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At least 181 records · Page 10

Analysis of Modeling Assumptions used in Production Cost Models for Renewable Integration Studies

Renewable energy integration studies have been published for many different regions exploring the question of how higher penetration of renewable energy will impact the electric grid. These studies each make assumptions about the systems they are analyzing; however the effect of many of these assumptions has not been yet been examined and published. In this paper we analyze the impact of modeling assumptions in renewable integration studies, including the optimization method used (linear or mixed-integer programming) and the temporal resolution of the dispatch stage (hourly or sub-hourly). We analyze each of these assumptions on a large and a small system and determine the impact of each assumption on key metrics including the total production cost, curtailment of renewables, CO2 emissions, and generator starts and ramps. Additionally, we identified the impact on these metrics if a four-hour ahead commitment step is included before the dispatch step and the impact of retiring generators to reduce the degree to which the system is overbuilt. We find that the largest effect of these assumptions is at the unit level on starts and ramps, particularly for the temporal resolution, and saw a smaller impact at the aggregate level on system costs and emissions. For each fossil fuel generator type we measured the average capacity started, average run-time per start, and average number of ramps. Linear programming results saw up to a 20% difference in number of starts and average run time of traditional generators, and up to a 4% difference in the number of ramps, when compared to mixed-integer programming. Utilizing hourly dispatch instead of sub-hourly dispatch saw no difference in coal or gas CC units for either start metric, while gas CT units had a 5% increase in the number of starts and 2% increase in the average on-time per start. The number of ramps decreased up to 44%. The smallest effect seen was on the CO2 emissions and total production cost, with a 0.8% and 0.9% reduction respectively when using linear programming compared to mixed-integer programming and 0.07% and 0.6% reduction, respectively, in the hourly dispatch compared to sub-hourly dispatch.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Optimizing design and dispatch of a renewable energy system with combined heat and power

We embellish a mixed-integer program that prescribes a set of renewable energy, conventional generation, and storage technologies to procure, along with a corresponding dispatch strategy. Specifically, we add combined heat and power to this set. The model minimizes fixed and operational costs less incentives for the use of various technologies, subject to a series of component interoperability and system-wide constraints. The resulting mixed-integer linear program contains hundreds of thousands of variables and constraints. We demonstrate how to efficiently formulate and solve the corresponding instances such that we produce near-optimal solutions in minutes. A previous rendition of the model required hours of solution time for the same instances.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimal Renewable Resource Allocation and Load Scheduling of Resilient Communities

This paper presents a methodology for enhancing community resilience through optimal renewable resource allocation and load scheduling in order to minimize unserved load and thermal discomfort. The proposed control architecture distributes the computational effort and is easier to be scaled up than traditional centralized control. The decentralized control architecture consists of two layers: The community operator layer (COL) allocates the limited amount of renewable energy resource according to the power flexibility of each building. The building agent layer (BAL) addresses the optimal load scheduling problem for each building with the allowable load determined by the COL. Both layers are formulated as a model predictive control (MPC) based optimization. Simulation scenarios are designed to compare different combinations of building weighting methods and objective functions to provide guidance for real-world deployment by community and microgrid operators. The results indicate that the impact of power flexibility is more prominent than the weighting factor to the resource allocation process. Allocation based purely on occupancy status could lead to an increase of PV curtailment. Further, it is necessary for the building agent to have multi-objective optimization to minimize unserved load ratio and maximize comfort simultaneously.

model predictive control↗

Modular supply chain optimization considering demand uncertainty to manage risk

Supply chain under demand uncertainty has been a challenging problem due to increased competition and market volatility in modern markets. Flexibility in planning decisions makes modular manufacturing a promising way to address this problem. We report the problem of multiperiod process and supply chain network design is considered under demand uncertainty. A mixed integer two-stage stochastic programming problem is formulated with integer variables indicating the process design and continuous variables to represent the material flow in the supply chain. The problem is solved using a rolling horizon approach. Benders decomposition is used to reduce the computational complexity of the optimization problem. To promote risk-averse decisions, a downside risk measure is incorporated in the model. The results demonstrate the several advantages of modular designs in meeting product demands. A pareto-optimal curve for minimizing the objectives of expected cost and downside risk is obtained.

