Coal Blending Models for Optimum Cokemaking and Blast Furnace Operation

Author(s): F. J. Vasko, D. D. Newhart and A. D. Strauss

Source: The Journal of the Operational Research Society , Mar., 2005, Vol. 56, No. 3
(Mar., 2005), pp. 235-243
Published by: Palgrave Macmillan Journals on behalf of the Operational Research
Society

Stable URL: https://www.jstor.org/stable/4102122

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Journal of the Operational Research Society (2005) 56, 235-243 0 2005 Operational Research Society Ltd. All rights reserved. 0160-5682/05 $30.00

www.palgrave-journals.com/jors

Coal blending models for optimum cokemaking

and blast furnace operation
FJ Vasko'*, DD Newhart2 and AD Strauss2
'Kutztown University, Kutztown, PA, USA; and 2ISG Research, Bethlehem, PA, USA

An important problem at an integrated steel-producing plant is the blending of different types of coals to make coke for
the blast furnace operation. Historically, linear blending models were not appropriate because coal properties important
for both optimum cokemaking and blast furnace operation do not combine linearly and are not completely understood.
In this paper, a solution methodology is developed that utilizes two techniques: (1) a mixed integer linear programming
model for blending the candidate coals to produce coke at a minimum cost and (2) binary decision tree analyses and
results that are converted into model constraints to ensure the production of high-quality coke. Subsequently, the model
results are used at the pilot-scale oven for testing and for validating the new, improved blend(s) that have been
recommended by the model. This is an on-going need that is dictated by changing availabilities in both coal prices and
sources. These steps reduce costs by both minimizing the number of blends to be tested at the pilot-scale facility and
ensuring a minimum cost coal blend that is useable for the operating facilities. Hypothetical, but realistic, data are used
to illustrate how the model performs.
Journal of the Operational Research Society (2005) 56, 235-243. doi:10.1057/palgrave.jors.2601846
Published online 25 August 2004

Keywords: coal blending; cokemaking; mathematical programming; binary trees

Introduction oven for testing and validating the new, improved blend(s)
that have been recommended by the model.
Present day blast furnaces require high-quality coke to
Sample results using hypothetical, but realistic, data will
achieve productivity and quality goals. In addition, the wall
be used to show how the models can be used to make
pressure limitations of high-capacity by-product-type coke
practical decisions concerning the blending of coals for
ovens require coking coal blends that produce lower coking
cokemaking. Specifically, the models help the decision-
pressures than required by by-product facilities in the past.
making process of narrowing down a candidate list of new,
Determining the optimal composition to meet these coke-
coal blends that need to be tested at the pilot oven facility
making and blast furnace requirements is complicated
and used at the blast furnace operation. This improves the
because the transformation of coal to coke is extremely
timeliness of the entire pilot oven testing process by avoiding
complex and is still not totally understood today.' Deter-
the 'change-one-variable-at-a-time' syndrome; and it im-
mining an optimum coal blend composition is very difficult
proves the effectiveness of the decision-making need to
because of the complexity of both the chemical as well as the
arrive at a minimum cost coal blend. As coal markets and
thermal properties of the individual coal types. Furthermore,
suppliers continue to undergo dramatic shifts and changes,
individual coals typically lack all the necessary properties
this entire process must be repeated and managed in an on-
required to make good coke for the blast furnace without
going manner to evaluate new coal blends for the test oven
being detrimental to by-product coke ovens in terms of
facility as the need arises. The next section will provide
acceptable coke oven wall pressure.'
background information on the actual cokemaking and blast
In this paper, a solution methodology is developed that
furnace operations.
utilizes two techniques: (1) a mixed integer linear program-
ming model (MILP) for blending the candidate coals to
produce coke at a minimum cost and (2) binary decision tree
analyses and results that are converted into model con-
Cokemaking and blast furnace operations
straints that ensure the production of high-quality coke.
Subsequently, the model results are used at the pilot-scale Cokemaking is the carbonization of coal at high tempera-
tures (1100-12000C) in an oxygen-deficient atmosphere for
*Correspondence: FJ Vasko, 510 Ellen Street, Hellertown, USA. the purpose of concentrating the carbon. The cokemaking
E-mail: vasko@kutztown.edu operation is composed of the following steps:

