Bryan

Journal of Computational and Applied Mathematics 327 (2018) 41–63
Contents lists available at ScienceDirect
Journal of Computational and Applied

Mathematics
journal homepage: www.elsevier.com/locate/cam
A self-learning approach for optimal detailed scheduling of

multi-product pipeline
Haoran Zhang, Yongtu Liang *, Qi Liao, Yun Shen, Xiaohan Yan
National Engineering Laboratory for Pipeline Safety/Beijing Key Laboratory of Urban oil and Gas Distribution Technology,
China University of Petroleum-Beijing, Fuxue Road No. 18, Changping District, Beijing, 102249, PR China
highlights
• A self-learning algorithm is proposed for detailed optimal scheduling for product oil pipeline.
• Two novel discontinuous process constraints are taken into consideration.
• This algorithm can improve calculation speed and efficiency by itself.
• A real example with six cases is given to demonstrate the method’s practicality.
article info a b s t r a c t
Article history: Pipeline transportation is cost-optimal in refined product transportation. However, the
Received 8 January 2017 optimization of multi-product pipeline scheduling is rather complicated due to multi-batch
Received in revised form 22 February 2017 sequent transportation and multi-point delivery. Even though many scholars have con-
ducted researches on the issue, there is hardly a model settling the discontinuous
Keywords:
constraints in the model as a result of batch interface migration. Moreover, through
Multi-product pipeline
investigation, there is no self-learning approach to pipeline scheduling optimization at
Self-learning approach
Detailed scheduling present. This paper considers batch interface migration and divides the model into time
Mixed-integer linear programming (MILP) nodes sequencing issue and a mixed-integer linear programming (MILP) model with
Fuzzy clustering analysis the known time node sequence. And a self-learning approach is proposed through the
Ant colony optimization (ACO) combination of fuzzy clustering analysis and ant colony optimization (ACO). This algorithm
is capable of self-learning, which greatly improves the calculation speed and efficiency. At
last, a real pipeline case in China is presented as an example to illustrate the reliability and
practicability of the proposed model.
© 2017 Elsevier B.V. All rights reserved.
1. Introduction
As an efficient transportation mode, pipelines have always been applied in the field of petroleum and petrochemicals
transportation (Shen, et al. [1]). At present, most refined products are transported from wharfs and refineries to each city
through pipelines (Liang, et al. [2]). Thus scheduling optimization of multi-product pipeline with multiple batches is the key
issue in pipeline operation and management, whose quality will directly affect operation security, transport efficiency and
oil supply for downstream market (MirHassani, et al. [3], Mostafaei and Hadigheh [4]). Aiming at different network forms and
multi-batch transportation modes, the scheduling of multi-product pipeline with multiple batches can draw up the integral
scheduling plan based on refineries’ production plans and downstream markets’ demands, realizing the safe, effective and
* Corresponding author.
E-mail address: liangyt21st@163.com (L. Yongtu).
http://dx.doi.org/10.1016/j.cam.2017.05.040
0377-0427/© 2017 Elsevier B.V. All rights reserved.
42 Z. Haoran et al. / Journal of Computational and Applied Mathematics 327 (2018) 41–63
Nomenclature
Sets and indices

i∈I Number set of stations.
j∈J Number set of batches, J = {Jnew ∪ Jold }.
Jnew Number set of new batches, which have not arrived into pipeline at the beginning of study time.
Jold Number set of old batches, which are already in pipeline at the beginning of study time.
k∈K Number set of time windows.
o∈O Number set of oil types.
Continuous Parameters
CBP Cost of deviation per unit mass if actual downloaded volume does not satisfy the demand.
CBN Cost of deviation per unit mass if actual downloaded volume exceeds the demand.
M A maximum value.
QJmax Maxim injection flowrate at initial station.
QJmin Minimum injection flowrate at initial station.
QPLmaxi Maxim flowrate inside pipeline between station i and station i + 1.
QPLMmini Minimum flowrate inside pipeline between station i and station i + 1 when mixture interface exists.
QPLNmini Minimum flowrate inside pipeline between station i and station i + 1 when there is no mixture interface.
VZSi Volume coordinates of station i.
VZJj Volume coordinates of batch j, j ∈ Jold .
VXi,o Demanded volume of oil type O at station i.
VINVmaxo,k Maximum injecting capacity of oil type O at initial station.
ρo Density of oil type O.
Positive continuous variables

EAi,o , EBi,o Artificial variables induced in the linearization of objective function.
VSi,o Actual delivered volume of oil type O at station i.
VJk Volume of injected oil at initial station in time window k.
VJTk Accumulated injection volume at initial station at the start of time window k.
VSJi,j,o Delivery volume of oil type O in batch j at station i.
VINVo,k Tank storage volume of oil type O at initial station in the beginning of time window k.
VOi,k Oil delivery volume at station i in time window k.
τk Beginning time of time window k.
tNj Injection time of batch j at initial station.
tDi,j Arrival time of batch j at station i.
Negative continuous variables

