DataFlow Embedding Via Recursively-Tiled Mixed-Integer Programs
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Here, in this paper, we provide a comprehensive review of mathematical programming models for shale oil & gas development, and we offer a perspective on outstanding research opportunities. We distinguish contributions in five major topic areas, namely: (1) development planning, (2) water management, (3) production optimization, (4) supplies, gathering & processing, and (5) life cycle analysis & sustainability. We highlight how various types of mathematical programming models (i.e., linear programs, nonlinear programs, mixed-integer linear programs, mixed-integer nonlinear programs) have been proposed primarily by the Process Systems Engineering community to address the respective decision-making problems, and we highlight instances of successful deployment in industry. Finally, based on a critical assessment of the existing body of work, we identify opportunities for future research across the major topic areas.
Abstract Mixed integer linear programming (MILP)–based distributed energy management for networked microgrids embedded modern distribution systems is proposed. Considering the diverse ownership of microgrids, distributed energy resources (DERs) that interface directly with utilities and responsive loads, an alternating direction method of multipliers–based distributed framework was formulated for the scheduling of networked microgrids embedded modern distribution systems by adjusting nodal price signals iteratively. In addition, to make the formulated optimization problems resolvable through more accessible and popular MILP solvers, different linearisation techniques were employed to transform the nonlinear terms into linear or mixed integer linear formats. The proposed MILP‐based distributed method preserves all participants' autonomy (e.g., microgrids, DERs that interface directly with utilities and responsive loads), while incentivising them to actively participate in the distribution system operation with price signals. The proposed method is validated with results of numerical simulation using a modern distribution system consisting of multiple networked microgrids, DERs that interface directly with utilities, as well as responsive loads.
The increasing integration of renewable energy and rising electricity demand highlight the importance of battery energy storage systems for peak shaving and demand response. Unlike prior approaches that overlook operational impacts on degradation, this study proposes a Bayesian Optimization–Mixed Integer Linear Programming framework for optimal battery energy storage system sizing. In this framework, Mixed Integer Linear Programming determines short-term scheduling while a calibrated electrochemical model iteratively evaluates degradation. The central hypothesis is that the framework can efficiently identify optimal sizes that yield realistic and economically robust outcomes. The method is tested across three scenarios: peak shaving, peak shaving with energy-reduction demand response, and peak shaving with power-reduction demand response. Results show that the framework converge to the optimum within 20 iterations out of 150 possible sizes. Under baseline conditions, the framework consistently selects the smallest feasible system, minimizing unnecessary degradation costs from oversized storage. Sensitivity analyses reveal that larger systems are favored as demand rates or incentives increase. Comparisons of demand response programs indicate that power-reduction demand response offers greater economic benefits than energy-reduction demand response, although demand savings from peak shaving remain the dominant contributor to overall performance. This study demonstrates that the proposed framework balances computational tractability with degradation fidelity, identifies critical economic thresholds for investment, and offers a practical, flexible tool to guide industrial stakeholders in cost-effective battery energy storage system deployment.
Tackling climate change goals requires widespread deployment of process technology variants across many decentralized sites with different geographical, environmental, and operational requirements. Conventional engineering approaches focus on unique designs for each installation (process variant), while missing opportunities for manufacturing standardization. Here, instead we seek to optimize a process platform of common unit designs while simultaneously designing an entire family of process variants that make use of that platform. This reduces engineering effort, deployment timelines, and manufacturing costs. We propose a nonlinear generalized disjunctive programming formulation and convert this to an efficient mixed-integer linear programming (MILP) formulation through discretization of the design space. We formulate our optimization in Pyomo with costing from IDAES, and we demonstrate the computational performance and solution quality on a water treatment desalination system from the PARETO framework and a carbon capture system built in Aspen Plus as part of CCSI2.
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To tackle the nonlinearity in the constraint, we alternatively fix a subset of decision variables and optimize the remaining ones via Mixed Integer Linear Programming (MILP). We solve the MILP problem at each iteration via an off-the-shelf MILP solver. Our experimental results show that our method significantly outperforms existing heuristic methods, employing either independent optimization or joint optimization strategies. We have also verified the generalization ability of our method over grid environments with various sizes and its high robustness to the algorithm setting.