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236 Journal of the Operational Research Society Vol. 56, No. 3

* Selected individual coals are pulverized, proportioned The coal blend must be carefully selected so that the peak
according to a set recipe, and mixed to ensure homo- coke oven wall pressure does not exceed the wall strength
geneity. limitations. Otherwise, the coke oven walls can be seriously
* The blended coal is oiled for proper bulk density and damaged. In contrast, coke stability must be high enough to
charged into a battery of slot-type ovens, each sharing a ensure good performance in the blast furnace. Generally,
common heating flue with the adjacent oven. when the stability is high, the oven wall pressure also tends
* Heat is transferred from heating flues through the silica to be high. Conversely, if the oven wall pressure is low, then
brick oven walls into the coal. coke stability tends to be low. Therefore, an optimum coal
* When the temperature is between 375 and 4750C, the coal blend from a technology viewpoint must balance coke oven
begins to transform into viscous plastic layers near eachwall pressure versus coke stability. In addition, the cost of
wall of the coke oven. During the carbonization cycle, coals from the individual suppliers and the total number of
these layers or zones move away from each wall towardstest runs needed at the pilot oven facility are the two key
the centre of the coke oven. factors impacting total costs.
* When the temperature is between 475 and 6000C,
significant evolution of tar and hydrocarbon compounds
occurs. Continued movement of the plastic zones toward Coal characteristics important for cokemaking and blast
the centre of the oven causes gases to be driven toward the furnace operation
centre of the oven and eventually, when the two plastic
One of the major objectives for coke producers is to develop
zones meet, a maximum pressure is applied to the coke
oven walls. coal blends and coke oven battery-operating procedures that
will produce the lowest cost, highest quality metallurgical
* When the temperature reaches 600-1100'C, the coke
grade coke with minimal risk to the longevity of the coke
begins to stabilize. This is distinguished by the coke mass
oven battery. Over the years, this has become more difficult
contracting. For example, if half of the coke remains at
because of (1) the more stringent coke quality required by
the end of a laboratory test, then a stability index
high-productivity blast furnaces, (2) diminishing reserves of
percentage is established as 50%. Typical values are
between 50% and 65%. high-quality low-pressure coals, and (3) ageing (and weaker)
by-product coke oven batteries.
* At the end of the coking cycle, coke is pushed from the
A review of the literature that covers decades of coal and
oven and is quenched with water prior to screening and
coke research revealed that there is no single specific test yet
shipment to the blast furnace.
developed that can be used to directly determine if a coal will
produce a high-quality coke.' Instead, multitudes of
A blast furnace is used to transform iron ore, limestone
empirical laboratory tests have been developed to investigate
and coke into molten iron. In today's high-productivityparticular
blast aspects of the physical, chemical, and thermal
furnaces, coke quality has become the dominant factor to
behaviour of individual coal samples. Coke producers have
maintain a consistent blast furnace operation and produce a use the results of a combination of these empirical
had to
high-quality hot metal product. The use of high-qualitytests
coketo determine blend compositions that will produce the
in the blast furnace will result in lower coke consumption,
highest quality metallurgical grade coke.
higher productivity, and lower hot metal cost. As the Laboratory and pilot-scale tests that were used for the
primary fuel in the blast furnace, coke must be strong
development of this coal blending model include, but are not
limited to, the following:
enough to support the weight of the blast furnace burden
and have the proper size distribution to be permeable
enough to permit the passage of hot blast air for
Chemical analysis
combustion. The primary combustion product, carbon
monoxide, then reacts with the iron oxides in the oreVolatile
to matter, ash, and sulphur contents in coal were
produce carbon dioxide and liquid metallic iron ordetermined
'hot by well-known established ASTM test proce-
metal'. dures. Coals can be classified by the amount of volatile
Traditionally, the most important property of coke matter
that they contain and for the purposes of this discussion
impacts blast furnace performance is stability. A tumblerare divided into high-, medium-, and low-volatile coal types.
test
is used to measure coke's ability to defy breakage High-volatile
and coals tend to produce low coke oven wall
abrasion at room temperature. This is used to predictpressure,
how but produce coke that is too weak and reactive to
be used in the blast furnace. Medium-volatile coals tend to
well the coke will perform in the upper part of the blast
produce high coke oven wall pressure, but also produce a
furnace. The higher the stability, the better the performance
high-quality coke product. Low-volatile coals produce
in the blast furnace. For high-productivity blast furnaces,
other factors such as the chemical composition of the dangerously
coke high coke oven wall pressures and produce a
have increased importance. coke product that will be inferior to the quality required at

