@misc{YuekselErguenKochZittel2024, author = {Yueksel-Erguen, Inci and Koch, Thorsten and Zittel, Janina}, title = {Mathematical optimization based flow scenario generation for operational analysis of European gas transport networks based on open data}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-95789}, year = {2024}, abstract = {The decarbonization of the European energy system demands a rapid and comprehensive transformation while securing energy supplies at all times. Still, natural gas plays a crucial role in this process. Recent unexpected events forced drastic changes in gas routes throughout Europe. Therefore, operational-level analysis of the gas transport networks and technical capacities to cope with these transitions using unconventional scenarios has become essential. Unfortunately, data limitations often hinder such analyses. To overcome this challenge, we propose a mathematical model-based scenario generator that enables operational analysis of the European gas network using open data. Our approach focuses on the consistent analysis of specific partitions of the gas transport network, whose network topology data is readily available. We generate reproducible and consistent node-based gas in/out-flow scenarios for these defined network partitions to enable feasibility analysis and data quality assessment. Our proposed method is demonstrated through several applications that address the feasibility analysis and data quality assessment of the German gas transport network. By using open data and a mathematical modeling approach, our method allows for a more comprehensive understanding of the gas transport network's behavior and assists in decision-making during the transition to decarbonization.}, language = {en} } @inproceedings{ZittelClarnerTawfiketal.2024, author = {Zittel, Janina and Clarner, Jan-Patrick and Tawfik, Christine and Dykes, Maxwell and Rivetta, Fabian and Riedm{\"u}ller, Stephanie}, title = {A multi-objective optimization strategy for district heating production portfolio planning}, booktitle = {37th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2024)}, doi = {10.52202/077185-0066}, pages = {764 -- 775}, year = {2024}, abstract = {The imperative to decarbonize energy systems has intensified the need for efficient transformations within the heating sector, with a particular focus on district heating networks. This study addresses this challenge by proposing a comprehensive optimization approach evaluated on the district heating network of the M{\"a}rkisches Viertel of Berlin. Our objective is to simultaneously optimize heat production with three targets: minimizing costs, minimizing CO2-emissions, and maximizing heat generation from Combined Heat and Power (CHP) plants for enhanced efficiency. To tackle this optimization problem, we employed a Mixed-Integer Linear Program (MILP) that encompasses the conversion of various fuels into heat and power, integration with relevant markets, and considerations for technical constraints on power plant operation. These constraints include startup and minimum downtime, activation costs, and storage limits. The ultimate goal is to delineate the Pareto front, representing the optimal trade-offs between the three targets. We evaluate variants of the 𝜖-constraint algorithm for their effectiveness in coordinating these objectives, with a simultaneous focus on the quality of the estimated Pareto front and computational efficiency. One algorithm explores solutions on an evenly spaced grid in the objective space, while another dynamically adjusts the grid based on identified solutions. Initial findings highlight the strengths and limitations of each algorithm, providing guidance on algorithm selection depending on desired outcomes and computational constraints. Our study emphasizes that the optimal choice of algorithm hinges on the density and distribution of solutions in the feasible space. Whether solutions are clustered or evenly distributed significantly influences algorithm performance. These insights contribute to a nuanced understanding of algorithm selection for multi-objective multi-energy system optimization, offering valuable guidance for future research and practical applications for planning sustainable district heating networks.}, language = {en} } @misc{CaoAndersonBoehmeetal.2023, author = {Cao, Karl-Kien and Anderson, Lovis and B{\"o}hme, Aileen and Breuer, Thomas and Buschmann, Jan and Fiand, Frederick and Frey, Ulrich and Fuchs, Benjamin and Kempe, Nils-Christian and von Krbek, Kai and Medjroubi, Wided and Riehm, Judith and Sasanpour, Shima and Simon, Sonja and Vanaret, Charlie and Wetzel, Manuel and Xiao, Mengzhu and Zittel, Janina}, title = {Evaluation of Uncertainties in Linear-Optimizing Energy System Models - Compendium}, journal = {DLR-Forschungsbericht}, number = {DLR-FB-2023-15}, doi = {10.57676/w2rq-bj85}, pages = {95}, year = {2023}, abstract = {F{\"u}r die Energiesystemforschung sind Software-Modelle ein Kernelement zur Analyse von Szenarien. Das Forschungsprojekt UNSEEN hatte das Ziel eine bisher unerreichte Anzahl an modellbasierten Energieszenarien zu berechnen, um Unsicherheiten - vor allem unter Nutzung linear optimierender Energiesystem-Modelle - besser bewerten zu k{\"o}nnen. Hierf{\"u}r wurden umfangreiche Parametervariationen auf Energieszenarien angewendet und das wesentliche methodische Hindernis in diesem Zusammenhang adressiert: die rechnerische Beherrschbarkeit der zu l{\"o}senden mathematischen Optimierungsprobleme. Im Vorl{\"a}uferprojekt BEAM-ME wurde mit der Entwicklung und Anwendung des Open-Source-L{\"o}sers PIPS-IPM++ die Grundlage f{\"u}r den Einsatz von High-Performance-Computing (HPC) zur L{\"o}sung dieser Modelle gelegt. In UNSEEN war dieser L{\"o}ser die zentrale Komponente eines Workflows, welcher zur Generierung, L{\"o}sung und multi-kriteriellen Bewertung von Energieszenarien auf dem Hochleistungscomputer JUWELS am Forschungszentrum J{\"u}lich implementiert wurde. Zur effizienten Generierung und Kommunikation von Modellinstanzen f{\"u}r Methoden der mathematischen Optimierung auf HPC wurde eine weitere Workflow-Komponente von der GAMS Software GmbH entwickelt: der Szenariogenerator. Bei der Weiterentwicklung von L{\"o}sungsalgorithmen f{\"u}r linear optimierende Energie-Systemmodelle standen gemischt-ganzzahlige Optimierungsprobleme im Fokus, welche f{\"u}r die Modellierung konkreter Infrastrukturen und Maßnahmen zur Umsetzung der Energiewende gel{\"o}st werden m{\"u}ssen. Die in diesem Zusammenhang stehenden Arbeiten zur Entwicklung von Algorithmen wurden von der Technischen Universit{\"a}t Berlin verantwortet. Bei Design und Implementierung dieser Methoden wurde sie vom Zuse Instituts Berlin unterst{\"u}tzt.}, language = {en} } @article{PedersenWeinandSyranidouetal.2024, author = {Pedersen, Jaap and Weinand, Jann Michael and Syranidou, Chloi and Rehfeldt, Daniel}, title = {An efficient solver for large-scale onshore wind farm siting including cable routing}, volume = {317}, journal = {European Journal of Operational Research}, number = {2}, arxiv = {http://arxiv.org/abs/2304.09658}, doi = {10.1016/j.ejor.2024.04.026}, pages = {616 -- 630}, year = {2024}, abstract = {Existing planning approaches for onshore wind farm siting and grid integration often do not meet minimum cost solutions or social and environmental considerations. In this paper, we develop an exact approach for the integrated layout and cable routing problem of onshore wind farm planning using the Quota Steiner tree problem. Applying a novel transformation on a known directed cut formulation, reduction techniques, and heuristics, we design an exact solver that makes large problem instances solvable and outperforms generic MIP solvers. In selected regions of Germany, the trade-offs between minimizing costs and landscape impact of onshore wind farm siting are investigated. Although our case studies show large trade-offs between the objective criteria of cost and landscape impact, small burdens on one criterion can significantly improve the other criteria. In addition, we demonstrate that contrary to many approaches for exclusive turbine siting, grid integration must be simultaneously optimized to avoid excessive costs or landscape impacts in the course of a wind farm project. Our novel problem formulation and the developed solver can assist planners in decision-making and help optimize wind farms in large regions in the future.