45 research outputs found
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
Hospital-Wide Inpatient Flow Optimization
An ideal that supports quality and delivery of care is to have hospital operations that are coordinated and optimized across all services in real-time. As a step toward this goal, we propose a multistage adaptive robust optimization approach combined with machine learning techniques. Informed by data and predictions, our framework unifies the bed assignment process across the entire hospital and accounts for present and future inpatient flows, discharges as well as bed requests – from the emergency department, scheduled surgeries and admissions, and outside transfers. We evaluate our approach through simulations calibrated on historical data from a large academic medical center. For the 600-bed institution, our optimization model was solved in seconds, reduced off-service placement by 24% on average, and boarding delays in the emergency department and post-anesthesia units by 35% and 18% respectively. We also illustrate the benefit from using adaptive linear decision rules instead of static assignment decisions
Scenario generation and reduction for long-term and short-term power system generation planning under uncertainties
This dissertation focuses on computational issues of applying two-stage stochastic programming for long-term and short-term generation planning problems from the perspective of scenario generation and reduction. It follows a three-paper format, in which each paper discusses approaches to generating probabilistic scenarios and then reducing the substantial computational burden caused by a huge number of scenarios for different applications in power systems.
The first paper investigates a long-term generation expansion planning model with uncertain annual load and natural gas price. A two-stage stochastic program is formulated to minimize the total expected expansion cost, generation cost and penalties on unserved energy while satisfying aggregated operational constraints. A statistical property matching technique is applied to simulate plausible future realizations of annual load and natural gas price over the whole planning horizon. To mitigate the computational complexity of a widely used classic scenario reduction method in this context, we firstly cluster scenarios according to the wait-and-see solution for each scenario and then apply the fast forward selection (FFS) method.
The second paper prepares a basis for load scenario generation for the day-ahead reliability unit commitment problem. For the purpose of creating practical load scenarios, epi-splines, based on approximation theory, are employed to approximate the relationship between load and weather forecasts. The epi-spline based short-term load model starts by classifying similar days according to daily forecast temperature as well as monthly and daily load patterns. Parameters of the epi-spline based short-term load model are then estimated by minimizing the fitted errors. The method is tested using day-ahead weather forecast and hourly load data obtained from an Independent System Operator in the U.S. By considering the non-weather dependent load pattern in the short-term load model, the model not only provides accurate load predictions and smaller prediction variances in the validated days, but also preserves similar intraday serial correlations among hourly forecast loads to those from actual load.
The last paper in this dissertation proposes a solution-sensitivity based heuristic scenario reduction method, called forward selection in recourse clusters (FSRC), for a two-stage stochastic day-ahead reliability unit commitment model. FSRC alleviates the computational burden of solving the stochastic program by selecting scenarios based on their cost and reliability impacts. In addition, the variant of pre-categorizing scenarios improves the computational efficiency of FSRC by simplifying the clustering procedure. In a case study down-sampled from an Independent System Operator in the U.S., FSRC is shown to provide reliable commitment strategies and preserve solution quality even when the reduction is substantial
Efficient Algorithms for Infrastructure Networks: Planning Issues and Economic Impact
Mei, R.D. van der [Promotor]Bhulai, S. [Copromotor
Data-driven modelling for demand response from large consumer energy assets
Demand response (DR) is one of the integral mechanisms of today’s smart grids. It enables
consumer energy assets such as flexible loads, standby generators and storage systems to
add value to the grid by providing cost-effective flexibility. With increasing renewable
generation and impending electric vehicle deployment, there is a critical need for large
volumes of reliable and responsive flexibility through DR. This poses a new challenge for the
electricity sector.
Smart grid development has resulted in the availability of large amounts of data from
different physical segments of the grid such as generation, transmission, distribution and
consumption. For instance, smart meter data carrying valuable information is increasingly
available from the consumers. Parallel to this, the domain of data analytics and machine
learning (ML) is making immense progress. Data-driven modelling based on ML algorithms
offers new opportunities to utilise the smart grid data and address the DR challenge.
The thesis demonstrates the use of data-driven models for enhancing DR from large
consumers such as commercial and industrial (C&I) buildings. A reliable, computationally
efficient, cost-effective and deployable data-driven model is developed for large consumer
building load estimation. The selection of data pre-processing and model development
methods are guided by these design criteria. Based on this model, DR operational tasks such
as capacity scheduling, performance evaluation and reliable operation are demonstrated for
consumer energy assets such as flexible loads, standby generators and storage systems. Case
studies are designed based on the frameworks of ongoing DR programs in different
electricity markets. In these contexts, data-driven modelling shows substantial improvement
over the conventional models and promises more automation in DR operations. The thesis
also conceptualises an emissions-based DR program based on emissions intensity data and
consumer load flexibility to demonstrate the use of smart grid data in encouraging
renewable energy consumption.
Going forward, the thesis advocates data-informed thinking for utilising smart grid data
towards solving problems faced by the electricity sector