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Guest lecture at Delft University of Technology VORtech introduction and a practical case study Jok Tang October 2014
Guest lecture at Delft University of Technology VORtech introduction and a practical case study
Jok Tang
October 2014
Who am I?
MSc and PhD degree in Applied Mathematics (Delft University)
Worked as a pension consultant at Deloitte
Worked as a postdoctoral associate at University of Minnesota
Work as a senior mathematical consultant at VORtech since 2010
2 Guest lecture: VORtech and a practical case study
VORtech
Company overview
Established in 1996.
Spin-off from Delft University of Technology.
Office located in Delft.
Organization growing gradually.
Over 20 employees in 2014.
Highly qualified employees.
Over 50% holds a PhD degree.
3 Guest lecture: VORtech and a practical case study
VORtech
Background
• Mathematical models are used in many domains.
• Models are implemented in computational software.
• Computational software is important for decision-making.
•
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VORtech
Products and services
(1) Scientific software engineering
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(2) Mathematical consultancy
(3) Courses and seminars
Guest lecture: VORtech and a practical case study
VORtech
Products and services
(1) Scientific software engineering:
Developing scientific software.
Including development of mathematical models and algorithms.
Accelerating and improving scientific software.
Enhancing algorithms, using high performance computing, porting to
modern programming languages, adding documentation.
Advising on scientific software.
Identifying and analyzing code and corresponding algorithms and
underlying mathematical models.
Maintaining scientific software.
Using version control and building testing environment.
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VORtech
Products and services
(2) Mathematical consultancy:
Convert client’s question to scientific problem.
Develop and analyze mathematical model.
Design and improve solution algorithm.
Advise clients.
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Distinguishing expertise:
Numerical analysis and optimization
by modelling, analyzing, solving, and parallelizing
Guest lecture: VORtech and a practical case study
VORtech
Products and services
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(3) Courses and seminars:
Master class “scientific software engineering”.
Seminars:
o “Simulating the Dutch future”;
o “Taking the lead with computational speed”.
Guest lecture: VORtech and a practical case study
• Parallelization of applications is a key expertise.
• Over 15 years experience:
o Shallow-water models WAQUA / TRIWAQ,
o Traffic model QBLOK,
o PLAXIS mesh generator for geomechanical applications,
o Noise models (Royal Haskoning),
o PTTI for exploration of oil and gas,
o Air quality model Lotos-Euros,
o Water quality model Delft3D WAQ.
• Current HPC direction:
o HPC Cloud (Amazon, Azure, Gompute, OCF, …),
o Big data applications.
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VORtech
Special expertise: High-performance Computing (HPC)
Guest lecture: VORtech and a practical case study
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VORtech
Special expertise: Software Management and Maintenance
• Full service for software management and maintenance.
• Distinguished service for complex scientific software.
• Case examples:
o Shallow-water software SIMONA for Deltares,
o Noise software from RHDHV,
o Educational industrial software WIA,
o Traffic software Flexsyt / FLASH for Rijkswaterstaat,
o Operational water management for HMCs.
Guest lecture: VORtech and a practical case study
Case study: TenneT and UMS Group
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TenneT
Electricity transmission system operator (TSO)
Netherlands and large part of Germany
21.000km of high-voltage lines and cables
UMS Group Europe
International consulting firm
Asset & performance management
Global energy and utilities industry
Guest lecture: VORtech and a practical case study
• Problem:
TenneT does annual projects (i.e. investments), but has a limited budget, so
not all projects can be done
• Challenge:
Compute the optimal portfolio of projects per year such that all constraints
are satisfied
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Notes:
– “Optimal” in the sense of maximum
value or minimum risk
– “Constraints” with regard to cost, but
also to other factors
Case study: TenneT and UMS Group
Guest lecture: VORtech and a practical case study
Engineering challenge:
How to solve the optimization problem?
Financial-oriented challenge:
Which investments to be done each year?
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Case study: TenneT and UMS Group
Guest lecture: VORtech and a practical case study
Investment portfolio optimisation
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Problem: which projects should be selected to
maximise business value?
Performance indicators: customer minutes lost,
asset health index, etc.
Added value: risk reduction when selecting project.
Risk of deferral: risk increase when deferring
project.
Objective: maximise value, minimise risk, or a
weighted combination.
Solution method: Integer Linear Programming
(ILP).
Guest lecture: VORtech and a practical case study
Single-year optimisation
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Variables, value, cost
Guest lecture: VORtech and a practical case study
Single-year optimisation
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Integer linear programming form
Guest lecture: VORtech and a practical case study
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+ relatively simple to model
+ relatively simple to solve
- neglecting future value changes
- neglecting future cost and budget
- neglecting other multi-year constraints
Single-year optimisation
Pros and cons
Guest lecture: VORtech and a practical case study
Multi-year optimisation
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Variables, value, cost
Guest lecture: VORtech and a practical case study
A multi-unit project consists of u equal units
(A) the selected number of units needs to be in a given range
(B) all selected units should be scheduled in consecutive years
Multi-unit projects
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Definition, variables, requirements
Guest lecture: VORtech and a practical case study
Multi-unit projects
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Auxiliary variables
Guest lecture: VORtech and a practical case study
Multi-unit projects
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Integer linear programming form
Requirement (A) Requirement (B)
Guest lecture: VORtech and a practical case study
Implementation in Excel
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Results
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• A new and advanced mathematical model is constructed.
• Software is developed that supports the model and can be used real-life.
• TenneT and UMS Group apply the software to relevant problems.
Contact information
March, 2014 25 Introduction of VORtech
VORtech
Address: Martinus Nijhofflaan 2, 2600 AG Delft
Website: www.vortech.nl
Dr.ir. J.M. (Jok) Tang
Senior mathematical consultant
Email: [email protected]
Phone: +3115 – 251 19 49
