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Modeling and optimization of polygeneration energy systems

CATALYSIS TODAY 2007年第1-4期127卷 347-359页

作者： Liu, Pei Gerogiorgis, Dimitrios I. Pistikopoulos, Efstratios N. Imperial Coll Ctr Proc Syst Engn London SW7 2AZ England

The forecasted shortage of fossil fuels and the ever-increasing effect of greenhouse gas (GHG) emissions on global warming and environmental stability are two international problems with major technical, economic and political implications in the 21st century. Therefore, it is urgent to restructure present energy production and utilization systems in order to ensure that fossil fuels are used with high efficiency and low to zero emissions. Polygeneration energy systems combine power generation and chemical fuel synthesis in a single plant (producing both electricity and fuels) and thus provide a promising alternative pathway towards achieving sustainable and flexible economic development. mixed-integer programming (MIP) is useful in constructing long-term decision models that are suitable for investment planning and design of polygeneration infrastructure systems. This paper presents a model for the investment planning of a polygeneration energy system and a case study addressing a system for production of methanol and electricity in China during the period from 2010 to 2035. It contains five different feedstocks and twelve polygeneration technologies. (C) 2007 Elsevier B.V. All rights reserved.

关键词： polygeneration energy mixed-integer programming design optimization

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A mixed-integer approach to Core-Edge design of storage area networks

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COMPUTERS & OPERATIONS RESEARCH 2007年第10期34卷 2976-3000页

作者： Walker, Cameron O'Sullivan, Michael Thompson, Timothy Univ Auckland Dept Engn Sci Auckland 1 New Zealand

In this paper we address the problem of optimal network design for a storage area network. We consider the Core-Edge reference topology and present two formulations for the Core-Edge storage area network design problem. One formulation excludes explicit host/device connections to the edge (as is common in currently available heuristics), the other includes these connections to allow the modeling of multiple disjoint paths between hosts and devices. These formulations include generic component types to reduce the number of constraints and variables, with the properties of these components being determined as part of the solution process. The size of the formulation is further reduced by a preprocessing method that removes suboptimal switches and links from consideration. We test our formulations on a randomly generated set of problems, all of which are of a size consistent with those encountered in industry. We generate solutions using our two formulations for all test problems in good time. Finally we apply a relaxation of one of our formulations to re-configure the Cecil back-end network, which is currently used across the University of Auckland. We present two designs for the re-configured network to significantly increase reliability and scalability. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： mixed-integer programming storage area network Core-Edge design

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Risk-constrained generation asset arbitrage in power systems

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IEEE TRANSACTIONS ON POWER SYSTEMS 2007年第3期22卷 1330-1339页

作者： Li, Tao Shahidehpour, Mohammad IIT Dept Elect & Comp Engn Chicago IL 60616 USA

A competitive generating company (GENCO) can maximize its payoff by optimizing its generation assets. This paper considers the GENCO's arbitrage problem using stochastic price-based unit commitment while considering the associated risks. The GENCO may consider arbitrage opportunities in purchases from qualifying facilities (QFs) as well as simultaneous trades with spot markets for energy, ancillary services, fuel, and emission allowance. The tradeoff between. maximizing expected payoffs and minimizing risks due to market price uncertainties is modeled explicitly by including the expected downside risk as a constraint. The downside risk is defined as the unfulfilled profit. The Monte Carlo simulation is applied to generate scenarios, and scenario reduction techniques are applied to reduce the number of scenarios while maintaining a good approximation of the exact solution. The proposed case studies illustrate the significance of arbitrage in multi-commodity markets and the importance of considering the uncertainty of market prices.

关键词： ancillary services arbitrage bilateral contracts emission allowance energy fuel mixed-integer programming qualifying facilities risk management stochastic price-based unit commitment

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A sequence-pair representation and MIP-model-based heuristic for the facility layout problem with rectangular departments

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IIE TRANSACTIONS 2007年第4期39卷 377-394页

作者： Liu, Qi Meller, Russell D. Univ Arkansas Dept Ind Engn Fayetteville AR 72701 USA Barclays Bank Delaware Wilmington DE 19801 USA

