Academic Journal

Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems.
Συγγραφείς: Schwarz, Hannes, Kotthoff, Lars, Hoos, Holger, Fichtner, Wolf, Bertsch, Valentin
Πηγή: Annals of Operations Research; Nov2025, Vol. 354 Issue 3, p1285-1306, 22p
Θεματικοί όροι: Stochastic programming, Mixed integer linear programming, Distributed power generation, Resource allocation, Energy management, Optimization algorithms, Mathematical optimization, Photovoltaic power systems
Περίληψη: The optimization of decentralized energy systems is an important practical problem that can be modeled using stochastic programs and solved via their large-scale, deterministic-equivalent formulations. Unfortunately, using this approach, even when leveraging a high degree of parallelism on large high-performance computing systems, finding close-to-optimal solutions still requires substantial computational effort. In this work, we present a procedure to reduce this computational effort substantially, using a state-of-the-art automated algorithm configuration method. We apply this procedure to a well-known example of a residential quarter with photovoltaic systems and storage units, modeled as a two-stage stochastic mixed-integer linear program. We demonstrate that the computing time and costs can be substantially reduced by up to 50% by use of our procedure. Our methodology can be applied to other, similarly-modeled energy systems. [ABSTRACT FROM AUTHOR]
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  – Url: https://dx.doi.org/doi:10.1007/s10479-018-3122-6
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  Data: Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems.
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  Data: <searchLink fieldCode="AR" term="%22Schwarz%2C+Hannes%22">Schwarz, Hannes</searchLink><br /><searchLink fieldCode="AR" term="%22Kotthoff%2C+Lars%22">Kotthoff, Lars</searchLink><br /><searchLink fieldCode="AR" term="%22Hoos%2C+Holger%22">Hoos, Holger</searchLink><br /><searchLink fieldCode="AR" term="%22Fichtner%2C+Wolf%22">Fichtner, Wolf</searchLink><br /><searchLink fieldCode="AR" term="%22Bertsch%2C+Valentin%22">Bertsch, Valentin</searchLink>
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  Data: Annals of Operations Research; Nov2025, Vol. 354 Issue 3, p1285-1306, 22p
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  Data: <searchLink fieldCode="DE" term="%22Stochastic+programming%22">Stochastic programming</searchLink><br /><searchLink fieldCode="DE" term="%22Mixed+integer+linear+programming%22">Mixed integer linear programming</searchLink><br /><searchLink fieldCode="DE" term="%22Distributed+power+generation%22">Distributed power generation</searchLink><br /><searchLink fieldCode="DE" term="%22Resource+allocation%22">Resource allocation</searchLink><br /><searchLink fieldCode="DE" term="%22Energy+management%22">Energy management</searchLink><br /><searchLink fieldCode="DE" term="%22Optimization+algorithms%22">Optimization algorithms</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+optimization%22">Mathematical optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Photovoltaic+power+systems%22">Photovoltaic power systems</searchLink>
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  Data: The optimization of decentralized energy systems is an important practical problem that can be modeled using stochastic programs and solved via their large-scale, deterministic-equivalent formulations. Unfortunately, using this approach, even when leveraging a high degree of parallelism on large high-performance computing systems, finding close-to-optimal solutions still requires substantial computational effort. In this work, we present a procedure to reduce this computational effort substantially, using a state-of-the-art automated algorithm configuration method. We apply this procedure to a well-known example of a residential quarter with photovoltaic systems and storage units, modeled as a two-stage stochastic mixed-integer linear program. We demonstrate that the computing time and costs can be substantially reduced by up to 50% by use of our procedure. Our methodology can be applied to other, similarly-modeled energy systems. [ABSTRACT FROM AUTHOR]
– Name: Abstract
  Label:
  Group: Ab
  Data: <i>Copyright of Annals of Operations Research is the property of Springer Nature and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1007/s10479-018-3122-6
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      – Code: eng
        Text: English
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        PageCount: 22
        StartPage: 1285
    Subjects:
      – SubjectFull: Stochastic programming
        Type: general
      – SubjectFull: Mixed integer linear programming
        Type: general
      – SubjectFull: Distributed power generation
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      – SubjectFull: Resource allocation
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      – SubjectFull: Energy management
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      – SubjectFull: Optimization algorithms
        Type: general
      – SubjectFull: Mathematical optimization
        Type: general
      – SubjectFull: Photovoltaic power systems
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              Text: Nov2025
              Type: published
              Y: 2025
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