VZJj Volume coordinates of batch j, j ∈ Jnew .
Discrete variables
SNj Injection time nodes sequence of batch j at initial station.
SDi,j Arrival time nodes sequence of batch j at distribution station i.
Binary variables
FTJk,j If batch j is injected into pipeline at the start of time window k, FTJk,j = 1, otherwise, FTJk,j = 0.
FTJDk,j If batch j is being injected at initial station in time window k, FTJDk,j = 1, otherwise FTJDk,j = 0.
FTDi,k,j If batch j can be delivered to station i in time window k, FTDi,k,j = 1, otherwise, FTDi,k,j = 0.
FMi,k If oil mixture interface exists in the pipeline between station i and station i + 1 at time-window k, FMi,k = 1,
otherwise FMi,k = 0.
FKARBk,i,j If time window k is previous to the arrival of batch j at station i, FKARBk,i,j = 1, otherwise FKARBk,i,j = 0.
BJOj,o If oil type o is transported in batch j, BJOj,o = 1, otherwise BJOj,o = 0.
BTOi,k If oil is delivered to station i in time window k, BTOi,k = 1, otherwise BTOi,k = 0.
BISi,k If the pipeline between station i and station i + 1 is shut down at time window k, BISi,k = 1, otherwise
BISi,k = 0.
Z. Haoran et al. / Journal of Computational and Applied Mathematics 327 (2018) 41–63 43
economic operation (Duan, et al. [5], Zhang, et al. [6]). The essence of optimal scheduling is to effectively determine the
injection plan at each source point and the delivery plan at each delivery station as well as the minimal operation cost
(Herran, et al. [7]).
The scheduling of multi-product pipeline mainly includes the non-linear integer optimization of batch orders, the
sub-issues which model from the desynchrony of injection and distribution plans (Schneider, et al. [8]), the complexity of
tracked batch interface during multiple simultaneous injection and distribution (Mostafaei, et al. [9]), as well as the various
operation modes at stations and critical event nodes introducing discontinuous item to the model (Herran, et al. [10]).
The solving difficulty of each sub-issue grows exponentially with the increase of model scales. Milidiú and Liporace [11]
demonstrated that when batches’ sequence order is considered, the scheduling of multi-product pipeline network was
a NPC problem. Moreover, these sub-issues are not normally independent but may be nonlinearly coupled with each
other (Hill, et al. [12]). The scheduling of pipeline network should take so many issues into account, such as the complex
coupling relations among variables, the influence of many factors and the demand calculation efficiency in actual production
(Mostafaei, et al. [13], Oliveira, et al. [14]), thus, solving out this type of issue is rather complicated.
In the following, we will introduce the progress of the related research and the contribution and organization of this
paper.
1.1. Related work
The determination of time expression forms is the basis to establish the scheduling model, and it will directly affect model
scale and the selection of calculating algorithm. At present, time expression of scheduling model mainly falls into the discrete
form and the continuous form.
The discrete-time expression is dividing the study period into several time windows of equal length or specific length,
and the time node in each time window is considered to be an event node of the whole scheduling plan, based on which
the logical relations among variables are analyzed and contribute to the establishment and solution of a model. The
discrete-time expression can simplify the non-linear coupling relations among each variable and reduce the difficulty in
model establishing and solving (Zhang, et al. [15]). The research of Rejowski and Pinto [16] illustrated the superiority of
discrete-time expression when it was under the non-linear constraints of time domain electricity price. In the research of
Magatao, et al. [17], discrete-time expression was applied to analyze the scheduling issue of pipeline network among ports
and interior refineries, which reflected the superiority of discrete-time expression in simplifying the large and complex
model. The study of Zyngier and Kelly [18] revealed the complexity when storage capacity constraint was introduced into
the model, which meanwhile exemplified the advantage of discrete-time expression in solving this type of issue. Through
discrete-time expression, Herran, et al. [10] successfully settled the matter of tracking batch interface during multiple
simultaneous injection and distribution. Setting the minimal power expenses as objective function, Filho and Bahiense [19]
established a MILP model to analyze the network scheduling issue by combining a post-processing heuristic algorithm. Even
though the above researches testified the advantages of discrete-time expression, it still has limitations when solving the
sub-issues such as batch tracking, discontinuous constraints at critical nodes, etc. in real cases. The scheduling period is
normally over one week on actual site. Under discrete-time expression, therefore, if the selected time length is too long, the
solving optimality will be too poor to be practicable. But if it is too short, under the rather long study time period, the model
scale will be so large that the curse of dimensionality may be introduced.
In the continuous-time expression, the time window is divided based on the start and end time of each incident in
models. The start time may be known or unknown, which means the uncertainty of time length and location. The essence of
continuous-time expression is to analyze the start–end conditions and inner connections of each incident and to establish,
optimize and solve out a model. The simplicity of model structure and the strength of variables’ coupling relations may
become undesirable under the continuous-time expression, but the model scale can be minimized to its lowest so as to
enhance the solving efficiency (Zhang and Xu [20]). Based on the former study of discrete-time MILP in branched network
scheduling (MirHassani and Ghorbanalizadeh [21]), MirHassani and Jahromi [22] proposed a continuous-time MILP. Through
calculation and comparison, the solving efficiency can be enhanced to a higher level under continuous-time expression.
The establishment of MILP model based on continuous-time expression and the optimization and calculation of scheduling
issue under different types of pipeline networks have been researched hotspots in previous studies, such as unisource
pipeline (Cafaro and Cerda [23], Cafaro and Cerda [24], Relvas, et al. [25]), tree-structure pipeline network (MirHassani and
Jahromi [22], Castro [26], Cafaro and Cerda [27]) and mesh-structure pipeline network (Cafaro and Cerda [28]). However, at
present, the solved scheduling plan is just an approximate scheduling merely based on MILP model under continuous-time
expression, which only consists of the injection and distribution volume at each station and the rough time period, but no
specific outcome for operation time.
Many other researchers also applied the heuristic algorithm to solve the complicated optimization issue. Rather than
obtaining an optimal solution within polynomial time, in this method, the calculation time and scheduling efficiency are
balanced and the second-best or satisfactory solution is obtained with little calculation. Under the guidance of domain
knowledge, the issue’s solving space can be solved and this method can receive a desirable solution within acceptable time,
even when faced with a large-scale issue. Heuristic rules of this algorithm are to study relatively mature abstract algorithms,
such as greedy algorithm or priority algorithm (Zhang, et al. [29]), or to self-make a set of logical rules for calculation based
on specific scheduling issue and process constraints in the model (Sasikumar, et al. [30]). All these researches show a better
effect of hybrid heuristic algorithms in solving fundamental mathematic issues such as the nonlinear issue of batch ordering,
the nonlinear coupling with hydraulic regulation and the solving efficiency of large-scale models (Relvas, et al. [31], de Souza,
et al. [32]). But this method can inevitably cause poor solution optimality and weak universality etc., thereby hard practicable
to solve scheduling issue which is sensitive to objective function or has special pipeline networks.
Meanwhile, there are some researchers who tried to use neural networks to solve the optimal control problem (Effati
and Pakdaman [33]). Aiming at two types of fuzzy linear programming problems with fuzzy derivative and fuzzy differential
equations, Effati, et al. [34] proposed a fuzzy neural network model and applied it to solve the fuzzy shortest path problem
and the fuzzy maximum flow problem. These researches have given some inspiration to the study of fuzzy system operation
optimization issue. However, when the issue is characterized by multi-process and multi-subproblem, more efficient hybrid
method should be developed specifically.
Later on, many scholars conducted algorithm researches to solve out detailed supply scheduling plan (Ilaya-Ayza,
et al. [35]). Cafaro, et al. [36] studied the single source pipeline. On account of the solved approximate plan from Cafaro
and Cerda [23], they developed the fractional-step algorithm for detailed-scheduling, and on this basis, the algorithm for
detailed scheduling plan which could guarantee simultaneous distribution was also developed in Cafaro, et al. [37]. Lately,
based on the above researches and considering the nonlinear constraints of hydro-mechanical coupling, (Cafaro, et al. [38])
established a MINLP model and solved out the detailed scheduling plan on instance of a real pipeline. As ACO is apt at dealing
with complex optimization issues (Fidanova and Pop [39], Xu [40]), in our previous works (Zhang, et al. [41]), we proposed a
hybrid algorithm coupling with the ACO and simplex method, which sets the batch injection time and batch arrival time as
time nodes and could directly solve out the detailed scheduling plan. But due to the limitation of ACO, the calculation would
be slower and of poor effect when dealing with complex scheduling issues.
Based on literature review, now there is few relative research on employing self-learning algorithm to solve multi-product
pipeline scheduling. In this paper, a model for detailed scheduling is established based on continuous-time expression and
the model can be solved through coupling with fuzzy clustering algorithm and ACO. Moreover, the employed algorithm is
a self-learning algorithm, which means it can not only self-learn and store data, but also self-improve the calculation speed
and efficiency with in-depth training and sustained usage.
1.2. Contributions of this work
• A self-learning algorithm is proposed in this paper, which can be employed to solve out the detailed scheduling for
multi-product pipeline.
• In the model, the discontinuous constraints induced from batch interface migration can be solved in this algorithm.
• This algorithm is self-learning and can improve calculation speed and efficiency by itself.
• The proposed approach is verified to be reliable and practicable through the six cases calculation of a real pipeline in
China.
1.3. Paper organization
The methodology and details of the mathematical model are given in Sections 2 and 3, respectively. Section 4 describes
the calculation process in detail. Section 5 presents a real case study in China to verify the reliability and practicability of the
proposed approach. The conclusions are provided in Section 6.
2. Methodology
In this section, the detailed information of the studied issue will be stated firstly. Then, the requirements for model
building, such as model parameters, decision variables, objective and assumptions, will be introduced.
2.1. Issue description
Under normal circumstances, different types of products refined from refineries or imported from harbor will be
continuously transported in sequence in a pipeline. The output volume of each product is not so large that pipeline
construction for each product will increase the investment cost for additional built pipeline, as well as the transportation
cost. Thereby, batch pipelining is employed to transport multiple products. Several types of oil which flows in the same
direction will be transported to consumption places in one pipeline, so economic benefit will be improved. Meanwhile,
the product will be directly or indirectly transported to the market, so mostly, there are many distributions alongside to
guarantee the oil supply for stations or nearby cities, as shown in Fig. 1. Any distribution alongside the pipeline will affect
downstream thus scheduling is constrained both by shipper and market, causing difficulties in scheduling. To satisfy market
demand and ensure the safety and steady operation, field operation control center must real-time control the distribution
volume and transportation volume along pipelines in every time period (Liang, et al. [42]). As mentioned earlier, up to now,
there has been many researchers focusing on the scheduling optimization issue of multi-product pipeline and considering
many process constraints in real operation, which will not be enumerated in this paper. But most of them neglected two
Fig. 1. Batch transportation process in multi-product pipeline.
discontinuous essential process constraints, which are rather important in real field, and these two requirements will be
described in detail in this paper.
When single type of oil is transported in pipeline, lower limit of oil flow will be regulated in the field, which is determined
by delivery capacity of oil transfer pump, measuring range of equipment and operation limit of other facilities, making it also
known as lower limit of facility flow. When pipeline transportation starts up after a shutdown, the flowrate must exceed
this lower limit. On the other hand, as study shows, when Reynold’s number increases, mixed oil volume will decrease
correspondingly, and when Reynold’s number is over a critical value, oil mixture will almost be a constant. It means that if
batching interface exists, flowrate should be increased to a certain value in order to minimize oil mixture and ensure the
Reynold’s number above its critical point. And the flowrate here is called lower limit of oil-mixture flow. Generally, lower
limit of oil-mixture flow is larger than the limit of facility flow (Zhang, et al. [6]). Thereby in operation process, the batch
migration will have an influence on constraints’ boundary condition, which is the reason to set batch arrival time as time
node when dividing time windows in model establishment.
Meanwhile, since refined products are of rather high quality demand, oil mixture not only lowers oil quality, but also
requires for mixed plug re-downloading, which is to be fed back according to oil quality or returned to refineries for
reprocessing. The formation of oil mixture, to a certain point, is a loss for multi-product sequence transportation, and
the more the mixture, the greater the loss. If the pipeline is shut down when batch interface exists, the mixture volume
will sharply increase due to density differences. Furthermore, oil mixing will get strengthened if the mixture is at the
place of severe height-variability, which will lead to huge losses for Pipeline Transportation Company. Therefore, in real
operation, shut-down is normally avoided when batch interface exists. However, in previous studies on refined products
scheduling conducted by many researchers, few of them considered this process constraint. To reduce mixture losses in
oil transportation as well as to make established scheduling model closer to real engineering process, in this paper, the
constraints of no shut-down when oil mixed plug exists are involved in the model. Thus large-volume oil mixture caused by
shut-down can be avoided.
2.2. Model requirements
In this paper, a self-learning algorithm is proposed to solve the optimal detailed scheduling of multi-product pipeline. A
detailed scheduling of single-source multi-product pipeline can be obtained when solving the model.
Given:
• Production data: injection batch sequences, initial inventories, limits of inventories as well as production rate
• Cost data: delivery volume deviation cost
• Station and pipeline data: stations’ positions, limits of flowrate, limits of delivery rate as well as initial state of batches
in pipeline
• Fixed time points: start and end time of study horizon
• Demand plan: demand volumes.
Determine:
• Injection plan: injection volumes, sequence of batches as well as batch’s volume

