TY - GEN A1 - Petkovic, Milena A1 - Zakiyeva, Nazgul A1 - Zittel, Janina T1 - Statistical analysis and modeling for detecting regime changes in gas nomination time series N2 - 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. T3 - ZIB-Report - 21-22 KW - Time series Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82988 SN - 1438-0064 ER - TY - JOUR A1 - Petkovic, Milena A1 - Chen, Ying A1 - Gamrath, Inken A1 - Gotzes, Uwe A1 - Hadjidimitrou, Natalia Selini A1 - Zittel, Janina A1 - Xu, Xiaofei A1 - Koch, Thorsten T1 - A hybrid approach for high precision prediction of gas flows JF - Energy Systems N2 - 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. Y1 - 2022 U6 - https://doi.org/10.1007/s12667-021-00466-4 VL - 13 SP - 383 EP - 408 ER - TY - JOUR A1 - Hiller, Benjamin A1 - Saitenmacher, René A1 - Walther, Tom T1 - Improved models for operation modes of complex compressor stations JF - Mathematical Methods of Operations Research N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1007/s00186-021-00745-x VL - 94 SP - 171 EP - 195 ER - TY - JOUR A1 - Yokoyama, Ryohei A1 - Takeuchi, Kotaro A1 - Shinano, Yuji A1 - Wakui, Tetsuya T1 - Effect of model reduction by time aggregation in multiobjective optimal design of energy supply systems by a hierarchical MILP method JF - Energy N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1016/j.energy.2021.120505 VL - 228 ER - TY - JOUR A1 - Le, Thi Thai A1 - Fukumoto, Yasuhide T1 - Effect of depth discontinuity on interfacial stability of tangential-velocity discontinuity in shallow-water flow JF - Physics Letters A N2 - 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. Y1 - 2022 U6 - https://doi.org/10.1016/j.physleta.2022.128073 VL - 436 SP - 128073 PB - ELSEVIER ER - TY - CHAP A1 - Pedersen, Jaap A1 - Hoppmann-Baum, Kai A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid T2 - Operations Research Proceedings 2021 N2 - 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. Y1 - 2022 U6 - https://doi.org/https://doi.org/10.1007/978-3-031-08623-6_28 SP - 182 EP - 187 ER - TY - JOUR A1 - Berthold, Timo A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - MILP. Try. Repeat. JF - Proceedings of the 13th International Conference on the Practice and Theory of Automated Timetabling - PATAT 2021 Y1 - 2021 VL - 2 ER - TY - GEN A1 - Zakiyeva, Nazgul A1 - Petkovic, Milena T1 - Modeling and forecasting gas network flows with multivariate time series and mathematical programming approach N2 - 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. T3 - ZIB-Report - 21-23 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82966 SN - 1438-0064 ER - TY - JOUR A1 - Petkovic, Milena A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Deep learning for spatio-temporal supply anddemand forecasting in natural gas transmission networks JF - Energy Science and Engineering N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1002/ese3.932 ER - TY - CHAP A1 - Diekerhof, M. A1 - Monti, A. A1 - Lebedeva, E. A1 - Tkaczyk, A. H. A1 - Yüksel-Ergün, I. A1 - Zittel, J. A1 - Escudero, L. F. A1 - Soroudi, A. A1 - Helmberg, C. A1 - Kanovíc, Ž. A1 - Petkovic, M. A1 - Lacalandra, F. A1 - Frangioni, A. A1 - Lee, J. A1 - De Filippo, A. A1 - Lombardi, M. A1 - Milano, M. A1 - Ezran, P. A1 - Haddad, Y. T1 - Production and Demand Management T2 - Mathematical Optimization for Efficient and Robust Energy Networks N2 - 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. Y1 - 2020 SN - 978-3-030-57442-0 U6 - https://doi.org/https://doi.org/10.1007/978-3-030-57442-0_1 VL - 4 PB - Springer ER - TY - CHAP A1 - Schwarz, R. A1 - Lacalandra, F. A1 - Schewe, L. A1 - Bettinelli, A. A1 - Vigo, D. A1 - Bischi, A. A1 - Parriani, T. A1 - Martelli, E. A1 - Vuik, K. A1 - Lenz, R. A1 - Madsen, H. A1 - Blanco, I. A1 - Guericke, D. A1 - Yüksel-Ergün, I. A1 - Zittel, J. T1 - Network and Storage T2 - Mathematical Optimization for Efficient and Robust Energy Networks N2 - 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. Y1 - 2020 SN - 978-3-030-57442-0 U6 - https://doi.org/https://doi.org/10.1007/978-3-030-57442-0_6 VL - 4 PB - Springer ER - TY - GEN A1 - Tateiwa, Nariaki A1 - Shinano, Yuji A1 - Yamamura, Keiichiro A1 - Yoshida, Akihiro A1 - Kaji, Shizuo A1 - Yasuda, Masaya A1 - Fujisawa, Katsuki T1 - CMAP-LAP: Configurable Massively Parallel Solver for Lattice Problems N2 - 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. T3 - ZIB-Report - 21-16 KW - Discrete optimization KW - Lattice problem KW - Lattice-based cryptography KW - Shortest vector