@misc{TateiwaShinanoYasudaetal.2021, author = {Tateiwa, Nariaki and Shinano, Yuji and Yasuda, Masaya and Kaji, Shizuo and Yamamura, Keiichiro and Fujisawa, Katsuki}, title = {Massively parallel sharing lattice basis reduction}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-85209}, year = {2021}, abstract = {For cryptanalysis in lattice-based schemes, the performance evaluation of lattice basis reduction using high-performance computers is becoming increasingly important for the determination of the security level. We propose a distributed and asynchronous parallel reduction algorithm based on randomization and DeepBKZ, which is an improved variant of the block Korkine-Zolotarev (BKZ) reduction algorithm. Randomized copies of a lattice basis are distributed to up to 103,680 cores and independently reduced in parallel, while some basis vectors are shared asynchronously among all processes via MPI. There is a trade-off between randomization and information sharing; if a substantial amount of information is shared, all processes will work on the same problem, thereby diminishing the benefit of parallelization. To monitor this balance between randomness and sharing, we propose a metric to quantify the variety of lattice bases. We empirically find an optimal parameter of sharing for high-dimensional lattices. We demonstrate the efficacy of our proposed parallel algorithm and implementation with respect to both performance and scalability through our experiments.}, language = {en} } @misc{HosodaMaherShinanoetal.2023, author = {Hosoda, Junko and Maher, Stephen J. and Shinano, Yuji and Villumsen, Jonas Christoffer}, title = {A parallel branch-and-bound heuristic for the integrated long-haul and local vehicle routing problem on an adaptive transportation network}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-89700}, year = {2023}, abstract = {Consolidation of commodities and coordination of vehicle routes are fundamental features of supply chain management problems. While locations for consolidation and coordination are typically known a priori, in adaptive transportation networks this is not the case. The identification of such consolidation locations forms part of the decision making process. Supply chain management problems integrating the designation of consolidation locations with the coordination of long haul and local vehicle routing is not only challenging to solve, but also very difficult to formulate mathematically. In this paper, the first mathematical model integrating location clustering with long haul and local vehicle routing is proposed. This mathematical formulation is used to develop algorithms to find high quality solutions. A novel parallel framework is developed that combines exact and heuristic methods to improve the search for high quality solutions and provide valid bounds. The results demonstrate that using exact methods to guide heuristic search is an effective approach to find high quality solutions for difficult supply chain management problems.}, language = {en} } @misc{FujiiItoKimetal.2021, author = {Fujii, Koichi and Ito, Naoki and Kim, Sunyoung and Kojima, Masakazu and Shinano, Yuji and Toh, Kim-Chuan}, title = {Solving Challenging Large Scale QAPs}, issn = {1438-0064}, doi = {10.12752/8130}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-81303}, year = {2021}, abstract = {We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method efficiently implemented on a powerful computer system using the Ubiquity Generator(UG) framework that can utilize more than 100,000 cores. Lower bounding procedures incorporated in the branch-and-bound method play a crucial role in solving the problems. For a strong lower bounding procedure, we employ the Lagrangian doubly nonnegative (DNN) relaxation and the Newton-bracketing method developed by the authors' group. In this report, we describe some basic tools used in the project including the lower bounding procedure and branching rules, and present some preliminary numerical results. Our next target problem is QAPs with dimension at least 50, as we have succeeded to solve tai30a and sko42 from QAPLIB for the first time.}, language = {en} } @misc{FujiiKimKojimaetal.2023, author = {Fujii, Koichi and Kim, Sunyoung and Kojima, Masakazu and Mittelmann, Hans D. and Shinano, Yuji}, title = {An Exceptionally Difficult Binary Quadratic Optimization Problem with Symmetry: a Challenge for The Largest Unsolved QAP Instance Tai256c}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-93072}, year = {2023}, abstract = {Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB. It is known that QAP tai256c can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92. As the BQOP is much simpler than the original QAP, the conversion increases the possibility to solve the QAP. Solving exactly the BQOP, however, is still very difficult. Indeed, a 1.48\% gap remains between the best known upper bound (UB) and lower bound (LB) of the unknown optimal value. This paper shows that the BQOP admits a nontrivial symmetry, a property that makes the BQOP very hard to solve. The symmetry induces equivalent subproblems in branch and bound (BB) methods. To effectively improve the LB, we propose an efficient BB method that incorporates a doubly nonnegative relaxation, the standard orbit branching and a technique to prune equivalent subproblems. With this BB method, a new LB with 1.25\% gap is successfully obtained, and computing an LB with 1.0\% gap is shown to be still quite difficult.}, language = {en} } @misc{FujiiItoKimetal.2022, author = {Fujii, Koichi and Ito, Naoki and Kim, Sunyoung and Kojima, Masakazu and Shinano, Yuji and Toh, Kim-Chuan}, title = {大規模二次割当問題への挑戦}, journal = {統計数理研究所共同研究リポート 453 最適化:モデリングとアルゴリズム33 2022年3月 「大規模二次割当問題への挑戦」 p.84-p.92}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-86779}, year = {2022}, abstract = {二次割当問題は線形緩和が弱いことが知られ,強化のため多様な緩和手法が考案されているが,その一つである二重非負値計画緩和( DNN 緩和)及びその解法として近年研究が進んでいるニュートン・ブラケット法を紹介し,それらに基づく分枝限定法の実装及び数値実験結果について報告する.}, language = {ja} } @article{YokoyamaKamadaShinanoetal.2021, author = {Yokoyama, Ryohei and Kamada, Hiroki and Shinano, Yuji and Wakui, Tetsuya}, title = {A hierarchical optimization approach to robust design of energy supply systems based on a mixed-integer linear model}, volume = {229}, journal = {Energy}, doi = {https://doi.org/10.1016/j.energy.2021.120343}, year = {2021}, abstract = {In designing energy supply systems, designers should heighten the robustness in performance criteria against the uncertainty in energy demands. In this paper, a robust optimal design method using a hierarchical mixed-integer linear programming (MILP) method is proposed to maximize the robustness of energy supply systems under uncertain energy demands based on a mixed-integer linear model. A robust optimal design problem is formulated as a three-level min-max-min MILP one by expressing uncertain energy demands by intervals, evaluating the robustness in a performance criterion based on the minimax regret criterion, and considering relationships among integer design variables, uncertain energy demands, and integer and continuous operation variables. This problem is solved by evaluating upper and lower bounds for the minimum of the maximum regret of the performance criterion repeatedly outside, and evaluating lower and upper bounds for the maximum regret repeatedly inside. Different types of optimization problems are solved by applying a hierarchical MILP method developed for ordinary optimal design problems without and with its modifications. In a case study, the proposed approach is applied to the robust optimal design of a cogeneration system. Through the study, its validity and effectiveness are ascertained, and some features of the obtained robust designs are clarified.