Machine learning meets mathematical optimization to predict the optimal production of offshore wind parks

Computers & Operations Research(2019)

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摘要
In this paper we propose a combination of Mathematical Optimization and Machine Learning to estimate the value of optimized solutions. In particular, we investigate if a machine, trained on a large number of optimized solutions, could accurately estimate the value of the optimized solution for new instances. In this paper we will focus on a specific application: the offshore wind farm layout optimization problem. Mixed Integer Programming models and other state-of-the-art optimization techniques, have been developed to solve this problem. Given the complexity of the problem and the big difference in production between optimized/non optimized solutions, it is not trivial to understand the potential value of a new site without running a complete optimization. This could be too time consuming if a lot of sites need to be evaluated, therefore we propose to use Machine Learning to quickly estimate the potential of new sites (i.e., to estimate the optimized production of a site without explicitly running the optimization). To do so, we trained and tested different Machine Learning models on a dataset of 3000+ optimized layouts found by the optimizer. Thanks to the close collaboration with a leading company in the energy sector, our model was trained on real-world data. Our results show that Machine Learning is able to efficiently estimate the value of optimized instances for the offshore wind farm layout problem.
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关键词
Machine learning,Mixed integer linear programming,Wind farm optimization,Green energy
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