• Delivery plan: delivery volumes and delivery time windows.
Objective:
Minimize the deviation between the demand and actual delivery plan to schedule the batches’ injection and delivery plan
under various operational and technical constraints.
The scheduling for the refinery multi-product pipeline system is subject to different kinds of constraints. In order to build
and solve the model effectively, assumptions are made as follows:
Fig. 2. Constraint relations among time nodes.
• When batches move in multi-product pipeline in order, contamination will occur inevitably between two adjacent
oils. The mixed oil section is considered as an interface.
• The oil products are incompressible.
• Injection flowrate at the initial station and delivery flowrate at distribution terminals are constant within a time
window.
• Pumps in pump stations are variable-speed pumps, and their facility constraints have already been reflected through
pipeline flow constraints. The scheduling plan can satisfy each flow constraint, which means proper delivery pressure
can be provided through the regulation of pump, so it can be guaranteed that conveying fluid can be transported to
destination with no throttling loss. Meanwhile, conveying flow is no longer related to efficiency of pump stations,
namely in study period, the total transportation energy consumption is only linear with total transport volume. And
due to the known total transport volume, total energy consumption is of a certain value. In this model, the objective
function is not set as the minimal transportation energy consumption.
• In real production process, each distribution station will report to dispatcher their quantity demand based on
local market conditions. However, when distribution station is evaluating quantity demand, the considerations of
upstream-supply constraint and pipeline-operation constraint may be left out, leading to the quantity demand
unreasonable. Based upon this, the scheduling plan drawn up by dispatchers cannot satisfy the oil demand of all
stations. Hence, when making a scheduling plan, downstream market demand should be best satisfied under the
guarantee of safe and stable operation. In this paper, the optimal model is established by setting the minimal deviation
of sum volume in all distribution stations and the total demand volume as objective function.
3. Mathematical model
In this paper, the model is established based on continuous-time expression by setting station arrival time and injection
time of each batch as time nodes. The issue of multi-product pipeline scheduling optimization is divided into two parts: one
is sequencing issue of time nodes, and the other is establishing MILP model at known time nodes’ sequence.
3.1. Time node sequence
As shown above, time nodes in this paper are batch arrival time and batch injection time. To order these nodes in time
rank, their internal constraints should be explored at first. For the same batch, the injection time must be earlier than the
time of batch head arriving at each station, and the arrival time of batch head at the previous station must be earlier than
that at the next station. For the same station, the arrival time of previous batch must be earlier than that of the next batch.
As shown in Fig. 2, this multi-product pipeline system consists of one initial station (injection station) and three distribution
stations. Five batches of oil are going to be injected into this system. These time nodes satisfy the following constraints:
tNj ≤ tDi,j i ∈ I, j ∈ J (1)

