Search NASA⌕ Search

Engineering topics

Nicholson, Bethany

Publications and source records attributed to Nicholson, Bethany.

29 records · Page 2

Parapint

Parapint is a Python package for parallel solution of dynamic optimization problems. SAND2020-12446 M Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Bynum, Michael↗

Benchmarking ADMM in Nonconvex NLPs

Here, we study connections between the alternating direction method of multipliers (ADMM), the classical method of multipliers (MM), and progressive hedging (PH). The connections are used to derive benchmark metrics and strategies to monitor and accelerate convergence and to help explain why ADMM and PH are capable of solving complex nonconvex NLPs. Specifically, we observe that ADMM is an inexact version of MM and approaches its performance when multiple coordination steps are performed. In addition, we use the observation that PH is a specialization of ADMM and borrow Lyapunov function and primal-dual feasibility metrics used in ADMM to explain why PH is capable of solving nonconvex NLPs. This analysis also highlights that specialized PH schemes can be derived to tackle a wider range of stochastic programs and even other problem classes. Our exposition is tutorial in nature and seeks to to motivate algorithmic improvements and new decomposition strategies.

42 ENGINEERING↗

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differential equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.

97 MATHEMATICS AND COMPUTING↗

A framework for modeling and optimizing dynamic systems under uncertainty

Algebraic modeling languages (AMLs) have drastically simplified the implementation of algebraic optimization problems. However, there are still many classes of optimization problems that are not easily represented in most AMLs. These classes of problems are typically reformulated before implementation, which requires significant effort and time from the modeler and obscures the original problem structure or context. In this work we demonstrate how the Pyomo AML can be used to represent complex optimization problems using high-level modeling constructs. We focus on the operation of dynamic systems under uncertainty and demonstrate the combination of Pyomo extensions for dynamic optimization and stochastic programming. We use a dynamic semibatch reactor model and a large-scale bubbling fluidized bed adsorber model as test cases.

97 MATHEMATICS AND COMPUTING↗