}, 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{PetkovicChenGamrathetal.2022, author = {Petkovic, Milena and Chen, Ying and Gamrath, Inken and Gotzes, Uwe and Hadjidimitrou, Natalia Selini and Zittel, Janina and Xu, Xiaofei and Koch, Thorsten}, title = {A hybrid approach for high precision prediction of gas flows}, volume = {13}, journal = {Energy Systems}, doi = {10.1007/s12667-021-00466-4}, pages = {383 -- 408}, year = {2022}, abstract = {About 23\% of the German energy demand is supplied by natural gas. Additionally, for about the same amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by transmissions system operators (TSOs). The number one priority of the TSOs is to ensure the security of supply. However, the TSOs have only very limited knowledge about the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany's largest TSO, operates a high-pressure transport network of about 12,000 km length. With the introduction of peak-load gas power stations, it is of great importance to predict in- and out-flow of the network to ensure the necessary flexibility and security of supply for the German Energy Transition ("Energiewende"). In this paper, we introduce a novel hybrid forecast method applied to gas flows at the boundary nodes of a transport network. This method employs an optimized feature selection and minimization. We use a combination of a FAR, LSTM and mathematical programming to achieve robust high-quality forecasts on real-world data for different types of network nodes.}, language = {en} } @article{HillerSaitenmacherWalther2021, author = {Hiller, Benjamin and Saitenmacher, Ren{\´e} and Walther, Tom}, title = {Improved models for operation modes of complex compressor stations}, volume = {94}, journal = {Mathematical Methods of Operations Research}, doi = {https://doi.org/10.1007/s00186-021-00745-x}, pages = {171 -- 195}, year = {2021}, abstract = {We study combinatorial structures in large-scale mixed-integer (nonlinear) programming problems arising in gas network optimization. We propose a preprocessing strategy exploiting the observation that a large part of the combinatorial complexity arises in certain subnetworks. Our approach analyzes these subnetworks and the combinatorial structure of the flows within these subnetworks in order to provide alternative models with a stronger combinatorial structure that can be exploited by off-the-shelve solvers. In particular, we consider the modeling of operation modes for complex compressor stations (i.e., ones with several in- or outlets) in gas networks. We propose a refined model that allows to precompute tighter bounds for each operation mode and a number of model variants based on the refined model exploiting these tighter bounds. We provide a procedure to obtain the refined model from the input data for the original model. This procedure is based on a nontrivial reduction of the graph representing the gas flow through the compressor station in an operation mode. We evaluate our model variants on reference benchmark data, showing that they reduce the average running time between 10\% for easy instances and 46\% for hard instances. Moreover, for three of four considered networks, the average number of search tree nodes is at least halved, showing the effectivity of our model variants to guide the solver's search.}, language = {en} } @article{YokoyamaTakeuchiShinanoetal.2021, author = {Yokoyama, Ryohei and Takeuchi, Kotaro and Shinano, Yuji and Wakui, Tetsuya}, title = {Effect of model reduction by time aggregation in multiobjective optimal design of energy supply systems by a hierarchical MILP method}, volume = {228}, journal = {Energy}, doi = {https://doi.org/10.1016/j.energy.2021.120505}, year = {2021}, abstract = {The mixed-integer linear programming (MILP) method has 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, a method of reducing model by time aggregation has been proposed to search design candidates accurately and efficiently at the upper level. In this paper, the hierarchical MILP method and model reduction by time aggregation are applied to the multiobjective optimal design. The methods of clustering periods by the order of time series, by the k-medoids method, and based on an operational strategy are applied for the model reduction. As a case study, the multiobjective optimal design of a gas turbine cogeneration system is investigated by adopting the annual total cost and primary energy consumption as the objective functions, and the clustering methods are compared with one another in terms of the computation efficiency. It turns out that the model reduction by any clustering method is effective to enhance the computation efficiency when importance is given to minimizing the first objective function, but that the model reduction only by the k-medoids method is effective very limitedly when importance is given to minimizing the second objective function.}, 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} } @inproceedings{PedersenHoppmannBaumZitteletal.2022, 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}, booktitle = {Operations Research Proceedings 2021}, doi = {https://doi.org/10.1007/978-3-031-08623-6_28}, pages = {182 -- 187}, year = {2022}, abstract = {In the transition towards a pure hydrogen infrastructure, repurposing the existing natural gas infrastructure is considered. 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{BertholdKochShinano2021, author = {Berthold, Timo and Koch, Thorsten and Shinano, Yuji}, title = {MILP. Try. Repeat.}, volume = {2}, journal = {Proceedings of the 13th International Conference on the Practice and Theory of Automated Timetabling - PATAT 2021}, year = {2021}, language = {en} } @misc{HosodaMaherShinanoetal.2021, author = {Hosoda, Junko and Maher, Stephen J. and Shinano, Yuji and Villumsen, Jonas Christoffer}, title = {Location, transshipment and routing: An adaptive transportation network integrating long-haul and local vehicle routing}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-83438}, year = {2021}, abstract = {The routing of commodities is a tactical problem in supply chain management that aims to synchronise transportation services connecting a network of warehouses and consolidation locations. This paper considers the routing of commodities in a transportation network that is flexible in response to demand through changes to regional warehouse clustering and the designation of consolidation locations. Traditionally, warehouse clustering and consolidation locations are determined as part of strategic planning that is performed months to years in advance of operations---limiting the flexibility in transportation networks to respond to changes in demand. A mathematical programming-based algorithmic framework is proposed to integrate the strategic decisions of location planning with tactical decisions of vehicle routing and synchronisation. A multi-armed bandit problem is developed to explore warehouse clustering decisions and exploit those that lead to small transportation costs. An extensive computational study will show that the proposed algorithmic framework effectively integrates strategic and tactical planning decisions to reduce the overall transportation costs.}, 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{DiekerhofMontiLebedevaetal.2020, author = {Diekerhof, M. and Monti, A. and Lebedeva, E. and Tkaczyk, A. H. and Y{\"u}ksel-Erg{\"u}n, I. and Zittel, J. and Escudero, L. F. and Soroudi, A. and Helmberg, C. and Kanov{\´i}c, Ž. and Petkovic, M. and Lacalandra, F. and Frangioni, A. and Lee, J. and De Filippo, A. and Lombardi, M. and Milano, M. and Ezran, P. and Haddad, Y.}, title = {Production and Demand Management}, 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_1}, year = {2020}, abstract = {Demand Side Management (DSM) is usually considered as a process of energy consumption shifting from peak hours to off-peak times. DSM does not always reduce total energy consumption, but it helps to meet energy demand and supply. For example, it balances variable generation from renewables (such as solar and wind) when energy demand differs from renewable generation.