Choose sensitivity parameters and scenarios

The Sensitivity page allows you to include step changes in a model value within the Case Stack. That is, extra cases can be added where variable values are altered, and the effect of these changes on the objective function can be analyzed. Each row in the Sensitivity page grid shows the parameter that is being varied for analysis, and allows you to enter the step changes for this parameter.

Note: This page is not available in the Multi-Start analytic.

Example: Normally, in the Crude Evaluation analytic each candidate crude is added separately to the base blend, so if there were three candidate crudes there would be three cases. When including sensitivity parameters, each of these crudes is added separately along with the different step conditions defined in the sensitivity setup. So for example, if the reformer maximum capacity were being increased in two steps, then six cases would be run (two step cases for each of the three crudes).

You must define sensitivity parameters only for the Sensitivity and Solution Robustness analytics. For other types of analytics, you should define sensitivity parameters only if you want to test your cases against variations in the values of these parameters.

The Name of a sensitivity parameter is usually the same as the name of the watch set item used to define the parameter.

There are different types of sensitivity parameter, which you choose from the Sensitivity Parameter column:

• Fixed: a new fixed value is applied to the parameter in each of the steps, overriding any Max, Min or Fixed constraint in the parent case.

• Locked: the locked solution value for the watch item in the parent case.

• Max: a new maximum constraint value is applied to the parameter in each of the steps, overriding any existing maximum.

• Min: a new minimum constraint value is applied to the parameter in each of the steps, overriding any existing minimum.

• Parent Case Solution: the solution value for the watch item in the parent case; deltas will be added as fixed targets relative to this in generated cases.

• Price: the price of the material in the parent case. Available only in the Crude, Feedstock and Product Evaluation analytics.

Each step change in sensitivity parameters is called a scenario. In the Number of scenarios field at the top of the page you can choose how many scenarios you want. Each scenario corresponds to a new column in the table.

There are three ways in which the value of a sensitivity parameter changes across scenarios. You choose among these options in the Sensitivity Basis column:

• Absolute: the actual values entered in the cells are used as the new value.

• Constant Delta: the new value is calculated by adding the difference, which may be negative, to the original value.

• Percentage Delta: the new value is calculated by adding the percentage difference, which may be negative, to the original value.

Consider what should happen to parent case solution values when using sensitivity items. Normally these are free to move, allowing the variables to respond to the sensitivity changes, but this may make comparing sensitivity runs difficult.

Consider whether some parent case solution values should be locked. This will freeze the values in all sensitivity runs, so that other variables must change according to the sensitivity. For example, it may be useful to freeze the crude purchases when performing an operating parameter sensitivity, to understand how day-to-day unit operating changes would affect the standard crude diet.

When locking solution values, take care not to lock too many values or inappropriate values according to the sensitivity, as this may cause the solution to become infeasible. For example, you might lock the crude diet and swing cut temperatures and vary the sales of gasoline and diesel. It may not be possible to meet the sales required by the sensitivity changes, as there is not enough upstream freedom within the optimization.

If you want certain parent case items to remain the same, consider either of these solutions:

• Lock the items in the parent case.

• Add the items as sensitivity items, setting these to be the same as the parent case solution and grouping them together.

Add sensitivity items

The actual variables which are stepped are taken from watch sets. Follow these steps to add items to the list of sensitivity parameters:

1. Click Add Items in the Sensitivity group of the Home ribbon tab.

2. In the Watch Items dialog choose the name of the Watch List which contains the Watch Item to vary.

3. From the watch list select the watch items to vary.

4. Click OK to close the dialog.

Probability ratios

A sensitivity scenario can be associated a probability. This is used to weight the sensitivity results to estimate the weighted effect of each sensitivity item with respect to how likely that scenario is to occur. For example, imagine that two crudes, Arab Light and Bonny Light, are being compared in a Crude Evaluation analytic, and sensitivities on low, average and high fuel oil demand are being compared. In a raw sensitivity run it may seem that Arab Light is a better crude because the higher fuel oil yield gives better overall profitability. However the chance of obtaining high fuel oil prices may be low, so in reality the other crude may be better.

Probability ratios can be associated with each scenario in the Manage Groups dialog. To associate a probability ratio:

5. Select Manage Groups.

6. Change the View to Probability Ratios.

7. Enter a ratio for each scenario.

The ratios of each group are relative to each other, and so can be expressed in whatever numerical format is best. Often they sum to 1 or 100 to represent proportions or percentages.