}, language = {en} } @article{FujiiKimKojimaetal.2024, author = {Fujii, Koichi and Kim, Sunyoung and Kojima, Masakazu and Mittelmann, Hans D. and Shinano, Yuji}, title = {An exceptionally difficult binary quadratic optimization problem with symmetry: a challenge for the largest unsolved QAP instance Tai256c}, journal = {Optimization Letters}, publisher = {Springer Science and Business Media LLC}, issn = {1862-4472}, doi = {10.1007/s11590-024-02157-2}, year = {2024}, abstract = {Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB. It is known that QAP tai256c can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92. As the BQOP is much simpler than the original QAP, the conversion increases the possibility to solve the QAP. Solving exactly the BQOP, however, is still very difficult. Indeed, a 1.48\% gap remains between the best known upper bound (UB) and lower bound (LB) of the unknown optimal value. This paper shows that the BQOP admits a nontrivial symmetry, a property that makes the BQOP very hard to solve. Despite this difficulty, it is imperative to decrease the gap in order to ultimately solve the BQOP exactly. To effectively improve the LB, we propose an efficient BB method that incorporates a doubly nonnegative relaxation, the orbit branching and the isomorphism pruning. With this BB method, a new LB with 1.25\% gap is successfully obtained, and computing an LB with gap is shown to be still quite difficult.}, language = {en} } @article{HosodaMaherShinanoetal.2024, author = {Hosoda, Junko and Maher, Stephen J. and Shinano, Yuji and Villumsen, Jonas Christoffer}, title = {A parallel branch-and-bound heuristic for the integrated long-haul and local vehicle routing problem on an adaptive transportation network}, volume = {165}, journal = {Computers \& Operations Research}, publisher = {Elsevier BV}, issn = {0305-0548}, doi = {10.1016/j.cor.2024.106570}, year = {2024}, abstract = {Consolidation of commodities and coordination of vehicle routes are fundamental features of supply chain management problems. While locations for consolidation and coordination are typically known a priori, in adaptive transportation networks this is not the case. The identification of such consolidation locations forms part of the decision making process. Supply chain management problems integrating the designation of consolidation locations with the coordination of long haul and local vehicle routing is not only challenging to solve, but also very difficult to formulate mathematically. In this paper, the first mathematical model integrating location clustering with long haul and local vehicle routing is proposed. This mathematical formulation is used to develop algorithms to find high quality solutions. A novel parallel framework is developed that combines exact and heuristic methods to improve the search for high quality solutions and provide valid bounds. The results demonstrate that using exact methods to guide heuristic search is an effective approach to find high quality solutions for difficult supply chain management problems.}, language = {en} } @misc{Le2024, author = {Le, Thi Thai}, title = {Effect of viscous forces on the interface stability of a tangential-velocity discontinuity in compressible fluids}, journal = {Journal}, year = {2024}, abstract = {Compressible flows are prevalent in natural and technological processes, particularly in the energy transition to renewable energy systems. Consequently, extensive research has focused on understanding the stability of tangential--velocity discontinuity in compressible media. Despite recent advancements that address industrial challenges more realistically, many studies have ignored viscous stress tensors' impact, leading to inaccuracies in predicting interface stability. This omission becomes critical, especially in high Reynolds or low Mach number flows, where viscous forces dissipate kinetic energy across interfaces, affect total energy dissipation, and dampen flow instabilities. Our work is thus motivated to analyze the viscosity force effect by including the viscous stress tensor terms in the motion equations. Our results show that by considering the effect of viscous forces, the tangential-velocity discontinuity interface is constantly destabilized for the entire range of the Mach number.}, language = {en} } @inproceedings{KiesslingVanaretAstudilloetal.2024, author = {Kiessling, David and Vanaret, Charlie and Astudillo, Alejandro and Decr{\´e}, Wilm and Swevers, Jan}, title = {An Almost Feasible Sequential Linear Programming Algorithm}, booktitle = {2024 European Control Conference (ECC), Stockholm, Sweden}, arxiv = {http://arxiv.org/abs/2401.13840}, doi = {10.23919/ECC64448.2024.10590864}, pages = {2328 -- 2335}, year = {2024}, abstract = {This paper proposes an almost feasible Sequential Linear Programming (afSLP) algorithm. In the first part, the practical limitations of previously proposed Feasible Sequential Linear Programming (FSLP) methods are discussed along with illustrative examples. Then, we present a generalization of FSLP based on a tolerance-tube method that addresses the shortcomings of FSLP. The proposed algorithm afSLP consists of two phases. Phase I starts from random infeasible points and iterates towards a relaxation of the feasible set. Once the tolerance-tube around the feasible set is reached, phase II is started and all future iterates are kept within the tolerance-tube. The novel method includes enhancements to the originally proposed tolerance-tube method that are necessary for global convergence. afSLP is shown to outperform FSLP and the state-of-the-art solver IPOPT on a SCARA robot optimization problem.}, language = {en} } @misc{PetkovicZakiyevaZittel2021, author = {Petkovic, Milena and Zakiyeva, Nazgul and Zittel, Janina}, title = {Statistical analysis and modeling for detecting regime changes in gas nomination time series}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82988}, year = {2021}, abstract = {As a result of the legislation for gas markets introduced by the European Union in 2005, separate independent companies have to conduct the transport and trading of natural gas. The current gas market of Germany, which has a market value of more than 54 billion USD, consists of Transmission System Operators (TSO), network users, and traders. Traders can nominate a certain amount of gas anytime and anywhere in the network. Such unrestricted access for the traders, on the other hand, increase the uncertainty in the gas supply management. Some customers' behaviors may cause abrupt structural changes in gas flow time series. In particular, it is a challenging task for the TSO operators to predict gas nominations 6 to 10 hours ahead. In our study, we aim to investigate the regime changes in the time series of nominations to predict the 6 to 10 hours ahead of gas nominations.}, language = {en} } @article{LeFukumoto2022, author = {Le, Thi Thai and Fukumoto, Yasuhide}, title = {Effect of depth discontinuity on interfacial stability of tangential-velocity discontinuity in shallow-water flow}, volume = {436}, journal = {Physics Letters A}, publisher = {ELSEVIER}, doi = {10.1016/j.physleta.2022.128073}, pages = {128073}, year = {2022}, abstract = {It is well known as the Kelvin-Helmholtz instability (KHI) that an interface of tangential velocity discontinuity is necessarily unstable, regardless of the velocity difference's strength. However, the KHI is suppressed for shallow water flows if the Froude number, defined by the ratio of the velocity difference to the gravity wave's speed, is sufficiently large. In this investigation, we examine the effect of the depth difference of two fluid layers on the KHI. The depth difference enhances instability. Given the Froude number in the instability range, the growth rate sensitively depends on the depth ratio and increases monotonically with the depth ratio difference from unity. The critical value of the Froude number for stabilization varies with the depth ratio and attains the minimum value √8 for equal depth. This behavior is verified by asymptotic analysis.}, language = {en} } @misc{ZakiyevaPetkovic2021, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {Modeling and forecasting gas network flows with multivariate time series and mathematical programming approach}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82966}, year = {2021}, abstract = {With annual consumption of approx. 