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Multi-sector capacity expansion models play a crucial role in energy planning by providing decision support for policymaking in technology development. To ensure reliable support, these models require high technological, spatial, and…

Optimization and Control · Mathematics 2025-04-14 Federico Parolin , Yu Weng , Paolo Colbertaldo , Ruaridh Macdonald

We consider electricity capacity expansion models, which optimize investment and retirement decisions by minimizing both investment and operation costs. In order to provide credible support for planning and policy decisions, these models…

Optimization and Control · Mathematics 2025-01-08 Filippo Pecci , Jesse D. Jenkins

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…

Optimization and Control · Mathematics 2025-01-08 Anna Jacobson , Filippo Pecci , Nestor Sepulveda , Qingyu Xu , Jesse Jenkins

This paper applies Benders decomposition to two-stage stochastic problems for energy planning under climate uncertainty, a key problem for the design of renewable energy systems. To improve performance, we adapt various refinements for…

Optimization and Control · Mathematics 2024-01-29 Leonard Göke , Felix Schmidt , Mario Kendziorski

Recent developments in decomposition methods for multi-stage stochastic programming with block separable recourse enable the solution to large-scale stochastic programs with multi-timescale uncertainty. Multi-timescale uncertainty is…

Optimization and Control · Mathematics 2024-09-04 Hongyu Zhang , Erlend Heir , Asbjørn Nisi , Asgeir Tomasgard

Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet , Periklis Petridis

In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…

Optimization and Control · Mathematics 2017-02-10 Majid Taghavi , Kai Huang

The global increase in energy consumption and demand has forced many countries to transition into including more diverse energy sources in their electricity market. To efficiently utilize the available fuel resources, all energy sources…

Optimization and Control · Mathematics 2024-03-06 Razan A. H. Al-Lawati , Tasnim Ibn Faiz , Md. Noor-E-Alam

Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…

Optimization and Control · Mathematics 2021-06-09 François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

The necessary decarbonization efforts in energy sectors entail the integration of flexibility assets, as well as increased levels of uncertainty for the planning and operation of power systems. To cope with this in a cost-effective manner,…

Systems and Control · Electrical Eng. & Systems 2024-09-25 Stefan Borozan , Spyros Giannelos , Paola Falugi , Alexandre Moreira , Goran Strbac

Benders decomposition is widely used to solve large mixed-integer problems. This paper takes advantage of machine learning and proposes enhanced variants of Benders decomposition for solving two-stage stochastic security-constrained unit…

Optimization and Control · Mathematics 2023-11-21 Fouad Hasan , Amin Kargarian

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

To meet sustainability goals and regulatory requirements, transit agencies worldwide are planning partial and full transitions to electric bus fleets. This paper presents a comprehensive and computationally efficient multi-period…

Optimization and Control · Mathematics 2025-12-29 Robin Legault , Filipe Cabral , Xu Andy Sun

The growing share of renewable energy makes the optimization of power flows in power system models computationally more complicated, due to the widely distributed weather-dependent electricity generation. This article evaluates two methods…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Oriol Raventós , Julian Bartels

Second order conic programming (SOCP) has been used to model various applications in power systems, such as operation and expansion planning. In this paper, we present a two-stage stochastic mixed integer SOCP (MISOCP) model for the…

Optimization and Control · Mathematics 2017-04-04 Hossein Haghighat , Bo Zeng

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

Optimization and Control · Mathematics 2020-10-06 Cheng Guo , Merve Bodur , Dionne M. Aleman , David R. Urbach

Benders decomposition is one of the most applied methods to solve two-stage stochastic problems (TSSP) with a large number of scenarios. The main idea behind the Benders decomposition is to solve a large problem by replacing the values of…

Optimization and Control · Mathematics 2022-11-24 Cristian Ramírez-Pico , Ivana Ljubić , Eduardo Moreno

The increasing penetration of renewable energy requires greater use of storage resources to manage system intermittency. As a result, there is growing interest in evaluating the opportunity cost of stored energy, or usage values, which can…

Optimization and Control · Mathematics 2025-12-05 Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin

In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…

Computational Engineering, Finance, and Science · Computer Science 2016-09-28 Roberto Minguez , Raquel Garcia-Bertrand

A two-stage multi-period mixed-integer linear stochastic programming model is proposed to assist qualified operators in long-term generation and transmission expansion planning of electricity and gas systems to meet policy objectives. The…

Optimization and Control · Mathematics 2025-05-22 Giovanni Micheli , Maria Teresa Vespucci , Alessia Cortazzi , Cinzia Puglisi
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