After running a sensitivity analytic with probability ratios, new charts are available on the Sensitivity Charts page. For each candidate and sensitivity item, the weighted results chart shows the weighted sum of the objective function. The weighted sum is calculated by multiplying the objective function by the probability ratio across the sensitivity scenarios:

Σ sensitivity result × probability ratio

8. Set sensitivity

   

   Add the required sensitivity items using the Add Items ribbon option.

9. Set probabilities

   

   Use Manage Groups to define the probability of each scenario.

10. Run cases

    

    Optimize the cases. You can then review the results using the Sensitivity Charts and Economics Summary pages.

Review sensitivity analysis results

The Sensitivity Charts page shows the effects of the step changes defined in the Sensitivity page.

The chart has a different look for the Solution Flexibility analytic, as shown in the following image.

In the Solution Flexibility analytic, there is one chart for each sensitivity scenario. In each chart, the following information is presented for each flexibility parameter:

• A blue bar shows the range of values compatible with the economic objective function reduction defined in the Flexibility Parameters page.

• A lozenge icon shows the optimal solution within that range.

• Grey horizontal lines show any constraints applied to the flexibility parameter.

Hover the mouse pointer inside a chart to display a tooltip with the exact numerical quantities of the above data for each flexibility parameter.

Show and hide data

These options are not available in the Solution Flexibility analytic.

You can configure which data are displayed in the page via the Data group of the Home ribbon tab.

From the Parameter drop-down menu, choose the result value shown. The available choices depend on the type of analytic.

Click the Relative to Base button to shows results for each sensitivity scenario as relative to the base case value. Click the button again to revert to absolute values. This button is deactivated if you have not defined any sensitivity scenarios, and therefore is always inactive for the Multi-Start analytic.

Click the Relative to Reference button to show results for each scenario relative to the reference crude, feedstock or product value chosen from the Reference drop-down menu. The Relative to Reference button is deactivated if None is selected in the Reference drop-down list. This option is available only for the Crude Evaluation, Feedstock Evaluation and Product Evaluation analytics.

Click the Filter button in the Data group of the Home ribbon tab to display the Filter dialog box. Note that the dialog box may not display all the features described in this section for some analytic types.

Use the sliders to change the range of solution values displayed for each quantity, or type values in the Min and Max text boxes. You can change the Absolute range of a quantity or the range relative to the reference, in the Relative to Reference pane.

In the Candidates pane you can include or exclude candidate feedstocks by selecting and clearing their check boxes, respectively. Type in the Find text box at the top of the dialog to filter the list of candidates. Click the button to deactivate those candidates which are currently filtered out of the displayed list, that is, those candidates with cleared check boxes.

Tip: Deselecting candidates in the filter list also deselects them in the candidates list. This means that the list can be used to screen the list of candidates for poor options, before filtering and re-optimizing with sensitivities, groups and so on.

The Sensitivities pane allows you to include or exclude sensitivity scenarios, in the same way as for candidates.

Configure units of measure

These options are not available in the Solution Flexibility analytic.

In the UoMs group of the Home ribbon tab you can configure the unit of measures to use for the Objective Function, and for Price and Amount sensitivities.

From the Amount Basis list you can choose among these options:

• % wgt: Switch to a weight-based unit in the Amount list, unless one is selected already.

• % vol: Switch to a volume-based unit in the Amount list, unless one is selected already.

• UoM: Choose any unit from the Amount list. The Amount Basis list reverts to this option if you switch from a weight-based to a volume-based unit in the Amount list, or vice versa.

Arrange chart items

These options are not available in the Solution Flexibility analytic.

In any of the Chart pages, you can change the way items in the chart are arranged via the Arrange group of the Home ribbon tab.

From the Arrange By drop-down menu you can choose whether to arrange data items by Candidate then Scenario or by Scenario then Candidate. This option is active only for the Crude Evaluation, Feedstock Evaluation and Product Evaluation analytic.

From the Sort drop-down menu you can sort data items in Ascending or Descending order. Choose None to remove sorting.

Tip: Sort the results by ascending or descending order and then use the Filter options to find candidates. Deselect poor candidates using the Filter options before running group or sensitivity analyses.

Configure axes

These options are not available in the Solution Flexibility analytic.

In the Axes group of the Home ribbon tab you can choose whether to plot the slope of the line and the solution values for the variable.

Configure flexibility parameters

These options are available only in the Solution Flexibility analytic.

Choose from the Objective Min/Max menu whether to plot solution values in Absolute units or in Relative units as percentage difference from the base solution.

In the Order By menu you can order the flexibility parameters on the x axis of each chart according to the chosen quantity.

From the Direction menu choose whether to sort the flexibility parameters in each chart in Increasing or Decreasing order of the quantity chosen in the Order By menu.