95 billion cubic me-ters and similar amounts of gas just transshipped through Germany toother EU states, Germany's gas transport system plays a vital role inEuropean energy supply. The complex, more than 40,000 km long high-pressure transmission network is controlled by several transmission sys-tem operators (TSOs) whose main task is to provide security of supplyin a cost-efficient way. Given the slow speed of gas flows through the gastransmission network pipelines, it has been an essential task for the gasnetwork operators to enhance the forecast tools to build an accurate andeffective gas flow prediction model for the whole network. By incorpo-rating the recent progress in mathematical programming and time seriesmodeling, we aim to model natural gas network and predict gas in- andout-flows at multiple supply and demand nodes for different forecastinghorizons. Our model is able to describe the dynamics in the network bydetecting the key nodes, which may help to build an optimal manage-ment strategy for transmission system operators.}, language = {en} } @article{PetkovicKochZittel2021, author = {Petkovic, Milena and Koch, Thorsten and Zittel, Janina}, title = {Deep learning for spatio-temporal supply anddemand forecasting in natural gas transmission networks}, journal = {Energy Science and Engineering}, doi = {https://doi.org/10.1002/ese3.932}, year = {2021}, abstract = {Germany is the largest market for natural gas in the European Union, with an annual consumption of approx. 95 billion cubic meters. Germany's high-pressure gas pipeline network is roughly 40,000 km long, which enables highly fluctuating quantities of gas to be transported safely over long distances. Considering that similar amounts of gas are also transshipped through Germany to other EU states, it is clear that Germany's gas transport system is essential to the European energy supply. Since the average velocity of gas in a pipeline is only 25km/h, an adequate high-precision, high-frequency forecasting of supply and demand is crucial for efficient control and operation of such a transmission network. We propose a deep learning model based on spatio-temporal convolutional neural networks (DLST) to tackle the problem of gas flow forecasting in a complex high-pressure transmission network. Experiments show that our model effectively captures comprehensive spatio-temporal correlations through modeling gas networks and consistently outperforms state-of-the-art benchmarks on real-world data sets by at least 21\%. The results demonstrate that the proposed model can deal with complex nonlinear gas network flow forecasting with high accuracy and effectiveness.}, language = {en} } @incollection{SchwarzLacalandraScheweetal.2020, author = {Schwarz, R. and Lacalandra, F. and Schewe, L. and Bettinelli, A. and Vigo, D. and Bischi, A. and Parriani, T. and Martelli, E. and Vuik, K. and Lenz, R. and Madsen, H. and Blanco, I. and Guericke, D. and Y{\"u}ksel-Erg{\"u}n, I. and Zittel, J.}, title = {Network and Storage}, volume = {4}, booktitle = {Mathematical Optimization for Efficient and Robust Energy Networks}, publisher = {Springer}, isbn = {978-3-030-57442-0}, doi = {https://doi.org/10.1007/978-3-030-57442-0_6}, year = {2020}, abstract = {Natural gas is considered by many to be the most important energy source for the future. The objectives of energy commodities strategic problems can be mainly related to natural gas and deal with the definition of the "optimal" gas pipelines design which includes a number of related sub problems such as: Gas stations (compression) location and Gas storage locations, as well as compression station design and optimal operation.}, language = {en} } @misc{TateiwaShinanoYamamuraetal.2021, author = {Tateiwa, Nariaki and Shinano, Yuji and Yamamura, Keiichiro and Yoshida, Akihiro and Kaji, Shizuo and Yasuda, Masaya and Fujisawa, Katsuki}, title = {CMAP-LAP: Configurable Massively Parallel Solver for Lattice Problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82802}, year = {2021}, abstract = {Lattice problems are a class of optimization problems that are notably hard. There are no classical or quantum algorithms known to solve these problems efficiently. Their hardness has made lattices a major cryptographic primitive for post-quantum cryptography. Several different approaches have been used for lattice problems with different computational profiles; some suffer from super-exponential time, and others require exponential space. This motivated us to develop a novel lattice problem solver, CMAP-LAP, based on the clever coordination of different algorithms that run massively in parallel. With our flexible framework, heterogeneous modules run asynchronously in parallel on a large-scale distributed system while exchanging information, which drastically boosts the overall performance. We also implement full checkpoint-and-restart functionality, which is vital to high-dimensional lattice problems. Through numerical experiments with up to 103,680 cores, we evaluated the performance and stability of our system and demonstrated its high capability for future massive-scale experiments.}, language = {en} } @misc{PedersenHoppmannBaumZitteletal.2021, author = {Pedersen, Jaap and Hoppmann-Baum, Kai and Zittel, Janina and Koch, Thorsten}, title = {Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid; Technical Report}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82838}, year = {2021}, abstract = {In the transition towards a pure hydrogen infrastructure, utilizing the existing natural gas infrastructure is a necessity. In this study, the maximal technically feasible injection of hydrogen into the existing German natural gas transmission network is analysed with respect to regulatory limits regarding the gas quality. We propose a transient tracking model based on the general pooling problem including linepack. The analysis is conducted using real-world hourly gas flow data on a network of about 10,000 km length.}, language = {en} } @article{AlzaatrehAljarrahAlmagambetovaetal.2021, author = {Alzaatreh, Ayman and Aljarrah, Mohammad and Almagambetova, Ayanna and Zakiyeva, Nazgul}, title = {On the Regression Model for Generalized Normal Distributions}, volume = {23}, journal = {Entropy}, number = {2}, doi = {https://doi.org/10.3390/e23020173}, pages = {173}, year = {2021}, abstract = {The traditional linear regression model that assumes normal residuals is applied extensively in engineering and science. However, the normality assumption of the model residuals is often ineffective. This drawback can be overcome by using a generalized normal regression model that assumes a non-normal response. In this paper, we propose regression models based on generalizations of the normal distribution. The proposed regression models can be used effectively in modeling data with a highly skewed response. Furthermore, we study in some details the structural properties of the proposed generalizations of the normal distribution. The maximum likelihood method is used for estimating the parameters of the proposed method. The performance of the maximum likelihood estimators in estimating the distributional parameters is assessed through a small simulation study. Applications to two real datasets are given to illustrate the flexibility and the usefulness of the proposed distributions and their regression models.}, language = {en} } @article{JinLeFukumoto2019, author = {Jin, Liangbing and Le, Thi Thai and Fukumoto, Yasuhide}, title = {Frictional effect on stability of discontinuity interface in tangential velocity of a shallow-water flow}, volume = {383}, journal = {Physics Letters A}, number = {26}, doi = {10.1016/j.physleta.2019.125839}, pages = {125839}, year = {2019}, abstract = {We examine a frictional effect on the linear stability of an interface of discontinuity in tangential velocity. The fluid is moving with uniform velocity U in a region but is at rest in the other, and the bottom surface is assumed to exert drag force, quadratic in velocity, on the thin fluid layer. In the absence of the drag, the instability of the Kelvin-Helmholtz type is suppressed for U>√8 c, with c being the propagating speed of the gravity wave. We find by asymptotic analyses for both small and large values of the drag strength that the drag, regardless of its strength, makes the flow unstable for the whole range of the Froude number U/c.