scenario reduction
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2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Jade F. Preston ◽  
Bruce A. Cox ◽  
Paul P. Rebeiz ◽  
Timothy W. Breitbach

PurposeSupply chains need to balance competing objectives; in addition to efficiency, supply chains need to be resilient to adversarial and environmental interference and robust to uncertainties in long-term demand. Significant research has been conducted designing efficient supply chains and recent research has focused on resilient supply chain design. However, the integration of resilient and robust supply chain design is less well studied. The purpose of the paper is to include resilience and robustness into supply chain design.Design/methodology/approachThe paper develops a method to include resilience and robustness into supply chain design. Using the region of West Africa, which is plagued with persisting logistical issues, the authors develop a regional risk assessment framework and then apply categorical risk to the countries of West Africa using publicly available data. A scenario reduction technique is used to focus on the highest risk scenarios for the model to be tractable. Next, the authors develop a mathematical model leveraging this framework to design a resilient supply network that minimizes cost while ensuring the network functions following a disruption. Finally, the authors examine the network's robustness to demand uncertainty via several plausible emergency scenarios.FindingsThe authors provide optimal sets of transshipment hubs with varying counts from 5 through 15 hubs. The authors determine there is no feasible solution that uses only five transshipment hubs. The authors' findings reinforce those seven transshipment hubs – the solution currently employed in West Africa – is the cheapest architecture to achieve resilience and robustness. Additionally, for each set of feasibility transshipment hubs, the authors provide connections between hubs and demand spokes.Originality/valueWhile, at the time of this research, three other manuscripts incorporated both resilience and robustness of the authors' research unique solved the problem as a network flow instead of as a set covering problem. Additionally, the authors establish a novel risk framework to guide the required amount of redundancy, and finally the out research proposes a scenario reduction heuristic to allow tractable exploration of 512 possible demand scenarios.


2021 ◽  
Author(s):  
Yingyun Sun ◽  
Xiaochong Dong ◽  
Sarmad Majeed Malik

Power systems with high penetration of renewable energy contain various <a></a><a>uncertainties</a>. Scenario-based optimization problems need a large number of discrete scenarios to obtain a reliable approximation for the probabilistic model. It is important to choose typical scenarios and ease the computational burden. This paper presents a scenario reduction network model based on Wasserstein distance. Entropy regularization is used to transform the scenario reduction problem into an unconstrained problem. Through an explicit neural network structure design, the output of the scenario reduction network corresponds to Sinkhorn distance function. The scenario reduction network can generate the typical scenario set through unsupervised learning training. An efficient algorithm is proposed for continuous/discrete scenario reduction. The superiority of the scenario reduction network model is verified through case studies. The numerical results highlight high accuracy and computational efficiency of the proposed model over state-of-the-art model making it an ideal candidate for large-scale scenario reduction problems


2021 ◽  
Author(s):  
Yingyun Sun ◽  
Xiaochong Dong ◽  
Sarmad Majeed Malik

Power systems with high penetration of renewable energy contain various <a></a><a>uncertainties</a>. Scenario-based optimization problems need a large number of discrete scenarios to obtain a reliable approximation for the probabilistic model. It is important to choose typical scenarios and ease the computational burden. This paper presents a scenario reduction network model based on Wasserstein distance. Entropy regularization is used to transform the scenario reduction problem into an unconstrained problem. Through an explicit neural network structure design, the output of the scenario reduction network corresponds to Sinkhorn distance function. The scenario reduction network can generate the typical scenario set through unsupervised learning training. An efficient algorithm is proposed for continuous/discrete scenario reduction. The superiority of the scenario reduction network model is verified through case studies. The numerical results highlight high accuracy and computational efficiency of the proposed model over state-of-the-art model making it an ideal candidate for large-scale scenario reduction problems


2021 ◽  
Author(s):  
Yang Cao ◽  
Haifeng Huang ◽  
Hong Zhang ◽  
Xiaolu Li ◽  
Yuzheng Peng ◽  
...  

Author(s):  
Seyed Kourosh Mahjour ◽  
Antonio Alberto Souza Santos ◽  
Manuel Gomes Correia ◽  
Denis José Schiozer

AbstractThe simulation process under uncertainty needs numerous reservoir models that can be very time-consuming. Hence, selecting representative models (RMs) that show the uncertainty space of the full ensemble is required. In this work, we compare two scenario reduction techniques: (1) Distance-based Clustering with Simple Matching Coefficient (DCSMC) applied before the simulation process using reservoir static data, and (2) metaheuristic algorithm (RMFinder technique) applied after the simulation process using reservoir dynamic data. We use these two methods as samples to investigate the effect of static and dynamic data usage on the accuracy and rate of the scenario reduction process focusing field development purposes. In this work, a synthetic benchmark case named UNISIM-II-D considering the flow unit modelling is used. The results showed both scenario reduction methods are reliable in selecting the RMs from a specific production strategy. However, the obtained RMs from a defined strategy using the DCSMC method can be applied to other strategies preserving the representativeness of the models, while the role of the strategy types to select the RMs using the metaheuristic method is substantial so that each strategy has its own set of RMs. Due to the field development workflow in which the metaheuristic algorithm is used, the number of required flow simulation models and the computational time are greater than the workflow in which the DCSMC method is applied. Hence, it can be concluded that static reservoir data usage on the scenario reduction process can be more reliable during the field development phase.


Author(s):  
Florian Ziel

Scenario reduction techniques are widely applied for solving sophisticated dynamic and stochastic programs, especially in energy and power systems, but are also used in probabilistic forecasting, clustering and estimating generative adversarial networks. We propose a new method for ensemble and scenario reduction based on the energy distance which is a special case of the maximum mean discrepancy. We discuss the choice of energy distance in detail, especially in comparison to the popular Wasserstein distance which is dominating the scenario reduction literature. The energy distance is a metric between probability measures that allows for powerful tests for equality of arbitrary multivariate distributions or independence. Thanks to the latter, it is a suitable candidate for ensemble and scenario reduction problems. The theoretical properties and considered examples indicate clearly that the reduced scenario sets tend to exhibit better statistical properties for the energy distance than a corresponding reduction with respect to the Wasserstein distance. We show applications to a Bernoulli random walk and two real data-based examples for electricity demand profiles and day-ahead electricity prices. This article is part of the theme issue ‘The mathematics of energy systems’.


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