Motivation. Critical infrastructures are large, complex engineered systems that must be operated robustly under abnormal conditions resulting from natural hazards or intentional acts. For example, electric power systems must be robust to line faults, water utilities must rapidly mitigate contamination incidents, and computing networks must adapt to adversarial intrusions to protect critical information. Problem. It is difficult for decision-makers within resiliency analysis in critical infrastructure to optimize designs and develop effective response strategies that can account for uncertainties. Facing incomplete information and the sheer scope that a natural hazard or attack vector may incorporate, response can be ineffective without reliable, scalable decision support tools. These problems are intrinsically nonlinear and involve discrete decisions, and unfortunately, existing off-the-shelf mathematical programming methods cannot support optimization-based decision-making of these nonlinear at scale. Method/Approach and Results. This project emphasized development of fundamental optimization strategies that supported real- time mitigation and response for critical infrastructures. In particular, the project developed multi- tree approaches based on piecewise outer-approximations for solution of mixed-integer nonlinear programming (MINLP) problems. These techniques alternate between an MILP or MISOCP relaxation to obtain a lower bound and candidate discrete solutions and an NLP subproblem to obtain upper bounds. Using tailored relaxations based on problem structure, these methods were used to solve several key applications in resilience and response of critical infrastructure. This work resulted in two open-source, copyrighted software packages: CORAMIN (https://github.com/Coramin/Coramin) -- an object-oriented mathematical programming framework that supports tailored multi-tree algorithms for solution of large- scale mixed-integer nonlinear programming; and EGRET (Electrical Grid Research and Engineering Toolkit) (https://github.com/grid- parity-exchange/Egret) -- a declarative mathematical programming framework built upon CORAMIN and Pyomo for formulation and solution of resilience and operations problems in power grid systems. Furthermore, these tools resulted in several important published results, including the following: The first known global optimization approach that could solve the unit-commitment problem with nonlinear power flow constraints on medium-sized test problems; Improved parallel optimization-based bounds tightening and strengthening of relaxations of AC power flow constraints; and, Optimization-based approaches for improved grid resilience and use of demand response to improve grid resilience with reduction in capital requirements. Result Implications. This project developed first-of-a-kind algorithms for decision-making in critical infrastructure resilience operations and planning, as well as a next-generation toolkit for MINLP researchers. These approaches leveraged high-performance computing architectures to solve some of the largest, most challenging nonlinear discrete optimization problems to global optimality, and these successes were captured in open-source software to enable optimization-based decision-making, and efficient solution of MINLP formulations for electric power transmission grids.
Upgrading the capacity of existing transmission lines is essential for meeting the growing energy demands, facilitating the integration of renewable energy, and ensuring the security of the transmission system. This study focuses on the selection of lines whose capacities and by how much should be expanded from the perspective of the Independent System Operators (ISOs) to minimize the total system cost. We employ advanced multi-parametric programming and an enhanced branch-and-bound algorithm to address complex mixed-integer linear programming (MILP) problems, considering multi-period time constraints and physical limitations of generators and transmission lines. To characterize the various decisions in transmission expansion, we model the increased capacity of existing lines as parameters within a specified range. This study first relaxes the binary variables to continuous variables and applies the Lagrange method and Karush-Kuhn-Tucker (KKT) conditions to obtain optimal solutions and identify critical regions associated with active and inactive constraints. Moreover, we extend the traditional branch-and-bound (B&B) method by determining the problem’s upper and lower bounds at each node of the B&B decision tree, helping to manage computational challenges in large-scale MILP problems. Here, we compare the difference between the upper and lower bounds to obtain an approximate optimal solution within the decision-makers’ tolerable error range. In addition, the first derivative of the objective function on the parameters of each line is used to inform the selection of lines for easing congestion and maximizing social welfare. Finally, the capacity upgrades are selected by weighing the reductions in system costs against the expense of upgrading line capacities. The findings are supported by numerical simulations and provide transmission-line planners with decision-making guidance.
Shallow geothermal has gained increasing attention in recent years; however, a reliable framework for its accurate incorporation into large-scale energy system optimization remains lacking. This study proposes a Mixed-Integer Linear Programming (MILP) framework combined with the g-function approach to integrate Borehole Thermal Energy Storage (BTES) technology into energy system optimization. Validation against a Modelica-based reservoir network simulation demonstrates that the proposed framework effectively captures the ground thermal response under varying energy loads and accurately estimates the borefield energy supply. To enhance scalability, a Rolling Horizon with Multi-Timescale (RH-MTS) method is further introduced, reducing computational time by 73 % for the 1-year optimization model with only minor loss of optimality. The framework is demonstrated through the case study of the UC Berkeley campus. Results indicate that BTES is a cost-effective and low-carbon solution: two borefields comprising 382 boreholes can meet 8.0 % and 6.6 % of the total campus heating and cooling demand, respectively, at an average energy rate of 0.70–0.77 USD/kWh and carbon intensity of 0.54 kg-CO2/kWh. Short-term analysis reveals a 35%–65% decline in BTES energy flow after 3–6 months of continuous heating/cooling operation, while long-term simulation shows that annual energy production of BTES can vary by up to 12.0 % after four years before stabilizing. Overall, this study develops a novel optimization framework that couples physics-based g-function method with MILP optimization framework, thereby advancing methodological development for shallow-geothermal integration and providing actionable guidance for BTES deployment in district-energy systems.
