Generative deep learning for decision making in gas networks

DOI10.1007/S00186-022-00777-XzbMATH Open1495.90112arXiv2102.02125OpenAlexW3129144088MaRDI QIDQ2155386FDOQ2155386

Thorsten Koch, Mark G. Turner, Lovis Anderson

Publication date: 15 July 2022

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Abstract: A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5%.

Full work available at URL: https://arxiv.org/abs/2102.02125

zbMATH Keywords

deep learningmixed integer programmingprimal heuristicgas networksgenerative modelling

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Mixed integer programming (90C11)

Cites Work

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• Foundations of bilevel programming
• Local branching
• A decision support system for cyclic master surgery scheduling with multiple objectives
• Optimal operation of transient gas transport networks
• Machine learning for combinatorial optimization: a methodological tour d'horizon
• A decision support system for a real vehicle routing problem.
• Maximizing the storage capacity of gas networks: a global MINLP approach
• Pyomo -- optimization modeling in Python
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Cited In (3)

• Efficient simulation of coupled gas and power networks under uncertain demands
• Enhancing cut selection through reinforcement learning
• A deep learning model for gas storage optimization

Uses Software

• SCIP
• Gurobi
• Pyomo
• Inception-v4

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