scholarly journals Robust Day-Ahead Dispatch for Integrated Power-Heat-Gas Microgrid considering Wind Power Uncertainty

2020 ◽  
Vol 2020 ◽  
pp. 1-12 ◽  
Author(s):  
Yang Liu ◽  
Yanli Ye ◽  
Xianbang Chen ◽  
Huaqiang Li ◽  
Yuan Huang
Keyword(s):  
Wind Power ◽  
Deterministic Model ◽  
Economic Dispatch ◽  
Two Stage ◽  
Worst Case ◽  
Constraint Generation ◽  
Second Stage ◽  
Robust Model ◽  
Operation Cost ◽  
Made In

Wind power generation has been widely deployed in the modern power system due to the issues of energy crisis and environment pollution. Meanwhile, the microgrid is gradually regarded as a feasible way to connect and accommodate the distributed wind power generations. Recently, more research studies also focus on incorporating various energy systems, for example, heat and gas into the microgrid in terms of satisfying different types of load demands. However, the uncertainty of wind power significantly impacts the economy of the integrated power-heat-gas microgrid. To deal with this issue, this paper presents a two-stage robust model to achieve the optimal day-ahead economic dispatch strategy considering the worst-case wind power scenarios. The first stage makes the initial day-ahead dispatch decision before the observation of uncertain wind power. The additional adjustment action is made in the second stage once the wind power uncertainty is observed. Based on the duality theory and Big-M approach, the original second-stage problem can be dualized and linearized. Therefore, the column-and-constraint generation algorithm can be further implemented to achieve the optimal day-ahead economic dispatch strategy for the integrated power-heat-gas microgrid. The experimental results indicate the effectiveness of the presented approach for achieving operation cost reduction and promoting wind power utilization. The robustness and the economy of the two-stage robust model can be balanced, of which the performances significantly outperform those of the single-stage robust model and the deterministic model.

scholarly journals Two-Stage Robust Optimization for the Orienteering Problem with Stochastic Weights

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
Ke Shang ◽  
Felix T. S. Chan ◽  
Stephen Karungaru ◽  
Kenji Terada ◽  
Zuren Feng ◽  
...  
Keyword(s):  
Mathematical Programming ◽  
Robust Optimization ◽  
Comparative Studies ◽  
Complex Model ◽  
Orienteering Problem ◽  
Two Stage ◽  
Second Stage ◽  
Robust Model ◽  
Uncertainty Set

In this paper, the two-stage orienteering problem with stochastic weights is studied, where the first-stage problem is to plan a path under the uncertain environment and the second-stage problem is a recourse action to make sure that the length constraint is satisfied after the uncertainty is realized. First, we explain the recourse model proposed by Evers et al. (2014) and point out that this model is very complex. Then, we introduce a new recourse model which is much simpler with less variables and less constraints. Based on these two recourse models, we introduce two different two-stage robust models for the orienteering problem with stochastic weights. We theoretically prove that the two-stage robust models are equivalent to their corresponding static robust models under the box uncertainty set, which indicates that the two-stage robust models can be solved by using common mathematical programming solvers (e.g., IBM CPLEX optimizer). Furthermore, we prove that the two two-stage robust models are equivalent to each other even though they are based on different recourse models, which indicates that we can use a much simpler model instead of a complex model for practical use. A case study is presented by comparing the two-stage robust models with a one-stage robust model for the orienteering problem with stochastic weights. The numerical results of the comparative studies show the effectiveness and superiority of the proposed two-stage robust models for dealing with the two-stage orienteering problem with stochastic weights.

Distributionally Robust Hub Location

2020 ◽  
Vol 54 (5) ◽  
pp. 1189-1210 ◽  
Author(s):  
Shuming Wang ◽  
Zhi Chen ◽  
Tianqi Liu
Keyword(s):  
Convex Hull ◽  
Mixed Integer ◽  
Hub Location ◽  
Hub Location Problem ◽  
Mixed Integer Linear Program ◽  
Worst Case ◽  
Data Set ◽  
Second Stage ◽  
Robust Model ◽  
Distributionally Robust

