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Optimal Sizing of Renewable Microgrid for Flow Shop Systems under Island Operations

Procedia Manufacturing 2020年 51卷 1779-1784页

作者： Tongdan Jin Vinod Kumar Subramanyam Krystel K. Castillo-Villar Fei Sun Ingram School of Engineering Texas State University San Marcos TX 78666 USA Mechanical Engineering Department/ The Texas Sustainable Energy Research Institute The University of Texas at San Antonio San Antonio TX 78249 USA

This paper addresses a critical question pertaining to manufacturing sustainability: is it economically viable to implement an island microgrid to power a flow shop system under power demand and supply uncertainty? Though many studies on microgrid sizing are available, the majority assume the microgrid is interconnected with main grid. This paper aims to size wind turbine, photovoltaic and battery storage to energize a multi-stage flow shop system in island mode. A mixed-integer, non-linear programming model is formulated to optimize the renewable portfolio and capacity with the goal of minimizing the levelized cost of energy. The island microgrid is tested in three locations with diverse climate profiles. The results show that net zero energy flow shop production is economically feasible in the areas where the average wind speed exceed 8 m/s at 80-meter tower height, or the battery cost drops below $100,000/MWh. Sensitivity analyses are further carried out with respect to installation cost, demand response program, production scalability, and weather seasonality.

关键词： Levelized cost of energy island microgrid zero energy building flow shop scheduling mixed-integer programming

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Comparison of Linear and Conic Power Flow Formulations for Unbalanced Low Voltage Network Optimization

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ELECTRIC POWER SYSTEMS RESEARCH 2020年 189卷

作者： Vanin, Marta Ergun, Hakan D'hulst, Reinhilde Van Hertem, Dirk Katholieke Univ Leuven ESAT Electa Kasteelpk Arenberg 10 B-3001 Heverlee Belgium EnergyVille Thor PkPoort Genk 8310 B-3600 Genk Belgium VITO Boeretang 200 B-3400 Mol Belgium

The electrification of transport and heating systems brings new challenges for the low voltage distribution networks, which in the future might be more prone to congestion. This calls for methods to perform optimization and control actions, to ensure their correct operation. Their large extension and non-negligible degree of voltage unbalance make low voltage systems difficult to analyze. This paper features a comparison of three unbalanced formulations for power flow and OPF analyses: the full nonlinear, non-convex AC formulation, a second-order cone relaxation and a linear approximation. Accuracies and computational efforts are evaluated for different problem types, to assess whether the conic and linear formulation are suitable to perform low voltage systems calculations.

关键词： Distribution networks mixed-integer programming Optimal power flow Voltage unbalance

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The Commute Trip-Sharing Problem

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TRANSPORTATION SCIENCE 2020年第6期54卷 1640-1675页

作者： Hasan, Mohd Hafiz Van Hentenryck, Pascal Legrain, Antoine Univ Michigan Coll Engn Ann Arbor MI 48109 USA Georgia Inst Technol Coll Engn Atlanta GA 30332 USA Polytech Montreal Dept Math & Ind Engn Montreal PQ H3T 1J4 Canada

Parking pressure has been steadily increasing in cities as well as on university and corporate campuses. To relieve this pressure, this paper studies a carpooling platform that would match riders and drivers while guaranteeing a ride back and exploiting spatial and temporal locality. In particular, the paper formalizes the commute trip-sharing problem (CTSP) to find a routing plan that maximizes ride sharing for a set of commute trips. The CTSP is a generalization of the vehicle routing problem with routes that satisfy time-window, capacity, pairing, precedence, ride-duration, and driver constraints. The paper introduces two exact algorithms for the CTSP: a route-enumeration algorithm and a branch-and-price algorithm. Experimental results show that on a high-fidelity real-world data set of commute trips from a midsize city, both algorithms optimally solve small and medium-sized problems and produce high-quality solutions for larger problem instances. The results show that carpooling, if widely adopted, has the potential to reduce vehicle usage by up to 57% and decrease vehicle miles traveled by up to 46% while incurring only a 22% increase in average ride time per commuter for the trips considered.

关键词： ride sharing vehicle routing with time windows column generation branch and price mixed-integer programming

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Tracking and outperforming large stock-market indices

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OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE 2020年 90卷

作者： Gnagi, M. Strub, O. Univ Bern Dept Business Adm Schutzenmattstr 14 CH-3012 Bern Switzerland

