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RiSES4 Rigorous Synthesis of Energy Supply Systems with Seasonal Storage by relaxation and time- series aggregation to typical periods

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The synthesis of energy systems is a complex task that requires the simultaneous optimization of the design and operation of all energy conversion units and storage systems. Typically, the synthesis depends on multiple large time series, e.g., demand profiles, electricity prices, and renewable resources, leading to large-scale optimization problems. Problem complexity increases further due to long-term time-coupling constraints, e.g., due to seasonal storage. Consequently, the resulting synthesis problems are computationally challenging, and thus, often not solvable within reasonable computational time or memory limits. In practice, the problem size of synthesis problems is therefore usually reduced by time-series aggregation. However, the solution of a reduced synthesis problem is not the solution of the original synthesis problem. Thus, the solution quality is unknown and the resulting design might even be infeasible for the full time series. To obtain a feasible solution with known quality, exact solution strategies are needed. Previously, we proposed an exact decomposition method to prove optimality and feasibility of the resulting design. However, the previously proposed method does not consider long-term time-coupling constraints, which, e.g., prohibits modelling of seasonal storage. Here, we propose the method RiSES4 that allows the synthesis of energy systems with long-term time-coupling constraints with known solution quality. RiSES4 provides feasible solutions (upper bounds) based on restrictions and determines the solution quality based on lower bounds. Lower bounds are provided by linear-programming relaxation and relaxation based on time-series aggregation. We obtain feasible solutions by time-series aggregation in the synthesis problem and subsequently we solve an operational problem. The bounds are tightened by iteratively increasing the resolution of the time-series aggregation. RiSES4 is applied to 2 complex synthesis problems considering large time series and long-term time-coupling constraints. RiSES4 shows fast convergence significantly outperforming a commercial state-of-the-art solver.
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PROCEEDINGS OF ECOS 2019 - THE 32ND INTERNATIONAL CONFERENCE ON
EFFICIENCY, COST, OPTIMIZATION, SIMULATION AND ENVIRONMENTAL IMPACT OF ENERGY SYSTEMS
JUNE 23-28, 2019, WROCLAW, POLAND
RiSES4
Rigorous Synthesis of Energy Supply Systems
with Seasonal Storage by relaxation and time-
series aggregation to typical periods
Nils Baumgärtner a, Frederik Temme a, Björn Bahl a, Maike Hennen a, Dinah
Hollermann a, and André Bardow a,b
a Institute of Technical Thermodynamics, RWTH Aachen University, 52056 Aachen, Germany,
Nils.Baumgaertner@ltt.rwth-aachen.de, Frederik.Temme@rwth-aachen.de, Bjoern.Bahl@rwth-
aachen.de, Maike.Hennen@rwth-aachen.de, Dinah.Hollermann@rwth-aachen.de
b Institute of Energy and Climate Research - Energy Systems Engineering (IEK-10), Forschungszentrum
Jülich GmbH, 52425 Jülich, Germany, Andre.Bardow@ltt.rwth-aachen.de
Abstract:
The synthesis of energy systems is a complex task that requires the simultaneous
optimization of the design and operation of all energy conversion units and storage
systems. Typically, the synthesis depends on multiple large time series, e.g., demand
profiles, electricity prices, and renewable resources, leading to large-scale optimization
problems. Problem complexity increases further due to long-term time-coupling
constraints, e.g., due to seasonal storage. Consequently, the resulting synthesis problems
are computationally challenging, and thus, often not solvable within reasonable
computational time or memory limits. In practice, the problem size of synthesis problems
is therefore usually reduced by time-series aggregation. However, the solution of a
reduced synthesis problem is not the solution of the original synthesis problem. Thus, the
solution quality is unknown and the resulting design might even be infeasible for the full
time series. To obtain a feasible solution with known quality, exact solution strategies are
needed. Previously, we proposed an exact decomposition method to prove optimality and
feasibility of the resulting design. However, the previously proposed method does not
consider long-term time-coupling constraints, which, e.g., prohibits modelling of seasonal
storage. Here, we propose the method RiSES4 that allows the synthesis of energy systems
with long-term time-coupling constraints with known solution quality. RiSES4 provides
feasible solutions (upper bounds) based on restrictions and determines the solution quality
based on lower bounds. Lower bounds are provided by linear-programming relaxation
and relaxation based on time-series aggregation. We obtain feasible solutions by time-
series aggregation in the synthesis problem and subsequently we solve an operational
problem. The bounds are tightened by iteratively increasing the resolution of the time-
series aggregation. RiSES4 is applied to 2 complex synthesis problems considering large
time series and long-term time-coupling constraints. RiSES4 shows fast convergence
significantly outperforming a commercial state-of-the-art solver.
Keywords:
Large-scale MILP, Design optimization, Typical periods, Storage Systems, Decomposition
1. Introduction
Climate change mitigation in combination with growing energy demands forces a transition from
fossil-based towards renewable-based energy systems. However, the integration of renewable-based
energy is challenging, as their generation is difficult to predict, the output power is highly fluctuating
and rarely correlates with the given energy demand [1].
