Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
Not provided.
Automation & Control Systems↗
SEARCH · Search NASA
Results for “convex optimization”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Representing Operational Flexibility in Generation Expansion Planning Through Convex Relaxation of Unit Commitment
Large shares of renewable generation in electric power systems increase the need for operational flexibility. Consideration of operational flexibility in generation expansion planning (GEP) necessitates the modeling of unit commitment (UC) in system operations. However, the UC problem itself is computationally challenging. We present a GEP model in which the embedded operational problem is a convex relaxation of the UC problem. Through a large-scale example based on the Texas system, we show the tightness and tractability of our relaxation, as well as the impact of operational flexibility on GEP.
convex optimization↗
Joint Electricity and Natural Gas Transmission Planning with Endogenous Market Feedbacks
Recent trends in gas-fired power plant installation has increased the connections between the electric power and natural gas industries. Despite these dependencies, both industries must meet commercial, political, operational and technical requirements that often force the industries to plan and operate in isolation. As a result, undesired situations may arise, such as those experienced by both systems during the winter of 2013/2014 in the northeastern United States. In this work, we consider the technical challenges and present a Combined Electricity and Gas Expansion (CEGE) planning model. The CEGE model minimizes the cost of meeting gas and electricity demand during high stress conditions and introduces an elasticity model for analysis of gas-price volatility caused by congestion. The underlying mathematical formulation considers recent advances in convex approximations to make the problem computationally tractable when applied to large-scale CEGE instances. We conduct an indepth analysis on integrated test systems that include the New England area.
03 NATURAL GAS↗
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements
In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.
Lei, Jinlong↗
A block coordinate descent optimizer for classification problems exploiting convexity.
Abstract not provided.
Gulian, Mamikon↗
Model Predictive Control of a Wave Energy Converter Using Duality Techniques
In this paper, a method for implementing model predictive control for vibration energy harvesting systems with the goal of maximizing generated energy is presented. This is generally a nonconvex problem, which can be computationally expensive and converging to a global minimum cannot be guaranteed. We introduce a dual-domain method to relax the nonconvex primal problem into a convex dual optimization problem, which can be performed in real time. Based on previous work, we determine when the duality gap is zero and, by extension, whether the global optimal primal solution is found. Here, we demonstrate the algorithm on a single, buoy-type wave energy converter with energy storage constraints and power take-off force constraints.
16 TIDAL AND WAVE POWER↗
Scaling and Benchmarking an Evolutionary Algorithm for Constructing Biophysical Neuronal Models
Single neuron models are fundamental for computational modeling of the brain's neuronal networks, and understanding how ion channel dynamics mediate neural function. A challenge in defining such models is determining biophysically realistic channel distributions. Here, we present an efficient, highly parallel evolutionary algorithm for developing such models, named NeuroGPU-EA. NeuroGPU-EA uses CPUs and GPUs concurrently to simulate and evaluate neuron membrane potentials with respect to multiple stimuli. We demonstrate a logarithmic cost for scaling the stimuli used in the fitting procedure. NeuroGPU-EA outperforms the typically used CPU based evolutionary algorithm by a factor of 10 on a series of scaling benchmarks. We report observed performance bottlenecks and propose mitigation strategies. Finally, we also discuss the potential of this method for efficient simulation and evaluation of electrophysiological waveforms.
59 BASIC BIOLOGICAL SCIENCES↗
International Conference on Advances in Communication and Control Systems, 1st, Washington, DC, June 18-20, 1987, Proceedings
Theoretical models of communication and control systems are discussed in reviews and reports. Topics addressed include smoothing and identification for random fields, the information and coding capacities of mismatched Gaussian channels, recursive least-squares estimation and Kalman filtering by systolic arrays, Kemp echo digital filters, a periodic test-scheduling scheme for communication and queuing processes, and receivers for direct-sequence systems. Consideration is given to a distributed-parameter model for detecting cracks in rotors, active control of aeroelastic systems governed by functional differential equations, robust multivariable control of large space structures, finite-rank relatively bounded perturbations of semigroup generators, and sensitivity analysis of convex optimal-control problems.
Declaris, Nicholas↗
Improved image decompression for reduced transform coding artifacts
The perceived quality of images reconstructed from low bit rate compression is severely degraded by the appearance of transform coding artifacts. This paper proposes a method for producing higher quality reconstructed images based on a stochastic model for the image data. Quantization (scalar or vector) partitions the transform coefficient space and maps all points in a partition cell to a representative reconstruction point, usually taken as the centroid of the cell. The proposed image estimation technique selects the reconstruction point within the quantization partition cell which results in a reconstructed image which best fits a non-Gaussian Markov random field (MRF) image model. This approach results in a convex constrained optimization problem which can be solved iteratively. At each iteration, the gradient projection method is used to update the estimate based on the image model. In the transform domain, the resulting coefficient reconstruction points are projected to the particular quantization partition cells defined by the compressed image. Experimental results will be shown for images compressed using scalar quantization of block DCT and using vector quantization of subband wavelet transform. The proposed image decompression provides a reconstructed image with reduced visibility of transform coding artifacts and superior perceived quality.