}, language = {en} } @article{Le2021, author = {Le, Thi Thai}, title = {Effect of water depth on Kelvin - Helmholtz instability in a shallow-water flow}, volume = {62}, journal = {Journal of Mathematical Physics}, number = {10}, publisher = {AIP Publishing}, doi = {10.1063/1.5145060}, pages = {103101}, year = {2021}, abstract = {It is well known that the interface between two regions of an incompressible ideal fluid flow moving in a relative motion is necessarily destabilized, regardless of the velocity difference's strength. This phenomenon is the so-called Kelvin-Helmholtz instability (KHI). However, a large number of works demonstrated a surprising result that the instability is suppressed for shallow water flows; the interface is stabilized if the Froude number, defined by the velocity difference's ratio to the gravity wave's speed, is sufficiently large. In a limited way, these authors have been used the shallow-water equations without the higher-order effect of the dispersive terms. Thus, this investigation aims to examine these higher-order dispersive effects to analyze the interface stability problem of tangential-velocity discontinuity in shallow-water flows. In particular, we use the Green-Naghdi equations to introduce the dispersive terms related to the depth and the depth-averaged horizontal velocities of the fluid. We show that the interface stability depends on the Froude number (i.e., the velocity difference's strength) and the water depth. A critical value of the Froude number to stabilize the interface is smaller than the case of no dispersive terms, and the flow in a deeper region is more stable than in a shallower one. We also consider the distribution of kinetic and potential energy to clarify a feature characteristic of a large class of instabilities in shallow water flow. The instability of flows is caused by the decrease in the kinetic energy during the perturbation of waves. This phenomenon is known as negative energy modes and plays a vital role in applying the model to industrial equipment. A conclusion is that the equipartition of energies occurs if and only if the velocity difference is zero and the water depth is shallow enough to ignore the dispersive terms.}, language = {en} } @inproceedings{PedersenSchachlerHeideretal.2021, author = {Pedersen, Jaap and Schachler, Birgit and Heider, Anya and Pleßmann, Guido}, title = {Distribution System Planning with Battery Storage using Multiperiod Optimal Power Flow}, volume = {6}, booktitle = {14th International Renewable Energy Storage Conference 2020 (IRES 2020)}, doi = {https://doi.org/10.2991/ahe.k.210202.007}, pages = {41 -- 48}, year = {2021}, abstract = {The ongoing energy transition introduces new challenges for distribution networks and brings about the need to expand existing power grid capacities. In order to contain network expansion and with it economic costs, utilization of various flexibility options to reduce expansion needs is discussed. This paper proposes a multiperiod optimal power flow (MPOPF) approach with a new continuous network expansion formulation to optimize the deployment of flexibility options under the objective of minimizing network expansion costs. In a comparison of the newly proposed continuous network expansion formulation with an existing mixed integer formulation and a continuous interpretation of the latter the here proposed formulation is shown to be useful in order to obtain a solvable problem and contain computational efforts. The presented MPOPF including the flexibility options storage units and curtailment is then assessed on synthetic medium voltage grids and applied to evaluate the benefit of a combined vs. a stepwise optimization of these flexibility options. It is demonstrated that using a local solver the proposed approach is applicable and yields a solution in reasonable time. Furthermore, it is shown that the combined optimization generally leads to a more efficient utilization of the considered flexibility options and therefore lower grid expansion costs than the stepwise consideration.}, language = {en} } @article{HenningsAndersonHoppmannBaumetal.2021, author = {Hennings, Felix and Anderson, Lovis and Hoppmann-Baum, Kai and Turner, Mark and Koch, Thorsten}, title = {Controlling transient gas flow in real-world pipeline intersection areas}, volume = {22}, journal = {Optimization and Engineering}, edition = {2}, publisher = {Springer Nature}, doi = {https://doi.org/10.1007/s11081-020-09559-y}, pages = {687 -- 734}, year = {2021}, abstract = {Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach.}, language = {en} } @article{ZakiyevaPetkovic2025, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {High-dimensional high-frequency time series prediction with a mixed integer optimisation method}, journal = {Operations Research Proceedings 2023. OR 2023}, issn = {1438-0064}, doi = {10.1007/978-3-031-58405-3_54}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-93068}, pages = {423 -- 429}, year = {2025}, abstract = {We study a functional autoregressive model for high-frequency time series. We approach the estimation of the proposed model using a Mixed Integer Optimisation method. The proposed model captures serial dependence in the functional time series by including high-dimensional curves. We illustrate our methodology on large-scale natural gas network data. Our model provides more accurate day-ahead hourly out-of-sample forecast of the gas in and out-flows compared to alternative prediction models.}, language = {en} } @phdthesis{Rehfeldt2021, author = {Rehfeldt, Daniel}, title = {Faster algorithms for Steiner tree and related problems: From theory to practice}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-85148}, year = {2021}, language = {en} } @article{AignerClarnerLiersetal.2021, author = {Aigner, Kevin-Martin and Clarner, Jan-Patrick and Liers, Frauke and Martin, Alexander}, title = {Robust Approximation of Chance Constrained DC Optimal Power Flow under Decision-Dependent Uncertainty}, journal = {European Journal of Operational Research}, year = {2021}, abstract = {We propose a mathematical optimization model and its solution for joint chance constrained DC Optimal Power Flow. In this application, it is particularly important that there is a high probability of transmission limits being satisfied, even in the case of uncertain or fluctuating feed-in from renewable energy sources. In critical network situations where the network risks overload, renewable energy feed-in has to be curtailed by the transmission system operator (TSO). The TSO can reduce the feed-in in discrete steps at each network node. The proposed optimization model minimizes curtailment while ensuring that there is a high probability of transmission limits being maintained. The latter is modeled via (joint) chance constraints that are computationally challenging. Thus, we propose a solution approach based on the robust safe approximation of these constraints. Hereby, probabilistic constraints are replaced by robust constraints with suitably defined uncertainty sets constructed from historical data. The ability to discretely control the power feed-in then leads to a robust optimization problem with decision-dependent uncertainties, i.e. the uncertainty sets depend on decision variables. We propose an equivalent mixed-integer linear reformulation for box uncertainties with the exact linearization of bilinear terms. Finally, we present numerical results for different test cases from the Nesta archive, as well as for a real network. We consider the discrete curtailment of solar feed-in, for which we use real-world weather and network data. The experimental tests demonstrate the effectiveness of this method and run times are very fast. Moreover, on average the calculated robust solutions only lead to a small increase in curtailment, when compared to nominal solutions.