To overcome these challenges, energy storage can balance supply and demand. Zerahn et al. [2] show
by a literature review that the requirement for short-term energy storage systems is increasing with
the usage of renewable energy. Cebulla et al. [3] conclude that for high shares of renewable energy,
energy systems have to cope with longer periods of low renewable generation. Thus, seasonal energy
storage are necessary to balance longer periods of low renewable generation. Hence, both short-term
and long-term storage systems are needed for the successful synthesis of renewable-based energy
systems [4].
Synthesis of energy systems including renewable energies and storage systems is often realized by
mathematical optimization [5]. Synthesis optimization problems are typically formulated as linear
programming (LP) [6] or mixed-integer linear programming (MILP) problems [5,7]. Small-scale
(MI)LPs can be solved fast to global optimality. However, the synthesis of energy systems depends
on multiple large time series, e.g., hourly demand profiles, electricity prices, and renewable resources,
leading to large-scale optimization problems. Consequently, the resulting synthesis optimization
problems are computationally challenging. Recently, Goderbauer et al. [8] proofed that synthesis
optimization of energy systems are even strongly NP-hard (unless P=NP). Thus, synthesis
optimization problems are often not solvable within reasonable computational time or memory limits.
In particular, the integration of (seasonal) energy storage increases the complexity of the synthesis
optimization problem, because energy storage systems require a large and highly resolved time series
[9,10] and lead to time-coupling constraints [11]. To still solve the resulting synthesis problems, the
problem size is usually reduced by time-series aggregation [12]. However, state-of-the-art time-series
aggregation methods often consider independent typical days, e.g. [13], and thus are not able to
include long-term energy storage into the synthesis optimization. To consider seasonal storage with
time-series aggregation, Rager [14] and Samsatli et al. [15] select typical days for each month of the
year or per season resulting in coupled typical days. However, this approach does not represent the
original time series accurately, as diversity of days within a month or season might not be captured
by only one typical day [16]. Gabrielii et al. [10] as well as Renaldi et al. [17] therefore developed
synthesis methods for energy systems including seasonal storage systems based on time-series
aggregation. In Reference [10,16], typical periods are coupled. In reference [17], a second time grid
is introduced. Their methods enable integration of seasonal storage systems into energy systems
synthesis in reasonable computational time.
However, these synthesis methods only solve a reduced synthesis problem. Thus, the solution does
not correspond to the solution of the original synthesis problem employing the full time series. As a
result, the solution quality of the reduced synthesis problem for the full time series is unknown and
the resulting design might even be infeasible. In particular, storage optimization is more sensitive to
time-series aggregation than other technologies of energy systems [18]. This is one reason why the
amount of required storage systems in energy systems is an open research question and the reported
requirement of storage capacity varies strongly [2,19].
To obtain a feasible solution with known quality, exact solution strategies are needed. For this purpose
we build on our previously proposed exact decomposition methods [20]. The previously proposed
methods measure the solution quality of the reduced synthesis problem. Thus, the methods enable
rigorous optimization. However, the previously proposed decomposition methods are not applicable
for long-term storage cycles.
In this paper, we propose the synthesis method RiSES4 (Rigorous Synthesis of Energy Supply
Systems with Seasonal Storage). In RiSES4, we combine an aggregation method to typical days [10]
with a method to considering seasonal cycles [16] and employ a rigorous method for measuring the
solution quality [20]. By combining these methods, we solve such complex and coupled synthesis
problems including seasonal storage with known solution quality.
RiSES4 provides feasible solutions (upper bounds) with known solution quality based on lower
bounds. To obtain feasible solutions, we use time-series aggregation with coupled typical periods in
the synthesis problem considering seasonal storage systems yielding a design candidate of the energy
system. Subsequently, based on this design candidate, we solve an operational problem yielding an
upper bound, as the operational problem is a restricted synthesis problem. To provide lower bounds,
RiSES4 employs linear-programming relaxation and relaxation based on time-series aggregation. To
tighten the bounds, we iteratively increase the resolution of the time-series aggregation and tighten
the relaxation.
RiSES4 is applied to 2 complex synthesis problems considering large time series and long-term time-
coupling constraints. RiSES4 shows fast convergence, outperforming a commercial state-of-the-art
solver.
2. Generic synthesis problem
Industrial energy systems are often modelled as mixed-integer linear program (MILP) [5,7]. In
contrast, large-scale energy systems are often simplified to linear programs (LP) [6]. Thus, in Eq. (1),
we state a generic synthesis problem of energy systems as MILP, which results in a LP by removing
all binary terms.



 


    
 




 
 
 

 

(1)




 
 
We employ the total annualized costs TAC as objective function. The total annualized costs TAC
consists of 2 parts representing the two-stage character of the synthesis problem: the operational and
capital expenditures, OPEX and CAPEX. The OPEX are defined as the sum of the output power 
of every component in every time step divided by the efficiency and multiplied by the
specific operation cost 
and the duration of a time step. The operational expenditures OPEX
directly depend on the set of considered time steps , while the capital expenditures CAPEX only
depend on one-time investment decisions . The capital expenditures CAPEX are the nominal
capacity of each component multiplied by the specific investment costs
summed up for all
components . The objective function TAC is minimized subject to several constraints. The sum of
the components output power  and the net energy output of the storage units 
 
 have to
meet the energy demand at every time step . The future storage level  is calculated based
on the current storage level  plus the net energy output of the storage units 
 
 multiplied
by the duration  of a time step t. Further (in)equalities with the coefficient matrices
and the vectors determine the binary on/off status , the binary existence of components,
and the nominal power , the complete model formulation is given in the Appendix of [7].
