Engineering topics

Brust, Johannes J.

Publications and source records attributed to Brust, Johannes J..

3 records

DOE OSTI2022

Convergence Analysis of Fixed Point Chance Constrained Optimal Power Flow Problems

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not necessarily guaranteed. Here this article analyses the convergence conditions for this fixed point approach, and reports numerical experiments including for large IEEE networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2022

Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. In this work, we develop reduced compact representations of the limited-memory inverse BFGS Hessian to compute search directions efficiently when the constraint Jacobian is sparse. Orthogonal projections are implemented by a sparse QR factorization or a preconditioned LSQR iteration. In numerical experiments two proposed trust-region algorithms improve in computation times, often significantly, compared to previous implementations of related algorithms and compared to IPOPT.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Compact representations of structured BFGS matrices

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, recent structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. Here, this article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described for which extensive numerical results demonstrate the efficacy of the algorithms, including comparisons to IPOPT on large machine learning problems, and to L-BFGS on a real world large scale ptychographic imaging application.

97 MATHEMATICS AND COMPUTING↗