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Results for “mathematical programming formulations”

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.

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At least 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Scalable Optimization Methods for Distribution Networks With High PV Integration

Here this paper proposes a suite of algorithms to determine the active- and reactive-power setpoints for photovoltaic (PV) inverters in distribution networks. The objective is to optimize the operation of the distribution feeder according to a variety of performance objectives and ensure voltage regulation. In general, these algorithms take a form of the widely studied ac optimal power flow (OPF) problem. For the envisioned application domain, nonlinear power-flow constraints render pertinent OPF problems nonconvex and computationally intensive for large systems. To address these concerns, we formulate a quadratic constrained quadratic program (QCQP) by leveraging a linear approximation of the algebraic power-flow equations. Furthermore, simplification from QCQP to a linearly constrained quadratic program is provided under certain conditions. The merits of the proposed approach are demonstrated with simulation results that utilize realistic PV-generation and load-profile data for illustrative distribution-system test feeders.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1984

3-D inelastic analysis methods for hot section components (base program)

A 3-D inelastic analysis methods program consists of a series of computer codes embodying a progression of mathematical models (mechanics of materials, special finite element, boundary element) for streamlined analysis of combustor liners, turbine blades, and turbine vanes. These models address the effects of high temperatures and thermal/mechanical loadings on the local (stress/strain) and global (dynamics, buckling) structural behavior of the three selected components. These models are used to solve 3-D inelastic problems using linear approximations in the sense that stresses/strains and temperatures in generic modeling regions are linear functions of the spatial coordinates, and solution increments for load, temperature and/or time are extrapolated linearly from previous information. Three linear formulation computer codes, referred to as MOMM (Mechanics of Materials Model), MHOST (MARC-Hot Section Technology), and BEST (Boundary Element Stress Technology), were developed and are described.

Wilson, R. B.↗
DOE OSTI2016

An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

42 ENGINEERING↗
DOE OSTI2018

Exact and heuristic algorithms for minimizing Tardy/Lost penalties on a single-machine scheduling problem

This paper addresses minimizing Tardy/Lost penalties with common due dates on a single machine. According to this penalty criterion, if tardiness of a job exceeds a predefined value, the job will be lost and penalized by a fixed value. The problem is formulated as an integer programming model, and a heuristic algorithm is constructed. Then, using the proposed dominance rules and lower bounds, we develop two dynamic programming algorithms as well as a branch and bound. Experimental results show that the heuristic algorithm has an average optimality gap less than 2 % in all problem sizes. Instances up to 250 jobs with low variety of process times are optimally solved and for high process time varieties, the algorithms solved all instances up to 75 jobs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Extended aeroelastic analysis for helicopter rotors with prescribed hub motion and blade appended penduluum vibration absorbers

The mathematical development for the expanded capabilities of the G400 rotor aeroelastic analysis was examined. The G400PA expanded analysis simulates the dynamics of all conventional rotors, blade pendulum vibration absorbers, and the higher harmonic excitations resulting from prescribed vibratory hub motions and higher harmonic blade pitch control. The methodology for modeling the unsteady stalled airloads of two dimensional airfoils is discussed. Formulations for calculating the rotor impedance matrix appropriate to the higher harmonic blade excitations are outlined. This impedance matrix, and the associated vibratory hub loads, are the rotor dynamic characteristic elements for use in the simplified coupled rotor/fuselage vibration analysis (SIMVIB). Updates to the development of the original G400 theory, program documentation, user instructions and information are presented.

