Syftet med seminarierna är att sprida kunskap om forskning med starka kopplingar till matematik. Detta inbegriper tillämpningar som involverar matematiska frågeställningar, tvärvetenskapliga forskningsproblem, samt annan forskning med inslag av matematik. Vi bjuder in personer från olika företag och universitetsinstitutioner för att diskutera utmaningar av tvärvetenskaplig karaktär.
Seminarierna som oftast hålls på engelska är öppna för allmänheten och alla intresserade är välkomna!
Kommande seminarier
Måndag 5 oktober 13.15–14.00, Zulu (B-huset), Gunnar Lidestam (MAI)
Titel: Robust Medium-Term Hydropower Production Planning: Affine Decision Rules in a Decorrelated Inflow Basis
³§²¹³¾³¾²¹²Դڲ¹³ٳٲԾ±²Բµ:ÌýVattenfall AB currently uses deterministic optimization models for planning hydropower production. These models assume perfect foresight of the local inflows to the hydropower system when planning spillage and discharge decisions. However, since future local inflows are in practice uncertain, following production plans given by deterministic models may in practice lead to droughts or flooding of the reservoirs.
We present a tailored method for robustifying medium-term hydropower production planning against future local inflow uncertainty using affine decision rules (ADRs). To efficiently capture spatial and temporal correlations in the local inflows, we transform them into random variables $\xi$ using principal component analysis (PCA). The transformed components are uncorrelated and have zero mean and unit variance. Thus, no direction in $\xi$-space is distinguished from another, and it is enough to specify how far $\xi$ may deviate from the origin: either componentwise, giving a \emph{box}, or in total, giving a \emph{ball}. We derive the robust counterparts for these two sets, yielding a linear program and a second-order conic program, respectively.
The proposed approach is evaluated in a case study of yearly operation planning of the Lule River hydropower cascade. Together with the deterministic model, the two robust programs are solved iteratively within a shrinking-horizon procedure. The robust formulations are shown to dominate the deterministic model in both respects: they match its revenue with far fewer volume violations and achieve higher revenue (with fewer violations still) than the deterministic program with volume safety buffers.
Tillfället ordnas i samarbete med Seminarier i optimeringslära
Måndag 12 oktober 13.15–14.00, Zulu (B-huset), Jonas Åhlin (Warematic)
Titel: Building Companies on Optimization, to Solve Real-World Problems
Sammanfattning: Optimization promises the best answer. Real customers have rules, exceptions and special cases, and a solution that ignores them never gets used. The hard part is not the math. It is handling every real-world constraint, and delivering the value in a form and at a price that makes a business. Two companies, one lesson. Optiplan cut the cost of school bus operations. Warematic turns customer orders into the most cost-effective picking rounds. After a short background, I share what I learned: how to handle what real customers need, how to package the value so they adopt it, and how to price it so it becomes a business.
Speaker bio: Jonas is the founder and CEO of Warematic AB and a Swedish serial entrepreneur. He previously founded Optiplan AB and has taken several companies to successful exits with his founding team. He is also an active angel investor.
Tillfället ordnas i samarbete med Seminarier i optimeringslära