Optimization of Aggregators Energy Resources considering Local Markets and Electric Vehicle Penetration

O sector elétrico tem vindo a evoluir ao longo do tempo. Esta situação deve-se ao facto de surgirem novas metodologias para lidarem com a elevada penetração dos recursos energéticos distribuídos (RED), principalmente veículos elétricos (VEs). Neste caso, a gestão dos recursos energéticos tornou-se mais proeminente devido aos avanços tecnológicos que estão a ocorrer, principalmente no contexto das redes inteligentes. Este facto torna-se importante, devido à incerteza decorrente deste tipo de recursos. Para resolver problemas que envolvem variabilidade, os métodos baseados na inteligência computacional estão a se tornar os mais adequados devido à sua fácil implementação e baixo esforço computacional, mais precisamente para o caso tratado na tese, algoritmos de computação evolucionária (CE). Este tipo de algoritmo tenta imitar o comportamento observado na natureza. Ao contrário dos métodos determinísticos, a CEé tolerante à incerteza; ou seja, é adequado para resolver problemas relacionados com os sistemas energéticos. Estes sistemas são geralmente de grandes dimensões, com um número crescente de variáveis e restrições. Aqui a IC permite obter uma solução quase ótima em tempo computacional aceitável com baixos requisitos de memória. O principal objetivo deste trabalho foi propor um modelo para a programação dos recursos energéticos dos recursos dedicados para o contexto intradiário, para a hora seguinte, partindo inicialmente da programação feita para o dia seguinte, ou seja, 24 horas para o dia seguinte. Esta programação é feita por cada agregador (no total cinco) através de meta-heurísticas, com o objetivo de minimizar os custos ou maximizar os lucros. Estes agregadores estão inseridos numa cidade inteligente com uma rede de distribuição de 13 barramentos com elevada penetração de RED, principalmente energia renovável e VEs (2000 VEs são considerados nas simulações). Para modelar a incerteza associada ao RED e aos preços de mercado, vários cenários são gerados através da simulação de Monte Carlo usando as funções de distribuição de probabilidade de erros de previsão, neste caso a função de distribuição normal para o dia seguinte. No que toca à incerteza no modelo para a hora seguinte, múltiplos cenários são gerados a partir do cenário com maior probabilidade do dia seguinte. Neste trabalho, os mercados locais de eletricidade são também utilizados como estratégia para satisfazer a equação do balanço energético onde os agregadores vão para vender o excesso de energia ou comprar para satisfazer o consumo. Múltiplas metaheurísticas de última geração são usadas para fazer este escalonamento, nomeadamente Differential Evolution (DE), Hybrid-Adaptive DE with Decay function (HyDE-DF), DE with Estimation of Distribution Algorithm (DEEDA), Cellular Univariate Marginal Distribution Algorithm with Normal-Cauchy Distribution (CUMDANCauchy++), Hill Climbing to Ring Cellular Encode-Decode UMDA (HC2RCEDUMDA). Os resultados mostram que o modelo proposto é eficaz para os múltiplos agregadores com variações de custo na sua maioria abaixo dos 5% em relação ao dia seguinte, exceto para o agregador e de VEs. É também aplicado um teste Wilcoxon para comparar o desempenho do algoritmo CUMDANCauchy++ com as restantes meta-heurísticas. O CUMDANCauchy++ mostra resultados competitivos tendo melhor performance que todos os algoritmos para todos os agregadores exceto o DEEDA que apresenta resultados semelhantes. Uma estratégia de aversão ao risco é implementada para um agregador no contexto do dia seguinte para se obter uma solução mais segura e robusta. Os resultados mostram um aumento de quase 4% no investimento, mas uma redução de até 14% para o custo dos piores cenários.The electrical sector has been evolving. This situation is because new methodologies emerge to deal with the high penetration of distributed energy resources (DER), mainly electric vehicles (EVs). In this case, energy resource management has become increasingly prominent due to the technological advances that are taking place, mainly in the context of smart grids. This factor becomes essential due to the uncertainty of this type of resource. To solve problems involving variability, methods based on computational intelligence (CI) are becoming the most suitable because of their easy implementation and low computational effort, more precisely for the case treated in this thesis, evolutionary computation (EC) algorithms. This type of algorithm tries to mimic behavior observed in nature. Unlike deterministic methods, the EC is tolerant of uncertainty, and thus it is suitable for solving problems related to energy systems. These systems are usually of high dimensions, with an increased number of variables and restrictions. Here the CI allows obtaining a near-optimal solution in good computational time with low memory requirements. This work's main objective is to propose a model for the energy resource scheduling of the dedicated resources for the intraday context, for the our-ahead, starting initially from the scheduling done for the day ahead, that is, 24 hours for the next day. This scheduling is done by each aggregator (in total five) through metaheuristics to minimize the costs or maximize the profits. These aggregators are inserted in a smart city with a distribution network of 13 buses with a high penetration of DER, mainly renewable energy and EVs (2000 EVs are considered in the simulations). Several scenarios are generated through Monte Carlo Simulation using the forecast errors' probability distribution functions, the normal distribution function for the day-ahead to model the uncertainty associated with DER and market prices. Multiple scenarios are developed through the highest probability scenario from the day-ahead when it comes to intraday uncertainty. In this work, local electricity markets are used as a mechanism to satisfy the energy balance equation where each aggregator can sell the excess of energy or buy more to meet the demand. Several recent and modern metaheuristics are used to solve the proposed problems in the thesis, namely Differential Evolution (DE), Hybrid-Adaptive DE with Decay function (HyDE-DF), DE with Estimation of Distribution Algorithm (DEEDA), Cellular Univariate Marginal Distribution Algorithm with NormalCauchy Distribution (CUMDANCauchy++), Hill Climbing to Ring Cellular Encode-Decode UMDA (HC2RCEDUMDA). Results show that the proposed model is effective for the multiple aggregators. The metaheuristics present satisfactory results and mostly less than 5% variation in costs from the day-ahead except for the EV aggregator. A Wilcoxon test is also applied to compare the performance of the CUMDANCauchy++ algorithm with the remaining metaheuristics. CUMDANCauchy++ shows competitive results beating all algorithms in all aggregators except for DEEDA, which presents similar results. A risk aversion strategy is implemented for an aggregator in the day-ahead context to get a safer and more robust solution. Results show an increase of nearly 4% in day-ahead cost but a reduction of up to 14% of worst scenario cost