To handle the complexity of large-scale energy system models, the binary on/off status  and the
binary existence is often neglected [6]. In this case, minimal load, part-load behaviour, cost curves,
and minimal unit size cannot be modelled, however, these changes lead to a less complicated LP
formulation.
Only equations including the output power , the storage variables or the on/off status  have to
be stated for each time step and thus depend on the size of the time series . All other variables of
the original synthesis problem are represented by the vector . Additional constraints are here
summarized in the surrogate equation . For large time series , the original synthesis problem
(Eq. (1)) is often not solvable in reasonable computational time or within memory limits.
To still solve such large-scale synthesis problems, we propose the rigorous synthesis method RiSES4
in the next section.
3. The RiSES4 method
The proposed method RiSES4 is suited to solve MILP and LP synthesis problems that depend on
large-scale time series. RiSES4 consists of up to 3 parallel branches, Fig. 1, to calculate upper bounds
and 2 competitive lower bounds. The upper bounds are feasible solutions resulting from an
Aggregated synthesis problem and a restricted Operational problem, A&O branch, Section 3.1.
RiSES4 employs up to 2 competitive relaxation methods to compute lower bounds. For MILP
problems, the B&C branch is based on linear-programming relaxation implemented as the Branch-
and-Cut procedure available in commercial solvers [21], here not further discussed. For MILP and
LP problems, the R&A branch is based on time-series Relaxation and Aggregation of input
parameters, Section 3.2. The tighter of the B&C and R&A relaxation serves as lower bound in the
RiSES4 method.
In RiSES4, the current upper and lower bound is compared to calculate the optimality gap ε of the
original synthesis problem, Section 3.3. If the optimality gap εRiSES is not satisfied, the restrictions
and relaxations are tightened and the branches continue, Section 3.3. The branches stop when the
resulting optimality gap ε satisfies the desired optimality gap εRiSES.
Figure 1. RiSES4: Rigorous Synthesis of Energy Supply and Seasonal Storage Systems
3.1. Upper bounds by the A&O branch
In the Aggregate and Operate (A&O) branch, feasible solutions (upper bounds) of the original
synthesis problem, Eq. (1), are calculated based on 3 steps (i-iii), Fig. 1.
In step (i), time-series aggregation reduces the complexity of the synthesis problem. We employ a
time-series aggregation method based on Bahl et al. [13] which has been extended for seasonal storage
by coupled typical periods as in Kotzur et al. [16]. First, the method identifies the length of typical
periods by looking for periodic patterns in the time-series data by using autocorrelation [22]. Second,
the identified period length is used to split the original time series into periods. Third, the periods are
aggregated to typical periods based on k-means clustering. Within each typical period, the time steps
are further aggregated to segments. To aggregate segments, we adapt the k-means idea [23] and
calculate the average of a set of randomly chosen consecutive time steps. We use the average value
with the lowest Euclidean distance to the original time steps for the entire aggregated segment. The
time-series aggregation thus aggregates in two dimensions: the number of typical periods and the
number of segments per typical period. Time-series aggregation by typical periods maintains the
chronology within each typical period, thereby, enables storage within each typical period (intra-
period).
However, as non-consecutive periods are clustered, only intra-period storage is directly possible. To
model seasonal storage, an inter-period storage difference has to be considered. This inter-period
storage difference is defined as difference of the storage level from the beginning to the end of
each typical period . Figure 2 shows schematically the inter-period storage difference for 3
typical periods.
Figure 2. Schematic representation of the intra-period storage difference  for 3 typical periods.
To consider this inter-period storage differences for seasonal storage, a second inter-period time grid
couples the typical periods [16]. To couple the typical periods in the second time grid, we assign each
original unclustered period to its corresponding typical period. Thus, the second time grid contains
the information on the chronological order of the typical periods. Table 1 shows exemplary this
assignment for 3 typical periods and 365 unclustered periods. By this chronological order, the inter-
period storage level difference are then also ordered.
Table 1. Look-up table to assign each unclustered period to the corresponding typical period k. The
columns assigns unclustered periods to typical periods, leading to ordered typical periods in row 2.
unclustered period
1
2
3
4
5
6
362
363
364
365
typical period
2
3
3
2
1
1
2
2
3
1
The superposition of this inter-period storage level differences and the intra-period storage level
within each typical period results in the actual storage level, Fig. 3.
Figure 3. Schematic representation of the superposition of the intra-period and inter-period storage
difference.



intra-period storage level
inter-period storage level
Considering the actual storage level from the superposition enables RiSES4 to design seasonal storage
systems in the aggregated synthesis problem.
In step (ii), we use the aggregated time series instead of the original time series for the synthesis
optimization. The aggregated time series is much smaller, and thus the synthesis optimization can be
solved efficiently. The solution of the aggregated synthesis optimization yields a design candidate of
the energy system.