42 ENGINEERING↗

Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity sets defined by decision-dependent bounds on the first and second moments of uncertain parameters and by mean and covariance matrix that exactly match decision-dependent empirical ones, respectively. For both sets, we show that the subproblem in each stage can be recast as a mixed-integer linear program (MILP). Moreover, we extend the general moment-based ambiguity set in to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming (MISDP) reformulations of stage-wise subproblems. We develop methods for attaining lower and upper bounds of the optimal objective value of the multistage MISDPs, and approximate them using a series of MILPs. We deploy the Stochastic Dual Dynamic integer Programming (SDDiP) method for solving the problem under the three ambiguity sets with risk-neutral or risk-averse objective functions, and conduct numerical studies on multistage facility-location instances having diverse sizes under different parameter and uncertainty settings. Furthermore, our results show that the SDDiP quickly finds optimal solutions for moderate-sized instances under the first two ambiguity sets, and also finds good approximate bounds for the multistage MISDPs derived under the third ambiguity set. We also demonstrate the efficacy of incorporating decision-dependent distributional ambiguity in multistage decision-making processes.

97 MATHEMATICS AND COMPUTING↗

Refueling infrastructure planning in intercity networks considering route choice and travel time delay for mixed fleet of electric and conventional vehicles

The range anxiety has been a major factor that affects the market acceptance of electric vehicles. Even with the recent development of battery technologies, a lack of charging stations and range anxiety are still significant concerns, specifically for intercity trips. This calls for more investments in building charging stations and advancing battery technologies to increase the market share of electric vehicles and improve sustainability. This study suggests a configuration for plug-in electric vehicle charging infrastructure to support long-distance intercity trips of electric vehicles at the network level. A model is proposed to minimize the total system cost including infrastructure investment (building charging stations/spots) and travel time delays (charging time, waiting time in the queue, and detour time to access charging stations). This study fills existing gaps in the literature by capturing realistic patterns of travel demand and considering flow-dependent charging delays at charging stations. Furthermore, the proposed model, which is formulated as a mixed-integer program with nonlinear constraints, solves the optimization problem at the network level. At the network level, impacts of charging station locations on the traffic assignment problem with a mixed fleet of electric and conventional vehicles need to be considered. To this end, a traffic assignment module is integrated with a simulated annealing algorithm. The numerical experiments show a satisfactory application of the model for a full-scale case study (intercity network in Michigan). The solution quality and efficiency of the proposed solution algorithm are evaluated against those of an enumeration approach for a small case study. The results suggest that even for the current market share and charging stations’ setting, a significant investment is needed to support intercity trips without range anxiety issues and with acceptable delays. Additionally, through sensitivity analyses, the required infrastructure and battery investments to support intercity trips with acceptable delays are established for hypothetical increased market shares and battery size in the future.

42 ENGINEERING↗

A solution framework for linear PDE-constrained mixed-integer problems

Abstract We present a general numerical solution method for control problems with state variables defined by a linear PDE over a finite set of binary or continuous control variables. We show empirically that a naive approach that applies a numerical discretization scheme to the PDEs to derive constraints for a mixed-integer linear program (MILP) leads to systems that are too large to be solved with state-of-the-art solvers for MILPs, especially if we desire an accurate approximation of the state variables. Our framework comprises two techniques to mitigate the rise of computation times with increasing discretization level: First, the linear system is solved for a basis of the control space in a preprocessing step. Second, certain constraints are just imposed on demand via the IBM ILOG CPLEX feature of a lazy constraint callback. These techniques are compared with an approach where the relations obtained by the discretization of the continuous constraints are directly included in the MILP. We demonstrate our approach on two examples: modeling of the spread of wildfire and the mitigation of water contamination. In both examples the computational results demonstrate that the solution time is significantly reduced by our methods. In particular, the dependence of the computation time on the size of the spatial discretization of the PDE is significantly reduced.

97 MATHEMATICS AND COMPUTING↗

Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation

In this work, we consider the problem of designing a cloak for waves described by the Helmholtz equation from an integer programming point of view. The problem can be modeled as a PDE-constrained optimization problem with integer-valued control inputs that are distributed in the computational domain. A first-discretize-then-optimize approach results in a large-scale mixed-integer nonlinear program that is in general intractable because of the large number of integer variables that arise from the discretization of the domain. Instead, we propose an efficient algorithm that is able to approximate the local infima of the underlying nonconvex infinite-dimensional problem arbitrarily close without the need to solve the discretized finite-dimensional integer programs to optimality. We optimize only the continuous relaxations of the approximations for local minima and then apply the sum-up rounding methodology to obtain integer-valued controls. If the solutions of the discretized continuous relaxations converge to a local minimizer of the continuous relaxation, then the resulting discrete-valued control sequence converges weakly \(^*\) in \(L^\infty\) to the same local minimizer. These approximation properties follow under suitable refinements of the involved discretization grids. Our results use familiar concepts arising from the analytical properties of the underlying PDE and complement previous results, derived from a topology optimization point of view.

