Kotthoff, Lars and Schwarz, Hannes and Hoos, Holger and Fichtner, Wolf and Bertsch, Valentin (2019) Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems. Annals of Operations Research. Springer. doi: 10.1007/s10479-018-3122-6. ISSN 0254-5330.
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Official URL: http://link.springer.com/article/10.1007/s10479-018-3122-6
Abstract
The optimization of decentralized energy systems is an important practical problem that can be modeled using stochastic programs and solved via their large-scale, deterministic-equivalent formulations. Unfortunately, using this approach, even when leveraging a high degree of parallelism on large high-performance computing systems, finding close-to-optimal solutions still requires substantial computational effort. In this work, we present a procedure to reduce this computational effort substantially, using a state-of-the-art automated algorithm configuration method. We apply this procedure to a well-known example of a residential quarter with photovoltaic systems and storage units, modeled as a two-stage stochastic mixed-integer linear program. We demonstrate that the computing time and costs can be substantially reduced by up to 50% by use of our procedure. Our methodology can be applied to other, similarly-modeled energy systems
Item URL in elib: | https://elib.dlr.de/126364/ | ||||||||||||||||||
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Document Type: | Article | ||||||||||||||||||
Title: | Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems | ||||||||||||||||||
Authors: |
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Date: | 28 January 2019 | ||||||||||||||||||
Journal or Publication Title: | Annals of Operations Research | ||||||||||||||||||
Refereed publication: | Yes | ||||||||||||||||||
Open Access: | No | ||||||||||||||||||
Gold Open Access: | No | ||||||||||||||||||
In SCOPUS: | Yes | ||||||||||||||||||
In ISI Web of Science: | Yes | ||||||||||||||||||
DOI : | 10.1007/s10479-018-3122-6 | ||||||||||||||||||
Publisher: | Springer | ||||||||||||||||||
ISSN: | 0254-5330 | ||||||||||||||||||
Status: | Published | ||||||||||||||||||
Keywords: | OR in energy Large-scale optimization Stochastic programming Uncertainty modeling Automated algorithm configuration Sequential model-based algorithm configuration | ||||||||||||||||||
HGF - Research field: | Energy | ||||||||||||||||||
HGF - Program: | Technology, Innovation and Society | ||||||||||||||||||
HGF - Program Themes: | Renewable Energy and Material Resources for Sustainable Futures - Integrating at Different Scales | ||||||||||||||||||
DLR - Research area: | Energy | ||||||||||||||||||
DLR - Program: | E SY - Energy Systems Analysis | ||||||||||||||||||
DLR - Research theme (Project): | E - Systems Analysis and Technology Assessment (old) | ||||||||||||||||||
Location: | Stuttgart | ||||||||||||||||||
Institutes and Institutions: | Institute of Engineering Thermodynamics > Systems Analysis and Technology Assessment | ||||||||||||||||||
Deposited By: | Borovleva, Tatiana | ||||||||||||||||||
Deposited On: | 22 Mar 2019 16:43 | ||||||||||||||||||
Last Modified: | 22 Mar 2019 16:43 |
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