Subsequently, in step (iii), the design candidate of the energy system is fixed in the original synthesis
optimization. Fixing the variables of the design candidate, i.e., selection and sizing of units, reduces
the original synthesis optimization to an operational optimization with a reduced number of variables.
This operational optimization can be solved efficiently, even though the full original time series is
used. The solution of the operational optimization is an upper bound for the original synthesis
problem, as the operational problem is a restricted problem of the original synthesis problem, since
the design variables are fixed.
To evaluate the solution quality of the upper bound, lower bounds are calculated in RiSES4.
3.2. Lower bounds by the R&A branch
In the Relax and Aggregate (R&A) branch, lower bounds of the original synthesis problem, Eq. (1),
are calculated based on 3 steps (a-c), Fig. 1.
In step (a), we use the same time-series aggregation method as in step (i) of the A&O branch. The
time-series aggregation yields coupled typical periods with aggregated segments.
In step (b), the aggregated time series are relaxed. The relaxation of the aggregated time series
depends on the original synthesis problem studied. For the common LP formulations of energy
synthesis optimizations, the aggregated time series, with mean values as representative time steps,
are a relaxation of the original time series as shown by Teichgräber and Brandt [24]. The employed
k-means and segmentation methods are using mean values as representative time steps, and thus
steps (b) and step (c) directly yield the desired lower bound. For MILP (or more general LP)
problems, in step (b), we identify an underestimator and overestimator for all segments within each
typical period. The underestimator is the smallest value of all original time steps assigned to a
segment, and the overestimator the largest value, respectively, for more details see [20].
In step (c), we employ the over- and undererstimator to solve an aggregated and relaxed synthesis
optimization. To relax the synthesis optimization, we replace every time-dependent equation of the
original synthesis problem Eq. (1) by 2 constraints bounding the equation between the over- and
undererstimator. As in step (ii), in the A&O branch, the relaxed synthesis optimization can be solved
efficiently, as aggregated time series are used.
Using the lower and upper bounds, an optimality gap can be calculated.
3.3. Optimality Gap and increase of time resolution
Last, we compare the best resulting lower bound with the upper bound and check if the desired
optimality gap  is satisfied.

 
(2)
We iteratively increase the time resolution in the A&O and R&A branch. We increase the number of
either periods or segments based on finite backwards differences, as in [13,20]. The heuristics selects
larger backward difference as most promising direction to increase the resolution of the aggregation.
The iterative increase of the time resolution for the time-series aggregation stops, as soon as the
optimality gap  is satisfied, yielding a feasible solution of the original synthesis problem, Eq.
(1), with known solution quality.
4. Case studies
For validation, we apply RiSES4 to 2 complex synthesis problems including seasonal storage.
4.1. MILP synthesis of an industrial energy system
In this section, we apply RiSES4 to an MILP industrial synthesis problem including seasonal storage
based on Baumgärtner et al. [7]. The industrial energy system provides electricity, low-temperature
heat, steam, and cooling.
We use a superstructure with 3 units of each energy conversion technology (absorption chiller, boiler,
CHP engine, compression chiller, electric boiler, and heat pump), additional roof-top PV, an inverter
station, and a wind turbine. As storage systems, the superstructure includes a battery system and 1
storage tank for hot and 1 for cold water. The original time series consists of 1 year with 2 hourly
demand data for steam, hot and cold water, electricity, electricity grid prices, ambient temperature,
solar radiation, and wind speed. The detailed MILP formulation and model description is given in the
Appendix of [7].
After presolve, the original synthesis problem with full time series contains 9105 equations and 4105
variables (1.4105 binaries) with 2.4106 nonzero elements. The benchmark and the RiSES4
calculations are performed using 4 Intel-Xeon CPUs with 3.0 GHz and 64 GB RAM. All MILP
problems are solved using CPLEX 12.6.3.0. The optimality gap εRiSES is set to 2 % and all MILP
problems are solved with a gap of 0.5 %. The time limit of the synthesis optimizations with RiSES4
is set to 3 hours. The time limit of the operational optimizations is set to 20 minutes.
RiSES4 satisfies the required optimality gap εRiSES in 524 seconds, Fig. 4. To satisfy the required
optimality gap εRiSES, the aggregated synthesis in the A&O branch uses only 13 aggregated time steps.
Thereby, the aggregated synthesis problems consists of only 6698 equations, 2113 variables (493
binaries) and 19,000 nonzero elements. Thus, the size of the synthesis optimization is reduced by 2
orders of magnitude. For this purpose, the method is not stopped once the optimality gap εRiSES is
achieved but continued to the time limit of 3 hours. However, the accuracy increases only slightly by
a higher time resolution in the branches, Fig. 4.
As a benchmark, we directly try to solve the original synthesis employing the full time series with
CPLEX 12.6.3.0 within a time limit of 105 seconds (~28 hours). CPLEX finds the first feasible
solution after 4489 s and reaches the time limit still with a relative gap of 29.9 %.
For validation, we repeat RiSES4 and the benchmark with 5 instances generated by statistical noise
using Latin hypercube sampling with a variation by the time series of ±5 % [25].
