Searcharxiv⌕ Search

arXiv · 2610.39503

A Dantzig-Wolfe reformulation of the EndoWake model for optimal wind farm layouts

Abstract

Wind Farm Layout Optimization places turbines to maximize the expected energy under a wind rose, each turbine lowering the wind downwind. In the EndoWake model the wind field is a variable, propagated by linear inequalities, and layouts are certified by branch-and-check. On a ladder of grids it certifies the $10\times10$ grid and leaves the larger grids open after one hour. We tighten the relaxation by a convexification computed rather than derived: every pattern of turbines inside a small tile of the grid is enumerated once with its power and enters the master as a column. The device is valid because the wind field is antitone, and exact, for the cubic power curve, with a Benders cut at integer layouts. Reduced-cost fixing and propagation between overlapping tiles shrink the master before the tree search, and the tree repeats the fixing at every improving incumbent. The incumbent comes from a tile heuristic or an LP dive. On the same computer as the branch-and-check, the $12\times12$ and $14\times14$ grids close in 48 and 395 seconds. The $16\times16$ grid is certified on five seeds from random starts, one job per seed, the heuristic on a GPU, in 1413 seconds under the uniform rose and 6484 seconds under a non-uniform one. Times are medians. A pre-specified test set of 36 unseen instances with forbidden cells confirms the advantage in the axial setting. Certified means closed at the solver's gap of $10^{-4}$: the optimum lies within it plus a residual of at most 0.00042%.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Martina Fischetti, Matteo Fischetti. 2026-10-29. A Dantzig-Wolfe reformulation of the EndoWake model for optimal wind farm layouts. https://arxiv.org/abs/2610.39503

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

A particle system approach towards the global well-posedness of master equations for potential mean field games of control

This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical solution for the HJB equation is generated via a probabilistic approach based on the mean field maximum principle. Given an extension of the so called displacement convexity condition, we obtain the uniform estimates on the HJB equation for the $N$-particle system. Such estimates imply the displacement convexity/semi-concavity and thus the prior estimates on the solution to the HJB equation for generalized MFC problems. The global well-posedness of HJB/master equation for generalized MFC/potential MFGC is then proved thanks to the local well-posedness and the prior estimates. In view of the nature of the displacement convexity condition, such well-posedness is also true for the degenerated case. Our analysis on the $N$-particle system also induces an Lipschitz approximator to the optimal feedback function in generalized MFC/potential MFGC where an algebraic convergence rate is obtained. Furthermore, an alternative approximate Nash equilibrium is proposed based on the $N$-particle system, where the approximation error is quantified thanks to the aforementioned uniform estimates.

math.OC↗

Stochastic Optimal Control Problems for the Cost-Optimal Management of a Standalone Microgrid

In this paper, we consider a domestic standalone microgrid equipped with local renewable energy generation such as photovoltaic panels, consumption units, and battery storage to balance supply and demand and investigate the stochastic optimal control problem for its cost-optimal management. As a special feature, the manager does not have access to the power grid but has a local generator, making it possible to produce energy using fuel when needed. Such systems are very important for rural electrification, particularly in developing countries. However, these systems are very complex to control due to uncertainties in the weather and environmental conditions, which affect the energy generation and the energy demand. In addition, we assume that the battery and the fuel tank have limited capacities and that the fuel tank can only be filled once at the beginning of the planning period. This leads us to the so-called finite fuel problem. In addition, we allow the energy demand to not always be satisfied, and we impose penalties on unsatisfied demand, the so-called discomfort cost. The main goal is to minimize the expected aggregated cost of generating power using the generator and operating the system. This leads to a mathematical optimization problem. The problem is formulated as a discrete-time stochastic control problem and solved numerically using methods from the theory of Markov decision processes.

math.OC↗

Penalty-Based Smoothing and Accelerated Inertial Dynamics for Convex Supremum Optimization

We study dual-penalty smoothing for convex functions with a finite-dimensional supremum representation. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit gradient formulas. We then study an accelerated inertial dynamic with vanishing damping driven by a time-dependent regularized function whose parameter decreases to zero. The global well-posedness of this system is not an immediate consequence of standard ODE theory, since the gradient of the regularized objective is in general only locally Lipschitz and its local Lipschitz modulus may deteriorate as the smoothing parameter vanishes. We therefore establish existence and uniqueness of global trajectories through a local well-posedness analysis and a continuation argument. Then, assuming that the original problem has a minimizer and under mild integrability conditions on the regularization schedule, we establish an accelerated $\mathcal{O}(t^{-2})$ decay estimate for the regularized and original objective values and, in the regime $α>3$, a sharper $o(t^{-2})$ decay together with weak convergence of trajectories to a minimizer of the original nonsmooth problem via an Opial-type argument. Applications to multiobjective optimization (through Chebyshev/max scalarization) and to distributionally robust optimization (via entropic regularization over ambiguity sets) illustrate the scope of the framework.

math.OC↗