problem KW - Parallel algorithms KW - Ubiquity Generator Framework Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82802 SN - 1438-0064 N1 - Revised version is accepted to HiPC 2021 ER - TY - GEN A1 - Koch, Thorsten A1 - Berthold, Timo A1 - Pedersen, Jaap A1 - Vanaret, Charlie T1 - Progress in Mathematical Programming Solvers from 2001 to 2020 N2 - 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. T3 - ZIB-Report - 21-20 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82779 SN - 1438-0064 ER - TY - GEN A1 - Pedersen, Jaap A1 - Hoppmann-Baum, Kai A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid; Technical Report N2 - 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. T3 - ZIB-Report - 21-21 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82838 SN - 1438-0064 ER - TY - JOUR A1 - Hennings, Felix T1 - Large-scale empirical study on the momentum equation's inertia term JF - Journal of Natural Gas Science and Engineering N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1016/j.jngse.2021.104153 VL - 95 PB - Elsevier ER - TY - JOUR A1 - Le, Thi Thai A1 - Koch, Thorsten T1 - Interface stability of compressible fluids in porous media JF - Physics of Fluids N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1063/5.0059336 VL - 33 IS - 8 SP - 084102 PB - AIP Publishing ER - TY - JOUR A1 - Hoppmann-Baum, Kai T1 - On the Complexity of Computing Maximum and Minimum Min‐Cost‐Flows JF - Networks N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1002/net.22060 ER - TY - JOUR A1 - Alzaatreh, Ayman A1 - Aljarrah, Mohammad A1 - Almagambetova, Ayanna A1 - Zakiyeva, Nazgul T1 - On the Regression Model for Generalized Normal Distributions JF - Entropy N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.3390/e23020173 VL - 23 IS - 2 SP - 173 ER - TY - JOUR A1 - Jin, Liangbing A1 - Le, Thi Thai A1 - Fukumoto, Yasuhide T1 - Frictional effect on stability of discontinuity interface in tangential velocity of a shallow-water flow JF - Physics Letters A N2 - 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. Y1 - 2019 U6 - https://doi.org/10.1016/j.physleta.2019.125839 VL - 383 IS - 26 SP - 125839 ER - TY - GEN A1 - Lenz, Ralf T1 - Pipe Merging for Transient Gas Network Problems N2 - 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. T3 - ZIB-Report - 21-10 KW - Pipe merging KW - Network aggregation KW - Gas network optimization KW - Transient gas flow transport KW - Nonlinear Programming Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82116 SN - 1438-0064 ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Hobbie, Hannes A1 - Schönheit, David A1 - Koch, Thorsten A1 - Möst, Dominik A1 - Gleixner, Ambros T1 - A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models JF - European Journal of Operational Research N2 - 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. Y1 - 2022 U6 - https://doi.org/10.1016/j.ejor.2021.06.063 VL - 296 IS - 1 SP - 60 EP - 71 ER - TY - JOUR A1 - Le, Thi Thai T1 - Kelvin-Helmholtz instability in a shallow-water flow with a finite width JF - Journal of Mathematical Physics N2 - 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. Y1 - 2019 U6 - https://doi.org/10.1063/1.5126321 VL - 60 IS - 1 SP - 123101 PB - AIP Publishing ER - TY - CHAP A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Implications, conflicts, and reductions for Steiner trees T2 - Integer Programming and Combinatorial Optimization: 22th International Conference, IPCO 2021 Y1 - 2021 U6 - https://doi.org/10.1007/978-3-030-73879-2_33 SP - 473 EP - 487 ER - TY - GEN A1 - Hennings, Felix T1 - Large-scale empirical study on the momentum equation's inertia term N2 - 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. T3 - ZIB-Report - 21-08 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81881 SN - 1438-0064 ER - TY - JOUR A1 - Le, Thi Thai T1 - Effect of water depth on Kelvin - Helmholtz instability in a shallow-water flow JF - Journal of Mathematical Physics N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1063/1.5145060 VL - 62 IS - 10 PB - AIP Publishing ER - TY - CHAP A1 - Pedersen, Jaap A1 - Schachler, Birgit A1 - Heider, Anya A1 - Pleßmann, Guido T1 - Distribution System Planning with Battery Storage using Multiperiod Optimal Power Flow T2 - 14th International Renewable Energy Storage Conference 2020 (IRES 2020) N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.2991/ahe.k.210202.007 VL - 6 SP - 41 EP - 48 ER - TY - JOUR A1 - Anderson, Lovis A1 - Turner, Mark A1 - Koch, Thorsten T1 - Generative deep learning for decision