We study the adaptive distributionally robust hub location problem with multiple commodities under demand and cost uncertainty in both uncapacitated and capacitated cases. The hub location decision anticipates the worst-case expected cost over an ambiguity set of possible distributions of the uncertain demand and cost, and the routing policy, being adaptive to the uncertainty realization, ships commodities through selected hubs. We investigate the adaptivity and tractability of the distributionally robust model under different distributional information about uncertainty. In the uncapacitated case in which demand and cost are independent and costs of different commodities are also mutually independent, the adaptive distributionally robust model is equivalent to a nonadaptive classical robust model and the second-stage routing decision follows an optimal static policy. We then relax the independence assumption and show that the second-stage routing decision follows an optimal scenario-wise policy if either the demand or the cost is supported on a convex hull of given scenarios. We extend our analysis to the capacitated case and show that the second-stage routing decision still follows an optimal scenario-wise policy if the demand is supported on the convex hull of given scenarios. In terms of tractability, for all mentioned cases, we reformulate the distributionally robust model as a moderate-sized mixed-integer linear program, and we recover the associated worst-case distribution by solving a collection of linear programs. Through numerical studies using the Civil Aeronautics Board data set, we demonstrate the advantages of the distributionally robust model by examining its superior out-of-sample performance against the classical robust model and the stochastic model.

Stochastic programming model and algorithm for flight schedule optimization

2021 ◽  
pp. 1-12
Author(s):  
Ying Zhang ◽  
A. Yinge ◽  
Bing Wang ◽  
Wen Tian ◽  
Tao Wen
Keyword(s):  
Stochastic Programming ◽  
Evolutionary Algorithm ◽  
Programming Model ◽  
Two Stage ◽  
Schedule Optimization ◽  
Hybrid Evolutionary Algorithm ◽  
Second Stage ◽  
Stochastic Programming Model ◽  
Scheduled Time ◽  
Made In

To solve the strategic flight schedule optimization problem for multiple airport and multiple operation days, a two-stage stochastic programming model is established. Flight schedule optimization is made in the first stage of the model, and the tactical flight delay decision is made in the second stage with consideration of the impact of the uncertain operational airport capacity at the tactical stage. The arrival and departure service rates are also optimized as decision variables in the second stage so as to simulate the actual operation characteristics of the airports and more accurately estimate the operation delay at the tactical stage. The model’s objective function considers the minimum deviation of flight scheduled time in the strategic stage and the expected delay in the tactical stage. A hybrid evolutionary algorithm is designed to solve the model by two-stage decomposition. The model is simulated and verified using the flight plan data of Beijing Capital Airport and Guangzhou Baiyun Airport. The effect of the model in optimizing flight scheduled time and reducing the mean value of operational delay in the tactical phase under different capacity scenarios is analyzed, and the effectiveness of the model and the hybrid evolutionary algorithm is verified.

An Enhanced Two Stage MMSE Equalizer for Coded FBMC/OQAM Systems

2019 ◽  
Vol 10 (1) ◽  
pp. 69-82 ◽  
Author(s):  
Mohammad Rizk Assaf ◽  
Abdel-Nasser Assimi
Keyword(s):  
Error Propagation ◽  
Channel Model ◽  
Error Correcting Codes ◽  
Two Stage ◽  
Probability Of Error ◽  
Second Stage ◽  
Different Types ◽  
Mmse Equalizer ◽  
And Performance ◽  
Ici Cancellation

In this article, the authors investigate the enhanced two stage MMSE (TS-MMSE) equalizer in bit-interleaved coded FBMC/OQAM system which gives a tradeoff between complexity and performance, since error correcting codes limits error propagation, so this allows the equalizer to remove not only ICI but also ISI in the second stage. The proposed equalizer has shown less design complexity compared to the other MMSE equalizers. The obtained results show that the probability of error is improved where SNR gain reaches 2 dB measured at BER compared with ICI cancellation for different types of modulation schemes and ITU Vehicular B channel model. Some simulation results are provided to illustrate the effectiveness of the proposed equalizer.

scholarly journals Day-Ahead and Intra-Day Optimal Scheduling of Integrated Energy System Considering Uncertainty of Source & Load Power Forecasting

Energies ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2539
Author(s):  
Zhengjie Li ◽  
Zhisheng Zhang
Keyword(s):  
Wind Power ◽  
Demand Response ◽  
Solar Power ◽  
Load Forecasting ◽  
Energy System ◽  
Optimal Scheduling ◽  
Scheduling Scheme ◽  
Load Power ◽  
Integrated Energy System ◽  
Operation Cost