tNj ≤ tNj+1 j∈J (2)
tDi,j ≤ tDi,j+1 i ∈ I, j ∈ J (3)
tDi,j ≤ tDi+1,j i ∈ I, j ∈ J. (4)
Even though the constraints among particular variables are already known, the sequencing order of other time nodes such
as the relation of time nodes tDi,j and t Di−1,j+1 is hard to be determined. And it will lead to many sequencing possibilities,
which is one of the reasons why the optimal scheduling issue of multi-product pipeline is so complicated. When the
sequencing order is already known, we can obtain much information at each time window. For instance, if a time window
is among time nodes tDi,j and tDi+1,j , it means in this time window, the head of oil batch j will be in the pipeline between
stations i and i + 1. Hence, if the sequencing order of time nodes is known, whose calculation method will be explained in
detail in Section 4, the discontinuous issue induced through batch-interface-migration model will be solved.
All binary variables related to time node sequences in MILP model in Section 3.2 can be expressed as the following.
{
FTJk,j = 1 if k = SNj
j ∈ Jnew , k ∈ K (5)
FTJk,j = 0 if else
if SNj ≤ k < SNj+1
{
FTJDk,j = 1
j ∈ Jnew , k ∈ K (6)
FTJDk,j = 0 if else
if SDi,j ≤ k < SDi,j+1
{
FTDi,k,j = 1
i ∈ I, j ∈ J, k ∈ K (7)
FTDi,k,j = 0 if else
if SDi,j ≤ k < SDi+1,j
{
FMi,k = 1
i ∈ I, j ∈ J, k ∈ K (8)
FMi,k = 0 if else
if k < SDi,j
{
FKARBk,i,j = 1
i ∈ I, j ∈ J, k ∈ K . (9)
FKARBk,i,j = 0 if else
3.2. MILP model at known time nodes’ sequencing order
3.2.1. Objective function

This paper aims at the best satisfaction of downstream market, namely the minimal deviation of sum volume in all
distribution stations and the total demanding volume as objective function. According to engineering habit, mass is generally
adopted as the unit of measurement.
∑∑
CB ρo ⏐VXi,o − VSi,o ⏐ i ∈ I, o ∈ O
⏐ ⏐
min f = (10)
i o
{
CB = CBP if VXi,o − VSi,o ≥ 0
i ∈ I , o ∈ O. (11)
CB = CBN if VXi,o − VSi,o < 0
Linearize the objective function.

∑∑(
CBN ρo EAi,o + CBP ρo EBi,o i ∈ I, o ∈ O
)
min f = (12)
i o
VXi,o − VSi,o + EAi,o ≥ 0 i ∈ I , o ∈ O (13)

VSi,o − VXi,o + EBi,o ≥ 0 i ∈ I , o ∈ O. (14)
3.2.2. Injection constraints

Due to capacity constraints of pump unit and measuring equipment, the injection volume at the initial station should
meet a certain limit.
VJk ≤ (τk+1 − τk ) QJmax k∈K (15)

