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この論文ではソフトウェア・パッケージSCIP Optimization Suite を紹介し,その3つの構成要素:モデリン グ言語Zimpl, 線形計画(LP: linear programming) ソルバSoPlex, そして,制約整数計画(CIP: constraint integer programming) に対するソフトウェア・フレームワークSCIP, について述べる.本論文では,この3つの 構成要素を利用して,どのようにして挑戦的な混合整数線形計画問題(MIP: mixed integer linear optimization problems) や混合整数非線形計画問題(MINLP: mixed integer nonlinear optimization problems) をモデル化 し解くのかを説明する.SCIP は,現在,最も高速なMIP,MINLP ソルバの1つである.いくつかの例により, Zimpl, SCIP, SoPlex の利用方法を示すとともに,利用可能なインタフェースの概要を示す.最後に,将来の開 発計画の概要について述べる.
この論文ではソフトウェア・パッケージSCIP Optimization Suite を紹介し,その3つの構成要素:モデリン
グ言語Zimpl, 線形計画(LP: linear programming) ソルバSoPlex, そして,制約整数計画(CIP: constraint
integer programming) に対するソフトウェア・フレームワークSCIP, について述べる.本論文では,この3つの
構成要素を利用して,どのようにして挑戦的な混合整数線形計画問題(MIP: mixed integer linear optimization
problems) や混合整数非線形計画問題(MINLP: mixed integer nonlinear optimization problems) をモデル化
し解くのかを説明する.SCIP は,現在,最も高速なMIP,MINLP ソルバの1つである.いくつかの例により,
Zimpl, SCIP, SoPlex の利用方法を示すとともに,利用可能なインタフェースの概要を示す.最後に,将来の開
発計画の概要について述べる.
大規模二次割当問題への挑戦
(2022)
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.
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.
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.
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.
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.
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.
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.