Figure 4. Optimality gap ε of RiSES4 and the benchmark CPLEX as function of the computational
time for the industrial synthesis problem. The required optimality gap εRiSES is marked in red.
RiSES4 performs similarly in all instances, outperforming the benchmark in all instances. RiSES4
always provides a solution satisfying the required optimality gap εRiSES in under 1 hour. The
performance of the benchmark differs: in all instances, a feasible solution is found within the time
limit of 105 seconds; however, only in 2 instances, a solution satisfying the required optimality gap
εRiSES is found; whereas in the 3 other instances, the optimality gap ε remains between 5 and 31 %.
Thus, RiSES4 always satisfies the required optimality gap εRiSES before the benchmark provides any
feasible solution at all.
Figure 5 shows the lower bounds TACR&A and TACB&C of the parallel branches R&A and B&C
together with the upper bound TACA&O of the A&O branch for the original instance. Additionally,
the optimality gap ε of RiSES4 is plotted as function of the solution time.
Figure 5. Lower and Upper bounds of RiSES4 for the original instances. As secondary axes the
optimality gap ε is shown.
The R&A branch provides the first lower bound TACR&A within few seconds, based on the proposed
simultaneous under- and overestimation, Section 3.2. However, the lower bound TACR&A converges
slowly over many iterations, thus optimality could not been proven by lower bound TACR&A within
the time limit. In contrast, the linear-programming relaxation in the B&C branch provides the first
bound after 524 seconds. In this case study, this first bound is sufficient to proof optimality of the
found feasible solution of the A&O branch.
The first design candidate satisfying the optimality gap consists of 2 boilers, 2 CHP engines, 2
compression, 2 adsorption chillers, and 3 heat exchangers between the steam and low-temperature
demand. Neither renewables nor storage systems are necessary for solutions with excellent quality.
The other design candidates of RiSES4 with increased time resolution are similar to the first design
candidate, though small storage systems are added, improving the solution quality slightly.
However, storage systems are only used for short periods, thus seasonal storage is not optimal in this
industrial energy system. To further validate RiSES4 and show the application in a case study
including seasonal storage systems, we apply RiSES4 to a second case study in the next section.
4.2. LP synthesis of a national energy system
In this section, we apply RiSES4 to a LP national energy system synthesis problem under emission
restrictions for greenhouse gases. The national energy system provides electricity, residual as well as
industrial heating, and is coupled to the private vehicle sector. As case study, we model the German
energy system with 438 hubs and the electricity grid, based on the model ELMOD-DE [26] with the
existing infrastructure of the year 2016 and emission restrictions given by the political goal of the
year 2030. At each hub, we use a superstructure of conventional heat and power plants, diesel and
gasoline cars, as well as alternative technologies as PV, onshore and offshore wind turbines, heat
pumps, thermal isolation, electrical boilers, gas-driven - , electric - and hybrid vehicles, and power-
to-gas and power-to-fuel technologies. As storage systems, the superstructure includes battery
systems and hydrogen storage. In the given infrastructure, possible storage options are pump-hydro
reservoirs and the public gas grid.
The original time series consists of 1 year with hourly demand data for electricity and heating, solar
radiations and wind speed. The original synthesis problem with full time series is unexecutable due
to memory limits. Thus, to show the advantage of RiSES4 for different sizes of LP energy system
models, we vary the length of the original time series  from only 2 time steps up to 365 time
steps.
As benchmark, we directly solve these synthesis problems. The benchmark and the RiSES4
calculations are performed using 4 Intel-Xeon CPUs with 3.0 GHz and 64 GB RAM. All LP problems
are solved using CPLEX 12.6.3.0. The optimality gap for RiSES4 εRiSES is set to 2 %. As the synthesis
problem is modeled as LP, all optimizations are solved to global optimality, thus the benchmark
solutions have an optimality gap of 0 %. Additionally, the B&C branch is not active for LP problems,
as no binary variables exist.
For very small time series (< 12 time steps), the benchmark solves the synthesis problem faster
than RiSES4, Fig. 6. However, with increasing size of the employed time series, RiSES4 solves the
LP problems significantly faster. For 30 time steps, RiSES4 is 3 times as fast, and for 40 time steps
RiSES4 is already 200 times faster than the benchmark. For 60 time steps, the benchmark does not
find a feasible solution within the time limit of 2*106 seconds (23 days), whereas RiSES4 provides an
optimal solution within the optimality gap εRiSES in less than 2000 seconds which is at least 1000
times faster. For the time-series length of 365 time steps (=365), RiSES4 still provides a feasible
solution with an optimality gap of 4 % within the calculation time of 1 day (86400 s).
Figure 6. Necessary computational time of RiSES4 to reach the optimality gap εRiSES of 2 % and of
the benchmark CPLEX (gap ε of 0 %) as function of the length of the original time series .
Figure 7 shows the total annualized cost TAC of the lower bound of the R&A branch and the upper
bound of the A&O branch of RiSES4 for the investigated time series length .
Figure 7. Total annualized cost TAC of the final solutions of the A&O branch (upper bound) and
the R&A branch (lower bound) of RiSES4 and of the benchmark CPLEX (gap ε of 0 %) as function
of the length of the original time series .