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 FJ Vasko et al-Coal blending models 237

the blast furnace. Thus, the key to successful cokemaking is
the judicious blending of high-, medium-, and low-volatile
coal types to yield coke properties better than any of the
cokes produced by the individual coals.
Microscopic evaluation of coal composition
Established test procedures for the microscopic evaluation of
coal were used to identify and quantify the individual
components in coal. These components are divided into two
major groups, reactives (eg, vitrinite, exinite, and resinite)
and inerts (eg, fusinite and micrinite). Years of meticulous
research work has determined how the reactives and inerts
both contribute to the resultant coke quality and coking
pressure produced when the coal is coked. Of particular
importance to cokemakers is the reactive vitrinite. The rank
or vitrinite reflectance (ability to reflect light) of the coal
tends to increase as the volatile matter content of the coal
vitrinite reflectance distribution had a very severe impact on
the model results and he had to relax these constraints to get
more acceptable results. However, no explicit constraints
dealing with fluidity or dilatation are mentioned in the
Simons paper.
A mathematical programming model to optimize the
blending of coals for cokemaking and blast furnace
operations must account for the following system con-
straints:
1. A maximum on the expected coke oven wall pressure to
ensure both the safety and longevity of the by-product
coke oven facility.
2. A minimum on the expected coke stability to ensure the
efficiency and high productivity of operating the blast
furnace.
3. A maximum on the percent volatile matter in the coal
blend to ensure a uniform yield of blast furnace coke.

decreases. More important than the average vitrinite 4. A maximum on the percent sulphur in the coal blend to
reflectance value is the distribution of vitrinite reflectance ensure environmental compliance at the coke oven
operation.
in a coal sample. By convention, this distribution is identified
5. A maximum on the percent of ash content in the coal
by a sequence of numbers indicating the percentage of
blend to ensure a low ash content in the final coke
the sample whose reflectance lies in the following intervals:
product.
0-0.09% reflectance is VO, 0.10-0.19% reflectance is VI,...,
and finally the 2.10-2.19% reflectance is V21. 6. Desired minimum and maximum percents for each coal
in the blend to guarantee a safe coking coal blend and
provide realistic bounds for coal blend changes normally
Thermal properties of coal required during daily operations.
7. A minimum number of input coals that should be in the
Established test procedures of interest for the evaluation of
blend to ensure the production of high-quality metallur-
the thermal properties of coal include fluidity and dilat-
gical grade coke.
ometer (expansion/contraction) testing. An important prop-
8. A maximum number of input coals that should be in the
erty of coal for cokemaking is its fluidity and it is historically
blend to reflect the maximum number of blending bins in
measured by an instrument called a Gieseler Plastometer.
the coal handling operation.
This device measures the fluidity of a coal over a specific
temperature regime and expresses the fluidity as dial Constraints 3-8 can be incorporated into a MILP model.
divisions per minute (DDPM). Three important tempera-However, at the start of this research, there were no known
tures are also recorded: (1) the first temperature is the start
mathematical relationships that could be used to represent
of the fluid range, (2) the second temperature is that of Constraints 1 and 2, arguably the most important con-
maximum fluidity, and (3) the third temperature is the end ofstraints, in this mathematical program.
the fluid range. Another important property of coal for
cokemaking is its expansion and contraction characteristics
when heated under controlled conditions. Typically, theDevelopment of coke oven pressure and blast furnace
expansion/contraction characteristics are measured using an stability constraints
Audibert-Arnu Dilatometer.
To find predictors of coke oven wall pressure and coke
stability, 32 coal blend tests on the pilot-scale Movable Wall