Bielawa, R. L.↗
NASA NTRS2008

Spline-Based Smoothing of Airfoil Curvatures

Constrained fitting for airfoil curvature smoothing (CFACS) is a splinebased method of interpolating airfoil surface coordinates (and, concomitantly, airfoil thicknesses) between specified discrete design points so as to obtain smoothing of surface-curvature profiles in addition to basic smoothing of surfaces. CFACS was developed in recognition of the fact that the performance of a transonic airfoil is directly related to both the curvature profile and the smoothness of the airfoil surface. Older methods of interpolation of airfoil surfaces involve various compromises between smoothing of surfaces and exact fitting of surfaces to specified discrete design points. While some of the older methods take curvature profiles into account, they nevertheless sometimes yield unfavorable results, including curvature oscillations near end points and substantial deviations from desired leading-edge shapes. In CFACS as in most of the older methods, one seeks a compromise between smoothing and exact fitting. Unlike in the older methods, the airfoil surface is modified as little as possible from its original specified form and, instead, is smoothed in such a way that the curvature profile becomes a smooth fit of the curvature profile of the original airfoil specification. CFACS involves a combination of rigorous mathematical modeling and knowledge-based heuristics. Rigorous mathematical formulation provides assurance of removal of undesirable curvature oscillations with minimum modification of the airfoil geometry. Knowledge-based heuristics bridge the gap between theory and designers best practices. In CFACS, one of the measures of the deviation of an airfoil surface from smoothness is the sum of squares of the jumps in the third derivatives of a cubicspline interpolation of the airfoil data. This measure is incorporated into a formulation for minimizing an overall deviation- from-smoothness measure of the airfoil data within a specified fitting error tolerance. CFACS has been extensively tested on a number of supercritical airfoil data sets generated by inverse design and optimization computer programs. All of the smoothing results show that CFACS is able to generate unbiased smooth fits of curvature profiles, trading small modifications of geometry for increasing curvature smoothness by eliminating curvature oscillations and bumps (see figure).

Li, W.↗
DOE OSTI2023

Derivative-based SINDy (DSINDy): Addressing the challenge of discovering governing equations from noisy data

Recent advances in the field of data-driven dynamics allow for the discovery of ODE systems using state measurements. One approach, known as Sparse Identification of Nonlinear Dynamics (SINDy), assumes the dynamics are sparse within a predetermined basis in the states and finds the expansion coefficients through linear regression with sparsity constraints. This approach requires an accurate estimation of the state time derivatives, which is not necessarily possible in the high-noise regime without additional constraints. We present an approach called Derivative-based SINDy (DSINDy) that combines two novel methods to improve ODE recovery at high-noise levels. First, we denoise the state variables by applying a projection operator that leverages the assumed basis for the system dynamics. Second, we use a second order cone program (SOCP) to find the derivative and governing equations simultaneously. We derive theoretical results for the projection-based denoising step, which allow us to estimate the values of hyperparameters used in the SOCP formulation. This underlying theory helps limit the number of required user-specified parameters. Finally, we present results demonstrating that our approach leads to improved system recovery for the Van der Pol oscillator, the Duffing oscillator, the Rössler attractor, and the Lorenz 96 model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Cyber-Physical Attacks With Control Objectives

This study studies attackers with control objectives against cyber-physical systems (CPSs). The goal of the attacker is to counteract the CPS's controller and move the system to a target state while evading detection. We formulate a cost function that reflects the attacker's goals, and, using dynamic programming, we show that the optimal attack strategy reduces to a linear feedback of the attacker's state estimate. By changing the parameters of the cost function, we show how an attacker can design optimal attacks to balance the control objective and the detection avoidance objective. In conclusion, we provide a numerical illustration based on a remotely controlled helicopter under attack.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Reassessing the Market—Computation Interface to Enhance Grid Security and Efficiency

The goal of this project is to reconsider core market and reliability processes that can potentially yield to transformative advances in power grid security, reliability, and efficiency. Current electric power market designs are strongly a function of computing capabilities and limitations that were available in the mid-to-late 1990s, circa deregulation. This includes constructs such as: (1) a 2-tiered day-ahead/real-time market construct; and (2) linearized (“DC”) real power flow approximations in dispatch and pricing. At that time, state-of-the-art computational capabilities could at the limit address deterministic mixed-integer programming formulations of unit commitment (UC) and linear programming formulations of economic dispatch (ED) at limited fidelity and scale. Such constraints forced limited look-ahead time-horizons, crude approximations of AC power flow physics and operations, and artificial partitioning between day-ahead markets, hour(s)-ahead reliability processes, and real-time markets. Consequently, these limitations have resulted in limited security and reliability with increasing out-of-market payments, particularly as uncertainty associated with renewables and distributed energy resources grows.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2019

Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach

We detail a mixed complementarity problem (MCP) formulation of continuous state dynamic programming problems (DP-MCP). We write the solution to projection methods in value function iteration (VFI) as a joint set of optimality conditions that characterize maximization of the Bellman equation; and approximation of the value function. The MCP approach replaces the iterative component of projection based VFI with a one-shot solution to a square system of complementary conditions. We provide three numerical examples to illustrate our approach.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2019