Orourke, Thomas P.↗
Performance Analysis of A Dual Quaternion Guidance Algorithm Applicable During Lunar Approach With A Hazard Avoidance Maneuver
There is currently a need for advanced guidance and targeting algorithms that can provide real-time trajectories in the presence of state and vehicle constraints during powered descent. The Safe & Precise Landing Integrated Capabilities Evolution (SPLICE) program aims to mature Hazard Detection (HD) technology along with advanced navigation and guidance algorithms. This paper will report the overall performance of the SPLICE Dual Quaternion Guidance (DQG) algorithm which is a 6-Degree-of-Freedom (6-DOF) convex optimization-based guidance algorithm that can enforce multiple vehicle and state constraints required for Hazard Detection Lidar (HDL) scans during the approach phase. DQG was tested in a closed-loop lunar descent simulation with realistic HDL sensing constraints in a Monte Carlo assessment of 1000 dispersed runs.
Guidance↗
Hardware in the Loop Performance of Terrestrial Powered Descent Dual Quaternion Guidance With A Custom First-Order Solver
The Safe & Precise Landing Integrated Capabilities Evolution (SPLICE) program continues to push the development of advanced descent and landing technologies. This paper will focus on the improvements made to the SPLICE Dual Quaternion Guidance (DQG) algorithm, which is a critical software component for generating approach phase and hazard avoidance trajectories. The trajectory performance of SPLICE DQG will be evaluated in preparation for a terrestrial flight test that incorporates a hazard avoidance maneuver. Additionally, the implementation of a customized first order Proportional-Integral Projected Gradient solver will be reviewed, along with preliminary execution results on the SPLICE Descent and Landing Computer (DLC).
SPLICE↗
Hardware in the Loop Performance of Terrestrial Powered Descent Dual Quaternion Guidance with a Custom First-Order Solver
Explore the source record for details and available documents.
Convex Optimization↗
Model Predictive Control of a Wave Energy Converter Using Duality Techniques
In this paper, a method for implementing model predictive control for vibration energy harvesting systems with the goal of maximizing generated energy is presented. This is generally a nonconvex problem, which can be computationally expensive and converging to a global minimum cannot be guaranteed. We introduce a dual-domain method to relax the nonconvex primal problem into a convex dual optimization problem, which can be performed in real time. Based on previous work, we determine when the duality gap is zero and, by extension, whether the global optimal primal solution is found. We demonstrate the algorithm on a single, buoy-type wave energy converter with energy storage constraints and power take-off force constraints.
16 TIDAL AND WAVE POWER↗
A block coordinate descent optimizer for classification problems exploiting convexity.
Abstract not provided.
Patel, Ravi Ghanshyam↗
A block coordinate descent optimizer for classification problems exploiting convexity.
Abstract not provided.
Gulian, Mamikon↗
Learning concave-convex profiles of data transport over dedicated connections
Dedicated data transport infrastructures are increasingly being deployed to support distributed big-data and high-performance computing scenarios. These infrastructures employ data transfer nodes that use sophisticated software stacks to support network transport among sites, which often house distributed file and storage systems. Throughput measurements collected over such infrastructures for a range of round trip times (RTTs) reflect the underlying complex end-to-end connections, and have revealed dichotomous throughput profiles as functions of RTT. In particular, concave regions of throughput profiles at lower RTTs indicate near-optimal performance, and convex regions at higher RTTs indicate bottlenecks due to factors such as buffer or credit limits. We present a machine learning method that explicitly infers these concave and convex regions and transitions between them using sigmoid functions. We also provide distribution-free confidence estimates for the generalization error of these concave-convex profile estimates. Throughput profiles for data transfers over 10 Gbps connections with 0–366 ms RTT provide important performance insights, including the near optimality of transfers performed with the XDD tool between XFS filesystems, and the performance limits of wide-area Lustre extensions using LNet routers. A direct application of generic machine learning packages does not adequately highlight these critical performance regions or provide as precise confidence estimates.
Rao, Nageswara↗
Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching
This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the convex quadratic relaxation of the optimal transmission switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. Next, we introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the optimal transmission switching problem in power systems. Using the proposed improvements, along with bound propagation, on 23 medium-sized test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on five instances. The tightened model has promising computational results when compared with state-of-the-art formulations.
97 MATHEMATICS AND COMPUTING↗
Identifying and Characterizing Non-Convexities in the Feasible Spaces of Optimal Power Flow Problems
Optimal power flow (OPF) is an important problem in the operation of electric power systems. The solution to an OPF problem provides a minimum cost operating point that satisfies constraints imposed by both the non-linear power flow equations and engineering limits. These constraints can yield non-convex feasible spaces that result in significant computational challenges. This brief proposes an algorithm that identifies and characterizes non-convexities in OPF feasible spaces. This algorithm searches for a pair of feasible points whose connecting line segment contains an infeasible point. Such points certify the existence of a non-convexity in the OPF feasible space. Moreover, the constraint violations at the infeasible point along the connecting line segment physically characterize a cause of the non-convexity. Numerical demonstrations include a small illustrative example as well as applications to various test cases.
Molzahn, Daniel K.↗