Coal blending optimization models Test Oven (MWTO) were analysed. Coal blends producing
oven wall pressures less than or equal to 0.9psi and coke
A 1997 paper by Simons2 is the only paper we are aware of stability greater than or equal to 60 are identified as 'good'
in the operations research literature that discusses the blends. If the pressure maximum was exceeded or the
optimal blending of coals specifically for cokemaking. In stability minimum was not met, the coal blend was not
that paper, the author tries to force the solution to have a 'good'. Of the 32 coal blends in the sample population, 17
certain vitrinite reflectance distribution in order to ensure were good blends, 13 were unacceptable because of high
good coking qualities for the coke oven and blast furnace oven wall pressure, and two were unacceptable because of
operations. Simons found that putting constraints on the low stability.

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238 Journal of the Operational Research Society Vol. 56, No. 3
The binary decision tree approach was selected for three
reasons: (1) we wanted a method for classifying the historical
coal blends as good or bad, (2) a highly, nonlinear equation
was not needed and was probably not feasible for predicting
an exact stability number and/or oven wall pressure number,
and (3) the sequential information from the branches of a
classification tree were very useful as part of the mathema-
tical model constraints for evaluating candidate coal blends.
The analysis was performed with a software3 package
called CART? (Classification and Regression Tree).
CART? generated binary decision trees using the coal
properties (see above) and the blend fitness (good or bad).
CART? is based on the ID3 algorithm3 and grows the
regression trees using the Gini algorithm.3 Ideally, the
output from CART? would be a regression tree with pure
nodes. In other words, it would partition the coal blends into
groups of good blends and bad blends using the tree.
Tracing the path to a particular node then identifies the
'good' blend properties.
Constructing an optimal decision tree has been shown to
be NP-complete.4 As such, an iterative approach was
employed to build the decision tree (see Figure 1). Initial
decision trees were developed and presented to a cokemak-
Candidate Coals and Associated Properties
Cokemaking
CART Model and Parameter Expert &
-- - Settings for Controlling Node First
Splitting and Tree Growth Principles
Evaluate Decision Tree
for Blends
Predicting Good/Bad -,
Final CART Prediction Model Information
MILP Model to Minimize Cost
Subject to CART Constraints
and Other Technical Constraints
t4 MILP Model Blend for
Validation at Test Ovens
Minimum Cost Coal Blend
Validated at Test Ovens for
Use in Production Coke Oven
Operations
Figure 1 Solution methodology.
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ing expert. The expert's feedback was used to change
parameter settings in the CART? software resulting in the
development of better decision trees. Tree quality was
measured using the following three criteria: (1) the branching
decisions related to first principles of cokemaking, (2) most
branches produced nodes with high purity (little or no
mixing of good and bad blends), and (3) the tree was not too
complex or dense (each node contained several blends, not
just one or two). The final result is presented in Figure 2.
This represents many iterations through the above process.
Since the data are proprietary, actual values used to define
the branching rules in the tree will not be specified.
The tree is read as follows: node 1 contains eight good
coal blends and no bad coal blends. These blends all have
low DDPM and a low LOGDPPM. Node 2 contains two
good blends and two bad blends. These blends have
DDPM and high LOGDPPM. Node 3 contains six goo
blends and one bad blend. The single bad blend in node
had acceptable stability but a marginally bad oven
pressure. These blends have high DDPM, low NV12 an
low coking rate. Nodes 4 and 5 contain mostly bad blen
Nodes 1 and 3 are desirable nodes because there is a hig
probability of producing good coke. Tracing the pat
these nodes identifies beneficial coal blend properties. N
2, 4, and 5 are not desirable, and coal blends with t
properties should be avoided.
Model One-Node 1 only
The first mathematical programming model that
developed assumed that there is only one path through
tree or terminal branch that is acceptable to achieve a b
that satisfies both stability and pressure. In other wor
only the conditions that result in Node 1 in Figure 2 a
considered adequate to ensure that Constraints 1 and 2 g
above are met. In this model, the coal blend solution w
meet all the constraints associated with Node 1 of the bin
decision tree. This model determines the proportion of
component coal that is in a ton of the optimum coal ble
For this model, the objective function is to minimize the c
per ton of the coal blend. No actual tons are used anywh
in the model and all constraints must be satisfied.
Variables
N number of candidate coals being considered
pi proportion of candidate coal i used in the blend
yi auxiliary variable that is 1, if candidate coal i is used in
the blend, O otherwise
Parameters
ci cost per ton of candidate coal i
vi volatile matter content in candidate
coal i
 FJ Vasko et al-Coal blending models 239