Additionally, Figure 7 shows the total annualized cost TAC of the benchmark solutions. For time
series length of maximal 30 time steps (≤30), the objective TAC of the benchmark lies in between
the upper and the lower bounds of RiSES4. For the last found solution of the benchmark with 40 time
steps (=40), the benchmark provides a wrong optimal solution due to numerical errors, while
RiSES4 still provides optimal solutions within the optimality gap εRiSES fast, Fig. 6.
The design candidates within the optimality gap εRiSES of RiSES4 employ a wide mix of conventional
power plants, but gas-based power plants take the largest share in conventional power production.
The renewable power generation is mainly based on onshore wind turbines and a smaller portion of
photovoltaics. For the residual heating sector, thermal isolation, gas boilers and heat pumps provide
the heat demand, whereas oil boilers are not in use anymore. In the industrial heating sector, only a
small portion of conventional heat technologies is replaced by heat pumps and electric boilers. The
private vehicle sector is only based on conventional gasoline and diesel cars and no power-to-fuel
technologies are built.
As storage systems, few large battery systems (8000 MWh) are added to the existing infrastructure.
These battery systems are mainly operated for short storage cycles. However, the public gas grid is
operated in seasonal cycles, Fig. 8. Figure 8 shows the storage level of the public gas grid of optimal
design candidate of the largest investigated time series (=120). For this time series, the optimality
gap εRiSES can still be satisfied. As comparison, the storage level of the public gas grid of the
operational optimization employing the full time series is shown. The storage level in both
optimizations is very similar, showing that RiSES4 captures seasonal storage in the aggregated
synthesis optimizations leading to designs with excellent solution quality.
Figure 8. Storage level of the public gas grid of the aggregated solution of RiSES4 satisfying the
optimality gap εRiSES of 2 %. For comparison, the storage level of the operational optimization with
the full time series is shown. Both storage levels are shown for an original time series  length of
120 time steps.
4. Conclusions
The synthesis of energy systems typically results in large-scale (MI)LP optimization problems which
are computationally challenging and often not solvable within reasonable computational time or
memory limits. Long-term time-coupling constraints, e.g., due to storage systems, further increase
the complexity.
To obtain a feasible solution with known quality, we propose the rigorous synthesis method RiSES4
(Rigorous Synthesis of Energy Supply Systems with Seasonal Storage). RiSES4 provides feasible
solutions via time-series aggregation. To model seasonal storage coupled typical periods are used.
RiSES4 includes a general under- and overestimation of input parameters to rigorously solve synthesis
problems including time-dependent input parameters, such as energy demands and renewable
resources.
RiSES4 is applied to 2 complex synthesis problems and the results are further validated in
computational studies. RiSES4 provides fast convergence, outperforming the state-of-the-art solver
CPLEX. The RiSES4 method is generally applicable to two-stage time-dependent synthesis problems
with coupling variables and constraints.
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... The methods that resemble the approach taken in this study presented in Section 3.2 were mostly developed by Fazlollahi et al. [9], as well as Bahl et al. [10][11][12][13]. Fazlollahi et al. employed k-means clustering in order to cluster both periods and the time steps within these periods until a set of input data-based quality criteria were fulfilled. ...
... Domínguez-Muñoz et al. [15] 2011  Adhau et al. [16] 2014  Green et al. [17] 2014  Wogrin et al. [18,19] 2014/16  Agapoff et al. [20] 2015  Pfenninger et al. [21] 2017  Brodrick et al. [22,23] 2015/17  Fitiwi et al. [24] 2015  Marquant et al. [25,26] 2015/17  Munoz et al. [27] 2015  Schiefelbein et al. [28] 2015  Lin et al. [29] 2016  Ploussard et al. [30] 2016  Nahmmacher et al. [31] 2016  Bahl et al. [32] 2017  Härtel et al. [33] 2017  Heuberger et al. [34] 2017  Zhu et al. [35] 2017  Stadler et al. [36] 2018  Kotzur et al. [37,38] 2018  Lara et al. [39] 2018  Liu et al. [40] 2018  Tejada-Arango et al. [41,42] 2018  Tupper et al. [43] 2018  Welder et al. [44] 2018  Schütz et al. [45][46][47] 2016-18  Gabrielli et al. [48,49] 2018/19  Teichgräber et al. [50][51][52][53] 2017-20  Kannengießer et al. [54] 2019  Sun et al. [55] 2019  Zatti et al. [56] 2019  Zhang et al. [57] 2019  Pinel et al. [58] 2020  Raventos et al. [14] 2020  Hoffmann et al. [59] 2021  Teichgräber et al. [60] 2021  Raventos et al. [14] 2020  Deml et al. [61] 2015  Vom Stein et al. [62] 2017  Pineda et al. [63] 2018  Mavrotas et al. [64] 2008    Fazlollahi et al. [9] 2014    Bahl et al. [10,11] 2018    Baumgärtner et al. [12,13] 2019    ...