VJk ≥ (τk+1 − τ k) QJmin k ∈ K. (16)
The accumulated injection volume at initial station equals the accumulated volume at the beginning time of last time
window with the addition of the total injection volume during the last time window.
VJTk = VJTk−1 + VJk−1 k ∈ K. (17)
According to the definition, the volume coordinate of new batch should be negative to the value of injection volume at
initial station from research-start time to injection-start time of this batch, which is calculated as below.
j ∈ Jnew , k ∈ K
( )
VZJj ≤ −VJTk + 1 − FTJk,j M (18)
j ∈ Jnew , k ∈ K .
( )
VZJj ≥ −VJTk + FTJk,j − 1 M (19)
Total injected volume of every oil type should be traced at each time node, the detailed calculation method of which is
expressed as below.
⎛ ⎞
∑
VINVo,k ≤ VINVo,k−1 − VJk + ⎝1 − FTJDk,j BJOj,o ⎠ M j ∈ Jnew , k ∈ K , o ∈ O (20)
j
⎛ ⎞
∑
VINVo,k ≥ VINVo,k−1 − VJk + ⎝ FTJDk,j BJOj,o − 1⎠ M j ∈ Jnew , k ∈ K , o ∈ O (21)
j
∑
VINVo,k ≤ VINVo,k−1 + FTJDk,j BJOj,o M j ∈ Jnew , k ∈ K , o ∈ O (22)
j
∑
VINVo,k ≥ VINVo,k−1 − FTJDk,j BJOj,o M j ∈ Jnew , k ∈ K , o ∈ O. (23)
j
The total injected volume of each type of oil should less than the maximum injecting capacity of initial station
VINVmaxo,k ≥ VINVo,k k ∈ K , o ∈ O. (24)
3.2.3. Download constraints

If the station is in no need of oil delivery, then the oil delivery volume at this time window is 0.
VOi,k ≤ BTOi,k M i ∈ I, k ∈ K . (25)

Due to the capacity constraints of measuring equipment and limited receiving ability of station, the delivery volume at
station should meet with a certain range.
VOi,k ≤ (τk+1 − τk ) QOmaxi + 1 − BTOi,k M i ∈ I, k ∈ K
( )
(26)
VOi,k ≥ (τk+1 − τk ) QOmini + BTOi,k − 1 M i ∈ I, k ∈ K .
( )
(27)
Since the sequence of time nodes is already known, which means the delivered oil type at each time window is given,
the actual oil delivery volume during research time can be clear. If a batch is confirmed to be of one oil type, the delivery
volume of this oil type is equal to the batch delivery volume. If the batch is not of this type of oil, then this type of oil cannot
be obtained at station.
∑
i ∈ I, j ∈ J, k ∈ K , o ∈ O
( )
VSJi,j,o ≤ VOi,k FTDi,k,j + 1 − BJOj,o M (28)
k
∑
i ∈ I, j ∈ J, k ∈ K , o ∈ O
( )
VSJi,j,o ≥ VOi,k FTDi,k,j + BJOj,o − 1 M (29)
k
∑
VSJi,j,o ≤ BJOj,o M i ∈ I, j ∈ J, o ∈ O (30)
i
∑
VSi,o = VSJi,j,o i ∈ I , j ∈ J , o ∈ O. (31)
j
3.2.4. Time constraints

Time node at the back sequence must be later than that at the front.
τk+1 ≥ τk k ∈ K . (32)
3.2.5. Pipeline condition constraints

Pipeline flowrate should satisfy a certain range. Just as illustrated in Issue Description section, the lower limit of flow is
different whether there is oil mixture interface or not.
i
∑
VJk − VOi′ ,k ≤ (τk+1 − τk ) QPLmaxi i ∈ I, k ∈ K (33)
i′ =1
i
∑
VOi′ ,k ≥ (τk+1 − τk ) QPLMmini + FMi,k − 1 M i ∈ I, k ∈ K
( )
VJk − (34)
i′ =1
i
∑
VJk − VOi′ ,k ≥ (τk+1 − τk ) QPLNmini − FMi,k M − BISi,k M i ∈ I, k ∈ K . (35)
i′ =1
No shut-down operation is permitted if oil mixture interface exists in pipeline.
1 − FMi,k ≥ BISi,k i ∈ I, k ∈ K . (36)

