Time-series aggregation for the optimization of energy systems: goals, challenges, approaches, and opportunities

The rising significance of renewable energy increases the importance of representing time-varying input data in energy system optimization studies. Time-series aggregation, which reduces temporal model complexity, has emerged in recent years to address this challenge. We provide a comprehensive review of time-series aggregation for the optimization of energy systems. We show where time series affect … Read more

ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units

Decarbonization via the integration of renewables poses significant challenges for electric power systems, but also creates new market opportunities. Electric energy storage can take advantage of these opportunities while providing flexibility to power systems that can help address these challenges. We propose a solution method for the optimal control of multiple price-maker electric energy storage … Read more

Energy-Efficient Timetabling in a German Underground System

Timetabling of railway traffic and other modes of transport is among the most prominent applications of discrete optimization in practice. However, it has only been recently that the connection between timetabling and energy consumption has been studied more extensively. In our joint project VAG Verkehrs-Aktiengesellschaft, the transit authority and operator of underground transport in the … Read more

Adaptive Two-stage Stochastic Programming with an Application to Capacity Expansion Planning

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often, e.g. due to contractual constraints, such flexible and adaptive policies are not desirable, and the decision maker may need to commit to a set of actions for a certain number of … Read more

A State Transition MIP Formulation for the Unit Commitment Problem

In this paper, we present the state-transition formulation for the unit commitment problem. This formulation is based on the definition of new decision variables, which, instead of indicating the on/off statuses of a generator, captures its state transitions between consecutive time periods. We show that this new approach produces a formulation which naturally includes valid … Read more

Flow shop scheduling with peak power consumption constraints

We study scheduling as a means to address the increasing energy concerns in manufacturing enterprises. In particular, we consider a flow shop scheduling problem with a restriction on peak power consumption, in addition to the traditional time-based objectives. We investigate both mathematical programming and combinatorial approaches to this scheduling problem, and test our approaches with … Read more

A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation

We present a computational framework for integrating a state-of-the-art numerical weather prediction (NWP) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the NWP model with an ensemble-based uncertainty quantification strategy implemented in a distributed-memory parallel computing architecture. We discuss computational issues arising in the implementation of the … Read more

On-Line Economic Optimization of Energy Systems Using Weather Forecast Information

We establish an on-line optimization framework to exploit weather forecast information in the operation of energy systems. We argue that anticipating the weather conditions can lead to more proactive and cost-effective operations. The framework is based on the solution of a stochastic dynamic real-time optimization (D-RTO) problem incorporating forecasts generated from a state-of-the-art weather prediction … Read more