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Design optimization of multi-energy systems using mixed-integer linear programming: Which model complexity and level of detail is sufficient?

Energy Conversion and Management, 2021
Designing sustainable, cross-sectoral energy supply systems is a challenging task. A widespread and proven planning approach is mathematical optimization and in particular mixed-integer linear programming (MILP).
M. Wirtz   +3 more
semanticscholar   +1 more source

The integer approximation error in mixed-integer optimal control

Mathematical Programming, 2010
The authors present theoretical results with applications in mixed-integer nonlinear optimal control. It is described a new proof of the fact that a trajectory exists with the strong property of integer feasibility that approximates the optimal relaxed solution arbitrarily close. In comparison with other previous methods, the authors show that a finite
Sager, Sebastian   +2 more
openaire   +3 more sources

A Mixed-Integer Fractional Optimization Approach to Best Subset Selection

INFORMS journal on computing, 2021
We consider the best subset selection problem in linear regression—that is, finding a parsimonious subset of the regression variables that provides the best fit to the data according to some predefined criterion.
A. Gómez, O. Prokopyev
semanticscholar   +1 more source

Global mixed‐integer dynamic optimization

AIChE Journal, 2005
AbstractRecent advances in process synthesis, design, operations, and control have created an increasing demand for efficient numerical algorithms for optimizing a dynamic system coupled with discrete decisions; these problems are termed mixed‐integer dynamic optimization (MIDO).
Benoît Chachuat   +2 more
openaire   +1 more source

Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization

SIAM Journal on Optimization, 2021
We consider the problem of estimating the true values of a Wiener process given noisy observations corrupted by outliers. The problem considered is closely related to the Trimmed Least Squares estimation problem, a robust estimation procedure well ...
A. Gómez
semanticscholar   +1 more source

Mixed-Integer Convex Optimization for DC Microgrid Droop Control

IEEE Transactions on Power Systems, 2021
Droop control is a viable method for the operation of island DC microgrids in a decentralized architecture. This paper presents a mixed-integer conic optimization formulation for the design of generator droop control, comprising the parameters of a ...
R. Jabr
semanticscholar   +1 more source

Trading System Mixed-Integer Optimization by PSO

2021
This work concerns the optimization of a Trading Systems (TS) based on a small set of Technical Analysis (TA) indicators. Usually, in TA the values of the parameters (window lengths and thresholds) of these indicators are fixed by professional experience.
Marco Corazza   +2 more
openaire   +2 more sources

Mixed-Integer Linear Optimization

2017
In this chapter, we study mixed-integer linear optimization problems, which are also known as mixed-integer linear programming problems (MILPPs). MILPPs are problems with an objective function and constraints that all linear in the decision variables.
Ramteen Sioshansi, Antonio J. Conejo
openaire   +1 more source

A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation

Mathematical Programming Computation, 2020
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach.
Sahar Tahernejad   +2 more
semanticscholar   +1 more source

Mixed Integer Evolution Strategies for Parameter Optimization

Evolutionary Computation, 2013
Evolution strategies (ESs) are powerful probabilistic search and optimization algorithms gleaned from biological evolution theory. They have been successfully applied to a wide range of real world applications. The modern ESs are mainly designed for solving continuous parameter optimization problems.
Li, R.   +6 more
openaire   +3 more sources

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