Modelling and estimation of vanadium redox flow batteries: a review

Redox flow batteries are one of the most promising technologies for large-scale energy storage, especially in applications based on renewable energies. In this context, considerable efforts have been made in the last few years to overcome the limitations and optimise the performance of this technology, aiming to make it commercially competitive. From the monitoring point of view, one of the biggest challenges is the estimation of the system internal states, such as the state of charge and the state of health, given the complexity of obtaining such information directly from experimental measures. Therefore, many proposals have been recently developed to get rid of such inconvenient measurements and, instead, utilise an algorithm that makes use of a mathematical model in order to rely only on easily measurable variables such as the system’s voltage and current. This review provides a comprehensive study of the different types of dynamic models available in the literature, together with an analysis of the existing model-based estimation strategies. Finally, a discussion about the remaining challenges and possible future research lines on this field is presented.The research that gave rise to these results received support from “la Caixa” Foundation (ID 100010434. Fellowship code LCF/BQ/DI21/11860023) , the CSIC program for the Spanish Recovery, Transformation and Resilience Plan funded by the Recovery and Resilience Facility of the European Union, established by the Regulation (EU) 2020/2094, CSIC Interdisciplinary Thematic Platform (PTI+) Transición Energética Sostenible+ (PTI-TRANSENER+ project TRE2103000), the Spanish Ministry of Science and Innovation (project PID2021-126001OB-C31 funded by MCIN/AEI/10.13039/501100011033 / ERDF,EU) and the Spanish Ministry of Economy and Competitiveness under Project DOVELAR (ref. RTI2018-096001-B-C32).Peer ReviewedPostprint (published version