At present, due to the errors of wind power, solar power and various types of load forecasting, the optimal scheduling results of the integrated energy system (IES) will be inaccurate, which will affect the economic and reliable operation of the integrated energy system. In order to solve this problem, a day-ahead and intra-day optimal scheduling model of integrated energy system considering forecasting uncertainty is proposed in this paper, which takes the minimum operation cost of the system as the target, and different processing strategies are adopted for the model. In the day-ahead time scale, according to day-ahead load forecasting, an integrated demand response (IDR) strategy is formulated to adjust the load curve, and an optimal scheduling scheme is obtained. In the intra-day time scale, the predicted value of wind power, solar power and load power are represented by fuzzy parameters to participate in the optimal scheduling of the system, and the output of units is adjusted based on the day-ahead scheduling scheme according to the day-ahead forecasting results. The simulation of specific examples shows that the integrated demand response can effectively adjust the load demand and improve the economy and reliability of the system operation. At the same time, the operation cost of the system is related to the reliability of the accurate prediction of wind power, solar power and load power. Through this model, the optimal scheduling scheme can be determined under an acceptable prediction accuracy and confidence level.

scholarly journals A column-and-constraint generation algorithm for two-stage stochastic programming problems

Top ◽  
2021 ◽  
Author(s):  
Denise D. Tönissen ◽  
Joachim J. Arts ◽  
Zuo-Jun Max Shen
Keyword(s):  
Stochastic Programming ◽  
Benders Decomposition ◽  
Equivalent Model ◽  
Computational Time ◽  
Two Stage ◽  
Generation Algorithm ◽  
Constraint Generation ◽  
Deterministic Equivalent ◽  
Location Routing ◽  
Relative Tolerance

AbstractThis paper presents a column-and-constraint generation algorithm for two-stage stochastic programming problems. A distinctive feature of the algorithm is that it does not assume fixed recourse and as a consequence the values and dimensions of the recourse matrix can be uncertain. The proposed algorithm contains multi-cut (partial) Benders decomposition and the deterministic equivalent model as special cases and can be used to trade-off computational speed and memory requirements. The algorithm outperforms multi-cut (partial) Benders decomposition in computational time and the deterministic equivalent model in memory requirements for a maintenance location routing problem. In addition, for instances with a large number of scenarios, the algorithm outperforms the deterministic equivalent model in both computational time and memory requirements. Furthermore, we present an adaptive relative tolerance for instances for which the solution time of the master problem is the bottleneck and the slave problems can be solved relatively efficiently. The adaptive relative tolerance is large in early iterations and converges to zero for the final iteration(s) of the algorithm. The combination of this relative adaptive tolerance with the proposed algorithm decreases the computational time of our instances even further.

Personalised attraction recommendation for enhancing topic diversity and accuracy

2021 ◽  
pp. 016555152199980
Author(s):  
Yuanyuan Lin ◽  
Chao Huang ◽  
Wei Yao ◽  
Yifei Shao
Keyword(s):  
Real World ◽  
Information Overload ◽  
Two Stage ◽  
Misclassification Cost ◽  
Second Stage ◽  
Low Visibility ◽  
Recommendation Diversity ◽  
Optimisation Model ◽  
Definition Of ◽  
Improved Methods

Attraction recommendation plays an important role in tourism, such as solving information overload problems and recommending proper attractions to users. Currently, most recommendation methods are dedicated to improving the accuracy of recommendations. However, recommendation methods only focusing on accuracy tend to recommend popular items that are often purchased by users, which results in a lack of diversity and low visibility of non-popular items. Hence, many studies have suggested the importance of recommendation diversity and proposed improved methods, but there is room for improvement. First, the definition of diversity for different items requires consideration for domain characteristics. Second, the existing algorithms for improving diversity sacrifice the accuracy of recommendations. Therefore, the article utilises the topic ‘features of attractions’ to define the calculation method of recommendation diversity. We developed a two-stage optimisation model to enhance recommendation diversity while maintaining the accuracy of recommendations. In the first stage, an optimisation model considering topic diversity is proposed to increase recommendation diversity and generate candidate attractions. In the second stage, we propose a minimisation misclassification cost optimisation model to balance recommendation diversity and accuracy. To assess the performance of the proposed method, experiments are conducted with real-world travel data. The results indicate that the proposed two-stage optimisation model can significantly improve the diversity and accuracy of recommendations.

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