}, 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{KochBertholdPedersenetal.2022, author = {Koch, Thorsten and Berthold, Timo and Pedersen, Jaap and Vanaret, Charlie}, title = {Progress in Mathematical Programming Solvers from 2001 to 2020}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82779}, year = {2022}, abstract = {This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving LP/MILP, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for LP and around 50 for MILP, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.}, 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{Hennings2021, author = {Hennings, Felix}, title = {Large-scale empirical study on the momentum equation's inertia term}, volume = {95}, journal = {Journal of Natural Gas Science and Engineering}, publisher = {Elsevier}, doi = {10.1016/j.jngse.2021.104153}, year = {2021}, abstract = {A common approach to reduce the Euler equations' complexity for the simulation and optimization of gas networks is to neglect small terms that contribute little to the overall equations. An example is the inertia term of the momentum equation, which is said to be of negligible size under real-world operating conditions. However, this justification has always only been based on experience or single sets of artificial data points. This study closes this gap by presenting a large-scale empirical evaluation of the absolute and relative size of the inertia term when operating a real-world gas network. Our data consists of three years of fine-granular state data of one of the largest gas networks in Europe, featuring over 6,000 pipes with a total length of over 10,000 km. We found that there are only 120 events in which a subnetwork consisting of multiple pipes has an inertia term of high significance for more than three minutes. On average, such an event occurs less often than once every ten days. Therefore, we conclude that the inertia term is indeed negligible for real-world transient gas network control problems.}, language = {en} } @misc{SchmittWyrwollMoseretal.2021, author = {Schmitt, Carlo and Wyrwoll, Lothar and Moser, Albert and Yueksel-Erguen, Inci}, title = {Integration of Flexible Distributed Energy Resource Models into a Market Coupling-based Lagrangian Relaxation of the pan-European Electricity Market}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82238}, year = {2021}, abstract = {This report presents a method to integrate highly flexible technology models for distributed energy resources such as electric vehicles, power-to-heat systems, or home battery systems into a Lagrangian relaxation of the pan-European day-ahead electricity market (EULR). These flexible technology models are highly sensitive to the changes of Lagrangian multipliers within the iterative Lagrangian relaxation process, leading to volatile behavior. Furthermore, they show a high concurrency in their market behavior due to their technical homogeneity. Therefore, the method proposed in this report is an extension of the existing EULR modeling approach to improve the model's convergence. The methodological extension comprises a convex combination of iteration solutions for the Lagrangian relaxation subproblems similar to Dantzig-Wolfe decomposition. An exemplary case study shows the effectiveness of this extended approach.}, language = {en} } @article{LeKoch2021, author = {Le, Thi Thai and Koch, Thorsten}, title = {Interface stability of compressible fluids in porous media}, volume = {33}, journal = {Physics of Fluids}, number = {8}, publisher = {AIP Publishing}, doi = {10.1063/5.0059336}, pages = {084102}, year = {2021}, abstract = {The stability of flows in porous media plays a vital role in transiting energy supply from natural gas to hydrogen, especially for estimating the usability of existing underground gas storage infrastructures. Thus, this research aims to analyze the interface stability of the tangential-velocity discontinuity between two compressible gases by using Darcy's model to include the porosity effect. The results shown in this research will be a basis for considering whether underground gas storages in porous material can be used to store hydrogen. We show the relation between the Mach number M, the viscosity \mu, and the porosity \epsilon on the stability of the interface. This interface stability affects gases' withdrawal and injection processes, thus will help us to determine the velocity which with gas can be extracted and injected into the storage effectively. By imposing solid walls along the flow direction, the critical values of these parameters regarding the stability of the interface are smaller than when considering no walls. The consideration of bounded flows approaches the problem more realistically. In particular, this analysis plays a vital role when considering two-dimensional gas flows in storages and pipes.}, language = {en} } @article{HoppmannBaum2021, author = {Hoppmann-Baum, Kai}, title = {On the Complexity of Computing Maximum and Minimum Min-Cost-Flows}, journal = {Networks}, doi = {10.1002/net.22060}, year = {2021}, abstract = {Consider a flow network, i.e., a directed graph where each arc has a nonnegative capacity value and an associated length, together with nonempty supply intervals for the sources and nonempty demand intervals for the sinks. The Maximum Min-Cost-Flow Problem (MaxMCF) is to find fixed supply and demand values within these intervals such that the optimal objective value of the induced Min-Cost-Flow Problem (MCF) is maximized. In this paper, we show that MaxMCF as well as its uncapacitated variant, the Maximum Transportation Problem (MaxTP), are NP-hard. Further, we prove that MaxMCF is APX-hard if a connectedness-condition regarding the sources and the sinks of the flow network is dropped. Finally, we show how the Minimum Min-Cost-Flow Problem (MinMCF) can be solved in polynomial time.}, 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} } @misc{Lenz2021, author = {Lenz, Ralf}, title = {Pipe Merging for Transient Gas Network Problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82116}, year = {2021}, abstract = {In practice, transient gas transport problems frequently have to be solved for large-scale gas networks. Gas network optimization problems typically belong to the class of Mixed-Integer Nonlinear Programming Problems (MINLP). However current state-of-the-art MINLP solvers are not yet mature enough to solve large-scale real-world instances. Therefore, an established approach in practice is to solve the problems with respect to a coarser representation of the network and thereby reducing the size of the underlying model. Two well-known aggregation methods that effectively reduce the network size are parallel and serial pipe merges. However, these methods have only been studied in stationary gas transport problems so far. This paper closes this gap and presents parallel and serial pipe merging methods in the context of transient gas transport. To this end, we introduce the concept of equivalent and heuristic subnetwork replacements. For the heuristic methods, we conduct a huge empirical evaluation based on real-world data taken from one of the largest gas networks in Europe. It turns out that both, parallel and serial pipe merging can be considered as appropriate aggregation methods for real-world transient gas flow problems.}, language = {en} } @article{RehfeldtHobbieSchoenheitetal.2022, author = {Rehfeldt, Daniel and Hobbie, Hannes and Sch{\"o}nheit, David and Koch, Thorsten and M{\"o}st, Dominik and Gleixner, Ambros}, title = {A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models}, volume = {296}, journal = {European Journal of Operational Research}, number = {1}, doi = {10.1016/j.ejor.2021.06.063}, pages = {60 -- 71}, year = {2022}, abstract = {Linear energy system models are a crucial component of energy system design and operations, as well as energy policy consulting. If detailed enough, such models lead to large-scale linear programs, which can be intractable even for the best state-of-the-art solvers. This article introduces an interior-point solver that exploits common structures of energy system models to efficiently run in parallel on distributed-memory systems. The solver is designed for linear programs with doubly-bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. In order to handle the large number of linking constraints and variables commonly observed in energy system models, a distributed Schur complement preconditioner is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the solver PIPS-IPM. We evaluate the computational performance on energy system models with up to four billion nonzero entries in the constraint matrix—and up to one billion columns and one billion rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market-clearing. It has been widely applied in the literature on energy system analyses in recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models.