dantzig-wolfe decomposition

Optimal Residential Users Coordination Via Demand Response: An Exact Distributed Framework

  • Natalia Alguacil Conde
  • Michael David de Souza Dutra
    • Categories Applications - OR and Management Sciences Tags , , ,

    This paper proposes a two-phase optimization framework for users that are involved in demand response (DR) programs. In a first phase, responsive users optimize their own household consumption, characterizing not only their appliances and equipments but also their comfort preferences. Subsequently, the aggregator exploits in a second phase this preliminary non-coordinated solution by implementing a … Read more

    Optimal Aggregated Peak Shaving Via Residential Demand Response: A Framework for Retailers

  • Natalia Alguacil Conde
  • Michael David de Souza Dutra
    • Categories Energy Tags , , , ,

    This paper proposes an optimization framework for retailers that are involved in demand response (DR) programs. In a first phase responsive users optimize their own household consumption, characterizing not only their smart home components but also their comfort preferences. Then, the retailer exploits in a second phase this preliminary non-coordinated solution to implement a peak … Read more

    A decentralized framework for the optimal coordination of distributed energy resources

  • Miguel F. Anjos
  • Andrea Lodi
  • Mathieu Tanneau
    • Categories (Mixed) Integer Linear Programming, Energy Tags , , , , ,

    Demand-response aggregators are faced with the challenge of how to best manage numerous and heterogeneous Distributed Energy Resources (DERs). This paper proposes a decentralized methodology for optimal coordination of DERs. The proposed approach is based on Dantzig-Wolfe decomposition and column generation, thus allowing to integrate any type of resource whose operation can be formulated within … Read more

    Dantzig Wolfe decomposition and objective function convexification for binary quadratic problems: the cardinality constrained quadratic knapsack case

  • Alberto Ceselli
  • Lucas Létocart
  • Emiliano Traversi
    • Categories (Mixed) Integer Nonlinear Programming, Combinatorial Optimization, Quadratic Programming Tags , , ,

    The purpose of this paper is to provide strong reformulations for binary quadratic problems. We propose a first methodological analysis on a family of reformulations combining Dantzig-Wolfe decomposition and Quadratic Convex Reformulation principles. As a representative case study, we apply them to a cardinality constrained quadratic knapsack problem, providing extensive experimental insights. We show that … Read more

    Random Sampling and Machine Learning to Understand Good Decompositions

  • Saverio Basso
  • Alberto Ceselli
  • Andrea Tettamanzi
    • Categories (Mixed) Integer Linear Programming, Data-Mining Tags , ,

    Motivated by its implications in the development of general purpose solvers for decomposable Mixed Integer Programs (MIP), we address a fundamental research question, that is to assess if good decomposition patterns can be consistently found by looking only at static properties of MIP input instances, or not. We adopt a data driven approach, devising a … Read more

    A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems

  • Andreas Grothey
  • Kenneth McKinnon
  • Tim Schulze
    • Categories (Mixed) Integer Linear Programming, Stochastic Programming Tags , , , , ,

    In recent years the expansion of energy supplies from volatile renewable sources has triggered an increased interest in stochastic optimization models for hydro-thermal unit commitment. Several studies have modelled this as a two-stage or multi-stage stochastic mixed-integer optimization problem. Solving such problems directly is computationally intractable for large instances, and alternative approaches are required. In … Read more

    An approximation scheme for a class of risk-averse stochastic equilibrium problems

  • Juan Pablo Luna
  • Claudia Sagastizábal
  • Mikhail V. Solodov
    • Categories Complementarity and Variational Inequalities, Stochastic Programming Tags , , , , ,

    We consider two models for stochastic equilibrium: one based on the variational equilibrium of a generalized Nash game, and the other on the mixed complementarity formulation. Each agent in the market solves a one-stage risk-averse optimization problem with both here-and-now (investment) variables and (production) wait-and-see variables. A shared constraint couples almost surely the wait-and-see decisions … Read more

    Automatic Dantzig-Wolfe Reformulation of Mixed Integer Programs

  • Martin Bergner
  • Alberto Caprara
  • Alberto Ceselli
  • Fabio Furini
  • Marco E. Lübbecke
  • Enrico Malaguti
  • Emiliano Traversi
    • Categories (Mixed) Integer Linear Programming Tags , , , , ,

    Dantzig-Wolfe decomposition (or reformulation) is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs). However, the method is not implemented in any state-of-the-art MIP solver as it is considered to require structural problem knowledge and tailoring to this structure. We provide a computational proof-of-concept that the reformulation can be automated. That … Read more

    Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs

  • Gerald Gamrath
  • Marco E. Lübbecke
    • Categories (Mixed) Integer Linear Programming Tags , , ,

    We report on experiments with turning the branch-cut-and-price framework SCIP into a generic branch-cut-and-price solver. That is, given a mixed integer program (MIP), our code performs a Dantzig-Wolfe decomposition according to the user’s specification, and solves the resulting re-formulation via branch-and-price. We take care of the column generation subproblems which are solved as MIPs themselves, … Read more