When pipeline shuts down, the flowrate is 0.
i
∑
VOi′ ,k ≥ 0 i ∈ I , k ∈ K .
( )
1 − BISi,k M ≥ VJk − (37)
i′ =1
According to volume conservation, the volume coordinate of station i minus that of batch j should be equal to the total
injection volume at initial station before batch j arriving at station i minus the total delivery volume of batch j at each station
preceding station i when batch j arriving at the previous stations preceding station i but before arriving at station i.
i−1
∑ ∑∑
i ∈ I, j ∈ J, k ∈ K .
[( ) ]
VZSi − VZJj = FKARBk,i,j VJk − 1 − FKARBk,i′ ,j FKARBk,i,j VOi′ ,k (38)
k k i′ =1
4. Model solving
From Section 3 we can see if the sequencing order of one set of time nodes is known, based on the proposed method, a
MILP model can be established and the detailed scheduling plan can be solved out. The key of this method is to determine
the best sequencing order of time nodes. Zhang, et al. [41] proposed a method to solve out the best sequencing order of time
nodes through ACO. Firstly, under the hypothesis that no delivery was proceeded at delivery station, the sequencing order of
a time-nodes set could be calculated according to the injection batch that was at average flowrate. The sequencing order was
called as no-operation time nodes order, which was set as the initial position of ACO, and the optimal plan could be iteratively
solved. However, if the optimal sequencing order is of great deviation from the initial value, this calculation method will cost
long time and tend to converge into local optimal solution due to the adopted ACO. Thereby the initial position is essential
to calculation efficiency. Analyzing plenty of scheduling plan in real fields and carrying on multiple experimental tests, we
find that for modeling one pipeline, if the known variables are of slight difference with each other, time-nodes sequencing
order in optimized scheduling plan will be also similar. According to these studies, we can record all historical scheduling
plans and find out the most similar records through variables comparison, whose time-nodes sequencing order will be set
as the initial position for new calculation, thus we can enhance convergence rate and improve the calculation effect.
4.1. Fuzzy clustering analysis
Of all historical calculated scheduling plans, the demanded volume at each delivery station is set in matrix ADD and initial
pipeline condition is set in matrix AIP . n ∈ N = {1, 2, . . . , nm} is the serial number of historical scheduling plans. These
matrixes are expressed in detail as below. VXn,i,o represents the demanded volume of oil type o at station i in plan n. VZJn,j is
the volume coordinate of batch j in plan n.
⎡ ⎤
VX1,1,1 ··· VXn,1,1 ··· VXnm,1,1
.. .. .. .. ..
. . . . .
⎢ ⎥
⎢ ⎥
.. ..
⎢ ⎥
ADD =⎢ V i ∈ I , o ∈ O, n ∈ N (39)
⎢ ⎥
⎢ X1,i,o . VXn,i,o . VXnm,i,o ⎥
.. .. .. .. ..
⎥
⎢ ⎥
⎣ . . . . . ⎦
VX1,im,om ··· VXn,im,om ··· VXnm,im,om
⎡ ⎤
VZJ1,1 ··· VZJn,1 ··· VZJnm,1
⎢ .. .. .. .. ..
⎢ . . . . .
⎥
⎥
.. ..
⎢ ⎥
AIP = ⎢ V j ∈ jold , n ∈ N . (40)
⎢ ⎥
⎢ ZJ1,j . VZJn,j . VZJnm,j ⎥
⎢ . .. .. .. ..
⎥
⎣ ..
⎥
. . . . ⎦
VZJ1,jmo ··· VZJn,jmo ··· VZJnm,jmo
[ ] [a′ ]
ADD
Set AZ = and a′ = DD
. a′DD is the vector of demanded volume at delivery stations in new calculation case. a′IP is
AIP a′IP
the vector of initial pipeline condition in new calculation case. The objective solution here is to find out a vector in matrix A
which is most similar[ with]a′ , thus
( in
) this paper, the fuzzy clustering analysis is adopted. ⌢
Firstly, set A = AZ , a′ = aij n×m (here i, j, n, m, k are redefined). Then standardize the matrix A, and make A =
(⌢ ) aij −min1≤i≤n aij { } ⌢
a ij , where a⌢ij =
n×m { }
max1≤i≤n aij −min1≤i≤n aij { } . Then, calculate the proximity rij of any two vectors in matrix A , where
Fig. 3. Flowchart of self-learning algorithm.
( ik jk )
⌢
a ∧⌢
∑m
a
rij = ∑km=1 ⌢ . And establish a fuzzy similar matrix R. Calculate the transitive closure R̂ and finally come up with
k=1 (
a ∨⌢a ik jk )
the similarity relations of vector a′ with all vectors in matrix A. Choose close approximate vectors with a′ and withdraw
its time-nodes sequencing order from historical database, and then set it as the initial value for calculating case in ACO.
The detailed process of adjusting time sequencing order, which is the calculation process of ACO, is as the same in Zhang
et al. [41], so here is no detailed discussion about it.
4.2. Process of self-learning algorithm
As mentioned earlier, if the initial position is much closer to the optimum, the calculation will converge in a faster speed
at better efficiency. From fuzzy clustering analysis, we can know its calculation process is not so complicated and of less
calculation amount which means rather shorter computing time compared with the MILP model. Therefore, a larger scale of
historical database does not definitely prolong the overall calculation time, but it may provide more tendencies for the initial
position to be closer to the optimum, which will greatly reduce the total calculation amount and speed it up (Wei, et al. [43]).
Thus, the essence of this issue is to build an enormous historical database. In this paper, a self-learning approach is adopted.
In the beginning construction of historical database, we randomly generate several sets of initial computing cases based
on the range of model variables and solve them out by algorithm proposed previously, and record these cases in historical
database. Next, we randomly generate plenty of test cases, and find their initial solution (which is also the initial time-nodes
sequencing order) from database by fuzzy clustering analysis. Then the scheduling plan and time-nodes sequencing order
of new cases can be solved by hybrid algorithm, which needs to be recorded into historical database.
Local optimization of the learning object (closest approximate vector) is easy to mislead new solutions trapping into
local optimal solutions. To avoid this situation, not only does a learning object need to be specified, but follows the similarity
order calculated by Fuzzy clustering analysis. m series of scenarios with the highest similarity should be chosen to proceed
time ordering in turn and incorporated into the model as an initial value for solution. Then find the optimal result of each
calculation to store into the historical database.
Before being applied into real field engineering, the program will solve out its self-generated calculation cases and record
them into historical database hundred and thousand times a day. In real field application, the scheduling plan calculated from
this program in field will also be recorded into the database. With the increase of calculation time numbers, the computing
speed and efficiency in new case will be enhanced. The detailed calculation flowchart is shown as below (see Fig. 3).
5. Results and discussion
5.1. Study example
Take a real multi-product pipeline which is operating in China as an example, under the circumstance of different injection
volumes and demanded volumes correspondingly at injection stations and delivery stations, the oil transportation plan is
made. This pipeline is 375.5 km long with one injection station and four delivery stations, and it transports 0# diesel, 92#
and 95# gasoline, among which 0# diesel and 95# gasoline cannot adjacent with each other. At initial time only 0# diesel
is transported inside pipeline and starts to inject 92# gasoline. The densities of 0# diesel, 92# gasoline and 95# gasoline are
respectively 845 kg/m3 , 735 kg/m3 and 740 kg/m3 . When scheduling batch plan, since the property of 92# and 95# gasoline
is similar, the shut-down operation of pipeline segment where there is mixture interface of 92# and 95# gasoline is allowed;
while the pipeline segment where there is mixture interface of 0# diesel and 92# gasoline is forbidden. The operating time
is limited to more than 1.5 h for fear of frequent variation of the flowrate.
The basic data of pipeline is shown in Table 1.
The upper and lower limits of pipeline flowrate are shown in Table 2.
The delivery flowrate ranges of each delivery station are shown in Table 3.
Table 1
Basic data of pipeline.
Pipeline section Pipeline length (km) Inner diameter (mm)
IS–D1 130.4 492.2
D1–D2 139.5 492.2
D2–D3 66.9 441.2
D3–TS 38.7 441.2
Table 2
Upper and lower limit of pipeline flowrate.
Pipeline section Upper limit of Lower limit of flowrate (without Lower limit of flowrate (with 0# Lower limit of flowrate (with
flowrate (m3 /h) batch interface in pipeline) diesel and 92# gasoline batch 95# and 92# gasoline interface
(m3 /h) interface in pipeline) (m3 /h) in pipeline) (m3 /h)
IS–D1 1100 100 680 550
D1–D2 1100 100 680 550
D2–D3 1100 100 550 440
D3–TS 1100 100 550 440
Table 3
Delivery flowrate ranges of delivery station.
Delivery station Upper limit of delivery flowrate Upper limit of delivery flowrate Lower limit of delivery flowrate
when delivering diesel (m3 /h) when delivering gasoline (m3 /h) (m3 /h)
D1 900 950 100
D2 600 600 100
D3 580 580 100
TS 600 600 100
Fig. 4. Batch migration chart of case 1.
5.2. Results
In this paper, there are six real-world demand plans of the pipeline as cases for the model application. Since the batch
scheduling plan solved out involves a great number of time windows, it will be tedious to display the complex batch
plan adopting the expression of Cafaro and Cerda [23]. Hence the batch migration chart, namely a kind of Gantt chart, is
determined in the paper to show the batch migration process. In the figures, vertical and horizontal axes represent pipeline
length and time respectively. Different colors demonstrate different oil (i.e. 0# diesel—red, 92# gasoline—yellow, and 95#
gasoline—blue). The left square on vertical axis denotes pipeline initial state. The underside square on horizontal axis denotes
injection plan of initial station and the square parallel with station coordinate denotes delivery plan, among which the square
height is the operating flowrate. The more the flowrate is, the higher the square is. The black oblique line denotes batch
interface migration, where larger slope indicates the increase of flowrate. If the oblique line is parallel with the time axis, it
will demonstrate shut-down operation at this place.
5.2.1. Case 1
The scheduling time horizon is 192.16 h. The demand at each delivery station is shown in Table 4.
Based on the proposed model in this paper, the obtained delivery plan is shown in Fig. 4. The detailed flowrate in each
pipeline segment is shown in Fig. 5. And the flowrate of delivery stations is shown in Fig. 6.
(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
Fig. 5. Flowrate in each pipeline segment of case 1.
Table 4
Demanded oil type and quality at each delivery station of case 1.
Station Downloaded oil
92# gasoline (t) 95# gasoline (t) 0# diesel (t)
D1 15 000 8000 16 000
D2 16 000 6000 16 000
D3 14 000 3000 11 000
D4 9 000 3000 20 000
Table 5
D1 16 000 8000 21 000
D2 13 000 7000 11 500
D3 16 000 4000 18 500
D4 13 000 6000 10 000
5.2.2. Case 2
The obtained delivery plan is shown in Fig. 7. The detailed flowrate in each pipeline segment is shown in Fig. 8. And the
delivery flowrate at each delivery station is shown in Fig. 9.
5.2.3. Case 3
The obtained delivery plan is shown in Fig. 10. The detailed flowrate in each pipeline segment is shown in Fig. 11. And
the delivery flowrate at each delivery station is shown in Fig. 12.
(a) D1. (b) D2.
(c) D3. (d) TS.
Fig. 6. Delivery flowrate at each delivery station of case 1.
Table 6
D1 11 000 7000 13 000
D2 8 000 4000 15 000
D3 14 000 2000 14 000
D4 11 000 4000 19 000
(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
(a) D1. (b) D2.
(c) D3. (d) TS.