making in gas networks JF - Mathematical Methods of Operations Research N2 - 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%. Y1 - 2022 U6 - https://doi.org/10.1007/s00186-022-00777-x VL - 95 SP - 503 EP - 532 PB - Springer Nature ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - On the exact solution of prize-collecting Steiner tree problems JF - INFORMS Journal on Computing Y1 - 2021 U6 - https://doi.org/10.1287/ijoc.2021.1087 ER - TY - JOUR A1 - Hennings, Felix A1 - Anderson, Lovis A1 - Hoppmann-Baum, Kai A1 - Turner, Mark A1 - Koch, Thorsten T1 - Controlling transient gas flow in real-world pipeline intersection areas JF - Optimization and Engineering N2 - 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. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1007/s11081-020-09559-y VL - 22 SP - 687 EP - 734 PB - Springer Nature ET - 2 ER - TY - JOUR A1 - Rössig, Ansgar A1 - Petkovic, Milena T1 - Advances in Verification of ReLU Neural Networks JF - Journal of Global Optimization N2 - 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. Y1 - 2020 U6 - https://doi.org/10.1007/s10898-020-00949-1 PB - Springer ER - TY - CHAP A1 - Riedmüller, Stephanie A1 - Rivetta, Fabian A1 - Zittel, Janina T1 - Long-Term Multi-Objective Optimization for Integrated Unit Commitment and Investment Planning for District Heating Networks BT - Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), Munich, Germany, September 3-6, 2024 T2 - Operations Research Proceedings 2024 N2 - 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. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-92575-7_33 SP - 235 EP - 241 PB - Springer Cham ER - TY - CHAP A1 - Petkovic, Milena A1 - Zittel, Janina T1 - Resilient Forecasting of High-Dimensional Network Time Series in the Energy Domain: A Hybrid Approach T2 - Operations Research Proceedings 2023. OR 2023 N2 - 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. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-58405-3_48 SP - 375 EP - 381 PB - Springer ER - TY - CHAP A1 - Yueksel-Erguen, Inci A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Consistent flow scenario generation based on open data for operational analysis of European gas transport networks T2 - Operations Research Proceedings 2023. OR 2023 N2 - 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. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-58405-3_63 SP - 493 EP - 499 PB - Springer ER - TY - CHAP A1 - Yueksel Erguen, Inci A1 - Litzel, Ida A1 - Peng, Hanqiu T1 - Integrating Large Citation Datasets T2 - Operations Research Proceedings 2024. OR 2024 N2 - 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. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-92575-7_7 SP - 46 EP - 52 ER - TY - JOUR A1 - Zakiyeva, Nazgul A1 - Petkovic, Milena T1 - High-dimensional high-frequency time series prediction with a mixed integer optimisation method JF - Operations Research Proceedings 2023. OR 2023 N2 - 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. Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-93068 SN - 1438-0064 SP - 423 EP - 429 ER - TY - THES A1 - Rehfeldt, Daniel T1 - Faster algorithms for Steiner tree and related problems: From theory to practice KW - Steiner tree problem Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85148 ER - TY - GEN A1 - Hennings, Felix A1 - Petkovic, Milena A1 - Streubel, Tom T1 - On the Numerical Treatment of Interlaced Target Values - Modeling, Optimization and Simulation of Regulating Valves in Gas Networks N2 - 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. T3 - ZIB-Report - 21-32 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85359 SN - 1438-0064 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 - TY - CHAP A1 - Tateiwa, Nariaki A1 - Shinano, Yuji A1 - Yamamura, Keiichiro A1 - Yoshida, Akihiro A1 - Kaji, Shizuo A1 - Yasuda, Masaya A1 - Fujisawa, Katsuki T1 - CMAP-LAP: Configurable Massively Parallel Solver for Lattice Problems T2 - HiPC 2021 proceedings N2 - 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. Y1 - 2021 ER - TY - JOUR A1 - Xu, Xiaofei A1 - Chen, Ying A1 - Zhang, Ge A1 - Koch, Thorsten T1 - Modeling functional time series and mixed-type predictors with partially functional autoregressions* JF - Journal of Business and Economic Statistics N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1080/07350015.2021.2011299 SP - 1 EP - 43 ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Franz, Henriette A1 - Koch, Thorsten T1 - Optimal Connected Subgraphs: Integer Programming Formulations and Polyhedra JF - Networks Y1 - 2022 U6 - https://doi.org/10.1002/net.22101 VL - 80 IS - 3 SP - 314 EP - 332 PB - Wiley ER - TY - THES A1 - Lenz, Ralf T1 - Optimization of Stationary Expansion Planning and Transient Network Control by Mixed-Integer Nonlinear Programming Y1 - 2021 UR - http://dx.doi.org/10.14279/depositonce-12765 U6 - https://doi.org/10.14279/depositonce-12765 ER - TY - JOUR A1 - Vu, Thi Huong A1 - Litzel, Ida A1 - Koch, Thorsten T1 - Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives JF - Journal of Nonlinear and Variational Analysis N2 - 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 structure of the problem. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data. Y1 - 2026 U6 - https://doi.org/https://doi.org/10.23952/jnva.10.2026.2.8 VL - 10 IS - 2 SP - 381 EP - 401 PB - Biemdas ER - TY - JOUR A1 - Wakayama, Yuki A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Wakui, Tetsuya T1 - 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) T1 - Optimization of Energy Supply Systems in Consideration of Hierarchical Relationship Between Design and Operation(Model Reduction by Time Aggregation and Its Effect) JF - 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 N2 - 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. Y1 - 2018 SP - 401 EP - 404 ER - TY - JOUR A1 - Taniguchi, Shusuke A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Ohkura, Masashi A1 - Wakui, Tetsuya T1 - 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) T1 - Optimization of Energy Supply Systems in Consideration of Hierarchical Relationship Between Design and Operation (Search for K-Best Solutions in Multiobjective Optimization) JF - 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 N2 - 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. Y1 - 2015 SP - 267 EP - 272 ER - TY - JOUR A1 - Takeuchi, Kotaro A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Wakui, Tetsuya T1 - 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) T1 - Optimization of Energy Supply Systems in Consideration of Hierarchical Relationship Between Design and Operation (Model Reduction by Clustering Periods in Consideration of Operation) JF - 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 N2 - 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. Y1 - 2019 SP - 169 EP - 174 ER - TY - JOUR A1 - Kamada, Hiroki A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Wakui, Tetsuya T1 - 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) T1 - Robust Optimal Design of Energy Supply Systems Based on a Mixed-Integer Linear Model (Application of a Hierarchical Optimization Method) JF - 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 N2 - 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. Y1 - 2019 SP - 163 EP - 168 ER - TY - JOUR A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Taniguchi, Syusuke A1 - Ohkura, Masashi A1 - Wakui, Tetsuya T1 - 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) T1 - Optimization of Energy Supply Systems in Consideration of Hierarchical Relationship Between Design and Operation (Proposal of Optimization Method) JF - 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 N2 - 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. Y1 - 2014 SP - 183 EP - 188 ER - TY - JOUR A1 - Pedersen, Jaap A1 - Spreckelsen, Klaus A1 - Gotzes, Uwe A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Beimischung von Wasserstoff zum Erdgas: Eine Kapazitätsstudie des deutschen Gasnetzes JF - 3R – Fachzeitschrift für Rohrleitungssystem N2 - Die europäische Gasinfrastruktur wird disruptiv in ein zukünftiges dekarbonisiertes Energiesystem verändert; ein Prozess, der angesichts der jüngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, trägt zur Erhöhung der öffentlichen 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 Gasqualität 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 genügend Kapazität bietet, um für einen großen Teil der bis 2030 geplanten Erzeugungskapazität für grünen Wasserstoff als garantierter Abnehmer zu dienen. Y1 - 2023 IS - 06/2023 SP - 70 EP - 75 ER - TY - JOUR A1 - Yokoyama, Ryohei A1 - Shinano, Yuji A1 - Taniguchi, Syusuke A1 - Ohkura, Masashi A1 - Wakui, Tetsuya T1 - 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) T1 - Optimization ofEnergy Supply Systems in Consideration of Hierarchical Relationship Between Design and Operation (Search for K-Best Solutions) JF - 日本機械学会第11回最適化シンポジウム2014講演論文集 N2 - 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. Y1 - 2014 SP - 1 EP - 4 ER -