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arXiv 2302.10037math.OC
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一种用于具有详细运行和时间耦合约束的能源系统规划问题的计算高效Benders分解

A computationally efficient Benders decomposition for energy systems planning problems with detailed operations and time-coupling constraints

Anna Jacobson, Filippo Pecci, Nestor Sepulveda, Qingyu Xu, Jesse Jenkins

AI总结:

针对含详细运行与跨期政策约束的宏观能源系统规划难题,提出投资—运行分离、运行时间步解耦且可并行的高效Benders分解,显著降低MILP及部分LP求解时间并提升决策准确性。

摘要:

能源系统规划模型用于确定能源系统扩展和运行的最低成本策略,并为投资、规划、监管和政策提供决策支持。大多数模型被构建为线性规划(LP)或混合整数线性规划(MILP)问题。尽管LP和MILP求解器相对高效且成熟,但如果不采用会影响结果质量和研究结论可推广性的抽象处理,大规模问题通常难以求解。本文考虑一个具有详细运行和政策约束的宏观能源系统规划问题,并构建了一种计算高效的Benders分解:将投资与运行分离,并通过主模型中的预算变量解耦各运行时间步。该新颖方法使运行子问题能够并行化,并允许在分解框架内对跨时期耦合决策的相关约束(例如政策约束)进行建模。运行时间随时间分辨率呈线性扩展;测试表明,相对于使用最先进商业求解器求解的类似整体模型,所有MILP构建形式以及部分取决于问题规模的LP构建形式均获得显著运行时间改善。本文算法适用于其他领域的规划问题(如水、交通网络、生产流程),并可求解原本难以处理的大规模问题。研究表明,该算法所支持的更高分辨率可缓解结构性不确定性,提高建议的准确性。

英文摘要:

Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or mixed integer linear programming (MILP) problems. Despite the relative efficiency and maturity of LP and MILP solvers, large scale problems are often intractable without abstractions that impact quality of results and generalizability of findings. We consider a macro-energy systems planning problem with detailed operations and policy constraints and formulate a computationally efficient Benders decomposition separating investments from operations and decoupling operational timesteps using budgeting variables in the master model. This novel approach enables parallelization of operational subproblems and permits modeling of relevant constraints coupling decisions across time periods (e.g. policy constraints) within a decomposed framework. Runtime scales linearly with temporal resolution; tests demonstrate substantial runtime improvement for all MILP formulations and for some LP formulations depending on problem size relative to analagous monolithic models solved with state-of-the-art commercial solvers. Our algorithm is applicable to planning problems in other domains (e.g. water, transportation networks, production processes) and can solve large-scale problems otherwise intractable. We show that the increased resolution enabled by this algorithm mitigates structural uncertainty, improving recommendation accuracy.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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