(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
5.2.4. Case 4
5.2.5. Case 5
(a) D1. (b) D2.
(c) D3. (d) TS.
Table 7
D1 21 000 5200 12 000
D2 14 000 4800 14 000
D3 12 000 3500 10 000
D4 8 000 4500 25 000
(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
Table 8
D1 19 500 6400 13 000
D2 19 000 6300 16 000
D3 13 000 3300 13 000
D4 8 500 2000 19 000
Table 9
Injected oil type and quality of case 6.
D1 17 000 8000 18 000
D2 14 000 7000 11 500
D3 15 000 4000 7 000
D4 14 000 6000 24 500
5.2.6. Case 6
5.3. Discussion
According to the six cases above, the model becomes more complex since the lower limit of pipeline segment flowrate
changes with batch interface migration and the original model boundary conditions converts into another decision variable
(a) D1. (b) D2.
(c) D3. (d) TS.
with the shut-down constraints of pipeline segments. Among the six cases, all the injection and delivery plans can be finished
in appropriate time windows and there is no shut-down happening in the pipeline segment existing the batch interface of
0# diesel and 92# gasoline. Moreover, all the pipeline segment flowrates satisfy the limit ranges and the operating time is
over 1.5 h.
The six cases have the same MILP scale as a result of the same station and batch numbers. The detailed model scale
is shown in Table 10. The case considers the lower limit variation and shut-down constraints of pipeline flowrates but
few previous models have taken these constraints into account. Consequently, the approach cannot be compared with the
previous objectively and the approach addressed in our previous studies is decided for the comparison with this paper. In
the light of the analysis on a large amount of historical data in field, the demand of delivery stations for each kind of oil
(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
Table 10
MILP model scale of the example.
Cont. var. Disc. var. # of eq. con. # of ineq. con.
2225 1117 868 15 999
Notes: Cont. var. denotes the number of continuous variables. Disc. var. denotes the number of discrete
variables. # of eq. con. denotes the number of equality constraints. # of ineq. con. denotes the number of
inequality constraints.
Table 11
Influence of the learning object number on the model.
Case r = 100 r = 100 r = 100 r = 100
m=1 m=5 m = 10 m = 20
CPU time (s) f CPU time (s) f CPU time (s) f CPU time (s) f
1 60.1 0.0 59.3 0.0 58.2 0.0 59.2 0.0
2 502.4 0.0 479.1 0.0 479.5 0.0 478.5 0.0
3 1210.3 420.1 1124.6 420.1 1124.3 420.1 1007.9 402.6
4 853.1 157.7 861.2 157.7 544.3 0.0 554.5 0.0
5 932.5 829.1 942.1 829.1 899.6 668.7 883.3 668.7
6 71.2 0.0 71.1 0.0 70.5 0.0 70.9 0.0
is determined by randomly generating integer value from 2000 t–25 000 t with a thousand unit and the algorithm can be
trained. As for the self-learning approach, the training time r and the learning object number m in each study is related to the
solution accuracy. In order to demonstrate the learning object number m exerting influence on the solving effect, we specify
the number as 1, 5, 10, and 20 respectively and the training time as 100. The corresponding calculation result is shown in
Table 11. To illustrate the influence of learning time r exerting on model solving effect, we select the algorithm with training
times of 500, 800 and 1000 and learning object number of 20 solve the model respectively. The solving effect is shown in
Table 12.
(a) D1. (b) D2.
(c) D3. (d) TS.
From the calculation results, the algorithm proposed by Zhang et al. [41] has better calculation effect in cases 1, 2 and 6,
which can converge to the global optimal solution. While as for cases 3, 4 and 5, there are longer calculation time and worse
solving effect. It is the result of selecting an inappropriate position of initial solution in ACO algorithm, causing the model
converging to a local optimal solution. When the learning object numbers are 1 and 5, as seen in Table 11, the calculation
time reduces after the training time comes to 100 but there is still a local optimal solution in cases 3, 4 and 5 (same with
Zhang et al. [41]). When the learning object number is 10, it is much more possible to obtain the global optimal solution due
to the increase of the learning object number. And there is a global optimal solution getting converged in case 4, whereas a
local optimal solution is still trapped in cases 3, 4 and 5. When the learning object number is 20, it does not converge into
local optimization in cases 3 and 5 but its convergence value gets smaller compared with previous results, which proves the
(a) IS—D1. (b) D1—D2.
(c) D2—D3. (d) D3—TS.
Table 12
Influence of the training time on the model.
Case r = 500 r = 800 r = 1000 Zhang et al. [41]
m = 20 m = 20 m = 20
CPU time (s) f CPU time (s) f CPU time (s) f CPU time (s) f
1 10.6 0.0 4.3 0.0 4.3 0.0 174.1 0.0
2 60.6 0.0 16.3 0.0 4.2 0.0 625.8 0.0
3 383.6 0.0 5.3 0.0 5.3 0.0 1340.6 420.1
4 181.2 0.0 8.5 0.0 5.5 0.0 1066.7 157.7
5 211.1 0.0 4.5 0.0 4.5 0.0 1189.5 829.1
6 18.0 0.0 4.3 0.0 4.3 0.0 135.5 0.0
convergence value has escaped from the previous local optimization. From Table 12, the solving efficiency and effect can be
improved obviously when getting the learning object trained for 100 times. When the training time is 500, the algorithm can
solve all the cases and find the global optimal solution. When it is 800, it will spend 7.2 s at average obtaining final results.
And when it comes to 1000 times, the optimal solution can be carried out in single-time calculation.
6. Conclusion
Base on fuzzy clustering analysis, ACO algorithm and MILP model, a self-learning algorithm is proposed in this paper
to solve out the detailed scheduling plan of refined products. The established model considers two common process
requirements for pipeline segment, which are the variation of flowrate lower limit constraints and no shut-down operation
when mixed oil plug is transported. Those issues strengthen the practicality as well as the complexity of the formulation.
The objective function aims to work out a scheduling plan with the least mass deviation. Thus, the model is divided into two
parts: the sequencing model of time nodes and the MILP model at the solved sequencing order. In MILP model, the constraints
of injection, delivery, time and pipeline conditions are taken into consideration. This method has the ability of self-learning,
and it can learn to speed up and enhance its calculation efficiency. The model is solved at programming environment of
MATLAB 2014b and GUROBI as MILP solver.
(a) D1. (b) D2.
(c) D3. (d) TS.
This approach has been successfully applied to scheduling a product pipeline in China, which has one injection station
and four distribution stations, and solved out six cases based on field needs to verify model’s veracity and practicability.
Acknowledgments
This work was part of the Program of ‘‘Study on the mechanism of complex heat and mass transfer during batch transport
process in products pipelines’’ funded under the National Natural Science Foundation of China, grant number 51474228. The
authors are grateful to all study participants.
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Journal of Computational and Applied Mathematics 327 (2018) 41–63

