research octane number
                                                     
va   vapor pressure
                                                    
su   sulfur content (weight percentage) /

     t        
time periods      / 1980-84, 1985-89, 1990-94, 1995-99 /

     te(t)    
expansion  period / 1985-89, 1990-94, 1995-99 /

     cf(c)    
final products from refineries and petrochemical plants

     crcf(c)  
raw materials and final products

 
Alias (t,tp),(i,ip),(te,tep);

     cf(cfr)=
yes;   cf(cfp)=yes;
     crcf(cr)=
yes;  crcf(cf)=yes;
 
Display cf,crcf;

$Stitle data

 
Scalar     year        years per time period             / 5 /
 
Parameter  midyear(t)  year which is in the middle of period
            ts(t,t)    
time summation matrix ;

 midyear(t) = 1977 + year*
ord(t);
 ts(t,tp)$(
ord(tp) le ord(t)) = 1;
 
Display ts;


 
Table a(c,c,p) input-output coefficients

        
crad      nacr      focc      rsds

 
sa.sa   -1.00
 
sa.adga   .04
 
sa.adna   .14     -1.00
 
sa.adke   .09
 
sa.adfo   .18               -1.00
 
sa.adrs   .54                         -1.00
 
sa.crga             .16
 
sa.crna             .56
 
sa.ccga                       .51
 
sa.ccfo                       .25
 
sa.dsrs                                1.00


 
+       nasc      btbx      pgpf      amna     amtp     tohd

 
sa.adna -1.00
 
sa.scbt   .08     -1.00
 
sa.scrp   .23               -1.00
 
sa.crna                               -1.00
 
sa.pftp                       .68              -1.00
 
sa.et     .29
 
sa.pp     .15
 
sa.bt               .53
 
sa.to                                   .26      .24    -1.00
 
sa.be                                   .40      .39      .63
 
sa.mx                                   .15      .16

 
Table b(m,p) capacity utilization coefficients

   
crad nacr focc rsds nasc btbx pgpf amna amtp tohd

 
ad 1.0
 
cr      1.0
 
cc           1.0
 
ds                1.0
 
sc                     1.0
 
bx                          1.0
 
pf                               1.0
 
ar                                    1.0  1.0
 
hd                                              1.0



 
Table ka(m,i) initial capacity  (1000 tpy)

        
inchon    ulsan     yosu

 
ad      3702.     12910.    9875.
 
cr      369.      1200.     790.
 
cc
 
ds
 
sc                517.      1207.
 
bx                45.       94.
 
pf                201.
 
ar                181.      148.
 
hd                180.

 
Parameter rket1(i)  rate of capacity expansion at time period 1 / inchon .3 , ulsan .4 , yosu .6 /
           kat1     
planned capacity in time period 1;

 kat1(m,i) = ka(m,i)*(1 + rket1(i));
 
Display kat1;

 
Parameter op(p) operating cost  (us $ per ton) / crad    1.55 , nacr    9.71 , focc    3.5  , rsds   14
                                                 
btbx  101.82 , nasc  143.04 , pgpf   50.25 , amna  190.87
                                                 
amtp  190.87 , tohd  645.99 /
*        operating cost includes catalyst cost,chemical cost,labor
*        cost,depreciation cost,utility costs (steam,electricity,
*        cooling water) and maintenance cost.


 
Table d(c,j) ratio of regional demand (percentage)
*        all petrochemical final products are demanded by the downstream petrochemical plants which are
*        located very cloase to the refineries and petrochemical plants.  the demand pattern between regions
*        for final products is assumed to remain constant over time.

        
inchon    seoul

 
pg       1.7      76.4
 
rg       3.6      53.7
 
di      22.4      31.4
 
rf       68.0

 
+       kwangju   taegu     pusan     ulsan     yosu

 
pg      2.3        10.6       9.0
 
rg      10.4       19.6      12.7
 
di      8.1        19.4      18.7
 
rf      5.0        15.8       9.6       .9        .7
 
et                                    38.1      61.9
 
pp                                    30.2      69.8
 
bt                                    28.6      71.4
 
be                                    37.8      62.2
 
to                                    30.8      69.2
 
mx                                    60.9      39.1

 
Parameter tqcf(c)  total quantity demanded (1000 tpy)  / pg  335.9 , rg  783.1 , di  5391.2 , rf  12696.1
                                                           
et  184.5 , pp  219.3 , bt    35.6 , be    110.5
                                                          
to   84.1 , mx   59.8 /
*          the growth rate of demand for pg,rg and petrochemical products
*          is assumed to be 15 per cent per year and the growth rate of
*          demand for the rest of the refinery products is assumed to be
*          10 per cent per year.

