The current pricing climate for natural gas and liquid transportation fuels adds a significant amount of uncertainty when designing new natural gas to liquid transportation fuel (GTL) refineries. Robust optimization is a useful tool for optimization under uncertainty and can be specifically applied to the problem of GTL process synthesis under feedstock price, product price, and investment cost uncertainty. Using historical data to define uncertain price parameters according to an assumed uniform distribution, a process synthesis superstructure with an uncertain objective function was created to maximize the profit of a GTL refinery. Recently developed, tight probabilistic bounds were used a priori and a posteriori in an iterative method to provide solutions with known probabilities of constraint violation for three different uncertainty sets. The relative impact of price and investment cost uncertainties are discussed, as is the impact of uncertainty on the overall guaranteed profit of a refinery, the refinery topology, and product distributions. The profitability results with probabilistic guarantees provide useful information for potential GTL refinery investors in the current uncertain energy markets.

中文翻译：

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不确定性下天然气到液体运输燃料的稳健优化

当前设计天然气和液体运输燃料（GTL）精炼厂时，天然气和液体运输燃料的定价环境增加了很多不确定性。稳健的优化是在不确定性条件下进行优化的有用工具，可以专门用于在原料价格，产品价格和投资成本不确定性条件下进行GTL工艺合成的问题。使用历史数据根据假定的均匀分布定义不确定的价格参数，创建了具有不确定目标函数的过程综合上部结构，以使GTL精炼厂的利润最大化。先验和后验使用了最近开发的严格概率边界用迭代方法为三个不同的不确定性集提供已知的违反约束概率的解决方案。讨论了价格和投资成本不确定性的相对影响，以及不确定性对炼油厂的总体保证利润，炼油厂拓扑结构和产品分布的影响。带有概率保证的获利结果为潜在的GTL炼油厂投资者在当前不确定的能源市场中提供了有用的信息。