Enhanced index-tracking funds aim to achieve a small target excess return over a given financial benchmark index with minimum additional risk relative to this index, i.e., a minimum tracking error. These funds are attractive to investors, especially when the index is large and thus well diversified. We consider the problem of determining a portfolio for an enhanced index-tracking fund that is benchmarked against a large stock-market index subject to real-life constraints that may be imposed by investors, stock exchanges, or investment guidelines. In the literature, various solution approaches have been proposed to enhanced index tracking that are based on different linear and quadratic tracking-error functions. However, it remains an open question which tracking-error function should be minimized to determine good enhanced index-tracking portfolios. Moreover, the existing approaches may neglect real-life constraints such as the minimum trading values imposed by stock exchanges or may not devise good feasible portfolios within a reasonable computational time when the index is large. To overcome these shortcomings, we propose novel mixed-integer linear and quadratic programming formulations and novel matheuristics. To address the open question, we minimize different tracking-error functions by applying the proposed matheuristics and exact solution approaches based on the proposed mixed-integer programming formulations in a computational experiment using a set of problem instances based on large stock-market indices with up to more than 9,000 constituents. The results of our study suggest that minimizing the so-called tracking error variance, which is a quadratic function, is preferable to minimizing other tracking-error functions. (C) 2018 Elsevier Ltd. All rights reserved.

关键词： Enhanced index tracking mixed-integer programming Matheuristics

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Global Solution of Economic Dispatch with Valve Point Effects and Transmission Constraints

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ELECTRIC POWER SYSTEMS RESEARCH 2020年 189卷

作者： Van Hoorebeeck, Loic Absil, P-A Papavasiliou, Anthony UCLouvain Louvain La Neuve ICTEAM Inst Louvain La Neuve Belgium UCLouvain Louvain La Neuve Ctr Operat Res & Econometr Louvain La Neuve Belgium

Gas units are becoming an increasingly important component of modern power system operations, due to the flexibility that they offer in a regime of large-scale renewable energy integration. The valve point effect refers to the loss of efficiency when operating a turbine off a valve point, that is just after the previous valve opens. The valve point effect for gas power plants is a primary attribute of their operation, however its representation raises computational challenges, due to the non-convex and non-smooth model that is required for representing the fuel cost. In this work, a new heuristic based on successive piecewise approximations of the cost function is described. This heuristic consists in two steps: first, the optimization is run over the whole feasible set and a lower bound for the optimal objective is obtained, then the feasible solutions collected in the previous step are enhanced through local searches. The approach is tested on several IEEE bus systems that have been extended with generators obeying a valve point effect.

关键词： Economic dispatch Global optimization mixed-integer programming Non-convex optimization Non-smooth optimization

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Towards user-centric, market-driven mobility management of road traffic using permit-based schemes

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TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW 2020年 141卷

作者： Lessan, Javad Fu, Liping Bachmann, Chris Univ Waterloo Dept Civil & Environm Engn Waterloo ON N2L 3G1 Canada Wuhan Univ Technol Intelligent Transportat Syst Res Ctr Mailbox 1251040 Heping Rd Wuhan 430063 Hubei Peoples R China

We study the problem of managing traffic on single-bottleneck roadways using a mobility permit (MP)-based method-a scheme that becomes increasingly relevant to shape the new mobility culture. To identify the main concerns of the involved stakeholders, we present an integrated framework that embeds our MP-based traffic management scheme, in which the mobility permit users are allowed to choose the options best matching their travel needs. Furthermore, to find the most effective market prices, the proposed permit allocation approach is integrated into an iterative auction process to achieve the best equilibrium state in terms of permit prices that is suitable for users, mitigating potential efficiency loss. Our computational results indicate the effectiveness of the proposed scheme as an alternative solution for permit-based mobility management on single-bottleneck roadways.

关键词： Mobility marketplace Single-bottleneck roadways Mobility permits Auction mechanism Pricing and allocation mixed-integer programming

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Global optimization of trusses with constraints on number of different cross-sections: a mixed-integer second-order cone programming approach

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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2016年第1期63卷 203-236页

作者： Kanno, Yoshihiro Tokyo Inst Technol Mat & Struct Lab Yokohama Kanagawa 2268503 Japan Univ Tokyo Grad Sch Informat Sci & Technol Dept Math Informat Tokyo 1138656 Japan

In design practice it is often that the structural components are selected from among easily available discrete candidates and a number of different candidates used in a structure is restricted to be small. Presented in this paper is a new modeling of the design constraints for obtaining the minimum compliance truss design in which only a limited number of different cross-section sizes are employed. The member cross-sectional areas are considered either discrete design variables that can take only predetermined values or continuous design variables. In both cases it is shown that the compliance minimization problem can be formulated as a mixed-integer second-order cone programming problem. The global optimal solution of this optimization problem is then computed by using an existing solver based on a branch-and-cut algorithm. Numerical experiments are performed to show that the proposed approach is applicable to moderately large-scale problems.