... Mavrotas et al. [64] 2008  Domínguez-Muñoz et al. [15] 2011  Ortiga et al. [65] 2011  Devogelaer et al. [66] 2012  De Sisternes et al. [67,68] 2013/16  Simões et al. [69] 2013  Voll et al. [70] 2013  Fazlollahi et al. [9,71] 2014  Green et al. [17] 2014  Poncelet et al. [72,73] 2014/16  Stadler et al. [74] 2014  Wakui et al. [75][76][77] 2014/16  Agapoff et al. [20] 2015  Marquant et al. [25,26] 2015  Munoz et al. [27] 2015  Frew et al. [78] 2016  Merrick et al. [79] 2016  Patteeuw et al. [80] 2016  Poncelet et al. [81] 2016  Bahl et al. [10,11,32] 2017/18  Härtel et al. [33] 2017  Heuberger et al. [34] 2017  Pfenninger et al. [21] 2017  Brodrick et al. [23,82] 2017/18  Gabrielli et al. [48,49] 2018/19  Kotzur et al. [38] 2018  Baumgärtner et al. [12,13] 2019  Hilbers et al. [83] 2019  Zatti et al. [56] 2019  Teichgräber et al. [60] 2021  Among the algorithm-based approaches, the findings of Agapoff et al. [20] and Poncelet et al. [81] have influenced the method developed in Section 3. In summary, current methods offer very little information on a good ratio between the number of typical days and their inner-daily resolutions, or more generally approaches to account for extreme situations, without manually manipulating certain time series on the basis of the modeler's experience. ...
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The growing share of intermittent renewable energy sources, storage technologies, and the increasing degree of so-called sector coupling necessitates optimization-based energy system models with high temporal and spatial resolutions, which significantly increases their runtimes and limits their maximum sizes. In order to maintain the computational viability of these models for large-scale application cases, temporal aggregation has emerged as a technique for reducing the number of considered time steps by reducing the original time horizon down to fewer, more representative ones. This study presents advanced but generally applicable clustering techniques that allow for ad-hoc improvements of state-of-the-art approaches without requiring profound knowledge of the individual energy system model. These improvements comprise the optimal tradeoff between the number of typical days and inner-daily temporal resolutions, as well as constituting a representation method that can reproduce the value distribution of the original time series. We prove the superiority of these approaches by applying them to two fundamentally different model types, namely a single-node building energy system and a European carbon-neutral energy scenario, and benchmark these against state-of-the-art approaches. This is performed for a variety of temporal resolutions, which leads to many hundreds of model runs. The results show that the proposed improvements on current methods strictly dominate the status quo with respect to Pareto-optimality in terms of runtime and accuracy. Although a speeding up factor of one magnitude could be achieved using traditional aggregation methods within a cost deviation range of two percent, the algorithms proposed herein achieve this accuracy with a runtime speedup by a factor of two orders of magnitude.
... Marquant et al. [62,63], Schiefelbein et al. [64], Bahl et al. [24], and Baumgärtner et al. [65] chose k-medoids clustering for district heating [62][63][64] and CHP [24] models. Lin et al. [66], Gabrielli et al. [67,68], and Baumgärtner et al. [69] employed k-means clustering in cogeneration models for buildings [66] and single-node district CHP systems with different daily and seasonal storage units [67][68][69]. Schütz et al. [70], Kotzur et al. [36], and Zatti et al. [71] compared different clustering techniques for a residential energy system [70], three different hypothetical energy systems [36], and a district system for a university campus [71], respectively. ...
... Marquant et al. [62,63], Schiefelbein et al. [64], Bahl et al. [24], and Baumgärtner et al. [65] chose k-medoids clustering for district heating [62][63][64] and CHP [24] models. Lin et al. [66], Gabrielli et al. [67,68], and Baumgärtner et al. [69] employed k-means clustering in cogeneration models for buildings [66] and single-node district CHP systems with different daily and seasonal storage units [67][68][69]. Schütz et al. [70], Kotzur et al. [36], and Zatti et al. [71] compared different clustering techniques for a residential energy system [70], three different hypothetical energy systems [36], and a district system for a university campus [71], respectively. ...
... It is worth mentioning that the temporal resolution within typical periods can also be decreased to further reduce the total number of time steps [10]. This was performed, for instance, by Mavrotas et al. [49], based on the gradients between time steps, clustering techniques as demonstrated by Fazlollahi et al. [60], or modified PAM algorithms [24,65,69]. Other approaches were taken by Weber et al. [56] and Mehleri et al. [57] to reduce intradaily temporal resolution, whereas Raventos et al. [75] compared the impact of clustering typical days to clustering adjacent time steps. ...
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... The differentiation between weekdays and weekend days was also incorporated by Samsatli et al. [53,54] and is often used when the input time series also has a strong weekly pattern, i.e., in the case of residential electricity demand. Casisi [67,68], and Baumgärtner et al. [69] employed k-means clustering in cogeneration models for buildings [66] and single-node district CHP systems with different daily and seasonal storage units [67][68][69]. Schütz et al. [70], Kotzur et al. [36], and Zatti et al. [71] compared different clustering techniques for a residential energy system [70], three different hypothetical energy systems [36], and a district system for a university campus [71], respectively. ...