Neural combinatorial optimization as an enabler technology to design real-time virtual network function placement decision systems

158 p.The Fifth Generation of the mobile network (5G) represents a breakthrough technology for thetelecommunications industry. 5G provides a unified infrastructure capable of integrating over thesame physical network heterogeneous services with different requirements. This is achieved thanksto the recent advances in network virtualization, specifically in Network Function Virtualization(NFV) and Software Defining Networks (SDN) technologies. This cloud-based architecture not onlybrings new possibilities to vertical sectors but also entails new challenges that have to be solvedaccordingly. In this sense, it enables to automate operations within the infrastructure, allowing toperform network optimization at operational time (e.g., spectrum optimization, service optimization,traffic optimization). Nevertheless, designing optimization algorithms for this purpose entails somedifficulties. Solving the underlying Combinatorial Optimization (CO) problems that these problemspresent is usually intractable due to their NP-Hard nature. In addition, solutions to these problems arerequired in close to real-time due to the tight time requirements on this dynamic environment. Forthis reason, handwritten heuristic algorithms have been widely used in the literature for achievingfast approximate solutions on this context.However, particularizing heuristics to address CO problems can be a daunting task that requiresexpertise. The ability to automate this resolution processes would be of utmost importance forachieving an intelligent network orchestration. In this sense, Artificial Intelligence (AI) is envisionedas the key technology for autonomously inferring intelligent solutions to these problems. Combining AI with network virtualization can truly transform this industry. Particularly, this Thesis aims at using Neural Combinatorial Optimization (NCO) for inferring endsolutions on CO problems. NCO has proven to be able to learn near optimal solutions on classicalcombinatorial problems (e.g., the Traveler Salesman Problem (TSP), Bin Packing Problem (BPP),Vehicle Routing Problem (VRP)). Specifically, NCO relies on Reinforcement Learning (RL) toestimate a Neural Network (NN) model that describes the relation between the space of instances ofthe problem and the solutions for each of them. In other words, this model for a new instance is ableto infer a solution generalizing from the problem space where it has been trained. To this end, duringthe learning process the model takes instances from the learning space, and uses the reward obtainedfrom evaluating the solution to improve its accuracy.The work here presented, contributes to the NCO theory in two main directions. First, this workargues that the performance obtained by sequence-to-sequence models used for NCO in the literatureis improved presenting combinatorial problems as Constrained Markov Decision Processes (CMDP).Such property can be exploited for building a Markovian model that constructs solutionsincrementally based on interactions with the problem. And second, this formulation enables toaddress general constrained combinatorial problems under this framework. In this context, the modelin addition to the reward signal, relies on penalty signals generated from constraint dissatisfactionthat direct the model toward a competitive policy even in highly constrained environments. Thisstrategy allows to extend the number of problems that can be addressed using this technology.The presented approach is validated in the scope of intelligent network management, specifically inthe Virtual Network Function (VNF) placement problem. This problem consists of efficientlymapping a set of network service requests on top of the physical network infrastructure. Particularly,we seek to obtain the optimal placement for a network service chain considering the state of thevirtual environment, so that a specific resource objective is accomplished, in this case theminimization of the overall power consumption. Conducted experiments prove the capability of theproposal for learning competitive solutions when compared to classical heuristic, metaheuristic, andConstraint Programming (CP) solvers

Neural combinatorial optimization as an enabler technology to design real-time virtual network function placement decision systems