}, language = {en} } @article{Le2019, author = {Le, Thi Thai}, title = {Kelvin-Helmholtz instability in a shallow-water flow with a finite width}, volume = {60}, journal = {Journal of Mathematical Physics}, number = {1}, publisher = {AIP Publishing}, doi = {10.1063/1.5126321}, pages = {123101}, year = {2019}, abstract = {We examine an effect of side walls on the linear stability of an interface of tangential-velocity discontinuity in shallow-water flow. The flow is pure horizontal in the plane xy, and the fluid is bounded in a finite width 2d in the y- direction. In region 0 < y < d, the fluid is moving with uniform velocity U but is at rest for -d < y < 0. Without side walls, the flow is unstable for a velocity difference U<√8c U < √8 c, with c being the velocity of gravity waves. In this work, we show that if the velocity difference U is smaller than 2c, the interface is always destabilized, also known as the flow is unstable. The unstable region of an infinite width model is shrunken by the effects of side walls in the case of narrow width, while there is no range for the Froude number for stabilization in the case of large width. These results play an important role in predicting the wave propagations and have a wide application in the fields of industry. As a result of the interaction of waves and the mean flow boundary, the flow is unstable, which is caused by a decrease in the kinetic energy of disturbance.}, language = {en} } @inproceedings{RehfeldtKoch2021, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Implications, conflicts, and reductions for Steiner trees}, booktitle = {Integer Programming and Combinatorial Optimization: 22th International Conference, IPCO 2021}, doi = {10.1007/978-3-030-73879-2_33}, pages = {473 -- 487}, year = {2021}, language = {en} } @misc{Hennings2021, author = {Hennings, Felix}, title = {Large-scale empirical study on the momentum equation's inertia term}, issn = {1438-0064}, doi = {10.1016/j.jngse.2021.104153}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-81881}, year = {2021}, abstract = {A common approach to reduce the Euler equations' complexity for the simulation and optimization of gas networks is to neglect small terms that contribute little to the overall equations. An example is the inertia term of the momentum equation since it is said to be of negligible size under real-world operating conditions. However, this justification has always only been based on experience or single sets of artificial data points. This study closes this gap by presenting a large-scale empirical evaluation of the absolute and relative size of the inertia term when operating a real-world gas network. Our data consists of three years of fine-granular state data of one of the largest gas networks in Europe, featuring over 6,000 pipes with a total length of over 10,000 km. We found that there are only 120 events in which a subnetwork consisting of multiple pipes has an inertia term of high significance for more than three minutes. On average, such an event occurs less often than once every ten days. Therefore, we conclude that the inertia term is indeed negligible for real-world transient gas network control problems.}, 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} } @article{TawfikGendronLimbourg2021, author = {Tawfik, Christine and Gendron, Bernard and Limbourg, Sabine}, title = {An iterative two-stage heuristic algorithm for a bilevel service network design and pricing model}, journal = {European Journal of Operational Research}, publisher = {Elsevier}, address = {European Journal of Operational Research}, doi = {https://doi.org/10.1016/j.ejor.2021.07.052}, year = {2021}, abstract = {Building upon earlier research, we revisit a bilevel formulation of service design and pricing for freight networks, with the aim of investigating its algorithmic aspects. The model adds substantial computational challenges to the existing literature, as it deals with general integer network design variables. An iterative heuristic algorithm is introduced, based on the concepts of inverse optimization and neighbourhood search. The procedure alternates between two versions of restricted formulations of the model while inducing promising changes into the service assignments. The approach has proven a high performance for all of the considered real-world instances. Its efficiency rests on its ability to deliver results within a close proximity to those obtained by the exact solver in terms of quality, yet within a significantly smaller amount of time, and to land feasible solutions for the large-sized instances that could not be previously solved. In line with the sustainable transport goals, a deeper observation of the transport management side highlights the strategy of the algorithm favouring freight consolidation and achieving high load factors.}, 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{AndersonTurnerKoch2022, author = {Anderson, Lovis and Turner, Mark and Koch, Thorsten}, title = {Generative deep learning for decision making in gas networks}, volume = {95}, journal = {Mathematical Methods of Operations Research}, publisher = {Springer Nature}, doi = {10.1007/s00186-022-00777-x}, pages = {503 -- 532}, year = {2022}, abstract = {A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5\%.}, language = {en} } @article{RehfeldtKoch2021, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {On the exact solution of prize-collecting Steiner tree problems}, journal = {INFORMS Journal on Computing}, doi = {10.1287/ijoc.2021.1087}, year = {2021}, 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{RoessigPetkovic2020, author = {R{\"o}ssig, Ansgar and Petkovic, Milena}, title = {Advances in Verification of ReLU Neural Networks}, journal = {Journal of Global Optimization}, publisher = {Springer}, doi = {10.1007/s10898-020-00949-1}, year = {2020}, abstract = {We consider the problem of verifying linear properties of neural networks. Despite their success in many classification and prediction tasks, neural networks may return unexpected results for certain inputs. This is highly problematic with respect to the application of neural networks for safety-critical tasks, e.g. in autonomous driving. We provide an overview of algorithmic approaches that aim to provide formal guarantees on the behavior of neural networks. Moreover, we present new theoretical results with respect to the approximation of ReLU neural networks. On the other hand, we implement a solver for verification of ReLU neural networks which combines mixed integer programming (MIP) with specialized branching and approximation techniques. To evaluate its performance, we conduct an extensive computational study. For that we use test instances based on the ACAS Xu System and the MNIST handwritten digit data set. Our solver is publicly available and able to solve the verification problem for instances which do not have independent bounds for each input neuron.}, language = {en} } @inproceedings{GleixnerKempkeKochetal.2020, author = {Gleixner, Ambros and Kempke, Nils-Christian and Koch, Thorsten and Rehfeldt, Daniel and Uslu, Svenja}, title = {First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method}, booktitle = {Operations Research Proceedings 2019}, edition = {1}, publisher = {Springer International Publishing}, doi = {10.1007/978-3-030-48439-2_13}, pages = {105 -- 111}, year = {2020}, abstract = {In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix.}, language = {en} } @misc{PetkovicChenGamrathetal.2019, author = {Petkovic, Milena and Chen, Ying and Gamrath, Inken and Gotzes, Uwe and Hadjidimitriou, Natalia Selini and Zittel, Janina and Xu, Xiaofei and Koch, Thorsten}, title = {A Hybrid Approach for High Precision Prediction of Gas Flows}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73525}, year = {2019}, abstract = {About 20\% of the German energy demand is supplied by natural gas. Ad- ditionally, for about twice the amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by so-called transmissions system operators or TSOs. The number one priority of the TSOs is to ensure security of supply. However, the TSOs have no knowledge of the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany's largest TSO, operates a high- pressure transport network of about 12.000 km length. Since flexibility and security of supply is of utmost importance to the German Energy Transition ("Energiewende") especially with the introduction of peak-load gas power stations, being able to predict in- and out-flow of the network is of great importance. In this paper we introduce a new hybrid forecast method applied to gas flows at the boundary nodes of a transport network. The new method employs optimized feature minimization and selection. We use a combination of an FAR, LSTM DNN and mathematical programming to achieve robust high quality forecasts on real world data for different types of network nodes. Keywords: Gas Forecast, Time series, Hybrid Method, FAR, LSTM, Mathematical Optimisation}, language = {en} } @inproceedings{RiedmuellerRivettaZittel2025, author = {Riedm{\"u}ller, Stephanie and Rivetta, Fabian and Zittel, Janina}, title = {Long-Term Multi-Objective Optimization for Integrated Unit Commitment and Investment Planning for District Heating Networks}, booktitle = {Operations Research Proceedings 2024}, publisher = {Springer Cham}, arxiv = {http://arxiv.org/abs/2410.06673}, doi = {10.1007/978-3-031-92575-7_33}, pages = {235 -- 241}, year = {2025}, abstract = {The need to decarbonize the energy system has intensified the focus on district heating networks in urban and suburban areas. Therefore, exploring transformation pathways with reasonable trade-offs between economic viability and environmental goals became necessary. We introduce a network-flow-based model class integrating unit commitment and long-term investment planning for multi-energy systems. While the integration of unit commitment and investment planning has been applied to multi-energy systems, a formal introduction and suitability for the application of long-term portfolio planning of an energy provider on an urban scale has yet to be met. Based on mixed integer linear programming, the model bridges the gap between overly detailed industrial modeling tools not designed for computational efficiency at scale and rather abstract academic models. The formulation is tested on Berlin's district heating network. Hence, the challenge lies in a large number of variables and constraints and the coupling of time steps, for example, through investment decisions. A case study explores different solutions on the Pareto front defined by optimal trade-offs between minimizing costs and CO2 emissions through a lexicographic optimization approach. The resulting solution catalog can provide decision-makers valuable insights into feasible transformation pathways, highlighting distinctions between robust and target-dependent investments.}, language = {en} } @inproceedings{PetkovicZittel2025, author = {Petkovic, Milena and Zittel, Janina}, title = {Resilient Forecasting of High-Dimensional Network Time Series in the Energy Domain: A Hybrid Approach}, booktitle = {Operations Research Proceedings 2023. OR 2023}, publisher = {Springer}, doi = {10.1007/978-3-031-58405-3_48}, pages = {375 -- 381}, year = {2025}, abstract = {Energy systems are complex networks consisting of various interconnected components. Accurate energy demand and supply forecasts are crucial for efficient system operation and decision-making. However, high-dimensional data, complex network structures, and dynamic changes and disruptions in energy networks pose significant challenges for forecasting models. To address this, we propose a hybrid approach for resilient forecasting of network time series (HRF-NTS) in the energy domain. Our approach combines mathematical optimization methods with state-of-the-art machine learning techniques to achieve accurate and robust forecasts for high-dimensional energy network time series. We incorporate an optimization framework to account for uncertainties and disruptive changes in the energy system. The effectiveness of the proposed approach is demonstrated through a case study of forecasting energy demand and supply in a complex, large-scale natural gas transmission network. The results show that the hybrid approach outperforms alternative prediction models in terms of accuracy and resilience to structural changes and disruptions, providing stable, multi-step ahead forecasts for different short to mid-term forecasting horizons.}, language = {en} } @inproceedings{YuekselErguenKochZittel2025, author = {Yueksel-Erguen, Inci and Koch, Thorsten and Zittel, Janina}, title = {Consistent flow scenario generation based on open data for operational analysis of European gas transport networks}, booktitle = {Operations Research Proceedings 2023. OR 2023}, publisher = {Springer}, doi = {10.1007/978-3-031-58405-3_63}, pages = {493 -- 499}, year = {2025}, abstract = {In recent years, European gas transport has been affected by major disruptive events like political issues such as, most recently, the Russian war on Ukraine. To incorporate the impacts of such events into decision-making during the energy transition, more complex models for gas network analysis are required. However, the limited availability of consistent data presents a significant obstacle in this endeavor. We use a mathematical-modeling-based scenario generator to deal with this obstacle. The scenario generator consists of capacitated network flow models representing the gas network at different aggregation levels. In this study, we present the coarse-to-fine approach utilized in this scenario generator.}, language = {en} } @inproceedings{KochRehfeldtShinano2025, author = {Koch, Thorsten and Rehfeldt, Daniel and Shinano, Yuji}, title = {On the state of QUBO solving}, booktitle = {Operations Research Proceedings 2023. OR 2023}, publisher = {Springer}, doi = {10.1007/978-3-031-58405-3_46}, pages = {357 -- 365}, year = {2025}, abstract = {It is regularly claimed that quantum computers will bring breakthrough progress in solving challenging combinatorial optimization problems relevant in practice. In particular, Quadratic Unconstrained Binary Optimization (QUBO) problems are said to be the model of choice for use in (adiabatic) quantum systems during the noisy intermediate- scale quantum (NISQ) era. Even the first commercial quantum-based systems are advertised to solve such problems. Theoretically, any Integer Program can be converted into a QUBO. In practice, however, there are some caveats, as even for problems that can be nicely modeled as a QUBO, this might not be the most effective way to solve them. We review the state of QUBO solving on digital and quantum computers and provide insights regarding current benchmark instances and modeling.}, language = {en} } @inproceedings{YuekselErguenLitzelPeng2025, author = {Yueksel Erguen, Inci and Litzel, Ida and Peng, Hanqiu}, title = {Integrating Large Citation Datasets}, booktitle = {Operations Research Proceedings 2024. OR 2024}, doi = {10.1007/978-3-031-92575-7_7}, pages = {46 -- 52}, year = {2025}, abstract = {This paper explores methods for building a comprehensive citation graph using big data techniques to evaluate scientific impact more accurately. Traditional citation metrics have limitations, and this work investigates merging large citation datasets to create a more accurate picture. Challenges of big data, like inconsistent data formats and lack of unique identifiers, are addressed through deduplication efforts, resulting in a streamlined and reliable merged dataset with over 119 million records and 1.4 billion citations. We demonstrate that merging large citation datasets builds a more accurate citation graph facilitating a more robust evaluation of scientific impact.