Modelling and Solving Online Optimisation Problems

Many optimisation problems are of an online—also called dynamic—nature, where new information is expected to arrive and the problem must be resolved in an ongoing fashion to (a) improve or revise previous decisions and (b) take new ones. Typically, building an online decision-making system requires substantial ad-hoc coding to ensure the offline version of the optimisation problem is continually adjusted and resolved. This paper defines a general framework for automatically solving online optimisation problems. This is achieved by extending a model of the offline optimisation problem, from which an online version is automatically constructed, thus requiring no further modelling effort. In doing so, it formalises many of the aspects that arise in online optimisation problems. The same framework can be applied for automatically creating sliding-window solving approaches for problems that have a large time horizon. Experiments show we can automatically create efficient online and sliding-window solutions to optimisation problems.

Online simplification of water distribution network models for optimal scheduling

This paper presents an implementation of an extended simplification algorithm of water distribution network models for the purpose of inclusion in the online optimisation strategy for energy and leakage management in water distribution systems. Whereas the previously proposed reduced model represented accurately the original hydraulic water network characteristics, the energy distribution in the simplified model was not preserved. This could cause a situation where the pump speed required to satisfy specified minimum pressure constraints is different for the reduced model and the original model. This problem has been identified, and an appropriate modification to the simplification algorithm has been introduced. The idea comprises introduction of the energy audit of the water network and the calculation of new minimum service pressure constraints for the simplified model. The approach allows the preservation of both hydraulic and energetic characteristics of the original water network and therefore meets the requirements of the online optimisation strategy. Suitability of the proposed approach is evaluated via a case study. The modern parallel programming implementation allowed water network models consisting of several thousand elements to be reduced within 2 min with an average relative accuracy of less than 2% in terms of tanks flows.