Scenario Complexity for Unmanned Aircraft System Traffic

This work introduces an approach to estimate the complexity of a low-altitude air traffic scenario involving multiple UASs using mathematical programming. Given a set of multi-point UAS flight trajectories, vehicle dynamics, and a conflict resolution algorithm, an abstract model is developed such that it can be solved quickly using a mathematical programming optimization software without running high-fidelity simulations that can be computationally expensive and may not suit real-time apA quick and accurate assessment of complexity for a given traffic scenario can help plan and schedule flights to alleviate traffic bottleneck and mitigate operation risks, especially for unmanned aerial system traffic management where high traffic density or complexity is expected. This work introduces a traffic scenario complexity metric that was constructed based on the number of potential conflicts weighted by the conflict resolution cost associated. The cost associated with a conflict is calculated based on the corresponding conflict resolution maneuvers. To obtain the conflict resolution maneuvers, a MILP-based optimization was formulated with the vehicle model and conflict management parameters incorporated. To evaluate the complexity metrics, an approach of using measurements from high-fidelity simulations was proposed. The scenario complexity measurements for 920 random-generated scenarios were obtained through high-fidelity simulations and treated as the ground truth. Two statistics methods: Pearson and Alternative Conditional Expectations were applied for analysis. The results showed that the number of flights has low correlation with the scenario complexity according to the correlation coefficients calculated by both methods. The Alternative Conditional Expectations method shows that the proposed scenario complexity metric has better correlation with the ground truth than the number of potential conflicts.plications. In the abstract model, each vehicle is represented by a time-varied vector associated with position, speed, and heading information. The total extra distance that aircraft need to divert from their original routes to avoid collisions is computed and used to setup a quadratic programming formula. The metrics including the number of conflicts and extra distances travelled by all vehicles are then utilized to estimate the complexity of a given UAS flight scenario. Results and verification against high-fidelity simulations will be provided in the final draft.

traffic complexity↗
DOE OSTI2019

OPERATIONAL TOPOLOGY ESTIMATION OF THREE PHASE UNBALANCED POWER DISTRIBUTION SYSTEMS WITH OUTAGES

Distribution grid, in general, is constructionally loopy but a radially operated network. Opening and closing of suitable tie-switches allows transition from one radial topology to another. Tie-switches ensure reliability and provide restoration paths when faults (outages) occur. The estimation of the system's current operational topology is a precursor to implementing any optimal control actions (during normal operation) or restorative actions (during outage condition). The existing literature in topology detection suffers with several limitations including: (1) computationally intensive nonlinear formulations that are not scalable for large distribution systems, (2) methods requiring exhaustive search for the correct topology by enumerating the complete topological search space, and (3) approaches requiring large volumes of time-series measurements and are not applicable for estimating continuously changing operational topology. Furthermore, the existing literature on distribution grid topology estimation cannot be extended to estimate the operational topology during outage conditions. For operational topology estimation during outages, our objective is to estimate both energized radial feeder and the outaged sections. Starting with a radial topology, these methods identify outaged feeder sections and hence, are inapplicable when the current radial operational topology is not known. In this work, we present a mathematical programming approach to estimate the operational topology of a three-phase unbalanced power distribution system under both outage and normal operating conditions. The aforementioned limitations of existing literature were countered by modeling the problem as a mixed-integer linear programming (MILP) problem which minimizes the errors in available measurements while satisfying the power flow and structural constraints of the system. Specically, a minimum weighted least absolute value estimator is proposed that uses the instantaneous line flow measurements, historical/ forecasted load data, and ping measurements from a limited set of smart meters and solves an MILP to identify the operational topology based on a linearized three-phase unbalanced power flow model. The proposed approach is tested on IEEE 123-bus feeder and 1069 bus multi-feeder test system and the numerical results prove the applicability of the proposed method to large three phase unbalanced grids with high errors in measurements. It is observed that the approach performs well even at high percentages of measurement errors.