            grfp(c) 
growth rate of demand for final products per year / (di,rf)                      .1
                                                                        
(pg,rg,et,pp,bt,be,to,mx)    .15 /
            r(c,j,t)
demand for final products (1000 tpy);

 r(cf,j,t) = (tqcf(cf)*d(cf,j)/100.)*((1 + grfp(cf))**(midyear(t) - 1980));

 
Display r;

 
Table tc(i,*)  transportation cost (us $ per ton)

        
inchon    seoul

 
inchon             .84
 
yosu    1.86      2.65
 
ulsan   5.00      3.62

 
+       kwangju   yosu      taegu     ulsan     pusan

 
inchon  5.44      7.77      5.44      8.55      4.90
 
yosu    3.54                3.00      3.72      1.77
 
ulsan   5.03      3.72       .69                2.59

*        there are 4 modes of transportation: vessel, railroad tanker car (rtc), tanker truck (tt) and pipeline (pl)
*        each transportation mode is tied to each demand region and the unit transportation cost for each
*        transportation mode is different from each other and even for the same transportation mode, the unit
*        transportation cost is different according to the total volume transported.


 
Table pr(c,*)  commodity prices (us $ per ton)

        
imports   exports

 
sa      231.7
 
et      908.      705.
 
pp      704.      529.
 
bt      706.      629.
 
mx      662.      373.
 
to      662.      526.
 
be      706.      373.


 
Scalar    eu      export upper bound (1000 tpy)       / 400 /
           imu    
import upper bound (1000 tpy)       / 300 /

 
Parameter pv(c)   import prices (us $ per ton)
           pe(c)  
export prices (us $ per ton);

 pv(crcf) = pr(crcf,
"imports");
 pe(crcf) = pr(crcf,
"exports");

 
Table  inv(m,*)  investment data

*         size        capacity limit of economy of scale (1000 tpy)
*         cost        cost of the production unit at size "size" (1000 us$)
*         scale       scale factor;  cost = xx*size ** scale

         
size        cost       scale

 
ad       10000       50000      .67
 
cr       1000        40000      .67
 
cc       2000        200000     .67
 
ds       2000        160000     .67
 
sc       500         200000     .67
 
bx       100         50000      .67
 
pf       200         150000     .67
 
ar       400         150000     .67
 
hd       200         150000     .67

 
Set is investment function segment  /1*4/

 
Scalar    life           life of productive units            (years)   / 20   /
           discr         
discount rate                                 /   .1 /
           caprf         
capital recovery factor
 
Parameter site(i)        site factor                                   /  inchon    1.5 , (ulsan,yosu)  1 /
           omega(m,is,i) 
cost increase for small plants   (1000 us$)
           ss(m,is)      
investment segment size          (1000 tpy)
           discf         
discount factor;


 inv(m,
"fixed") = inv(m,"cost")*(.5**(inv(m,"scale")-1)-1);
 omega(m,
"1",i) = inv(m,"fixed")*site(i);
 omega(m,
"2",i) = inv(m,"cost")*site(i);
 omega(m,
"3",i) = omega(m,"2",i)*5 ;
 omega(m,
"4",i) = omega(m,"2",i)*10*1.25;

 ss(m,
"2") = inv(m,"size");
 ss(m,
"3") = ss(m,"2")*5;
 ss(m,
"4") = ss(m,"2")*10;

        life =20;
        discr = .1;
        caprf = discr/(1-(1 + discr) ** (-life));
        discf(t) = (1 + discr) ** (1980 - midyear(t));

 
Display inv,omega,ss,caprf,discf;


 
Table qll(c,q)  quality bounds (lower bounds)

        
oc

 
pg      95.
 
rg      85.