97 MATHEMATICS AND COMPUTING↗

Generation of feasible integer solutions on a massively parallel computer using the feasibility pump

Here, we present an approach to parallelize generation of feasible mixed integer solutions of mixed integerlinear programs in distributed memory high performance computing environments. This approachcombines a parallel framework with feasibility pump (FP) as the rounding heuristic. It runs multiple FPinstances with different starting solutions concurrently, while allowing them to share information. Ourcomputational results suggest that the improvement resulting from parallelization using our approach is statistically significant.

97 MATHEMATICS AND COMPUTING↗

Delivery drone route planning over a battery swapping network

Many enterprises invest on drone delivery research and development to drop off packages at consumers’ doorsteps in a matter of minutes. We study delivery drone route planning over a battery swapping network allowing farther reach by penetrating current battery capacity constraints. A mixed-integer nonlinear programming model is created to plan efficient drone routing over the swapping machines by minimizing the delivery lead time. We develop an exact solution method, evaluate its performance, and compare it with a straightforward nonlinear solver application. A case study highlights the applicability of the model. Data and source code to the solver are publicly shared.

drone battery swapping↗

Coordinated platooning with multiple speeds

In a platoon, vehicles travel one after another with small intervehicle distances; trailing vehicles in a platoon save fuel because they experience less aerodynamic drag. This work presents a coordinated platooning model with multiple speed options that integrates scheduling, routing, speed selection, and platoon formation/dissolution in a mixed-integer linear program that minimizes the total fuel consumed by a set of vehicles while traveling between their respective origins and destinations. The performance of this model is numerically tested on a grid network and the Chicago-area highway network. We find that the fuel-savings factor of a multivehicle system significantly depends on the time each vehicle is allowed to stay in the network; this time affects vehicles’ available speed choices, possible routes, and the amount of time for coordinating platoon formation. For problem instances with a large number of vehicles, we propose and test a heuristic decomposed approach that applies a clustering algorithm to partition the set of vehicles and then routes each group separately. When the set of vehicles is large and the available computational time is small, the decomposed approach finds significantly better solutions than does the full model.

33 ADVANCED PROPULSION SYSTEMS↗

Mitigation-Aware Bidding Strategies in Electricity Markets

Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate the impact of such behavior. The design of mitigation mechanisms has a direct influence on investors' profitability and thus mid-/long-term resource adequacy. In order to evaluate the effectiveness of the existing market power mitigation mechanisms, this paper proposes a mitigation-aware strategic bidding model and studies the bidding strategies of the market participants under current practice. The proposed bidding model has a bilevel structure with strategic participant's profit maximization problem in the upper level and the dispatch problem for market operators in the lower level. In particular, the consideration of potential offer mitigation is incorporated as upper-level constraints based on the conduct and impact tests. This bilevel problem is reduced to a single-level mixed-integer linear program using the KKT optimality conditions, duality theory, and linearization. Numerical results illustrate how a strategic player can exercise market power to achieve a higher profit even under the current market power mitigation process and we analyze the social impact that the market power exercise results.

Wu, Yiqian↗

Power system load flexibility forecasting

The example embodiments are directed to a system and method for forecasting load flexibility of a power grid. In one example, the method includes receiving temperature values associated with temperature set points of a plurality of loads that are included on a power grid, forecasting a flexibility of the plurality of loads using a polynomial-time mixed-integer non-linear programming (MINLP) optimization based on the received temperature values for the plurality of loads, and outputting information about the forecasted flexibility for display to a display device. The MINLP optimization performs the forecasting of the load flexibility on a fine-grained basis in comparison to conventional methods and is still fast enough that it can be computed in real-time.

Genc, Sahika↗

Data-Driven Unit Commitment Refinement - a Scalable Approach for Complex Modern Power Grids

Integration of renewable generation, which is often intermittent and decentralized, substantially increases the stochasticity and complexity of power grid operations. Future power systems planning will require significant computational capability to evaluate balance between demand and supply under varying conditions, both temporally and spatially. The standard approach for generation unit commitment is to use mixed-integer linear programming to find the optimal generation schedule considering ramping and generator constraints. In the future grid this poses computational scalability challenges because generation and demand are not known with certainty due to stochasticity in weather and complexity of the grid. To address this challenge, we present a data-driven unit commitment approach that can efficiently include stochastic weather impacts and contingency considerations to improve unit commitment. Our approach uses graph-based data analytics techniques on solutions to the security constrained (and possibly stochastic) economic dispatch problem to identify potential improvements to a given unit commitment. Recent breakthroughs in fully-parallel stochastic economic dispatch software allow this approach to be scalably deployed. Simulations on synthetic South Carolina and Texas grids show this method can improve grid reliability with security constraints over a set of contingencies, while also meaningfully lowering total generation cost.