158 p.The Fifth Generation of the mobile network (5G) represents a breakthrough technology for thetelecommunications industry. 5G provides a unified infrastructure capable of integrating over thesame physical network heterogeneous services with different requirements. This is achieved thanksto the recent advances in network virtualization, specifically in Network Function Virtualization(NFV) and Software Defining Networks (SDN) technologies. This cloud-based architecture not onlybrings new possibilities to vertical sectors but also entails new challenges that have to be solvedaccordingly. In this sense, it enables to automate operations within the infrastructure, allowing toperform network optimization at operational time (e.g., spectrum optimization, service optimization,traffic optimization). Nevertheless, designing optimization algorithms for this purpose entails somedifficulties. Solving the underlying Combinatorial Optimization (CO) problems that these problemspresent is usually intractable due to their NP-Hard nature. In addition, solutions to these problems arerequired in close to real-time due to the tight time requirements on this dynamic environment. Forthis reason, handwritten heuristic algorithms have been widely used in the literature for achievingfast approximate solutions on this context.However, particularizing heuristics to address CO problems can be a daunting task that requiresexpertise. The ability to automate this resolution processes would be of utmost importance forachieving an intelligent network orchestration. In this sense, Artificial Intelligence (AI) is envisionedas the key technology for autonomously inferring intelligent solutions to these problems. Combining AI with network virtualization can truly transform this industry. Particularly, this Thesis aims at using Neural Combinatorial Optimization (NCO) for inferring endsolutions on CO problems. NCO has proven to be able to learn near optimal solutions on classicalcombinatorial problems (e.g., the Traveler Salesman Problem (TSP), Bin Packing Problem (BPP),Vehicle Routing Problem (VRP)). Specifically, NCO relies on Reinforcement Learning (RL) toestimate a Neural Network (NN) model that describes the relation between the space of instances ofthe problem and the solutions for each of them. In other words, this model for a new instance is ableto infer a solution generalizing from the problem space where it has been trained. To this end, duringthe learning process the model takes instances from the learning space, and uses the reward obtainedfrom evaluating the solution to improve its accuracy.The work here presented, contributes to the NCO theory in two main directions. First, this workargues that the performance obtained by sequence-to-sequence models used for NCO in the literatureis improved presenting combinatorial problems as Constrained Markov Decision Processes (CMDP).Such property can be exploited for building a Markovian model that constructs solutionsincrementally based on interactions with the problem. And second, this formulation enables toaddress general constrained combinatorial problems under this framework. In this context, the modelin addition to the reward signal, relies on penalty signals generated from constraint dissatisfactionthat direct the model toward a competitive policy even in highly constrained environments. Thisstrategy allows to extend the number of problems that can be addressed using this technology.The presented approach is validated in the scope of intelligent network management, specifically inthe Virtual Network Function (VNF) placement problem. This problem consists of efficientlymapping a set of network service requests on top of the physical network infrastructure. Particularly,we seek to obtain the optimal placement for a network service chain considering the state of thevirtual environment, so that a specific resource objective is accomplished, in this case theminimization of the overall power consumption. Conducted experiments prove the capability of theproposal for learning competitive solutions when compared to classical heuristic, metaheuristic, andConstraint Programming (CP) solvers

Rough-Cut Capacity Planning in Multimodal Freight Transportation Networks

A main challenge in transporting cargo for United States Transportation Command (USTRANSCOM) is in mode selection or integration. Demand for cargo is time sensitive and must be fulfilled by an established due date. Since these due dates are often inflexible, commercial carriers are used at an enormous expense, in order to fill the gap in organic transportation asset capacity. This dissertation develops a new methodology for transportation capacity assignment to routes based on the Resource Constrained Shortest Path Problem (RCSP). Routes can be single or multimodal depending on the characteristics of the network, delivery timeline, modal capacities, and costs. The difficulty of the RCSP requires use of metaheuristics to produce solutions. An Ant Colony System to solve the RCSP is developed in this dissertation. Finally, a method for generating near Pareto optimal solutions with respect to the objectives of cost and time is developed