 
Table quu(c,q)  quality bounds (upper bounds)

        
va        su
 
pg      12.
 
rg      12.
 
di                1.00
 
rf                4.00


 
Table at attributes of commodities in blending

        
oc     va     su

 
sa.adga 84.0   16.0
 
sa.adna 59.4    2.5
 
sa.adke               .26
 
sa.adfo               1.02
 
sa.adrs               4.35
 
sa.crga 115.0   5.0
 
sa.crna  97.0   2.5
 
sa.ccga  93.7   6.9
 
sa.ccfo                .91
 
sa.dsrs               1.00

 
Parameter suurf(t)  upper limit of sulfur content in rf / 1980-84  4 , 1985-89  3.5 , 1990-94  3 , 1995-99  2.5 /

$Stitle model definition

 
positive variables
          z(c,p,i,t)        
process level                            (1000 tpy)
          w(c,c,c,i,t)      
blending level at refinery               (1000 tpy)
          h(m,i,t)          
capacity expansion                       (1000 tpy)
          s(m,is,i,t)       
scale segment of investment              (1000 tpy)
          xf(c,i,j,t)       
domestic shipment: final products        (1000 tpy)
          xi(c,c,i,i,t)     
domestic shipment: intermediates         (1000 tpy)
          vf(c,j,t)         
imports: final products                  (1000 tpy)
          vr(c,i,t)         
imports: raw materials-crude oil         (1000 tpy)
          e(c,i,t)          
exports: final products                  (1000 tpy)

 
Variables
          tcost             
total cost                              (1000 us $)
          rawmat(t)         
raw material cost                       (1000 us $)
          operat(t)         
operating cost                          (1000 us $)
          trans(t)          
transportation cost                     (1000 us $)
          ccost(t)          
capital cost                            (1000 us $)
          import(t)         
import cost                             (1000 us $)
          export(t)         
export revenue                          (1000 us $)

 
Binary variable
          y(m,i,t)          
binary variable

 
Equations
          mbr(c,i,t)        
raw material balance                     (1000 tpy)
          mbir(c,c,i,t)     
intermediate material balance: refinery  (1000 tpy)
          mbip(c,c,i,t)     
intermediate material balance: petrochem (1000 tpy)
          mbfr(c,i,t)       
final material balance: refinery goods   (1000 tpy)
          mbfp(c,i,t)       
final material balance: petrochemicals   (1000 tpy)
          qcfl(c,q,i,t)     
quality constraints: lower bounds
          qcfu(c,q,i,t)     
quality constraints: upper bounds
          cc(m,i,t)         
capacity constraints                     (1000 tpy)
          id(m,i,t)         
investment variable definition           (1000 tpy)
          ic(m,i,t)         
combination of 0 and 1
          mdcf(c,j,t)       
market demand of final products          (1000 tpy)
          eub(t)            
exports constraints: upper bounds        (1000 tpy)
          imub(t)           
imports constraints: upper bounds        (1000 tpy)
          obj               
accounting: total cost                   (1000 us$)
          araw(t)           
accounting: raw material cost            (1000 us$)
          aoper(t)          
accounting: operating cost               (1000 us$)
          atrans(t)         
accounting: transportation cost          (1000 us$)
          acap(t)           
accounting: investment cost              (1000 us$)
          aim(t)            
accounting: import cost                  (1000 us$)
          aex(t)            
accounting: export revenue               (1000 us$);

$Eject

 mbr(cr,i,t).. 
sum(p, a(cr,cr,p)*z(cr,p,i,t)) + vr(cr,i,t) =g= 0;

 mbir(cr,cb,i,t).. 
sum(p, a(cr,cb,p)*z(cr,p,i,t)) + sum(ip$tc(i,ip), xi(cr,cb,ip,i,t) - xi(cr,cb,i,ip,t))$cs(cb)
                =g=
sum(cfr$cfcb(cfr,cb), w(cr,cb,cfr,i,t));

 mbip(cr,ci,i,t)..
  
sum(p, a(cr,ci,p)*z(cr,p,i,t)) + sum(ip$tc(i,ip), xi(cr,ci,ip,i,t) - xi(cr,ci,i,ip,t))$cs(ci)  =g= 0;

 mbfr(cfr,i,t).. 
sum((cr,cb)$cfcb(cfr,cb), w(cr,cb,cfr,i,t)) =e= sum(j, xf(cfr,i,j,t));

 mbfp(cfp,i,t).. 
sum((cr,p), a(cr,cfp,p)*z(cr,p,i,t)) =g= sum(j, xf(cfp,i,j,t)) + e(cfp,i,t);

 qcfl(cfr,q,i,t)$qll(cfr,q)..
  
sum((cr,cb)$cfcb(cfr,cb), at(cr,cb,q)*w(cr,cb,cfr,i,t)) =g= sum(j, qll(cfr,q)*xf(cfr,i,j,t));

 qcfu(cfr,q,i,t)$quu(cfr,q)..
  