In this paper, we address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive linear separation conditions. We first examine the two-dimensional aircraft conflict resolution problem with speed and heading control represented as continuous decision variables. We show that the proposed disjunctive linear separation conditions are equivalent to the classical nonlinear conditions for aircraft separation. Further, we characterise conflict-free trajectories based on aircraft velocity bounds and propose a simple pre-processing algorithm to identify aircraft pairs which are either always conflict-free, or which cannot be separated using speed and heading control only. We then incorporate altitude control and propose a lexicographic optimisation formulation that aims to minimise the number of flight level changes before resolving outstanding conflicts via two-dimensional velocity control. The proposed mixed-integer programming formulations are nonconvex, and we propose convex relaxations, decomposition methods and constraint generation algorithms to solve the two-dimensional and lexicographic optimisation formulations to guaranteed optimality. Numerical experiments on four types of conflict resolution benchmarking instances are conducted to test the performance of the proposed mixed-integer formulations. Further, the proposed method is compared against two benchmarks based on state-of-the-art approaches for the aircraft conflict resolution problem. Our numerical results show that the proposed method largely outperforms both benchmarks in terms of runtime and is able to solve significantly more instances to global optimality.
Optimal planning and design of microgrids are priorities in the electrification of off-grid areas. Indeed, in one of the Sustainable Development Goals (SDG 7), the UN recommends universal access to electricity for all at the lowest cost. Several optimization methods with different strategies have been proposed in the literature as ways to achieve this goal. This paper proposes a microgrid installation and planning model based on a combination of several techniques. The programming language Python 3.10 was used in conjunction with machine learning techniques such as unsupervised learning based on K-means clustering and deterministic optimization methods based on mixed linear programming. These methods were complemented by the open-source spatial method for optimal electrification planning: onsset. Four levels of study were carried out. The first level consisted of simulating the model obtained with a cluster, which is considered based on the elbow and k-means clustering method as a case study. The second level involved sizing the microgrid with a capacity of 40 kW and optimizing all the resources available on site. The example of the different resources in the Togo case was considered. At the third level, the work consisted of proposing an optimal connection model for the microgrid based on voltage stability constraints and considering, above all, the capacity limit of the source substation. Finally, the fourth level involved a planning study of electrification strategies based mainly on microgrids according to the study scenario. The results of the first level of study enabled us to obtain an optimal location for the centroid of the cluster under consideration, according to the different load positions of this cluster. Then, the results of the second level of study were used to highlight the optimal resources obtained and proposed by the optimization model formulated based on the various technology costs, such as investment, maintenance, and operating costs, which were based on the technical limits of the various technologies. In these results, solar systems account for 80% of the maximum load considered, compared to 7.5% for wind systems and 12.5% for battery systems. Next, an optimal microgrid connection model was proposed based on the constraints of a voltage stability limit estimated to be 10% of the maximum voltage drop. The results obtained for the third level of study enabled us to present selective results for load nodes in relation to the source station node. Finally, the last results made it possible to plan electrification using different network technologies and systems in the short and long term. The case study of Togo was taken into account. The various results obtained from the different techniques provide the necessary leads for a feasibility study for optimal electrification of off-grid areas using microgrid systems.
In this paper we formulate a dynamic mixed integer program for optimally zoning curbside parking spaces subject to transportation policy-inspired constraints and regularization terms. First, we illustrate how given some objective of curb zoning valuation as a function of zone type (paid parking, bus stop, etc.), dynamically rezoning involves unrolling this optimization program over a fixed time horizon. Second, we implement two different solution methods given an example curb zoning valuation. In the first method, we solve long horizon dynamic zoning problems via approximate dynamic programming. In the second method, we employ Dantzig-Wolfe decomposition to break-up the mixed-integer program into a master problem and several sub-problems that can be solved in parallel. This speeds up the computational solve-time of the MIP considerably. We present simulation results and comparisons of the different employed techniques on vehicle arrival-rate data obtained for a neighborhood in downtown Seattle, Washington, USA.
In previous work, we introduced process family design. The main idea is to design a platform of common elements, and, allowing us to capture additional cost savings, simultaneously design a family of processes, and reducing both engineering and deployment timelines. We formulate this as an optimization problem, specifically a nonlinear generalized disjunctive program (GDP). We have proposed two approaches for reformulating and solving this problem: one based on full-discretization of the design space and one that uses Machine Learning (ML) surrogates to replace the nonlinear process models. Using ML surrogates to predict required system costs and performance indicators allows us to reformulate the nonlinearities in the GDP generate an efficient MILP formulation. In this work, we apply the ML surrogate approach to two case studies. One case study involves designing a family of carbon capture systems to cover a set of different flue gas flow rates and inlet CO 2 concentrations, where we consider the absorber and stripper as common unit module types. The second case study focuses on a water-desalination process, where we design a family of these processes for a variety of salt concentrations and flow rates. In both of these case studies, we demonstrate a scalable optimization approach that enables the design of multiple processes simultaneously, reducing the time-to-market and overall costs by maximizing the cost savings due to both economies of scale and economies of numbers.