_version_ 1866910909872472064
author Bergmeir, Christoph
de Nijs, Frits
Genov, Evgenii
Sriramulu, Abishek
Abolghasemi, Mahdi
Bean, Richard
Betts, John
Bui, Quang
Dinh, Nam Trong
Einecke, Nils
Esmaeilbeigi, Rasul
Ferraro, Scott
Galketiya, Priya
Glasgow, Robert
Godahewa, Rakshitha
Kang, Yanfei
Limmer, Steffen
Magdalena, Luis
Montero-Manso, Pablo
Peralta, Daniel
Kumar, Yogesh Pipada Sunil
Rosales-Pérez, Alejandro
Ruddick, Julian
Stratigakos, Akylas
Stuckey, Peter
Tack, Guido
Triguero, Isaac
Yuan, Rui
author_facet Bergmeir, Christoph
de Nijs, Frits
Genov, Evgenii
Sriramulu, Abishek
Abolghasemi, Mahdi
Bean, Richard
Betts, John
Bui, Quang
Dinh, Nam Trong
Einecke, Nils
Esmaeilbeigi, Rasul
Ferraro, Scott
Galketiya, Priya
Glasgow, Robert
Godahewa, Rakshitha
Kang, Yanfei
Limmer, Steffen
Magdalena, Luis
Montero-Manso, Pablo
Peralta, Daniel
Kumar, Yogesh Pipada Sunil
Rosales-Pérez, Alejandro
Ruddick, Julian
Stratigakos, Akylas
Stuckey, Peter
Tack, Guido
Triguero, Isaac
Yuan, Rui
contents Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling, focusing on forecasting renewable production and demand and optimizing energy cost. The competition attracted 49 participants in total. The top-ranked method employed stochastic optimization using LightGBM ensembles, and achieved at least a 2% reduction in energy costs compared to deterministic approaches, demonstrating that the most accurate point forecast does not necessarily guarantee the best performance in downstream optimization. The published data and problem setting establish a benchmark for further research into integrated forecasting-optimization methods for energy systems, highlighting the importance of considering forecast uncertainty in optimization models to achieve cost-effective and reliable energy management. The novelty of this work lies in its comprehensive evaluation of Predict+Optimize methodologies applied to a real-world renewable energy scheduling problem, providing insights into the scalability, generalizability, and effectiveness of the proposed solutions. Potential applications extend beyond energy systems to any domain requiring integrated forecasting and optimization, such as supply chain management, transportation planning, and financial portfolio optimization.
format Preprint
id arxiv_https___arxiv_org_abs_2212_10723
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Predict+Optimize Problem in Renewable Energy Scheduling
Bergmeir, Christoph
de Nijs, Frits
Genov, Evgenii
Sriramulu, Abishek
Abolghasemi, Mahdi
Bean, Richard
Betts, John
Bui, Quang
Dinh, Nam Trong
Einecke, Nils
Esmaeilbeigi, Rasul
Ferraro, Scott
Galketiya, Priya
Glasgow, Robert
Godahewa, Rakshitha
Kang, Yanfei
Limmer, Steffen
Magdalena, Luis
Montero-Manso, Pablo
Peralta, Daniel
Kumar, Yogesh Pipada Sunil
Rosales-Pérez, Alejandro
Ruddick, Julian
Stratigakos, Akylas
Stuckey, Peter
Tack, Guido
Triguero, Isaac
Yuan, Rui
Artificial Intelligence
Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling, focusing on forecasting renewable production and demand and optimizing energy cost. The competition attracted 49 participants in total. The top-ranked method employed stochastic optimization using LightGBM ensembles, and achieved at least a 2% reduction in energy costs compared to deterministic approaches, demonstrating that the most accurate point forecast does not necessarily guarantee the best performance in downstream optimization. The published data and problem setting establish a benchmark for further research into integrated forecasting-optimization methods for energy systems, highlighting the importance of considering forecast uncertainty in optimization models to achieve cost-effective and reliable energy management. The novelty of this work lies in its comprehensive evaluation of Predict+Optimize methodologies applied to a real-world renewable energy scheduling problem, providing insights into the scalability, generalizability, and effectiveness of the proposed solutions. Potential applications extend beyond energy systems to any domain requiring integrated forecasting and optimization, such as supply chain management, transportation planning, and financial portfolio optimization.
title Predict+Optimize Problem in Renewable Energy Scheduling
topic Artificial Intelligence
url https://arxiv.org/abs/2212.10723