sum((cr,cb)$cfcb(cfr,cb), at(cr,cb,q)*w(cr,cb,cfr,i,t)) =l= sum(j, quu(cfr,q)*xf(cfr,i,j,t))$cfrerf(cfr)
                                                             +
sum(j, suurf(t)*xf(cfr,i,j,t))$cfrrf(cfr);

 cc(m,i,t).. 
sum(p, b(m,p)*sum(cr, z(cr,p,i,t))) =l= kat1(m,i) + sum(tep$ts(t,tep), h(m,i,tep));

 id(m,i,te)..  h(m,i,te) =e=
sum(is, ss(m,is)*s(m,is,i,te));

 ic(m,i,te)..  y(m,i,te) =e=
sum(is, s(m,is,i,te));

 mdcf(cf,j,t).. 
sum(i, xf(cf,i,j,t)) + vf(cf,j,t)$cfp(cf) =g= r(cf,j,t);

 eub(t).. 
sum((cfp,i), e(cfp,i,t)) =l= eu;

 imub(t)..
sum((cfp,j), vf(cfp,j,t)) =l= imu;

 obj..  tcost =e= year*
sum(t, discf(t)*(rawmat(t) + operat(t) + trans(t) + ccost(t) + import(t) - export(t)));

 araw(t)..  rawmat(t) =e=
sum((cr,i), pv(cr)*vr(cr,i,t));

 aoper(t).. operat(t) =e=
sum(p, op(p)*sum((cr,i), z(cr,p,i,t)));

 atrans(t)..  trans(t) =e=
sum((cf,i,j), tc(i,j)*xf(cf,i,j,t)) + sum((cr,cs,i,ip), tc(i,ip)*xi(cr,cs,i,ip,t));

 acap(t)..  ccost(t) =e= caprf*
sum((tep,m,is,i)$ts(t,tep), omega(m,is,i)*s(m,is,i,tep));

 aim(t)..  import(t) =e=
sum((cfp,j), pv(cfp)*vf(cfp,j,t));

 aex(t)..  export(t) =e=
sum((cfp,i), pe(cfp)*e(cfp,i,t));

 
Model petro /all/;

 
Solve petro minimizing tcost using mip;

$Stitle report

 
Parameter  vrlev(i,t)     crude oil imports level           (1000 ton)
            wlev(c,c,i,t) 
blending level: detailed          (1000 ton)
            wlevf(c,i,t)  
blending level: aggreated         (1000 ton)
            tzlev(p,i,t)  
total production level            (1000 ton)
            tzplev(p,t)   
total production per process      (1000 ton)
            xilev(c,i,i,t)
shipment of intermediate products (1000 ton)
            xflev(c,j,t)  
shipment of final products        (1000 ton)
            tic(m,i,t)    
total installed capacity per plant (1000 ton)
            tict(m,t)     
total installed capacity          (1000 ton)
            tac(m,t)      
total added capacity              (1000 ton)
            ti(m,i,t)     
total investment cost per unit   (1000 us $)
            tit(i,t)      
total investment cost per plant  (1000 us $)
            tcu           
undiscounted total cost          (1000 us $);

 vrlev(i,t)      =
sum(cr, vr.l(cr,i,t));
 wlev(cb,cf,i,t) =
sum(cr, w.l(cr,cb,cf,i,t));
 wlevf(cf,i,t)   =
sum((cr,cb), w.l(cr,cb,cf,i,t));
 tzlev(p,i,t)    =
sum(cr, z.l(cr,p,i,t));
 tzplev(p,t)     =
sum((cr,i), z.l(cr,p,i,t));
 xilev(ci,ip,i,t) =
sum(cr, xi.l(cr,ci,ip,i,t));
 xflev(cf,j,t) =
sum(i, xf.l(cf,i,j,t));
 tic(m,i,t)    = kat1(m,i) +
sum(tp$ts(t,tp), h.l(m,i,tp));
 tict(m,t) =
sum(i, tic(m,i,t));
 tac(m,t)  =
sum(i, h.l(m,i,t));
 ti(m,i,t) =
sum(is, omega(m,is,i)*s.l(m,is,i,t));
 tit(i,t)  =
sum(m, ti(m,i,t));
 tcu =
sum(t, year*(rawmat.l(t) + operat.l(t) + trans.l(t) + ccost.l(t) + import.l(t) - export.l(t)));

 
Display vrlev,wlev,wlevf,tzlev,tzplev,xilev;
 
Display xf.l,xflev,vf.l,e.l,h.l,s.l,tac,tic,tict,ti,tit,tcu;

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