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The expressiveness of energy system optimization models (ESOMs) depends on a multitude of exogenous parameters. For example, sound estimates of the future energy demand are essential to enable qualified decisions on long-term investments. However, the enormous demand fluctuations even on a fine-grained scale diminish the computational performance of large-scale ESOMs. We therefore propose a clustering-and-decomposition method for linear programming based ESOMs that first identifies and solves prototypical demand scenarios with the dual simplex algorithm, and then composes dual optimal prototype bases to a warm-start basis for the full model. We evaluate the feasibility and computational efficiency our approach on a real-world case study, using a sector-coupled ESOM with hourly resolution for the Berlin-Brandenburg area in Germany, based on the oemof framework.
Designing efficient energy systems is indispensable for shaping a more sustainable society. This involves making infrastructure investment decisions that must be valid for a long-term time horizon. While energy system optimization models constitute a powerful technique to support planning decisions, they need to cope with inherent uncertainty. For example, predicting future demand on a scale of decades is not only an intricate challenge in itself, but small fluctuations in such a forecast might also largely impact the layout of a complex energy system.
In this paper, we compare two methodologies of capturing demand uncertainty for linear-programming based energy system optimization models. On one hand, we generate and analyze catalogs of varying demand scenarios, where each individual scenario is considered independently, so that the optimization produces scenario-specific investment pathways. On the other hand, we make use of robust linear programming to meet the demand of all scenarios at once. Since including a multitude of scenarios increases the size and complexity of the optimization model, we will show how to use warm-starting approaches to accelerate the computation process, by exploiting the similar structure of the linear program across different demand inputs. This allows to integrate a meaningful number of demand scenarios with fully-fledged energy system models.
We demonstrate the practical use of our methods in a case study of the Berlin-Brandenburg area in Germany, a region that contains both a metropolitan area and its rural surroundings. As a backbone, we use the open-source framework oemof to create a sector-coupled optimization model for planning an energy system with up to 100% reduction of greenhouse gas emissions. This model features a fine-grained temporal resolution of one hour for the full year 2050. We consider uncertainty in demand for electricity, hydrogen, natural gas, central, and decentral heat.
Based on our computations, we analyze the trade-offs in terms of quality and computation time for scenario catalogs and the robust optimization approach. We further demonstrate that our procedure provides a valuable strategy for decision makers to gain insight on the robustness and sensitivity of solutions regarding demand variability.
Designing efficient energy systems is indispensable for shaping a more sustainable society. This involves making infrastructure investment decisions that must be valid for a long-term time horizon. While energy system optimization models constitute a powerful technique to support planning decisions, they need to cope with inherent uncertainty. For example, predicting future demand on a scale of decades is not only an intricate challenge in itself, but small fluctuations in such a forecast might also largely impact the layout of a complex energy system.
In this paper, we compare two methodologies of capturing demand uncertainty for linear-programming based energy system optimization models. On one hand, we generate and analyze catalogs of varying demand scenarios, where each individual scenario is considered independently, so that the optimization produces scenario-specific investment pathways. On the other hand, we make use of robust linear programming to meet the demand of all scenarios at once. Since including a multitude of scenarios increases the size and complexity of the optimization model, we will show how to use warm-starting approaches to accelerate the computation process, by exploiting the similar structure of the linear program across different demand inputs. This allows to integrate a meaningful number of demand scenarios with fully-fledged energy system models.
We demonstrate the practical use of our methods in a case study of the Berlin-Brandenburg area in Germany, a region that contains both a metropolitan area and its rural surroundings. As a backbone, we use the open-source framework oemof to create a sector-coupled optimization model for planning an energy system with up to 100% reduction of greenhouse gas emissions. This model features a fine-grained temporal resolution of one hour for the full year 2050. We consider uncertainty in demand for electricity, hydrogen, natural gas, central, and decentral heat.
Based on our computations, we analyze the trade-offs in terms of quality and computation time for scenario catalogs and the robust optimization approach. We further demonstrate that our procedure provides a valuable strategy for decision makers to gain insight on the robustness and sensitivity of solutions regarding demand variability.
Energy system optimization models are increasing in scope and resolution, integrating detailed technology representations, sector coupling, and multiple scenarios reflecting uncertainty in future energy demand. These advances yield large and challenging linear programs whose efficient solution remains a bottleneck in practical energy system analyses. For a long time, the standard way to address such problems has relied on shared-memory interior-point methods (IPM), which combine robustness and accuracy but face scalability limits as model instance size grows.
Specialized solver architectures are beginning to change this picture. Two promising directions have emerged: (i) GPU-accelerated first-order methods (FOM) such as the primal-dual linear programming approach; and (ii) distributed-memory IPM, exemplified by the open-source solver PIPS-IPM++, which can exploit block structure that arises in many energy system models and achieves high parallelism on highperformance computing systems. These developments open new opportunities for large-scale optimization in energy system analysis.
This paper presents a computational study comparing these solver classes on a diverse test set of largescale linear programs arising from energy system analysis, including scenario-based formulations derived from stochastic programming. We investigate how parallelization strategies affect solution time and numerical accuracy. The results illustrate that distributed-memory IPM can leverage problem structure to deliver substantial speed-ups on specific problems with block-angular structures. GPU-accelerated FOMs demonstrate strong scalability but may yield solutions with higher relative infeasibilities, which, depending on the use case and model uncertainty, can still be acceptable.
Overall, our findings indicate that recent algorithmic and hardware advances substantially broaden the computational toolbox available to the energy system optimization community. Each solver class exhibits distinct advantages: shared-memory IPMs remain a powerful tool for reliably obtaining high-accuracy solutions; distributed-memory IPMs can extend scalability to hundreds of cores for certain structured models, enabling faster time-to-solution; and GPU-based FOM can deliver fast solutions when such lower accuracy levels are appropriate. Together, they help make high-resolution, multi-scenario energy system optimization models tractable across a broader range of problem sizes and computing environments.