}, 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} } @misc{HenningsPetkovicStreubel2021, author = {Hennings, Felix and Petkovic, Milena and Streubel, Tom}, title = {On the Numerical Treatment of Interlaced Target Values - Modeling, Optimization and Simulation of Regulating Valves in Gas Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-85359}, year = {2021}, abstract = {Due to the current and foreseeable shifts in energy production, the trading and transport operations of gas will become more dynamic, volatile, and hence also less predictable. Therefore, computer-aided support in terms of rapid simulation and control optimization will further broaden its importance for gas network dispatching. In this paper, we aim to contribute and openly publish two new mathematical models for regulators, also referred to as control valves, which together with compressors make up the most complex and involved types of active elements in gas network infrastructures. They provide full direct control over gas networks but are in turn controlled via target values, also known as set-point values, themselves. Our models incorporate up to six dynamical target values to define desired transient states for the elements' local vicinity within the network. That is, each pair of every two target values defines a bounding box for the inlet pressure, outlet pressure as well as the passing mass flow of gas. In the proposed models, those target values are prioritized differently and are constantly in competition with each other, which can only be resolved dynamically at run-time of either a simulation or optimization process. Besides careful derivation, we compare simulation and optimization results with predictions of the commercial simulation tool SIMONE.}, 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} } @misc{MostLotharSchmittetal.2021, author = {Most, Dieter and Lothar, Wyrwoll and Schmitt, Carlo and Y{\"u}ksel-Erg{\"u}n, Inci}, title = {plan4res D2.2 - Case Study 1 Report - Multimodal energy concept for achieving Europe's carbon reduction goals}, doi = {10.5281/zenodo.5809338}, year = {2021}, language = {en} } @article{RehfeldtFranzKoch2022, author = {Rehfeldt, Daniel and Franz, Henriette and Koch, Thorsten}, title = {Optimal Connected Subgraphs: Integer Programming Formulations and Polyhedra}, volume = {80}, journal = {Networks}, number = {3}, publisher = {Wiley}, doi = {10.1002/net.22101}, pages = {314 -- 332}, year = {2022}, 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{PedersenSpreckelsenGotzesetal.2023, author = {Pedersen, Jaap and Spreckelsen, Klaus and Gotzes, Uwe and Zittel, Janina and Koch, Thorsten}, title = {Beimischung von Wasserstoff zum Erdgas: Eine Kapazit{\"a}tsstudie des deutschen Gasnetzes}, journal = {3R - Fachzeitschrift f{\"u}r Rohrleitungssystem}, number = {06/2023}, pages = {70 -- 75}, year = {2023}, abstract = {Die europ{\"a}ische Gasinfrastruktur wird disruptiv in ein zuk{\"u}nftiges dekarbonisiertes Energiesystem ver{\"a}ndert; ein Prozess, der angesichts der j{\"u}ngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, tr{\"a}gt zur Erh{\"o}hung der {\"o}ffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Fachbeitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualit{\"a}t analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten gen{\"u}gend Kapazit{\"a}t bietet, um f{\"u}r einen großen Teil der bis 2030 geplanten Erzeugungskapazit{\"a}t f{\"u}r gr{\"u}nen Wasserstoff als garantierter Abnehmer zu dienen.}, language = {de} } @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{YokoyamaShinanoWakayamaetal.2019, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakayama, Yuki and Wakui, Tetsuya}, title = {Model reduction by time aggregation for optimal design of energy supply systems by an MILP hierarchical branch and bound method}, volume = {181}, journal = {Energy}, pages = {782 -- 792}, year = {2019}, abstract = {Mixed-integer linear programming (MILP) methods have been applied widely to optimal design of en- ergy supply systems in consideration of multi-period operation. A hierarchical MILP method has been proposed to solve such optimal design problems efficiently. An original problem has been solved by dividing it into a relaxed optimal design problem at the upper level and optimal operation problems which are independent of one another at the lower level. In addition, some strategies have been pro- posed to enhance the computation efficiency furthermore. In this paper, a method of reducing model by time aggregation is proposed as a novel strategy to search design candidates efficiently in the relaxed optimal design problem at the upper level. In addition, the previous strategies are modified in accor- dance with the novel strategy. This method is realized only by clustering periods and averaging energy demands for clustered periods, while it guarantees to derive the optimal solution. Thus, it may decrease the computation time at the upper level. Through a case study on the optimal design of a gas turbine cogeneration system, it is clarified how the model reduction is effective to enhance the computation efficiency in comparison and combination with the modified previous strategies.}, language = {en} } @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{PedersenSpreckelsenGotzesetal.2023, author = {Pedersen, Jaap and Spreckelsen, Klaus and Gotzes, Uwe and Zittel, Janina and Koch, Thorsten}, title = {Beimischung von Wasserstoff zum Erdgas: Eine Kapazit{\"a}tsstudie des deutschen Gasnetzes}, journal = {gwf Gas + Energie}, edition = {06/2023}, publisher = {Vulkan Verlag}, year = {2023}, abstract = {Die europaische Gasinfrastruktur wird disruptiv in ein zukunftiges dekarbonisiertes Energiesystem ver{\"a}ndert; ein Prozess, der angesichts der j{\"u}ngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, tr{\"a}gt zur Erh{\"o}hung der {\"o}ffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Beitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualit{\"a}t analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten gen ̈ugend Kapazit{\"a}t bietet, um f{\"u}r einen großen Teil der bis 2030 geplanten Erzeugungskapazit{\"a}t f{\"u}r gr{\"u}nen Wasserstoff als garantierter Abnehmer zu dienen.}, language = {de} } @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} } @article{YokoyamaShinanoTakeuchietal.2019, author = {Yokoyama, Ryohei and Shinano, Yuji and Takeuchi, Kotaro and Wakui, Tetsuya}, title = {Operation-based time-period clustering for optimal design of energy supply systems by a hierarchical MILP method}, journal = {THE 32ND INTERNATIONAL CONFERENCE ON EFFICIENCY, COST, OPTIMIZATION, SIMULATION AND ENVIRONMENTAL IMPACT OF ENERGY SYSTEMS(ECOS 2019)}, pages = {527 -- 539}, 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, a method of clustering periods has been proposed based on the optimal operational strategies of the systems to avoid a large decrease in the lower bound for the optimal value of the objective function by model reduction. This method has been realized only by solving the relaxed optimal design problem at the upper level in advance. The method can decrease the number of operation variables and constraints at the upper level, and thus can decrease the computation time at the upper level. Through a case study on the optimal design of a gas turbine cogeneration system, it is clarified how the proposed clustering method is effective to enhance the computation efficiency in comparison with the conventional one which clusters periods regularly in time series.}, language = {en} } @article{RehfeldtKochShinano2023, author = {Rehfeldt, Daniel and Koch, Thorsten and Shinano, Yuji}, title = {Faster exact solution of sparse MaxCut and QUBO problems}, volume = {15}, journal = {Mathematical Programming Computation}, doi = {10.1007/s12532-023-00236-6}, pages = {445 -- 470}, year = {2023}, abstract = {The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the state of the art in the exact solution of both problems—by using mathematical programming techniques. The main focus lies on sparse problem instances, although also dense ones can be solved. We enhance several algorithmic components such as reduction techniques and cutting-plane separation algorithms, and combine them in an exact branch-and-cut solver. Furthermore, we provide a parallel implementation. The new solver is shown to significantly outperform existing state-of-the-art software for sparse maximum-cut and quadratic unconstrained binary optimization instances. Furthermore, we improve the best known bounds for several instances from the 7th DIMACS Challenge and the QPLIB, and solve some of them (for the first time) to optimality.