GANDLURU NAGA, ANANDINI↗
NASA NTRS1980

Thermal Pollution Mathematical Model. Volume 3: User's Manual for One-Dimensional Numerical Model for the Seasonal Thermocline

A user's manual for a one dimensional thermal model to predict the temperature profiles of a deep body of water for any number of annual cycles is presented. The model is essentially a set of partial differential equations which are solved by finite difference methods using a high speed digital computer. The model features the effects of area change with depth, nonlinear interaction of wind generated turbulence and buoyancy, adsorption of radiative heat flux below the surface, thermal discharges, and the effects of vertical convection caused by discharge. The main assumption in the formulation is horizontal homogeneity. The environmental impact of thermal discharges from power plants is emphasized. Although the model is applicable to most lakes, a specific site (Lake Keowee, S.C.) application is described in detail. The programs are written in FORTRAN 5.

Lee, S. S.↗
DOE OSTI2024

Solving the Grid Optimization Competition Challenge 3 Problem

The Grid Optimization Competition Challenge 3 Problem posed a multiperiod security-constrained unit commitment problem with base-case AC power flow. The problem formulation includes binary unit commitment decisions, nonlinear AC power flow and balance, dispatchable loads, and linearized contingency real power flow, among other features. This talk will present a modified consensus ADMM algorithm, which splits the problem into mixed-integer linear and nonlinear components, as a heuristic solution method for this large-scale mixed integer nonlinear program. We will present some computational results from the competition for our implementation and reflect on the challenges of participating the grid optimization competition.

AC power flow↗
DOE OSTI2023

Solving the Unit Commitment Problem: Polyhedral Theory, Symmetry, and Power Flow

In this talk, I will give an overview of mixed integer linear programming (MILP) formulations and extensions thereof which enable the effective solution of the unit commitment problem (UC) when paired with a commercial MILP solver. First, we will place UC in context, stressing the importance of achieving a (near) optimal solution. Then we will discuss the importance of perfect and "good-enough" formulations for individual generators / market participants. Some of these formulations enable symmetry-aware reformulations for identical market participants, which can be critical when symmetry is present. Finally, we will discuss approximations of AC power flow currently used in practice, and the challenges with including these approximations within the UC formulation.

MATHEMATICS AND COMPUTING↗
NASA NTRS1973

Automated procedure for design of wing structures to satisfy strength and flutter requirements

A pilot computer program was developed for the design of minimum mass wing structures under flutter, strength, and minimum gage constraints. The wing structure is idealized by finite elements, and second-order piston theory aerodynamics is used in the flutter calculation. Mathematical programing methods are used for the optimization. Computation times during the design process are reduced by three techniques. First, iterative analysis methods used to reduce significantly reanalysis times. Second, the number of design variables is kept small by not using a one-to-one correspondence between finite elements and design variables. Third, a technique for using approximate second derivatives with Newton's method for the optimization is incorporated. The program output is compared witH previous published results. It is found that some flutter characteristics, such as the flutter speed, can display discontinous dependence on the design variables (which are the thicknesses of the structural elements). It is concluded that it is undesirable to use such quantities in the formulation of the flutter constraint.

Haftka, R. T.↗
DOE OSTI2022

Security-Constrained Unit Commitment for Electricity Market: Modeling, Solution Methods, and Future Challenges

This paper summarizes the technical activities of the IEEE Task Force on Solving Large Scale Optimization Problems in Electricity Market and Power System Applications. This Task Force was established by the IEEE Technology and Innovation Subcommittee to first review the state-of-the-art of the security-constrained unit commitment (SCUC) business model, its mathematical formulation, and solution techniques in solving electricity market clearing problems. The Task Force then investigated the emerging challenges of future market clearing problems and presented efforts in building benchmark mathematical and business models.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Polyhedral approximation in mixed-integer convex optimization

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. Here, we intend to provide a broadly accessible introduction to our recent work in developing algorithms and software for this problem class. Our approach is based on constructing polyhedral outer approximations of the convex constraints, resulting in a global solution by solving a finite number of mixed-integer linear and continuous convex subproblems. The key advance we present is to strengthen the polyhedral approximations by constructing them in a higher-dimensional space. In order to automate this extended formulation we rely on the algebraic modeling technique of disciplined convex programming (DCP), and for generality and ease of implementation we use conic representations of the convex constraints. Although our framework requires a manual translation of existing models into DCP form, after performing this transformation on the MINLPLIB2 benchmark library we were able to solve a number of unsolved instances and on many other instances achieve superior performance compared with state-of-the-art solvers like Bonmin, SCIP, and Artelys Knitro.

97 MATHEMATICS AND COMPUTING↗