Applications – Science and Engineering

Stronger cuts for Benders’ decomposition for stochastic Unit Commitment Problems based on interval variables

  • Azema
  • Vincent Leclère
  • Wim van Ackooij
    • Categories (Mixed) Integer Linear Programming, Energy, Stochastic Programming Tags , ,

    The Stochastic Unit Commitment (SUC) problem models the scheduling of power generation units under uncertainty, typically using a two-stage stochastic program with integer first-stage and continuous second-stage variables. We propose a new Benders decomposition approach that leverages an extended formulation based on interval variables, enabling decomposition by both unit and time interval under mild technical … Read more

    Faster Solutions to the Interdiction Defense Problem using Suboptimal Solutions

  • Joshua Ong
    • Categories (Mixed) Integer Linear Programming, Energy Tags ,

    The interdiction defense (ID) problem solves a defender-attacker-defender model where the defender and attacker share the same set of components to harden and target. We build upon the best response intersection (BRI) algorithm by developing the BRI with suboptimal solutions (BRI-SS) algorithm to solve the ID problem. The BRI-SS algorithm utilizes off-the-shelf optimization solvers that … Read more

    Two-Stage Data-Driven Contextual Robust Optimization: An End-to-End Learning Approach for Online Energy Applications

  • Carlos Gamboa
  • Alexandre Street
  • Davi Valladão
  • Bernardo K. Pagnoncelli
    • Categories Energy, Robust Optimization, Stochastic Programming Tags , , ,

    Traditional end-to-end contextual robust optimization models are trained for specific contextual data, requiring complete retraining whenever new contextual information arrives. This limitation hampers their use in online decision-making problems such as energy scheduling, where multiperiod optimization must be solved every few minutes. In this paper, we propose a novel Data-Driven Contextual Uncertainty Set, which gives … Read more

    Towards robust optimal control of chromatographic separation processes with controlled flow reversal

  • Dominik H. Cebulla
  • Christian Kirches
  • Andreas Potschka
    • Categories Chemical Engineering, Robust Optimization, Systems governed by Differential Equations Optimization Tags , ,

    Column liquid chromatography is an important technique applied in the production of biopharmaceuticals, specifically for the separation of biological macromolecules such as proteins. When setting up process conditions, it is crucial that the purity of the product is sufficiently high, even in the presence of perturbations in the process conditions, e.g., altered buffer salt concentrations. … Read more

    Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach

  • Albert Solà Vilalta
  • Ignasi Mañé Bosch
  • F.-Javier Heredia
    • Categories Energy, Stochastic Programming Tags , , ,

    We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity prices are observed. This results in large-scale optimization problem instances containing large scenario trees with 34 stages, to which scenario reduction techniques are applied. … Read more

    Solution of Stochastic Facility Location Problems with Combinatorially many Decision-Dependent Distributions

  • Giovanni Pantuso
    • Categories Combinatorial Optimization, Facility Planning and Design, Stochastic Programming

    This article describes a model and an exact solution method for facility location problems with decision-dependent uncertainties. The model allows characterizing the probability distribution of the random elements as a function of the choice of open facilities. This, in turn, generates a combinatorial number of potential distributions of the random elements. Though general in the … Read more

    Measuring the Economic Value of Wind–Solar Complementarity in Europe Using Chance Constraints

  • Montree Jaidee
  • Bismark Singh
    • Categories Energy, Stochastic Programming Tags , , , ,

    The variability of wind and solar photovoltaic (PV) generation poses significant risks for producers in day-ahead electricity markets, where commitments must be made before actual output is realized. A common mitigation strategy is to invest in storage, but an alternative is to exploit the natural complementarity between wind and solar resources. We evaluate this economic … Read more

    Nonlinear Model Predictive Control with an Infinite Horizon Approximation

  • Lorenz T. Biegler
    • Categories Chemical Engineering, Control Applications, Nonlinear Optimization Tags , , , ,

    Current nonlinear model predictive control (NMPC) strategies are formulated as finite predictive horizon nonlinear programs (NLPs), which maintain NMPC stability and recursive feasibility through the construction of terminal cost functions and/or terminal constraints. However, computing these terminal properties may pose formidable challenges with a fixed horizon, particularly in the context of nonlinear dynamic processes. Motivated … Read more

    Combining Simulation with Machine Learning and Optimization to Assess Green Hydrogen Production via Offshore Wind in the Dutch North Sea

  • Justin Starreveld
  • Dick den Hertog
  • Kenneth Bruninx
  • Alessandro Bianchini
  • Riccardo Travaglini
  • R.J van 't Veer
  • Laurens Frowijn
    • Categories Applications - OR and Management Sciences, Energy, Optimization of Simulated Systems Tags , , ,

    As countries seek to decarbonize their energy systems, green hydrogen has emerged as a promising energy carrier. This paper studies the production of green hydrogen from offshore wind in the Dutch North Sea, with particular emphasis on understanding how system design decisions and uncertain parameters affect key performance indicators. The analysis builds on a detailed … Read more

    Integrated Bus Fleet Electrification Planning Through Accelerated Logic-Based Benders Decomposition and Restriction Heuristics

  • Robin Legault
  • Filipe Cabral
  • Xu Andy Sun
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design, Transportation Tags , ,

    To meet sustainability goals and regulatory requirements, transit agencies worldwide are planning partial and complete transitions to electric bus fleets. This paper presents the first comprehensive and computationally efficient multi-period optimization framework integrating the key planning decisions necessary to support such electrification initiatives. Our model, formulated as a two-stage integer program with integer subproblems, jointly … Read more