low DDPMhigh

NV12
LOG
DPPM
low
high
low high

Node 1 Node 2
8 Good 2 Good
0 Bad 2 Bad Node 5
0 Good
8 Bad

Coking
Rate

low high

Node 3 Node 4
6 Good 1 Good
IBad 4 Bad

Figure 2 Final cart tr

ai ash content in candidate coal i value must be at least zero

si sulphur content in candidate coal i MAXPROi maximum proportion allowed for
di laboratory DDPM test value for candidate coal i in the blend. This
candidate coal i value can be at most one (100%).
i loglo of DDPM for candidate coal i Mixed integer linear programming formulation Model
MAXV maximum volatile matter allowed in One (Node 1 only)
the coal blend
MAXA maximum ash content allowed in the
coal blend Minimize Ccii (0)
(0)
MAXS maximum sulphur content allowed in subject to
the coal blend

MAXDDPM maximum weighted average DDPM yi >Pi for i = 1,..., N (1)

value allowed for the coal blend
MAXLOGDDPM maximum weighted average of the 1000pi, yi for i= 1,..., N (2)
loglo of DDPM values allowed for
the coal blend Pi = 1 (3)
MINCOALS minimum number of coals to be
blended
MAXCOALS maximum number of coals to be
blended

MINPROi minimum proportion required for aipi < MAXA (5)

candidate coal i in the blend. This

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240 Journal of the Operational Research Society Vol. 56, No. 3

minimum and maximum on the proportion of a coal used in

siPi MAXS (6) the optimum coal blend, as well as, the minimum and
maximum number of coals allowed in the optimum coal
Sdipi MAXDDPM (7) blend. Constraint set (13) are non-negativity conditions on
the pi variables (redundant because of constraint set (11))
and (14) ensures that the yi variables are binary.
iPi p< MAXLOGDDPM (8) Within the context of the cardinality constrained knap-
sack problem, De Farias and Nemhauser5 discuss an
>yi,~>MINCOALS (9) interesting modelling approach that can be used as an
alternative to the use of auxiliary (the yi's) variables in order
to ensure that the number of coals selected is between the

Syi MAXCOALS minimum

(10) and maximum numbers specified in the problem.
Rather than introducing the auxiliary 0-1 variables (yi) and
the inequalities (1), (2), (9), and (10), they would keep the
pi >MINPROi for i = 1,..., N (11)
continuous pi variables and enforce Constraints (9) and (10)
pi <MAXPROi fori = 1,..., N (12) algorithmically. Specifically, their approach would use a
specialized branching scheme and stronger inequalities valid
pi >,0 for i = 1,...,N (13) for the convex hull of the feasible set in the space of the
continuous pi variables. On cardinality constrained knapsack
yi= Oorl fori= I,...,N (14) problems requiring at least 500 auxiliary 0-1 variables, De
Farias and Nemhauser5 showed that their alternative
The objective function minimizes the cost per ton of
approach coal
to the use of auxiliary 0-1 variables was
used in the blend. Constraint set (1) ensures that if a coalsuperior.
computationally is
Although
used (pi > 0) in the blend, then an auxiliary variable not as computationally efficient as the De
is 'turned
on' (y-i= 1). Analogously, Constraint set (2) ensures
Farias and that if approach just discussed, we decided
Nemhauser
the auxiliary variable is 'turned on' (yi = 1), then the amount
to use auxiliary 0-1 variables. Our reasons are that this
of coal used should be positive (pi> 0). Note that Constraint
problem required not more than 20 auxiliary 0-1 variables
set (2) is necessary because there is no economic
(typically less thanin
incentive 10), and the fact that the user desired that
the objective function for the yi's to bethe
'turned
model beoff'.
implemented in the popular spreadsheet
Constraint sets (1) and (2) along with the auxiliary variables
EXCEL? software with the standard Solver.
yi are needed so that we can define constraints on the
maximum and minimum numbers of coals used in the blend,
respectively. Constraint (3) ensures that the amount of coals1 or 3
Model Two-Nodes
used to make 1 ton of blended coal adds to one (100%).
After using
Constraint (4) ensures that the weighted average ofModel
the One on several different test cases, it wa
volatile matter of the coals in the blend does not exceed its decided that the model needed to be made more flexible.