}, language = {en} } @inproceedings{TateiwaShinanoYamamuraetal.2021, author = {Tateiwa, Nariaki and Shinano, Yuji and Yamamura, Keiichiro and Yoshida, Akihiro and Kaji, Shizuo and Yasuda, Masaya and Fujisawa, Katsuki}, title = {CMAP-LAP: Configurable Massively Parallel Solver for Lattice Problems}, booktitle = {HiPC 2021 proceedings}, year = {2021}, abstract = {Lattice problems are a class of optimization problems that are notably hard. There are no classical or quantum algorithms known to solve these problems efficiently. Their hardness has made lattices a major cryptographic primitive for post-quantum cryptography. Several different approaches have been used for lattice problems with different computational profiles; some suffer from super-exponential time, and others require exponential space. This motivated us to develop a novel lattice problem solver, CMAP-LAP, based on the clever coordination of different algorithms that run massively in parallel. With our flexible framework, heterogeneous modules run asynchronously in parallel on a large-scale distributed system while exchanging information, which drastically boosts the overall performance. We also implement full checkpoint-and-restart functionality, which is vital to high-dimensional lattice problems. Through numerical experiments with up to 103,680 cores, we evaluated the performance and stability of our system and demonstrated its high capability for future massive-scale experiments.}, language = {en} } @article{XuChenZhangetal.2021, author = {Xu, Xiaofei and Chen, Ying and Zhang, Ge and Koch, Thorsten}, title = {Modeling functional time series and mixed-type predictors with partially functional autoregressions*}, journal = {Journal of Business and Economic Statistics}, doi = {10.1080/07350015.2021.2011299}, pages = {1 -- 43}, year = {2021}, abstract = {In many business and economics studies, researchers have sought to measure the dynamic dependence of curves with high-dimensional mixed-type predictors. We propose a partially functional autoregressive model (pFAR) where the serial dependence of curves is controlled by coefficient operators that are defined on a two-dimensional surface, and the individual and group effects of mixed-type predictors are estimated with a two-layer regularization. We develop an efficient estimation with the proven asymptotic properties of consistency and sparsity. We show how to choose the sieve and tuning parameters in regularization based on a forward-looking criterion. In addition to the asymptotic properties, numerical validation suggests that the dependence structure is accurately detected. The implementation of the pFAR within a real-world analysis of dependence in German daily natural gas flow curves, with seven lagged curves and 85 scalar predictors, produces superior forecast accuracy and an insightful understanding of the dynamics of natural gas supply and demand for the municipal, industry, and border nodes, respectively.}, language = {en} } @phdthesis{Lenz2021, author = {Lenz, Ralf}, title = {Optimization of Stationary Expansion Planning and Transient Network Control by Mixed-Integer Nonlinear Programming}, doi = {10.14279/depositonce-12765}, year = {2021}, language = {en} } @article{ShinanoAchterbergBertholdetal.2013, author = {Shinano, Yuji and Achterberg, Tobias and Berthold, Timo and Heinz, Stefan and Koch, Thorsten and Vigerske, Stefan and Winkler, Michael}, title = {制約整数計画ソルバ SCIP の並列化}, volume = {61}, journal = {統計数理}, number = {1}, pages = {47 -- 78}, year = {2013}, abstract = {制約整数計画(CIP: Constraint Integer Programs)は,制約プログラミング(CP: Constraint Programming),混合整数計画(MIP: Mixed Integer Programming),充足可能性問題(SAT: Satisfability Problem)の研究分野におけるモデリング技術と解法を統合している.その結果,制約整数計画は,広いクラスの最適化問題を扱うことができる.SCIP(Solving Constraint Integer Programs)は,CIP を解くソルバとして実装され,Zuse Institute Berlin(ZIB)の研究者を中心として継続的に拡張が続けられている.本論文では,著者らによって開発された SCIP に対する2 種類の並列化拡張を紹介する.一つは,複数計算ノード間で大規模に並列動作する ParaSCIPである.もう一つは,複数コアと共有メモリを持つ 1 台の計算機上で(スレッド)並列で動作する FiberSCIP である.ParaSCIP は,HLRN II スーパーコンピュータ上で,一つのインスタンスを解くために最大 7,168 コアを利用した動作実績がある.また,統計数理研究所の Fujitsu PRIMERGY RX200S5 上でも,最大 512 コアを利用した動作実績がある.統計数理研究所のFujitsu PRIMERGY RX200S5 上では,これまでに最適解が得られていなかった MIPLIB2010のインスタンスである dg012142 に最適解を与えた.}, language = {ja} } @article{品野2014, author = {品野, 勇治}, title = {最適化研究における数値実験を中心とした アプリケーション駆動研究サイクル}, volume = {59}, journal = {機関誌「オペレーションズ・リサーチ」}, number = {5}, pages = {247 -- 253}, year = {2014}, abstract = {最適化研究におけるアプリケーション駆動研究サイクルを紹介する.アプリケーション駆動研究サイクルは,学術機関での研究と企業における研究成果の利用とのつながりを良くする点では優れている.一方で,ソフトウェア開発・維持に多大な労力を要するため,日本の大学や研究機関における実施には困難さが伴う.ZIBにおいてアプリケーション駆動研究サイクルが,比較的うまく機能している背景を説明する.また,日本においてアプリケーション駆動研究サイクルを活性化するための第一歩として,論文投稿時に,論文中の数値実験に利用した全データ提出の義務化を提案したい.}, language = {ja} } @article{藤澤品野2014, author = {藤澤, 克樹 and 品野, 勇治}, title = {最適化と計算の今後 ―大規模問題をどこまで解決できるのか?―}, volume = {59}, journal = {機関誌「オペレーションズ・リサーチ」}, number = {1}, pages = {11 -- 19}, year = {2014}, abstract = {近年,大規模かつ複雑な最適化問題を高速に解く需要はさまざまな産業界や学術分野において急速に高まりつつある.これからの研究においては最先端理論 (Theory)+超大規模実データ (Practice)+最新計算技術(Computation) の三つを有機的に組み合わせることによって,実用に耐えうる解決策の提示と大規模最適化問題を扱う際の先例となることが求められている.本稿では最適化と計算に関する最新の傾向に触れるとともに,最適化の計算の今後についても考えていきたい.}, language = {ja} } @article{WakayamaYokoyamaShinanoetal.2018, author = {Wakayama, Yuki and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の階層的関係を考慮した最適化(時間集約によるモデル縮約とその効果)}, journal = {エネルギー・資源学会第34回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {401 -- 404}, year = {2018}, abstract = {A hierarchical mixed-integer linear programming method to solve optimal design problems of energy supply systems efficiently has been proposed. The original problem is solved by dividing it into a relaxed optimal design problem at the upper level and optimal operation problems which are independent of each other at the lower level. In this paper, a method of reducing model by time aggregation is proposed to search design solution candidates efficiently in the relaxed optimal design problem at the upper level. This method is realized only by clustering periods and averaging energy demands for clustered periods, while it guarantees to derive the optimal solution. On one hand, the method may decrease the number of design variables and costraints at the upper level, and thus the computation time at the upper level. On the other hand, it may increase the numbers of generated design solution candidates and solved optimal operation problems, and thus the computation time at both the levels. Though a case study on the optimal design of a cogeneration system, it is clarified how the model reduction is effective to enhance the computation efficiency.}, language = {ja} } @article{TaniguchiYokoyamaShinanoetal.2015, author = {Taniguchi, Shusuke and Yokoyama, Ryohei and Shinano, Yuji and Ohkura, Masashi and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の階層的関係を考慮した最適化(多目的最適化におけるK-ベスト解の探索)}, journal = {エネルギー・資源学会第31回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {267 -- 272}, year = {2015}, abstract = {A mixed-integer linear programming method utilizing the hierarchical relationship between design and operation variables proposed to solve the optimal design problem of energy supply systems efficiently is extended to search K-best solutions in multiobjective optimization: At the upper level, the optimal values of design variables are searched by the branch and bound method with operation variables relaxed to continuous ones; At the lower level, the values of operation variables are optimized independently at the respective periods set for variations in energy demands by the branch and bound method with the values of design variables given tentatively during the search at the upper level. A weighting method is employed for multiobjective optimization, and a weighted sum of the annual total cost and primary energy consumption is adopted as the objective function to be minimized. A practical case study on the optimal design of a cogeneration system is conducted. The validity and effectiveness of the proposed method are clarified, and the trade-off relationship between the annual total cost and primary energy consumption is confirmed.