}, language = {en} } @article{LeKoch2023, author = {Le, Thi Thai and Koch, Thorsten}, title = {Effect of inertia force on the interface stability of a tangential-velocity discontinuity in porous media}, volume = {169}, journal = {International Journal of Multiphase Flow}, doi = {10.1016/j.ijmultiphaseflow.2023.104612}, year = {2023}, abstract = {The present study investigates the stability of a tangential-velocity discontinuity in porous media during the withdrawing and injecting processes of natural gases from and into an underground gas storage. The focus is placed on analyzing the impact of inertia forces on the interface stability using the Forchheimer equations. Other publications have relied primarily on Darcy's law to describe flow stability in porous media. However, Darcy's law only adequately describes flows in which viscous forces dominate over inertia forces. As the flow rate increases, the significance of inertia forces becomes more pronounced, and Darcy's law becomes insufficient for considering such flows. Our findings indicate that even a slight consideration of the inertia effect leads to permanent destabilization of the discontinuity interface, regardless of the fluid viscosity or the Mach number. In contrast, when the inertia effect is neglected, the interface is stabilized across the entire Mach number range if the fluid viscosity is strong enough.}, language = {en} } @article{YokoyamaShinanoWakui2022, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {Day and time aggregations for optimal design of energy supply systems with storage units by a hierarchical MILP method}, journal = {The 35th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2022)}, pages = {1891 -- 1902}, year = {2022}, 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 is extendedly applied to the optimal design of energy supply systems with storage units. Especially, the method of reducing model is extended by aggregating both representative days and sampling times separately in consideration of the characteristics of energy storage units. A case study is conducted on the optimal design of a cogeneration system with a thermal storage tank. Through the study, it turns out the hierarchical MILP method is effective to derive the optimal solutions in short computation times. It also turns out that the model reduction with day and time aggregations is effec- tive to shorten the computation times furthermore when the number of candidates for equipment capacities is relatively small.}, language = {en} } @article{ChenKochZakiyevaetal.2023, author = {Chen, Ying and Koch, Thorsten and Zakiyeva, Nazgul and Liu, Kailiang and Xu, Zhitong and Chen, Chun-houh and Nakano, Junji and Honda, Keisuke}, title = {Article's scientific prestige: Measuring the impact of individual articles in the web of science}, volume = {17}, journal = {Journal of Informetrics}, number = {1}, doi = {10.1016/j.joi.2023.101379}, pages = {101379}, year = {2023}, abstract = {We performed a citation analysis on the Web of Science publications consisting of more than 63 million articles and 1.45 billion citations on 254 subjects from 1981 to 2020. We proposed the Article's Scientific Prestige (ASP) metric and compared this metric to number of citations (\#Cit) and journal grade in measuring the scientific impact of individual articles in the large-scale hierarchical and multi-disciplined citation network. In contrast to \#Cit, ASP, that is computed based on the eigenvector centrality, considers both direct and indirect citations, and provides steady-state evaluation cross different disciplines. We found that ASP and \#Cit are not aligned for most articles, with a growing mismatch amongst the less cited articles. While both metrics are reliable for evaluating the prestige of articles such as Nobel Prize winning articles, ASP tends to provide more persuasive rankings than \#Cit when the articles are not highly cited. The journal grade, that is eventually determined by a few highly cited articles, is unable to properly reflect the scientific impact of individual articles. The number of references and coauthors are less relevant to scientific impact, but subjects do make a difference.}, language = {en} } @inproceedings{TurnerBertholdBesanconetal.2023, author = {Turner, Mark and Berthold, Timo and Besan{\c{c}}on, Mathieu and Koch, Thorsten}, title = {Cutting Plane Selection with Analytic Centers and Multiregression}, volume = {13884}, booktitle = {Integration of Constraint Programming, Artificial Intelligence, and Operations Research. CPAIOR 2023.}, publisher = {Springer}, doi = {10.1007/978-3-031-33271-5_4}, pages = {52 -- 68}, year = {2023}, abstract = {Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method.}, language = {en} } @article{YokoyamaShinanoWakui2022, author = {Yokoyama, Ryohei and Shinano, Yuji and Wakui, Tetsuya}, title = {Day and time aggregations for optimal design of energy supply systems with storage units by a hierarchical MILP method}, journal = {PROCEEDINGS OF ECOS 2022 - THE 35 TH INTERNATIONAL CONFERENCE ON EFFICIENCY, COST, OPTIMIZATION, SIMULATION AND ENVIRONMENTAL IMPACT OF ENERGY SYSTEMS}, pages = {1891 -- 1902}, year = {2022}, 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 is extendedly applied to the optimal design of energy supply systems with storage units. Especially, the method of reducing model is extended by aggregating both representative days and sampling times separately in consideration of the characteristics of energy storage units. A case study is conducted on the optimal design of a cogeneration system with a thermal storage tank. Through the study, it turns out the hierarchical MILP method is effective to derive the optimal solutions in short computation times. It also turns out that the model reduction with day and time aggregations is effective to shorten the computation times furthermore when the number of candidates for equipment capacities is relatively small.}, language = {en} } @phdthesis{HoppmannBaum2022, author = {Hoppmann-Baum, Kai}, title = {Mathematical programming for stable control and safe operation of gas transport networks}, publisher = {TU Berlin}, doi = {10.14279/depositonce-15837}, year = {2022}, abstract = {The fight against climate change makes extreme but inevitable changes in the energy sector necessary. These in turn lead to novel and complex challenges for the transmission system operators (TSOs) of gas transport networks. In this thesis, we consider four different planning problems emerging from real-world operations and present mathematical programming models and solution approaches for all of them. Due to regulatory requirements and side effects of renewable energy production, controlling today's gas networks with their involved topologies is becoming increasingly difficult. Based on the network station modeling concept for approximating the technical capabilities of complex subnetworks, e.g., compressor stations, we introduce a tri-level MIP model to determine important global control decisions. Its goal is to avoid changes in the network elements' settings while deviations from future inflow pressures as well as supplies and demands are minimized. A sequential linear programming inspired post-processing routine is run to derive physically accurate solutions w.r.t. the transient gas flow in pipelines. Computational experiments based on real-world data show that meaningful solutions are quickly and reliably determined. Therefore, the algorithmic approach is used within KOMPASS, a decision support system for the transient network control that we developed together with the Open Grid Europe GmbH (OGE), one of Europe's largest natural gas TSOs. Anticipating future use cases, we adapt the aforementioned algorithmic approach for hydrogen transport. We investigate whether the natural gas infrastructure can be repurposed and how the network control changes when energy-equivalent amounts of hydrogen are transported. Besides proving the need for purpose-built compressors, we observe that, due to the reduced linepack, the network control becomes more dynamic, compression energy increases by 440\% on average, and stricter regulatory rules regarding the balancing of supply and demand become necessary. Extreme load flows expose the technical limits of gas networks and are therefore of great importance to the TSOs. In this context, we introduce the Maximum Transportation Problem and the Maximum Potential Transport Moment Problem to determine severe transport scenarios. Both can be modeled as linear bilevel programs where the leader selects supplies and demands, maximizing the follower's transport effort. To solve them, we identify solution-equivalent instances with acyclic networks, provide variable bounds regarding their KKT reformulations, apply the big-M technique, and solve the resulting MIPs. A case study shows that the obtained scenarios exceed the maximum severity values of a provided test set by at least 23\%. OGE's transmission system is 11,540km long. Monitoring it is crucial for safe operations. To this end, we discuss the idea of using uncrewed aerial vehicles and introduce the Length-Constrained Cycle Partition Problem to optimize their routing. Its goal is to find a smallest cycle partition satisfying vertex-induced length requirements. Besides a greedy-style heuristic, we propose two MIP models. Combining them with symmetry-breaking constraints as well as valid inequalities and lower bounds from conflict hypergraphs yields a highly performant solution algorithm for this class of problems.