Holt, Timothy↗

Complete Assembly of Circular and Chloroplast Genomes Based on Global Optimization

This paper focuses on the last two stages of genome assembly, namely scaffolding and gap-filling, and shows that they can be solved as part of a single optimization problem. Our approach is based on modeling genome assembly as a problem of finding a simple path in a specific graph that satisfies as many as possible of the distance constraints encoding the insert-size information. We formulate it as a mixed-integer linear programming problem and apply an optimization solver to find the exact solutions on a benchmark of chloroplasts. We show that the presence of repetitions in the set of unitigs is the main reason for the existence of multiple equivalent solutions that are associated to alternative subpaths. We also describe two sufficient conditions and we design efficient algorithms for identifying these subpaths. Comparisons of the results achieved by our tool with the ones obtained with recent assemblers are presented.

59 BASIC BIOLOGICAL SCIENCES↗

Solving the Unit Commitment Problem: Polyhedral Theory, Symmetry, and Power Flow

In this talk, I will give an overview of mixed integer linear programming (MILP) formulations and extensions thereof which enable the effective solution of the unit commitment problem (UC) when paired with a commercial MILP solver. First, we will place UC in context, stressing the importance of achieving a (near) optimal solution. Then we will discuss the importance of perfect and "good-enough" formulations for individual generators / market participants. Some of these formulations enable symmetry-aware reformulations for identical market participants, which can be critical when symmetry is present. Finally, we will discuss approximations of AC power flow currently used in practice, and the challenges with including these approximations within the UC formulation.

MATHEMATICS AND COMPUTING↗

Optimization Framework to Assess the Demand Response Capacity of a Water Distribution System

As large electricity consumers, water distribution system (WDS) pumping stations have the potential to become meaningful participants in demand response (DR) programs. The authors propose an optimization framework for assessing the DR capacity of a WDS and identifying the optimal bidding strategy for maximizing WDS revenue in the DR spot market. The proposed mixed integer linear programming (MILP) model overcomes computational constraints of previous DR optimization models by adopting a preprocessing procedure to minimize the number of binary variables and implementing a convex relaxation technique to linearize the hydraulic equations. The proposed MILP model also explicitly accounts for varying levels of risk tolerance of WDS operators by varying the recovery period over which pumping returns to business-as-usual operation. The optimization framework is implemented on a skeletonized 48-node WDS model that includes 7 pumps, 6 tanks, and 39 pipes. Using a simulated DR event and water consumption profile, the authors derive the optimal DR supply curves (i.e., compensation price versus load curtailment quantity) and revenue potential of the WDS under six scenarios for DR participation.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Accelerating flux balance calculations in genome-scale metabolic models by localizing the application of loopless constraints

Abstract Background Genome-scale metabolic network models and constraint-based modeling techniques have become important tools for analyzing cellular metabolism. Thermodynamically infeasible cycles (TICs) causing unbounded metabolic flux ranges are often encountered. TICs satisfy the mass balance and directionality constraints but violate the second law of thermodynamics. Current practices involve implementing additional constraints to ensure not only optimal but also loopless flux distributions. However, the mixed integer linear programming problems required to solve become computationally intractable for genome-scale metabolic models. Results We aimed to identify the fewest needed constraints sufficient for optimality under the loopless requirement. We found that loopless constraints are required only for the reactions that share elementary flux modes representing TICs with reactions that are part of the objective function. We put forth the concept of localized loopless constraints (LLCs) to enforce this minimal required set of loopless constraints. By combining with a novel procedure for minimal null-space calculation, the computational time for loopless flux variability analysis (ll-FVA) is reduced by a factor of 10–150 compared to the original loopless constraints and by 4–20 times compared to the current fastest method Fast-SNP with the percent improvement increasing with model size. Importantly, LLCs offer a scalable strategy for loopless flux calculations for multi-compartment/multi-organism models of large sizes, for example, shortening the CPU time for ll-FVA from 35 h to less than 2 h for a model with more than104 reactions. Availability and implementation Matlab functions are available in the Supplementary Material or at https://github.com/maranasgroup/lll-FVA Supplementary information Supplementary data are available at Bioinformatics online.

Chan, Siu H. J. (ORCID:000000027707656X)↗