}, language = {ja} } @article{TakeuchiYokoyamaShinanoetal.2019, author = {Takeuchi, Kotaro and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {エネルギー供給システムの 設計と運用の階層的関係を考慮した最適化 (運用を考慮した期間クラスタリングによるモデル縮約)}, journal = {エネルギー・資源学会第35回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {169 -- 174}, year = {2019}, abstract = {To attain the highest performance of energy supply systems, it is necessary to determine design specifications optimally in consideration of operational strategies corresponding to seasonal and hourly variations in energy demands. Mixed-integer linear programming (MILP) methods have been applied widely to such multi-period optimal design problems. A hierarchical MILP method has been proposed to solve the problems very efficiently. In addition, by utilizing features of the hierarchical MILP method, a method of reducing model by clustering periods has also been proposed to search design solution candidates efficiently in the relaxed optimal design problem at the upper level. In this paper, by utilizing features of the hierarchical MILP method, a method of clustering periods is proposed based on the optimal operational strategies of energy supply systems obtained by solving the relaxed optimal design problem. As a case study, the method is applied to the optimal design of a gas turbine cogeneration system, and it is clarified that the method is effective to enhance the computation efficiency in comparison with a conventional method of clustering periods regularly.}, language = {ja} } @article{KamadaYokoyamaShinanoetal.2019, author = {Kamada, Hiroki and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {混合整数線形モデルによる エネルギー供給システムのロバスト最適設計 (階層的最適化手法の適用)}, journal = {エネルギー・資源学会第35回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {163 -- 168}, year = {2019}, abstract = {A robust optimal design method of energy supply systems under uncertain energy demands has been proposed using a mixed- integer linear model for constituent equipment. A robust optimal design problem has been formulated as a three-level min-max- min optimization one by expressing uncertain energy demands by intervals, evaluating the robustness in a performance criterion based on the minimax regret criterion, and considering hierarchical relationships among design variables, uncertain energy demands, and operation variables. However, this method takes a long computation time, and thus it can be applied only to small-scale problems. In this paper, mixed-integer linear programming method in consideration of the hierarchical relationship between design and operation variables is applied to parts of the robust optimal design method which take long computation times to solve problems efficiently. In a case study, this revised method is applied to the robust optimal design of a cogeneration system with a simple configuration, and the validity and effectiveness of the method are ascertained.}, language = {ja} } @article{YokoyamaShinanoTaniguchietal.2014, author = {Yokoyama, Ryohei and Shinano, Yuji and Taniguchi, Syusuke and Ohkura, Masashi and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の階層的関係を考慮した最適化(手法の提案)}, journal = {第33回エネルギー・資源学会研究発表会講演論文要旨集・講演論文集}, pages = {183 -- 188}, year = {2014}, abstract = {A mixed-integer linear programming (MILP) method utilizing the hierarchical relationship between design and op- eration variables is proposed to solve the optimal design problem of energy supply systems efficiently: At the upper level, the optimal values of design variables are searched by the branch and bound method; At the lower level, the values of operation variables are optimized by the branch and bound method under the values of design variables given tentatively during the search at the upper level; Lower bounds for the optimal value of the objective function are evaluated, and are utilized for the bounding operations at both the levels. This method is implemented into open and commercial MILP solvers. Illustrative and practical case studies on the optimal design of cogeneration systems are conducted, and the validity and effectiveness of the proposed method are clarified.}, language = {ja} } @article{YokoyamaShinanoTaniguchietal.2014, author = {Yokoyama, Ryohei and Shinano, Yuji and Taniguchi, Syusuke and Ohkura, Masashi and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用階層的関係を考慮した最適化(K-ベスト解の探索)}, journal = {日本機械学会第11回最適化シンポジウム2014講演論文集}, pages = {1 -- 4}, year = {2014}, abstract = {A mixed-integer linear programming methodutilizing the hierarchical relationship between design and operation variables proposed ot solve the optimal design problem of energy supply systems efficiently is extended ot search K-best solutions: At the upper level, the optimal values ofdesign variables are searched with operation variables relaxed to continuous ones; At the lower level, the values of operation variables are optimized with the values of design variables given tentatively; The obtained solution is used to renew K-best incumbent solutions, and the upper bound for the value of the objective function for K-best solutions is replaced correspondingly. A practical case study is conducted, and the validity and effectiveness of the proposed method are clarified.}, language = {ja} } @article{WakayamaYokoyamaShinanoetal.2018, author = {Wakayama, Yuki and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {階層的最適化によるエネルギ ー供給システムの最適設計・運用 (期間のクラスタリングに よるモデル縮約とその効果)}, journal = {日本機械学会関西支部第93期定時総会講演会講演論文集}, pages = {259 -- 260}, year = {2018}, abstract = {Ahierarchical mixed-integer linear programmingmethod has been proposed to solve optimal design problems of energy supply systems efficiently. In this paper, a method of reducing model by clustering periods is proposed to search design solution candidates efficiently in the relaxed optimal design problem at the upper level. This method is realized only by clustering periods and averaging energy demands for clustered periods, while it guarantees to derive the optimal solution. Through acase study on the optimaldesign of a cogeneration system, ti is clarified how the model reduction si effective ot enhance the computation efficiency.}, language = {ja} } @article{YokoyamaShinanoTakeuchietal.2019, author = {Yokoyama, Ryohei and Shinano, Yuji and Takeuchi, Kotaro and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の 階層的関係を考慮した最適化 (モデル縮約のための期間クラスタリング手法の比較)}, journal = {第38回エネルギー・資源学会研究発表会講演論文集}, pages = {109 -- 114}, year = {2019}, abstract = {Mixed-integer linear programming (MILP) methods have been applied widely to optimal design of energy supply systems. A hierarchical MILP method has been proposed to solve such optimal design problems efficiently. In addition, some strategies have been proposed to enhance the computation efficiency furthermore. As one of the strategies, a method of reducing model by time aggregation has been proposed to search design candidates efficiently in the relaxed optimal design problem at the upper level. In this paper, three clustering methods are applied to time aggregation and compared with one another in terms of the computation efficiency. Especially, the k-medoids method is applied newly in addition to the time-series and operation-based methods applied previously. A case study is conducted on the optimal design of a gas turbine cogeneration system for district energy supply. Through the study, it turns out the k-medoids method is effective to shorten the computation time as compared with the time-series method, although it is necessary to set the number of clusters artifically in both the methods. It also turns out that the operation-based method is more effective than the k-medoids method in terms of the computation efficiency even with the number of clusters set automatically.