}, language = {en} } @misc{OPUS4-8937, title = {データ格付けサービス実現のための数理基盤の構築}, volume = {91}, editor = {Fujisawa, Katsuki and Kaji, Shizuo and Ishihara, Toru and Kondo, Masaaki and Shinano, Yuji and Tanigawa, Takuji and Nakayama, Naoko}, publisher = {Institute of Mathematics for Industry, Kyushu University}, address = {Graduate School of Mathematics, Kyushu University Motooka 744, Nishi-ku, Fukuoka, 819-0395, JAPAN}, issn = {2188-1200}, year = {2022}, language = {ja} } @misc{OPUS4-8935, title = {Construction of Mathematical Basis for Realizing Data Rating Service}, volume = {90}, editor = {Fujisawa, Katsuki and Kaji, Shizuo and Ishihara, Toru and Kondo, Masaaki and Shinano, Yuji and Tanigawa, Takuji and Nakayama, Naoko}, publisher = {Institute of Mathematics for Industry, Kyushu University}, address = {Graduate School of Mathematics, Kyushu University Motooka 744, Nishi-ku, Fukuoka, 819-0395, JAPAN}, issn = {2188-1200}, year = {2022}, language = {en} } @phdthesis{Streubel2022, author = {Streubel, Tom}, title = {Simulation of Piecewise Smooth Differential Algebraic Equations with Application to Gas Networks}, doi = {http://dx.doi.org/10.18452/24688}, school = {Humboldt-Universit{\"a}t zu Berlin}, year = {2022}, language = {en} } @inproceedings{Rehfeldt2022, author = {Rehfeldt, Daniel}, title = {Faster Algorithms for Steiner Tree and related Problems: From Theory to Practice}, booktitle = {Operations Research Proceedings 2022}, year = {2022}, language = {en} } @article{Rehfeldt2022, author = {Rehfeldt, Daniel}, title = {Faster Algorithms for Steiner Tree and related Problems: From Theory to Practice}, journal = {OR News: Das Magazin der GOR}, year = {2022}, language = {en} } @misc{TurnerBertholdBesanconetal.2022, author = {Turner, Mark and Berthold, Timo and Besan{\c{c}}on, Mathieu and Koch, Thorsten}, title = {Cutting Plane Selection with Analytic Centers and Multiregression}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-89065}, year = {2022}, abstract = {Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method.}, language = {en} } @inproceedings{ZakiyevaPetkovic2022, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {Modeling and Forecasting Gas Network Flows with Multivariate Time Series and Mathematical Programming Approach}, booktitle = {Operations Research Proceedings 2021. OR 2021.}, publisher = {Springer, Cham}, doi = {10.1007/978-3-031-08623-6_31}, pages = {200 -- 205}, year = {2022}, abstract = {With annual consumption of approx. 95 billion cubic meters and similar amounts of gas just transshipped through Germany to other EU states, Germany's gas transport system plays a vital role in European energy supply. The complex, more than 40,000 km long high-pressure transmission network is controlled by several transmission system operators (TSOs) whose main task is to provide security of supply in a cost-efficient way. Given the slow speed of gas flows through the gas transmission network pipelines, it has been an essential task for the gas network operators to enhance the forecast tools to build an accurate and effective gas flow prediction model for the whole network. By incorporating the recent progress in mathematical programming and time series modeling, we aim to model natural gas network and predict gas in- and out-flows at multiple supply and demand nodes for different forecasting horizons. Our model is able to describe the dynamics in the network by detecting the key nodes, which may help to build an optimal management strategy for transmission system operators.}, language = {en} } @inproceedings{PetkovicZakiyevaZittel2022, author = {Petkovic, Milena and Zakiyeva, Nazgul and Zittel, Janina}, title = {Statistical Analysis and Modeling for Detecting Regime Changes in Gas Nomination Time Series}, booktitle = {Operations Research Proceedings 2021. OR 2021}, publisher = {Springer, Cham}, doi = {10.1007/978-3-031-08623-6_29}, pages = {188 -- 193}, year = {2022}, 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 h-ahead. In our study, we aim to investigate the regime changes in time series of nominations to predict the 6 to 10 h-ahead of gas nominations.}, language = {en} } @article{KochBertholdPedersenetal.2022, author = {Koch, Thorsten and Berthold, Timo and Pedersen, Jaap and Vanaret, Charlie}, title = {Progress in mathematical programming solvers from 2001 to 2020}, volume = {10}, journal = {EURO Journal on Computational Optimization}, doi = {10.1016/j.ejco.2022.100031}, pages = {100031}, year = {2022}, abstract = {This study investigates the progress made in lp and milp solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving lp/milp, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for lp and around 50 for milp, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.}, language = {en} } @misc{RehfeldtFujisawaKochetal.2022, author = {Rehfeldt, Daniel and Fujisawa, Katsuki and Koch, Thorsten and Nakao, Masahiro and Shinano, Yuji}, title = {Computing single-source shortest paths on graphs with over 8 trillion edges}, issn = {1438-0064}, doi = {10.12752/8818}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-88180}, year = {2022}, abstract = {This paper introduces an implementation for solving the single-source shortest path problem on distributed-memory machines. It is tailored to power-law graphs and scales to trillions of edges. The new implementation reached 2nd and 10th place in the latest Graph500 benchmark in June 2022 and handled the largest and second-largest graphs among all participants.}, language = {en} } @misc{VuLitzelKoch2025, author = {Vu, Thi Huong and Litzel, Ida and Koch, Thorsten}, title = {Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives}, arxiv = {http://arxiv.org/abs/2506.04045}, year = {2025}, abstract = {Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science -- containing about 70 million articles and a billion citations -- poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the problem's structure. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data.}, language = {en} } @misc{ZakiyevaPetkovic2025, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {Large-scale functional network time series model solved with mathematical programming approach}, journal = {Econometrics and Statistics}, doi = {10.1016/j.ecosta.2025.10.001}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101936}, year = {2025}, abstract = {A functional network autoregressive model is proposed for studying large-scale network time series observed at high temporal resolution. The model incorporates high-dimensional curves to capture both serial and cross-sectional dependence in large-scale network functional time series. Estimation of the model is approached using a Mixed Integer Optimization method. Simulation studies confirm the consistency of parameter and adjacency matrix estimation. The method is applied to data from a real-life natural gas supply network. Compared to alternative prediction models, the proposed model delivers more accurate day-ahead hourly out-of-sample forecasts of the gas inflows and outflows at most gas nodes.}, language = {en} } @article{ZakiyevaPetkovic2025, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {Large-scale functional network time series model solved with mathematical programming approach}, journal = {Econometrics and Statistics}, publisher = {Elsevier BV}, issn = {2452-3062}, doi = {10.1016/j.ecosta.2025.10.001}, year = {2025}, language = {en} }