In many applications the design of a system needs to be optimised but the effectiveness of the design choices can only be evaluated by considering the behaviour of the system over a longer time period or multiple scenarios. Here we develop a general hybrid matheuristic method that can be used in such situations and apply it to a particular problem that arises in the design of a Remote Area Power Supply (RAPS) system in the presence of storage. The major elements of our RAPS system include the load (demand for power), solar energy from photovoltaic (PV) panels, a diesel generator and a battery based storage facility. The aim is to find a fixed strategy is for using the diesel generator and battery storage facility to efficiently meet demand. Similar types of problems arise in a range of other design applications such as expansion planning of electricity transmission networks; selection and sizing of power generation facilities in a RAPS or electricity grid; or supply chain design (sizing warehouse storage and transport infrastructure). All of these applications can be formulated as large MIP models with have a similar structure: high level design variables relating to infrastructure or policy, and additional variables for evaluating the effectiveness of these decisions in a number of scenarios. In this paper we consider how to deal with such problems by combining ideas from progressive hedging, a Lagrangian decomposition based method, with the cross-entropy optimisation meta-heuristic. We describe the general structure of mixed integer programming (MIP) problems to which this applies, show how our application can be formulated in this structure and then describe the new hybrid matheuristic. Indicative computational results are provided comparing the new method against the CPLEX integer programming solver, progressive hedging and cross-entropy optimisation.
|Title of host publication||Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015|
|Editors||Tony Weber, Malcolm McPhee, Robert Anderssen|
|Place of Publication||Australia|
|Publisher||Modelling and Simulation Society of Australia and New Zealand Inc. (MSSANZ)|
|Number of pages||7|
|Publication status||Published - 2015|
|Event||International Congress on Modelling and Simulation 2015: Partnering with industry and the community for innovation and impact through modelling - Gold Coast Convention and Exhibition Centre, Broadbeach, Australia|
Duration: 29 Nov 2015 → 4 Dec 2015
Conference number: 21st
|Conference||International Congress on Modelling and Simulation 2015|
|Period||29/11/15 → 4/12/15|
|Other||The 21st International Congress on Modelling and Simulation (MODSIM2015) was held at the Gold Coast Convention and Exhibition Centre, Broadbeach, Queensland, Australia from Sunday 29 November to Friday 4 December 2015.|
It was held jointly with the 23rd National Conference of the Australian Society for Operations Research and the DSTO led Defence Operations Research Symposium (DORS 2015).
The theme for this event was Partnering with industry and the community for innovation and impact through modelling.
21st International Congress on Modelling and Simulation: Partnering with Industry and the Community for Innovation and Impact through Modelling, MODSIM 2015 - Held jointly with the 23rd National Conference of the Australian Society for Operations Research and the DSTO led Defence Operations Research Symposium, DORS 2015
- Cross-entropy optimisation
- Progressive hedging
- Remote area power supply