specified maximum value. Constraint (5) ensures that theSpecifically, the upper limits on ash, sulphur, and volatile
matter could be violated with some penalty incurred for the
weighted average of the ash content of the coals in the blend
does not exceed its specified maximum value. Constraint (6)violation. This could be handled easily in the model through
ensures that the weighted average of the sulphur content the
of standard use of deviational variables.6'7 More impor-
tantly, although a coal blend that met all the constraints of
the coals in the blend does not exceed its specified maximum
value. Constraint (7) ensures that the weighted average of Node 1 was highly desirable, the cokemaking expert noted
the DDPM values of the coals in the blend does not exceed that acceptable coal blends actually in use for cokemaking
its specified maximum value. Constraint (8) ensures that thetypically satisfied the constraints of Node 3. Therefore, we
decided to allow as a solution to our mathematical
weighted average of the loglo of the DDPM values of the
coals in the blend does not exceed its specified maximum programming model a coal blend that satisfied the
value. Although, in this model, Constraint (7) is made constraints leading to Node 3. However, a severe penalty
redundant by Constraint (8), we include it in the model to is imposed so that an optimal coal blend will meet the
indicate the constraints that determine Node 1. Constraint constraints of Node 3 instead of Node 1, only if it is not
(9) ensures that at least a minimum number of coals are technically possible to find a coal blend that meets the
blended and Constraint (10) ensures that the maximumconstraints leading to Node 1. In other words, Model Two
number of coals allowed in the blend is not exceeded. assumes that two paths through the tree, that is, two
terminal nodes, define constraints that will result in an
Constraint sets (11) and (12) ensure that the minimum and
acceptable coal blend that satisfies both stability and
maximum proportions, respectively, for each candidate coal
are met. In other words, the user can specify both apressure. In this second model, the coal blend will meet

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 FJ Vasko et a/-Coal blending models 241

either all the constraints associated with Node 1 or all the MAXA maximum ash content allowed in the
constraints associated with Node 3-this is an exclusive or coal blend
the constraints for Node 1 and the constraints for Node 3 MAXS maximum sulphur content allowed in
cannot be met simultaneously! If the constraints for Node 1 the coal blend
MAXDDPM maximum weighted average DDPM
are met, then the coking rate is not as critical as is the case
when the criteria for Node 3 are met. If the constraints for value allowed for the coal blend
Node 3 are met, then the coking rate must not exceed a MAXLOGDDPM maximum weighted average of the
specified value. In order to incorporate these constraints into loglo of DDPM values allowed for
our MILP formulation, we used traditional if-then modelling the coal blend

techniques as discussed in Winston6 (details given below). MAXNV12 maximum weighted average nv12
In addition to the cost of the coals in the blend, the value allowed for the coal blend
objective function addresses the 'cost' of meeting Node 3 MINCOALS minimum number of coals to be
constraints instead of Node 1-the preferred node. Also, this blended
model now allows the maximums on volatile matter, ash, MAXCOALS maximum number of coals to be
and sulphur to be violated and penalties incurred for any blended
violations. MINPROi minimum proportion required for
candidate coal i in the blend. This
value must be at least zero
Variables
MAXPROi maximum proportion allowed for
N number of candidate coals being considered candidate coal i in the blend.
This value can be at most one
Pi proportion of candidate coal i used in the blend
Yi auxiliary variable that is 1 if candidate coal i is (100%)
used in the blend, 0 otherwise
SPLUSV deviational variable that allows the maximum
volatile matter constraint to be violated at a Mixed integer linear programming formulation M
Two (Nodes 1 or 3)
penalty
SPLUSA deviational variable that allows the maximum
ash constraint to be violated at a penalty Minimize cipi + (PENNODE3)(RB)
SPLUSS deviational variable that allows the maximum
+ (PENV)(SPLUSV)
sulphur constraint to be violated at a penalty
+ (PENA)(SPLUSA) (15)
LB 1 if Z iliPi < MAXLOGDDPM, 0 otherwise + (PENS) (SPLUSS)
RB 1 if E invl2ipi < MAXNV 12, 0 otherwise subject to
Parameters
yi>pi for i= ,..., N (16)
ci cost per ton of candidate coal i
PENV per unit penalty if the maximum 1000pi 3yi for i = ,..., N (17)
volatile matter constraint is violated
PENA per unit penalty if the maximum ash SPi = 1 (18)
constraint is violated
PENS per unit penalty if the maximum
sulphur constraint is violated SviPi MAXV + SPLU
PENNODE3 penalty imposed if the solution im-
plies the criteria for Node 3 are met
and not Node 1 aipi MAXA + SPLUS
vi volatile matter content in candidate
coal i
siPi 4 MAXS + SPLU
ai ash content in candidate coal i
si sulphur content in candidate coal i
d/ laboratory DDPM test value for diP + 30000LB >MAXD
candidate coal i

nv12i normalized v12 vitrinite value for

coal i 5 pi + 30000LB 30000 + MAXL
li loglo of DDPM for candidate coal i
MAXV maximum volatile matter allowed in
the coal blend SdiPi - 30000RB - MAXD

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242 Journal of the Operational Research Society Vol. 56, No. 3

Constraints (22) and (23) are related. These two con-

Znvl2iPi + 30000RB <30000 + MAXNV12 (25) straints model the following if-then condition:

If EL dipi<MAXDDPM Then Ei lipipMAXLOGDDPM.

Constraints (24) and (25) are related. These two con-
yi > MINCOALS (26)
straints model the following if-then condition:
If Ej dipi > MAXDDPM Then Ei nvl2iPi1<MAXNV12.
Syi MAXCOALS (27) As stated earlier, this is the traditional approach for
modelling if-then constraints as discussed in Winston6 with
M set equal to 30 000.
LB + RB = 1 (28)
Constraint (26) ensures that at least a minimum number
of coals are blended and constraint (27) ensures that the
pi >MINPROi for i = 1,..., N (29)
maximum number of coals allowed in the blend is not

pi< ,MAXPROi for i = 1,..., N (30) exceeded. Owing to numerical accuracy of the computer, it i
possible that LB and RB can both have the value 0. In this
pi)O fori=1,...,N (31) case, neither Node 1 nor Node 3 constraints would
necessarily be met. Constraint (28) ensures that either
yi=0orl fori= I,...,N (32)
(exclusive or) Node 1 or Node 3 constraints are met.
LB = 0 orl fori= 1,...,N (33) Constraint sets (29) and (30) ensure that the minimum and
maximum proportions, respectively, for each candidate coal
RB= Oorl fori= 1,..., N (34)
are met. Constraint set (31) are non-negativity conditions on
the pi variables (redundant because of Constraint sets (29)
The objective function minimizes the sum of and the(32))
cost per that the yi variables are binary. Constraints
ensures
ton of coal used in the blend, the 'cost' of a blend meeting
(33) and (34) ensure that the variables LB and RB are
Node 3 criteria instead of Node 1 criteria, thebinary.
penalty for
violating the maximum volatile matter constraint, the
penalty for violating the maximum ash constraint, and the
penalty for violating the maximum sulphur constraint.
Model implementation and preliminary results
Constraint sets (16) and (17) and Constraint (18) are defined
The two
in the same way as in Model One. Constraint (19) models discussed above were both implemented
ensures
using
that the weighted average of the volatile matter of commercial
the coals spreadsheet software (EXCEL?) and
embedded
in the blend does not exceed its specified maximum valuemathematical
or programming software (EXCEL?
Solver).
if it does exceed the maximum value that a Also, a is
penalty user blend model was implemented that
imposed. Constraint (20) ensures that the weightedallows the user to input a test blend and then determine the
average
of the ash content of the coals in the blend does cost,
notvolatile
exceed matter, ash content, sulphur content, average
its specified maximum value or if it does exceed thenormalized average vitrinite distribution
DDPM value, and
of the blend. (21)
maximum value that a penalty is imposed. Constraint Also, the model will determine which node in
ensures that the weighted average of the sulphur the binary decision
content oftree the blend satisfies. This model was
very helpful
the coals in the blend does not exceed its specified maximum at identifying existing coal blends as satisfying
Node a
value or if it does exceed the maximum value that 3 constraints.
penalty It is important to note that a user-
is imposed. specified coal blend need not satisfy the conditions of Node 1