Contents lists available at ScienceDirect

Journal of Computational and Applied

A self-learning approach for optimal detailed scheduling of

Sets and indices

Positive continuous variables

Negative continuous variables

1.1. Related work

1.2. Contributions of this work

1.3. Paper organization

2.1. Issue description

Fig. 1. Batch transportation process in multi-product pipeline.

2.2. Model requirements

• Injection plan: injection volumes, sequence of batches as well as batch’s volume

Fig. 2. Constraint relations among time nodes.

3.1. Time node sequence

tNj ≤ tDi,j i ∈ I, j ∈ J (1)

3.2. MILP model at known time nodes’ sequencing order

3.2.1. Objective function

Linearize the objective function.

VXi,o − VSi,o + EAi,o ≥ 0 i ∈ I , o ∈ O (13)

3.2.2. Injection constraints

VJk ≤ (τk+1 − τk ) QJmax k∈K (15)

VJTk = VJTk−1 + VJk−1 k ∈ K. (17)

VINVmaxo,k ≥ VINVo,k k ∈ K , o ∈ O. (24)

3.2.3. Download constraints

VOi,k ≤ BTOi,k M i ∈ I, k ∈ K . (25)

3.2.4. Time constraints

3.2.5. Pipeline condition constraints

No shut-down operation is permitted if oil mixture interface exists in pipeline.

1 − FMi,k ≥ BISi,k i ∈ I, k ∈ K . (36)

4.1. Fuzzy clustering analysis

Fig. 3. Flowchart of self-learning algorithm.

4.2. Process of self-learning algorithm

5. Results and discussion

5.1. Study example

Fig. 4. Batch migration chart of case 1.

(a) IS—D1. (b) D1—D2.

(c) D2—D3. (d) D3—TS.

Fig. 5. Flowrate in each pipeline segment of case 1.

(a) D1. (b) D2.

(c) D3. (d) TS.

Fig. 6. Delivery flowrate at each delivery station of case 1.

Fig. 7. Batch migration chart of case 2.

(a) IS—D1. (b) D1—D2.

(c) D2—D3. (d) D3—TS.

Fig. 8. Flowrate in each pipeline segment of case 2.

(a) D1. (b) D2.

(c) D3. (d) TS.

Fig. 9. Delivery flowrate at each delivery station of case 2.

Fig. 10. Batch migration chart of case 3.

(a) IS—D1. (b) D1—D2.

(c) D2—D3. (d) D3—TS.

Fig. 11. Flowrate in each pipeline segment of case 3.

(a) D1. (b) D2.

(c) D3. (d) TS.

Fig. 12. Delivery flowrate at each delivery station of case 3.

Fig. 13. Batch migration chart of case 4.

(a) IS—D1. (b) D1—D2.

(c) D2—D3. (d) D3—TS.

Fig. 14. Flowrate in each pipeline segment of case 4.

(a) D1. (b) D2.

(c) D3. (d) TS.