... The differentiation between weekdays and weekend days was also incorporated by Samsatli et al. [53,54] and is often used when the input time series also has a strong weekly pattern, i.e., in the case of residential electricity demand. Casisi [67,68], and Baumgärtner et al. [69] employed k-means clustering in cogeneration models for buildings [66] and single-node district CHP systems with different daily and seasonal storage units [67][68][69]. Schütz et al. [70], Kotzur et al. [36], and Zatti et al. [71] compared different clustering techniques for a residential energy system [70], three different hypothetical energy systems [36], and a district system for a university campus [71], respectively. Scott et al. [72] used a PAM algorithm to determine typical days for a national capacity expansion model. ...
... It is worth noting that the temporal resolution within typical periods can also be decreased to further reduce the total number of time steps [10]. This was performed, for instance, by Mavrotas et al. [49], based on the gradients between time steps, clustering techniques as demonstrated by Fazlollahi et al. [60], or modified PAM algorithms [24,65,69]. Other approaches were taken by Weber et al. [56] and Mehleri et al. [57] to reduce intradaily temporal resolution, whereas Raventos et al. [75] compared the impact of clustering typical days to clustering adjacent time steps. ...
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... This type of technique has become the most studied temporal aggregation technique in the last few years [16]. Different TDs selection approaches have been applied and compared: heuristics [29][30][31][32], random selection [30], k-means clustering [33][34][35][36][37][38], kmedoid clustering [33][34][35][39][40][41], hierarchical clustering [30,33,34,37,42,43], chronological clustering [37,44] and hybrid methods [29,30]. In addition, some authors have underlined the importance of considering extreme days [29,45,46] and inter-annual variability [29,47] in the clustering of TDs. ...
... However, the impact on the accuracy of the energy system optimisation results is rarely studied [6]. When it is, most authors limit themselves to evaluating the error on the objective function [18,34,36,42,44,48,49]. In this objective function, some parts of the system, very insensitive to the temporal resolution, hide errors on other key elements. ...
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... It is pointed out in [150]* that time series aggregation deteriorates the solution quality, especially for storage optimisation. They explore a solving method for complex problems including seasonal storages: a MILP model is solved by computing lower and upper bounds until a certain optimality gap. ...
... Modelling flexibility is challenging, even more when considering seasonal storages or other long-term operational issues (Section 3.2.5). The use of aggregated data alleviates computation burden but has an impact on flexibility strategies as argued in [49] and [150]. This was also observed in [110]. ...
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... The methods that resemble the approach taken in this study presented in Section 3.2 were mostly developed by Fazlollahi et al. [9], as well as Bahl et al. [10][11][12][13]. Fazlollahi et al. employed k-means clustering in order to cluster both periods and the time steps within these periods until a set of input data-based quality criteria were fulfilled. ...
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... Moreover, aggregation methods have been introduced that define the upper and lower bounds of the original optimization problem and try to arrive at the solution by iteratively increasing the number of time steps [147][148][149][150] . ...
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... Such scenarios can be derived from standardized reference load profiles, or via clustering of historical data (see, e.g., Schütz et al., 2018). If constraints coupling different scenarios are added to formulation (P), problems considering long-term effects such as seasonal storage can also be considered (see, e.g., Gabrielli et al., 2018;Baumgärtner et al., 2019b). ...
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Existing open-source modeling frameworks dedicated to energy systems optimization typically utilize (mixed-integer) linear programming ((MI)LP) formulations, which lack granularity for technical system design and operation. We present COMANDO, an open-source Python package for component-oriented modeling and optimization for nonlinear design and operation of integrated energy systems. COMANDO allows to assemble system models from component models including nonlinear, dynamic and discrete characteristics. Based on a single system model, different deterministic and stochastic problem formulations can be obtained by varying objective function and underlying data, and by applying automatic or manual reformulations. The flexible open-source implementation allows for the integration of customized routines required to solve challenging problems, e.g., initialization, problem decomposition, or sequential solution strategies. We demonstrate features of COMANDO via case studies, including automated linearization, dynamic optimization, stochastic programming, and the use of nonlinear artificial neural networks (ANNs) as surrogate models in a reduced-space formulation for deterministic global optimization.
... Such scenarios can be derived from standardized reference load profiles, or via clustering of historical data (see, e.g., Schütz et al., 2018). If constraints coupling different scenarios are added to formulation (P), problems considering long-term effects such as seasonal storage can also be considered (see, e.g., Gabrielli et al., 2018;Baumgärtner et al., 2019b). ...
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Existing open-source modeling frameworks dedicated to energy systems optimization typically utilize (mixed-integer) linear programming ((MI)LP) formulations, which lack modeling freedom for technical system design and operation. We present COMANDO, an open-source Python package for component-oriented modeling and optimization for nonlinear design and operation of integrated energy systems. COMANDO allows to assemble system models from component models including nonlinear, dynamic and discrete characteristics. Based on a single system model, different deterministic and stochastic problem formulations can be obtained by varying objective function and underlying data, and by applying automatic or manual reformulations. The flexible open-source implementation allows for the integration of customized routines required to solve challenging problems, e.g., initialization, problem decomposition, or sequential solution strategies. We demonstrate features of COMANDO via case studies, including automated linearization, dynamic optimization, stochastic programming, and the use of nonlinear artificial neural networks as surrogate models in a reduced-space formulation for deterministic global optimization.
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