Algorithms that involve both forecasting and optimization are at the core of solutions to many difficult real-world problems, such as in supply chains (inventory optimization), traffic, and in the transition towards carbon-free energy generation in battery/load/production scheduling in sustainable energy systems. Typically, in these scenarios we want to solve an optimization problem that depends on unknown future values, which therefore need to be forecast. As both forecasting and optimization are difficult problems in their own right, relatively few research has been done in this area. This paper presents the findings of the ``IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling," held in 2021. We present a comparison and evaluation of the seven highest-ranked solutions in the competition, to provide researchers with a benchmark problem and to establish the state of the art for this benchmark, with the aim to foster and facilitate research in this area. The competition used data from the Monash Microgrid, as well as weather data and energy market data. It then focused on two main challenges: forecasting renewable energy production and demand, and obtaining an optimal schedule for the activities (lectures) and on-site batteries that lead to the lowest cost of energy. The most accurate forecasts were obtained by gradient-boosted tree and random forest models, and optimization was mostly performed using mixed integer linear and quadratic programming. The winning method predicted different scenarios and optimized over all scenarios jointly using a sample average approximation method.
翻译:涉及预测和优化的算法是解决许多困难现实世界问题的核心,例如供应链(工厂优化)、交通和在可持续能源系统中的电池/装卸/生产时间安排向无碳能源发电过渡等许多困难现实问题的核心,如供应链(工厂优化)、交通和在可持续能源系统中的电池/装卸/生产时间安排向无碳能源发电过渡。在这些假设中,我们通常希望解决一个取决于未知未来价值的优化问题,因此,需要预测和优化都需要预测。由于预测和优化本身都是困难的问题,因此在这一领域开展的研究相对较少。本文介绍了2021年举行的关于可再生能源预估+优化前景的 " 经济-独联体技术挑战 " 的结论。我们比较和评价了竞争中七种最高级的解决方案,为研究人员提供一个基准问题并确定这一基准的先进程度,目的是促进和便利这方面的研究。利用了Monash Micrigridge的数据,以及天气数据和能源市场规划数据。然后,它侧重于两个主要挑战:预测可再生能源的生产和需求,并获得一个最佳时间表,用于开展各项活动(选举)的预测,以及使用最准确的、最精确的货币化的货币和最精确的货币的货币,即使用最精确的货币,以及最精确的货币的货币,使用最精确的货币的汇率的汇率,使用。