Table 1 Model Cases

Base Case Scenario I Scenario II

User blend Model Two Blend + 10% Model Two Blend + 15%

Coal A 25% 23.3% 17.7%

Coal B 25% 27% 40%
Coal C 20% 5% 0%
Coal D 15% 19.7% 12.3%
Coal E 15% 25% 30%
Volatile matter (max 29.0) 29.62 29 29
Ash (max 7.1) 6.29 6.64 6.85
Sulphur (max 0.61) 0.82 0.79 0.78
Node 3 1 1
Savings/ton NA $0.45 $1.00

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 FJ Vasko et al-Coal blending models 243

or 3. Sample results based on hypothetical, but realistic, because the transformation of coal to coke is a highly
information are given in Table 1. nonlinear and complex problem.
In Table 1, we assume that a user blend (Base Case) has In this paper, a MILP was presented that minimizes total
been given and the user evaluation model results indicate cost subject to various types of constraints for solving this
that this blend is characterized by Node 3 (acceptable, but problem. Furthermore, binary decision tree techniques were
not preferred). The maximum volatile matter, ash, and used to determine key constraints that are essential to ensure
sulphur values were entered primarily to test the model and coke oven wall pressure and coke stability operating
are not necessarily indicative of actual operating parameters. requirements.
The volatile matter and sulphur of this blend are slightly The MILP model is solved in EXCEL? to determine the
above the desired maximum values. To illustrate Model minimum cost coal blend composition that satisfies the coke
Two, we assumed that the user wanted to stay with theseoven
fivepressure and blast furnace stability requirements.
Usage of the model to date shows potential savings of
coal suppliers, but was interested in modifying the propor-
tions of each coal used in order to improve the blend.millions
In of dollars per year as integrated steel plants typically
Scenario I, optimal blending Model Two allowed the consume two-four million tons of coal for cokemaking per
proportions to deviate + 10% points from the user-specified
year.
proportions for each coal. The results of Scenario I show Although the constraints developed in this paper for coke
that this optimized blend is now characterized by Node oven1 wall pressure and coke stability are dependent on the
(higher probability of producing a good coke) and a
specific data used, the binary decision trees methodology
reduction in the cost per ton of coal by $0.45. Thus, for presented
a in this paper can be used on any historical coal
typical cokemaking operation, which requires two to blend fourdata in order to generate constraints for other specific
million tons of coal per year, the resultant savingscokemaking
for operations.
Scenario I would be several million dollars. Also, the volatile
Initial testing of blends recommended by the model have
matter constraint is no longer violated and the sulphur shown close agreement between predicted and actual results.
constraint violation has been reduced. In Scenario II, This validation step must be repeated several times per year
optimal blending Model Two allowed the proportions to based on changes in both coal prices and new coal sources
available in the market.
deviate + 15% points from the user-specified proportions for
each coal. As seen in Scenario I, the solution blend is
characterized by Node 1 and the cost of Scenario II
References
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In addition, Scenario II would be favourable because it only Society, Warrendale, PA, USA, March 1999 through December
1999.
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2 Simons R (1997). The black art of coke-making: how LP really
demonstrate that the optimization models can generate
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improved blends that do not necessarily deviate radically process. OR Newslett 319: 18-20.
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composition have been in perfect agreement with the model's the cardinality constrained Knapsack problem. Math Programm
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Conclusions

The problem of determining an optimal coal blend for Received April 2003;
cokemaking and blast furnace operations is difficult to solve accepted June 2004 after two revisions

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