}, language = {ja} } @article{TakeuchiYokoyamaShinanoetal.2020, author = {Takeuchi, Kotaro and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {エネルギー供給システムの 設計および運用の階層的関係を考慮した最適化 (多目的最適設計へのモデル縮約の適用)}, journal = {エネルギー・資源学会第36回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {724 -- 729}, year = {2020}, abstract = {To attain the highest performance of energy supply systems, it is necessary to determine design specifications optimally in consideration of operational strategies corresponding to seasonal and hourly variations in energy demands. Mixed-integer linear programming (MILP) methods have been applied widely to such optimal design problems. A hierarchical MILP method has been proposed to solve the problems very efficiently. In addition, by utilizing features of the hierarchical MILP method, a method of reducing model by clustering periods based on the optimal operational strategies of equipment has been proposed to search design solution candidates efficiently in the relaxed optimal design problem at the upper level. In this paper, these methods are applied to the multiobjective optimal design of a cogeneration system by considering the annual total cost and primary energy consumption as the objective functions to be minimized. Through a case study, it turns out that the model reduction by the operation-based time-period clustering is effective in terms of the computation efficiency when importance is given to the first objective function, while it is not when importance is given to the second objective function.}, language = {ja} } @article{YokoyamaShinanoWakui2021, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の 階層的関係を考慮した最適化 (蓄エネルギー機器を有するシステムへの適用)}, journal = {第40回エネルギー・資源学会研究発表会講演論文集}, pages = {398 -- 403}, year = {2021}, abstract = {Mixed-integer linear programming (MILP) methods have been applied widely to optimal design of energy supply systems. A hierarchical MILP method has been proposed to solve such optimal design problems efficiently. In addition, some strategies have been proposed to enhance the computation efficiency furthermore. As one of the strategies, a method of reducing model by time aggregation has been proposed to search design candidates efficiently in the relaxed optimal design problem at the upper level. In this paper, the hierarchical MILP method with the strategies has been extendedly applied to the optimal design of energy supply systems with storage units. Especially, the method of re- ducing model is extended by aggregating representative days and sampling times differently in consideration of the characteristics of storage units. A case study is conducted on the optimal design of a gas turbine cogeneration system with a thermal storage unit for district energy supply. Through the study, it turns out the hierarchical MILP method is effective to derive the optimal solution as compared with a conventional method. It also turns out that the model reduction with the special time aggregation is effective to shorten the computation time as compared with that without time aggregation in case that the number of candidates for equipment capacities is relatively small.}, language = {ja} } @article{YokoyamaShinanoWakui2022, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {時間集約によるエネルギー供給システムの 近似最適設計解の導出および評価 (階層的最適化を援用した設計解の評価)}, journal = {エネルギー・資源学会第38回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {468 -- 473}, year = {2022}, abstract = {For the purpose of attaining the highest performance of energy supply systems, it is important to design the systems optimally in consideration of their operational strategies for seasonal and hourly variations in energy demands. An ap- proach to solve such an optimal design problem with a large number of periods efficiently is to derive an approximate optimal design solution by aggregating periods with a clustering method. However, such an approach does not provide any information on the accuracy for the optimal value of the objective function. The purpose of this paper is to provide a time aggregation method for deriving aprroximate optimal design solutions and evaluting their values of the objective function. Especially, a method of evaluating design solutions is presented here using both methods of evaluating the robustness under uncertain energy demands and solving optimal design problems by a hierarchical approach. A case study is conducted for a cogeneration system with a practical configuration, and it turns out that the proposed approach enables one to evaluate effective lower bounds for the optimal value of the objective function as compared with those obtained by a conventional approach.}, language = {ja} } @article{YokoyamaShinanoWakui2022, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {時間集約によるエネルギー供給システムの 近似最適設計解の導出および評価 (階層的最適化を援用した近似最適設計)}, journal = {第41回エネルギー・資源学会研究発表会講演論文集}, pages = {144 -- 148}, year = {2022}, abstract = {For the purpose of attaining the highest performance of energy supply systems, it is important to design the systems optimally in consideration of their operational strategies for seasonal and hourly variations in energy demands. An ap- proach to efficiently solve such an optimal design problem with a large number of periods for variations in energy de- mands is to derive an approximate optimal design solution by aggregating periods with a clustering method. However, such an approach does not provide any information on the accuracy for the optimal value of the objective function. The purpose of this paper is to propose a time aggregation approach for deriving suitable aprroximate optimal design solutions and evaluting their values of the objective function accurately. This time aggregation approach is realized by combining a robust optimal design method under uncertain energy demands and a hierarchical approach for solving large scale optimal design problems. A case study is conducted for a cogeneration system with a practical configuration, and it turns out that the proposed approach enables one to evaluate effective upper and lower bounds for the optimal value of the objective function as compared with those obtained by a conventional approach.}, language = {ja} } @article{KamadaYokoyamaShinanoetal.2020, author = {Kamada, Hiroki and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {階層的最適化手法の援用による エネルギー供給システムのロバスト最適設計}, journal = {エネルギー・資源学会第36回エネルギーシステム・経済・環境コンファレンス講演論文集}, pages = {730 -- 735}, year = {2020}, abstract = {A robust optimal design method of energy supply systems under uncertain energy demands has been proposed using a mixed- integer linear model for constituent equipment. A robust optimal design problem has been formulated as a three-level min-max- min optimization one by expressing uncertain energy demands by intervals, evaluating the robustness in a performance criterion based on the minimax regret criterion, and considering hierarchical relationships among design variables, uncertain energy demands, and operation variables. Since this problem must be solved by a special algorithm and is too difficult to solve even using a commercial solver, a hierarchical optimization approach has been applied to solve the problem but its application is limited only to small scale toy problems. In this paper, some strategies are introduced into the hierarchical optimization approach to enhance the computation efficiency for the purpose of applying the approach to large scale practical problems. In a case study, the proposed approach is applied to the robust optimal design of a cogeneration system with a complex configuration, and the validity and effectiveness of the method are ascertained.}, language = {ja} } @article{TakeuchiYokoyamaShinanoetal.2020, author = {Takeuchi, Kotaro and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {エネルギー供給システムの設計および運用の階層的関係を考慮した最適化 (k-メドイド法に基づく期間クラスタリングの適用)}, journal = {日本機械学会関西支部第95期定時総会講演会講演論文集}, pages = {1 -- 4}, year = {2020}, abstract = {To attain the highest performance of energy supply systems, it is necessary to determine design specifications optimally in consideration of operational strategies corresponding to seasonal and hourly variations in energy demands. A hierarchical mixed-integer linear programming method has been proposed to solve such an optimal design problem efficiently. In this paper, a method of reducing model by clustering periods with the k-medoids method is applied to the relaxed optimal design problem at the upper level. Through a case study, it is clarified how the proposed method is effective to enhance the computation efficiency in a large scale optimal design problem.