Data-driven optimization of bus schedules under uncertainties

Plusieurs sous-problèmes d’optimisation se posent lors de la planification des transports publics. Le problème d’itinéraires de véhicule (PIV) est l’un d’entre eux et consiste à minimiser les coûts opérationnels tout en assignant exactement un autobus par trajet planifié de sorte que le nombre d’autobus entreposé par dépôt ne dépasse pas la capacité maximale disponible. Bien que les transports publics soient sujets à plusieurs sources d’incertitude (à la fois endogènes et exogènes) pouvant engendrer des variations des temps de trajet et de la consommation d’énergie, le PIV et ses variantes sont la plupart du temps résolus de façon déterministe pour des raisons de résolubilité. Toutefois, cette hypothèse peut compromettre le respect de l’horaire établi lorsque les temps des trajets considérés sont fixes (c.-à-d. déterministes) et peut produire des solutions impliquant des politiques de gestion des batteries inadéquates lorsque la consommation d’énergie est aussi considérée comme fixe. Dans cette thèse, nous proposons une méthodologie pour mesurer la fiabilité (ou le respect de l’horaire établi) d’un service de transport public ainsi que des modèles mathématiques stochastiques et orientés données et des algorithmes de branch-and-price pour deux variantes de ce problème, à savoir le problème d’itinéraires de véhicule avec dépôts multiples (PIVDM) et le problème d’itinéraires de véhicule électrique (PIV-E). Afin d’évaluer la fiabilité, c.-à-d. la tolérance aux délais, de certains itinéraires de véhicule, nous prédisons d’abord la distribution des temps de trajet des autobus. Pour ce faire, nous comparons plusieurs modèles probabilistes selon leur capacité à prédire correctement la fonction de densité des temps de trajet des autobus sur le long terme. Ensuite, nous estimons à l'aide d'une simulation de Monte-Carlo la fiabilité des horaires d’autobus en générant des temps de trajet aléatoires à chaque itération. Nous intégrons alors le modèle probabiliste le plus approprié, celui qui est capable de prédire avec précision à la fois la véritable fonction de densité conditionnelle des temps de trajet et les retards secondaires espérés, dans nos modèles d'optimisation basés sur les données. Deuxièmement, nous introduisons un modèle pour PIVDM fiable avec des temps de trajet stochastiques. Ce problème d’optimisation bi-objectif vise à minimiser les coûts opérationnels et les pénalités associées aux retards. Un algorithme heuristique basé sur la génération de colonnes avec des sous-problèmes stochastiques est proposé pour résoudre ce problème. Cet algorithme calcule de manière dynamique les retards secondaires espérés à mesure que de nouvelles colonnes sont générées. Troisièmement, nous proposons un nouveau programme stochastique à deux étapes avec recours pour le PIVDM électrique avec des temps de trajet et des consommations d’énergie stochastiques. La politique de recours est conçue pour rétablir la faisabilité énergétique lorsque les itinéraires de véhicule produits a priori se révèlent non réalisables. Toutefois, cette flexibilité vient au prix de potentiels retards induits. Une adaptation d’un algorithme de branch-and-price est développé pour évaluer la pertinence de cette approche pour deux types d'autobus électriques à batterie disponibles sur le marché. Enfin, nous présentons un premier modèle stochastique pour le PIV-E avec dégradation de la batterie. Le modèle sous contrainte en probabilité proposé tient compte de l’incertitude de la consommation d’énergie, permettant ainsi un contrôle efficace de la dégradation de la batterie grâce au contrôle effectif de l’état de charge (EdC) moyen et l’écart de EdC. Ce modèle, combiné à l’algorithme de branch-and-price, sert d’outil pour balancer les coûts opérationnels et la dégradation de la batterie.The vehicle scheduling problem (VSP) is one of the sub-problems of public transport planning. It aims to minimize operational costs while assigning exactly one bus per timetabled trip and respecting the capacity of each depot. Even thought public transport planning is subject to various endogenous and exogenous causes of uncertainty, notably affecting travel time and energy consumption, the VSP and its variants are usually solved deterministically to address tractability issues. However, considering deterministic travel time in the VSP can compromise schedule adherence, whereas considering deterministic energy consumption in the electric VSP (E-VSP) may result in solutions with inadequate battery management. In this thesis, we propose a methodology for measuring the reliability (or schedule adherence) of public transport, along with stochastic and data-driven mathematical models and branch-and-price algorithms for two variations of this problem, namely the multi-depot vehicle scheduling problem (MDVSP) and the E-VSP. To assess the reliability of vehicle schedules in terms of their tolerance to delays, we first predict the distribution of bus travel times. We compare numerous probabilistic models for the long-term prediction of bus travel time density. Using a Monte Carlo simulation, we then estimate the reliability of bus schedules by generating random travel times at each iteration. Subsequently, we integrate the most suitable probabilistic model, capable of accurately predicting both the true conditional density function of the travel time and the expected secondary delays, into the data-driven optimization models. Second, we introduce a model for the reliable MDVSP with stochastic travel time minimizing both the operational costs and penalties associated with delays. To effectively tackle this problem, we propose a heuristic column generation-based algorithm, which incorporates stochastic pricing problems. This algorithm dynamically computes the expected secondary delays as new columns are generated. Third, we propose a new two-stage stochastic program with recourse for the electric MDVSP with stochastic travel time and energy consumption. The recourse policy aims to restore energy feasibility when a priori vehicle schedules are unfeasible, which may lead to delays. An adapted algorithm based on column generation is developed to assess the relevance of this approach for two types of commercially available battery electric buses. Finally, we present the first stochastic model for the E-VSP with battery degradation. The proposed chance-constraint model incorporates energy consumption uncertainty, allowing for effective control of battery degradation by regulating the average state-of-charge (SOC) and SoC deviation in each discharging and charging cycle. This model, in combination with a tailored branch-and-price algorithm, serves as a tool to strike a balance between operational costs and battery degradation