关键词： Topology optimization Global optimization mixed-integer programming Second-order cone programming Optimal standardization

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Two-level lot-sizing with raw-material perishability and deterioration

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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2020年第3期71卷 417-432页

作者： Acevedo-Ojeda, Andres Contreras, Ivan Chen, Mingyuan Concordia Univ Dept Mech Ind & Aerosp Engn Montreal PQ Canada Univ Pontificia Bolivariana Secc Bucaramanga Ind Engn Fac Bucaramanga Colombia Interuniv Res Ctr Enterprise Networks Logist & Tr Montreal PQ H3T 2A7 Canada

In many production systems, it is common to face significant rates of product deterioration, referring to physical exhaustion, loss of functionality and volume, or even obsolescence. This deterioration property, known as perishability, prevents such products from being used after their expiration time. We present lot-sizing problems that incorporate raw-material perishability and analyse how these considerations enforce specific constraints on a set of fundamental decisions, particularly for multi-level structures. We study three variants of the two-level lot-sizing problem incorporating different types of raw-material perishability: (a) fixed shelf-life, (b) functionality deterioration, and (c) functionality-volume deterioration. We propose mixed-integer programming formulations for each of these variants and perform computational experiments with sensitivity analyses. We analyse the added value of explicitly incorporating perishability considerations into production planning problems. For this, we compare the results of the proposed formulations with those obtained by implementing a sequential approach that adapts a standard two-level lot-sizing solution with a Silver-Meal-based rolling-horizon algorithm.

关键词： Raw-material perishability lot-sizing shelf-life deterioration production planning two-level lot-sizing mixed-integer programming batch ordering

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The Benders Dual Decomposition Method

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OPERATIONS RESEARCH 2020年第3期68卷 878-895页

作者： Rahmaniani, Ragheb Ahmed, Shabbir Crainic, Teodor Gabriel Gendreau, Michel Rei, Walter Optimized Markets Inc Pittsburgh PA 15213 USA Georgia Inst Technol Sch Ind & Syst Engn Atlanta GA 30332 USA Univ Quebec Montreal CIRRELT Montreal PQ H3C 3P8 Canada Univ Quebec Montreal Sch Management Ecole Sci Gest Montreal PQ H3C 3P8 Canada Ecole Polytech Montreal CIRRELT Montreal PQ H3C 3A7 Canada Ecole Polytech Montreal Dept Math & Ind Engn Montreal PQ H3C 3A7 Canada

Many methods that have been proposed to solve large-scale mixed integer linear programing (MILP) problems rely on decomposition techniques. These methods exploit either the primal or the dual structure of the problem, yielding the Benders decomposition or Lagrangian dual decomposition methods. We propose a new and high-performance approach, called Benders dual decomposition (BDD), which combines the complementary advantages of both methods. The development of BDD is based on a specific reformulation of the Benders subproblem, where local copies of the master variables are introduced in the proposed subproblem formulation and then priced out into the objective function. We show that this method (i) generates stronger feasibility and optimality cuts compared with the classical Benders method, (ii) can converge to the optimal integer solution at the root node of the Benders master problem, and (iii) is capable of generating high-quality incumbent solutions at the early iterations of the algorithm. We report encouraging computational results on various benchmark MILP problems.

关键词： Benders decomposition Lagrangian relaxation dual decomposition mixed-integer programming

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Green closed-loop supply chain network design considering cost control and CO2 emission

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Modern Supply Chain Research and Applications 2020年第1期2卷 42-59页

作者： Lufei Huang Liwen Murong Wencheng Wang School of Management Shanghai University Shanghai China School of Engineering The University of Tokyo Tokyo Japan

Purpose Environmental issues have become an important concern in modern supply chain management. The structure of closed-loop supply chain (CLSC) networks, which considers both forward and reverse logistics, can greatly improve the utilization of materials and enhance the performance of the supply chain in coping with environmental impacts and cost control. Design/methodology/approach A biobjective mixed-integer programming model is developed to achieve the balance between environmental impact control and operational cost reduction. Various factors regarding the capacity level and the environmental level of facilities are incorporated in this study. The scenario-based method and the Epsilon method are employed to solve the stochastic programming model under uncertain demand. Findings The proposed stochastic mixed-integer programming (MIP) model is an effective way of formulating and solving the CLSC network design problem. The reliability and precision of the Epsilon method are verified based on the numerical experiments. Conversion efficiency calculation can achieve the trade-off between cost control and CO2 emissions. Managers should pay more attention to activities about facility operation. These nodes might be the main factors of costs and environmental impacts in the CLSC network. Both costs and CO2 emissions are influenced by return rate especially costs. Managers should be discreet in coping with cost control for CO2 emissions barely affected by return rate. It is advisable to convert the double target into a single target by the idea of “Efficiency of CO2 Emissions Control Reduction.” It can provide managers with a way to double-target conversion. Originality/value We proposed a biobjective optimization problem in the CLSC network considering environmental impact control and operational cost reduction. The scenario-based method and the Epsilon method are employed to solve the mixed-integer programming model under uncertain demand.

关键词： Closed-loop supply chain network mixed-integer programming Uncertainty Stochastic programming Epsilon method CO2 emissions

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