In Facility Layout Problem (FLP) research, the continuous-representation-based FLP can consider all feasible all-rectangular-department solutions. Given this flexibility, this representation has become the representation of choice in FLP research. Much of this research is based on a methodology of mixed-integer programming (MIP) models. However, these MIP-FLP models can only solve problems with a limited number of departments to optimality due to the large number of combinations of the binary variables used in the models to maintain feasibility with respect to departments overlapping. Our research centers around the sequence-pair representation, a concept that originated in the Very Large Scale Integration (VLSI) design literature. We show that an exhaustive search of the sequence-pair solution space will result in finding the optimal layout of the MIP-FLP and that every sequence-pair solution is position consistent (although possibly not layout feasible) in the MIP-FLP. We propose a genetic-algorithm-based heuristic that combines the sequence-pair representation with the MIP-FLP model. Numerical experiments based on different sized test problems from both the literature and industrial applications are provided and the solutions are compared with both the optimal solutions and the solutions from other heuristics to show the effectiveness and efficiency of our heuristic. For 11 data sets from the literature we provide solutions better than those previously found. For two large industrial application data sets we perform a sensitivity analysis with respect to the department aspect ratio constraint.

关键词： facility layout unequal-area departments mixed-integer programming sequence-pair representation heuristic

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Maximin Latin hypercube designs in two dimensions

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OPERATIONS RESEARCH 2007年第1期55卷 158-169页

作者： van Dam, Edwin R. Husslage, Bart den Hertog, Dick Melissen, Hans Tilburg Univ Dept Econometr & Operat Res NL-5000 LE Tilburg Netherlands Delft Univ Technol Fac Informat Technol & Syst NL-2600 GA Delft Netherlands

The problem of finding a maximin Latin hypercube design in two dimensions can be described as positioning n nonattacking rooks on an n x n chessboard such that the minimal distance between pairs of rooks is maximized. Maximin Latin hypercube designs are important for the approximation and optimization of black-box functions. In this paper, general formulas are derived for maximin Latin hypercube designs for general n, when the distance measure is l(infinity) or l(1). Furthermore, for the distance measure l(2), we obtain maximin Latin hypercube designs for n <= 70 and approximate maximin Latin hypercube designs for other values of n. All these maximin Latin hypercube designs can be downloaded from the website http://***. We show that the reduction in the maximin distance caused by imposing the Latin hypercube design structure is small. This justifies the use of maximin Latin hypercube designs instead of unrestricted designs.

关键词： branch-and-bound circle packing Latin hypercube design mixed-integer programming noncollapsing space-filling

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mixed-integer cuts from cyclic groups

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MATHEMATICAL programming 2007年第1期109卷 27-53页

作者： Fischetti, Matteo Saturni, Cristiano Univ Padua Dept Informat Engn DEI I-35126 Padua Italy

We analyze a separation procedure for mixed-integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Gomory-Johnson characterization on the master cyclic group polyhedron. To our knowledge, the practical benefit that can be obtained by embedding interpolated subadditive cuts in a cutting plane algorithm was not investigated computationally by previous authors. In this paper we compute, for the first time, the lower bound value obtained when adding (implicitly) all the interpolated subadditive cuts that can be derived from the individual rows of an optimal LP tableau, thus approximating the optimization over the intersection of the Gomory corner polyhedron with the LP relaxation of the original problem formulation. The computed bound is compared with that obtained when only Gomory mixed-integer cuts are used, on a very large test-bed of MIP instances.

关键词： mixed-integer programming subadditive cuts Gomory cuts Cyclic Group corner polyhedra

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Fast SCUC for large-scale power systems

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IEEE TRANSACTIONS ON POWER SYSTEMS 2007年第4期22卷 2144-2151页

作者： Fu, Yong Shahidehpour, Mohammad IIT Dept Elect & Comp Engn Chicago IL 60616 USA

In restructured power systems, independent system operators (ISOs) or regional transmission organizations (RTOs) execute the security-constrained unit commitment (SCUC) program to plan a secure and economical hourly generation schedule for the daily/weekly-ahead market. As the size of ISO/RTO increases, the current SCUC algorithms could face critical challenges ranging from modeling accuracy to calculation complexity. This paper introduces an efficient fast SCUC (F-SCUC) for large-scale power systems. Main components used in the proposed approach include single-hour unit commitment with network security, single-hour unit commitment adjustment, unit commitment, economic dispatch, and hourly network security check. A reasonable and operational strategy for fixing and unlocking the generating units is explored. The iterative SCUC solution is controlled efficiently to accelerate the execution. Finally, the quality of F-SCUC solution is improved by executing a quick MIP-based SCUC solution according to the F-SCUC results. A 1168-bus system Nvith 169 thermal units, a 4672-bus system with 676 thermal units, and two large systems with 1352 and 2704 thermal units are analyzed to exhibit the effectiveness of the proposed approach.

关键词： Benders decomposition mixed-integer programming network security constraints restructured power systems security-constrained unit commitment

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A feasibility pump heuristic for general mixed-integer problems

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DISCRETE OPTIMIZATION 2007年第1期4卷 63-76页

作者： Bertacco, Livio Fischetti, Matteo Lodi, Andrea Univ Bologna DEIS I-40136 Bologna Italy Univ Padua Dept Pure & Appl Math I-35131 Padua Italy Univ Padua Dept Informat Engn I-35131 Padua Italy Dash Optimizat Ltd Royal Leamington Spa CV32 5YN England

Finding a feasible solution of a given mixed-integer programming (MIP) model is a very important (NP-complete) problem that can be extremely hard in practice. Very recently, Fischetti, Glover and Lodi proposed a heuristic scheme for finding a feasible Solution to general MIPs, called a Feasibility, Pump (FP). According to the computational analysis reported by these authors, FP is indeed quite effective in finding feasible solutions of hard 0-1 MIPs. However, MIPs with general-integer variables seem much more difficult to solve by using the FP approach. In this paper we elaborate on the Fischetti-Glover-Lodi approach and extend it in two main directions, namely (i) handling as effectively as possible MIP problems with both binary and general-integer variables, and (ii) exploiting the FP information to drive a Subsequent enumeration phase. Extensive computational results on large sets of test instances from the literature are reported, showing the effectiveness of our improved FP scheme for finding feasible solutions to hard MIPs with general-integer variables. (c) 2006 Elsevier B.V. All rights reserved.

关键词： mixed-integer programming heuristics feasibility problem computational analysis

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Real-time optimization of an off-gas distribution system of an iron and titanium plant

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COMPUTERS & CHEMICAL ENGINEERING 2007年第4期31卷 384-389页

作者： Woodward, L. Srinivasan, B. Robitaille, B. Perrier, M. Ecole Polytech Dept Chem Engn Montreal PQ H3C 3A7 Canada

In this paper, the distribution of off-gas used as fuel by many different plant units in an iron and titanium plant, is studied. An optimization algorithm is applied to find the operating strategy leading to the best use of available off-gas by the different consumers. This is realized by adjusting the flow of the material through different kilns and the stock piles. In addition, the choice of whether or not to operate a certain kiln is treated as a decision variable. The contribution of this paper lies in formulating a linear model describing the system and solving the above mentioned problem as a mixed integer optimization problem in real time. A simulation result is shown and explained. (c) 2006 Elsevier Ltd. All rights reserved.

关键词： real-time optimization off-gas distribution system iron and titanium process mixed-integer programming kilns

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A class of multi-level balanced Foundation-Penalty cuts for mixed-integer programs

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INTERNATIONAL JOURNAL OF COMPUTATIONAL SCIENCE AND ENGINEERING 2007年第3期3卷 203-210页

作者： Glover, Fred Sherali, Hanif D. Univ Colorado Boulder CO 80309 USA Virginia Polytech Inst & State Univ Grado Dept Ind & Syst Engn 0118 Blacksburg VA 24061 USA

Glover and Sherali (2003) introduced a wide class of Foundation-Penalty (FP) cuts for GUB and ordinary mixed-integer programs. The FP cuts are easy to generate by exploiting routine branch-and-bound penalty calculations, and encompass other classical cuts such as disjunctive cuts, lift-and-project cuts, convexity cuts, Gomory cuts, and mixed-integer rounding cuts. Here we focus on two special classes of FP cuts, called balanced FP cuts and multi-level balanced FP cuts, and exhibit their relationship to special forms of disjunctive cuts. A numerical example illustrates the rich variety of cuts that can be generated.

关键词： mixed-integer programming foundation-penalty cuts optimisation

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