Fuzzy Logic Based DSR Trust Estimation Routing Protocol for MANET Using Evolutionary Algorithms

In MANET attaining consistent routing is a main problem due to several reasons such as lack of static infrastructure, exposed transmission medium, energetic network topology and restricted battery power. These features also create the scheme of direction-finding protocols in MANETs become even more interesting. In this work, a Trust centered routing protocol is suggested, since trust plays a vital role in computing path in mobile ad hoc networks (MANETs). Estimating and computing trust encourages cooperation in mobile ad hoc networks (MANETs). Various present grade systems suddenly estimate the trust by considering any one of the parameters such as energy of node, number of hops and mobility. Estimating trust is an Energetic multi objective optimization problem (EMOPs) typically including many contradictory goals such as lifetime of node, lifetime of link and buffer occupancy proportion which change over time. To solve this multi objective problem, a hybrid Harmony Search Combined with Genetic algorithm and Cuckoo search is used along with reactive method Dynamic Source routing protocol to provide the mobile hosts to find out and sustain routes between the origin node (SN) to the target node (TN). In this work, the performance of the direction-finding practice is assessed using throughput, end to end delay, and load on the network and route detection period

PV Charging and Storage for Electric Vehicles

Electric vehicles are only ‘green’ as long as the source of electricity is ‘green’ as well. At the same time, renewable power production suffers from diurnal and seasonal variations, creating the need for energy storage technology. Moreover, overloading and voltage problems are expected in the distributed network due to the high penetration of distributed generation and increased power demand from the charging of electric vehicles. The energy and mobility transition hence calls for novel technological innovations in the field of sustainable electric mobility powered from renewable energy. This Special Issue focuses on recent advances in technology for PV charging and storage for electric vehicles

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing