TY - JOUR A1 - Schweiger, Jonas A1 - Liers, Frauke T1 - A Decomposition Approach for Optimal Gas Network Extension with a Finite Set of Demand Scenarios JF - Optimization and Engineering N2 - Today's gas markets demand more flexibility from the network operators which in turn have to invest into their network infrastructure. As these investments are very cost-intensive and long-living, network extensions should not only focus on a single bottleneck scenario, but should increase the flexibility to fulfill different demand scenarios. In this work, we formulate a model for the network extension problem for multiple demand scenarios and propose a scenario decomposition in order to solve the arising challenging optimization tasks. In fact, each subproblem consists of a mixed-integer nonlinear optimization problem (MINLP). Valid bounds on the objective value are derived even without solving the subproblems to optimality. Furthermore, we develop heuristics that prove capable of improving the initial solutions substantially. Results of computational experiments on realistic network topologies are presented. It turns out that our method is able to solve these challenging instances to optimality within a reasonable amount of time. Y1 - 2018 VL - 19 IS - 2 SP - 297 EP - 326 PB - Springer ER - TY - BOOK A1 - Abbink, Erwin A1 - Bärmann, Andreas A1 - Bešinovic, Nikola A1 - Bohlin, Markus A1 - Cacchiani, Valentina A1 - Caimi, Gabrio A1 - de Fabris, Stefano A1 - Dollevoet, Twan A1 - Fischer, Frank A1 - Fügenschuh, Armin A1 - Galli, Laura A1 - Goverde, Rob M.P. A1 - Hansmann, Ronny A1 - Homfeld, Henning A1 - Huisman, Dennis A1 - Johann, Marc A1 - Klug, Torsten A1 - Törnquist Krasemann, Johanna A1 - Kroon, Leo A1 - Lamorgese, Leonardo A1 - Liers, Frauke A1 - Mannino, Carlo A1 - Medeossi, Giorgio A1 - Pacciarelli, Dario A1 - Reuther, Markus A1 - Schlechte, Thomas A1 - Schmidt, Marie A1 - Schöbel, Anita A1 - Schülldorf, Hanno A1 - Stieber, Anke A1 - Stiller, Sebastian A1 - Toth, Paolo A1 - Zimmermann, Uwe ED - Borndörfer, Ralf ED - Klug, Torsten ED - Lamorgese, Leonardo ED - Mannino, Carlo ED - Reuther, Markus ED - Schlechte, Thomas T1 - Handbook of Optimization in the Railway Industry N2 - This book promotes the use of mathematical optimization and operations research methods in rail transportation. The editors assembled thirteen contributions from leading scholars to present a unified voice, standardize terminology, and assess the state-of-the-art. There are three main clusters of articles, corresponding to the classical stages of the planning process: strategic, tactical, and operational. These three clusters are further subdivided into five parts which correspond to the main phases of the railway network planning process: network assessment, capacity planning, timetabling, resource planning, and operational planning. Individual chapters cover: Simulation Capacity Assessment Network Design Train Routing Robust Timetabling Event Scheduling Track Allocation Blocking Shunting Rolling Stock Crew Scheduling Dispatching Delay Propagation Y1 - 2018 SN - 978-3-319-72152-1 U6 - https://doi.org/10.1007/978-3-319-72153-8 VL - 268 PB - Springer Verlag ER - TY - JOUR A1 - Kevin-Martin, Aigner A1 - Bärmann, Andreas A1 - Braun, Kristin A1 - Liers, Frauke A1 - Pokutta, Sebastian A1 - Schneider, Oskar A1 - Sharma, Kartikey A1 - Tschuppik, Sebastian T1 - Data-driven Distributionally Robust Optimization over Time JF - INFORMS Journal on Optimization N2 - Stochastic optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. Because the latter is often unknown, distributionally robust optimization (DRO) provides a strong alternative that determines the best guaranteed solution over a set of distributions (ambiguity set). In this work, we present an approach for DRO over time that uses online learning and scenario observations arriving as a data stream to learn more about the uncertainty. Our robust solutions adapt over time and reduce the cost of protection with shrinking ambiguity. For various kinds of ambiguity sets, the robust solutions converge to the SO solution. Our algorithm achieves the optimization and learning goals without solving the DRO problem exactly at any step. We also provide a regret bound for the quality of the online strategy that converges at a rate of O(log T/T−−√), where T is the number of iterations. Furthermore, we illustrate the effectiveness of our procedure by numerical experiments on mixed-integer optimization instances from popular benchmark libraries and give practical examples stemming from telecommunications and routing. Our algorithm is able to solve the DRO over time problem significantly faster than standard reformulations. Y1 - 2023 U6 - https://doi.org/10.1287/ijoo.2023.0091 VL - 5 IS - 4 SP - 376 EP - 394 ER - TY - JOUR A1 - Aigner, Kevin-Martin A1 - Clarner, Jan-Patrick A1 - Liers, Frauke A1 - Martin, Alexander T1 - Robust Approximation of Chance Constrained DC Optimal Power Flow under Decision-Dependent Uncertainty JF - European Journal of Operational Research N2 - 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. Y1 - 2021 ER -