}, language = {ja} } @article{KamadaYokoyamaShinanoetal.2020, author = {Kamada, Hiroki and Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {階層的最適化手法を用いた エネルギー供給システムのロバスト性評価}, journal = {日本機械学会関西支部第95期定時総会講演会講演論文集}, pages = {1 -- 4}, year = {2020}, abstract = {A robust optimal design method of energy supply systems under uncertain energy demands has been proposed using a mixed-integer linear model for constituent equipment. However, this method takes a long computation time, and thus it can be applied only to small-scale problems. In this paper, a hierarchical optimization method is applied to two types of optimization problems for evaluating robustness to solve them efficiently. In a case study, the proposed method is applied to a cogeneration system with a complex configuration, and the validity and effectiveness of the method are ascertained.}, language = {ja} } @article{YokoyamaShinanoWakui2019, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {Evaluation of Design Alternatives for a Gas Turbine Cogeneration Plant Based on Multiobjective K-Best Solutions}, journal = {International Conference on Power Engineering-2019}, pages = {1112 -- 1117}, year = {2019}, abstract = {To realize the best performance in energy supply, it is an important task to determine types, capacities, and numbers of energy conversion equipment appropriately. It is also necessary to take account of seasonal and hourly variations in energy demands and corresponding operational strategies of equipment. The mixed-integer linear programming (MILP) method has been utilized widely to derive the optimal solution for such a design problem. From the design viewpoint, it is important to generate not only the optimal solution but also suboptimal ones which follow the optimal one without omission, what are called K-best solutions. In this paper, an MILP method utilizing the hierarchical relationship between design and operation variables is applied along with some strategies to efficiently drive K-best solutions of a multiobjective optimal design problem of a gas turbine cogeneration system for district energy supply. The annual total cost and primary energy consumption are adopted as the objective functions to be minimized. A case study is conducted, and K-best solutions with an allowable increase in the value of the combined objective function are derived for each value of the weight for the annual total cost. Through the study, it is clarified how the weight affects the computation time, the number of the K-best solutions, and the design specifications and the values of the objective functions for the K-best solutions.}, language = {en} } @article{YokoyamaHiramatsuShinanoetal.2022, author = {Yokoyama, Ryohei and Hiramatsu, Yuto and Shinano, Yuji and Wakui, Tetsuya}, title = {Evaluation of robustness in multiple performance criteria for designing energy supply systems based on a mixed-integer linear model}, journal = {The 35th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2022)}, pages = {1937 -- 1948}, year = {2022}, abstract = {In designing energy supply systems, it is important to consider the uncertainty in energy demands, evaluate the robustness in some performance criteria, and heighten the robustness. A robust optimal design method has been previously proposed to maximize the robustness in a single performance criterion against the uncertainty in energy demands based on a mixed-integer linear model. In this paper, as a preliminary step toward multiobjective robust optimal design, a method of evaluating robustness in multiple performance criteria against the uncertainty in energy demands is proposed based on a mixed-integer linear model. The problems of evaluating the robustness in the performance criteria are formulated as bilevel mixed-integer linear programming (MILP) ones. They are solved by evaluating lower and upper bounds for the maximum regrets in the performance criteria alternately and repeatedly with the aid of a solution method based on reformulation and decomposition. In addition, for the purpose of applying the proposed method to practical problems, a hierarchical MILP method is used to efficiently solve some MILP problems in the solution process. Through a case study on a cogeneration system, the robustness in the annual total cost and primary energy consumption is evaluated and its trade-off relationship is clarified. As a result, it turns out how the values of these performance criteria are close to the optimal ones in relation to the uncertainty in energy demands. This work will be an important step toward developing a multiobjective robust optimal design method.}, language = {en} } @article{YokoyamaShinanoTaniguchietal.2019, author = {Yokoyama, Ryohei and Shinano, Yuji and Taniguchi, Syusuke and Wakui, Tetsuya}, title = {Search for K-best solutions in optimal design of energy supply systems by an extended MILP hierarchical branch and bound method}, volume = {184}, journal = {Energy}, doi = {https://doi.org/10.1016/j.energy.2018.02.077}, pages = {45 -- 57}, year = {2019}, abstract = {For the purpose of making a decision in the optimal design of an energy supply system, it is important to investigate not only the optimal solution but also suboptimal ones which follow the optimal one without any omissions, what are called K-best solutions. In this paper, a mixed-integer linear programming method utilizing the hierarchical relationship between design and operation variables proposed previ- ously is extended to search the K-best solutions very efficiently. In addition, methods for updating the incumbents are incorporated into the extended method for three options for the criterion set newly in deriving the K-best solutions. This extended method is implemented into open and commercial MILP solvers, and is applied to illustrative and practical case studies, respectively, on the optimal design of cogeneration systems. Through the studies, it turns out that the proposed method is much superior in terms of solution optimality and computation efficiency to a conventional method, and that the computation efficiency to derive one of the K-best solutions by the proposed method increases with the number of K-best solutions. In addition, features of the K-best solutions in the value of objective function are clarified.}, language = {en} } @article{YokoyamaHiramatsuShinanoetal.2022, author = {Yokoyama, Ryohei and Hiramatsu, Yuto and Shinano, Yuji and Wakui, Tetsuya}, title = {Evaluation of robustness in multiple performance criteria for designing energy supply systems based on a mixed-integer linear model}, journal = {Proceedings of the 35th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2022)}, pages = {1937 -- 1948}, year = {2022}, abstract = {In designing energy supply systems, it is important to consider the uncertainty in energy demands, evaluate the robustness in some performance criteria, and heighten the robustness. A robust optimal design method has been previously proposed to maximize the robustness in a single performance criterion against the uncertainty in energy demands based on a mixed-integer linear model. In this paper, as a preliminary step toward multiobjective robust optimal design, a method of evaluating robustness in multiple performance criteria against the uncertainty in energy demands is proposed based on a mixed-integer linear model. The problems of evaluating the robustness in the performance criteria are formulated as bilevel mixed-integer linear programming (MILP) ones. They are solved by evaluating lower and upper bounds for the maximum regrets in the performance criteria alternately and repeatedly with the aid of a solution method based on reformulation and decomposition. In addition, for the purpose of applying the proposed method to practical problems, a hierarchical MILP method is used to efficiently solve some MILP problems in the solution process. Through a case study on a cogeneration system, the robustness in the annual total cost and primary energy consumption is evaluated and its trade-off relationship is clarified.}, language = {en} }