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DOE OSTI2022

A computationally efficient algorithm for computing convex hull prices

Electricity markets worldwide allow participants to bid non-convex production offers. While non-convex offers can more accurately reflect a resource's capabilities, they create challenges for market clearing processes. For example, system operators may be required to execute side payments to participants whose costs are not covered through energy sales as determined via traditional locational marginal pricing schemes. Convex hull pricing minimizes this and other types of side payments while providing uniform (i.e., locationally and temporally consistent) prices. Computing convex hull prices involves solving either a large-scale linear program or the Lagrangian dual of the corresponding non-convex scheduling problem. Further, the former approach requires explicit descriptions of market participants' convex hulls. While linear programs for computing convex hull prices are large, their structure is naturally decomposable by generators. Here, in this work, we propose and empirically analyze a Benders decomposition approach to computing convex hull prices that leverages recent advances in convex hull formulations for thermal generating units. We demonstrate across a large set of test instances that our decomposition approach only requires modest computational effort, obtaining solutions at least an order of magnitude faster than the equivalent large-scale linear programming approach. Overall, we provide a computationally feasible method for computing convex hull prices for industrial scale market clearing problems, enabling the possibility of practical adoption of this advanced pricing mechanism.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

NASA NTRS1987

Nonlinear programming extensions to rational function approximations of unsteady aerodynamics

This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.

Tiffany, Sherwood H.↗

DOE OSTI2024

Scalable semidefinite programming approach to variational embedding for quantum many-body problems

In quantum embedding theories, a quantum many-body system is divided into localized clusters of sites which are treated with an accurate ‘high-level’ theory and glued together self-consistently by a less accurate ‘low-level’ theory at the global scale. The recently introduced variational embedding approach for quantum many-body problems combines the insights of semidefinite relaxation and quantum embedding theory to provide a lower bound on the ground-state energy that improves as the cluster size is increased. The variational embedding method is formulated as a semidefinite program (SDP), which can suffer from poor computational scaling when treated with black-box solvers. Here, we exploit the interpretation of this SDP as an embedding method to develop an algorithm which alternates parallelizable local updates of the high-level quantities with updates that enforce the low-level global constraints. Moreover, we show how translation invariance in lattice systems can be exploited to reduce the complexity of projecting a key matrix to the positive semidefinite cone.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1988

Nonlinear programming extensions to rational function approximation methods for unsteady aerodynamic forces

The approximation of unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft are discussed. Two methods of formulating these approximations are extended to include the same flexibility in constraining the approximations and the same methodology in optimizing nonlinear parameters as another currently used extended least-squares method. Optimal selection of nonlinear parameters is made in each of the three methods by use of the same nonlinear, nongradient optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is lower order than that required when no optimization of the nonlinear terms is performed. The free linear parameters are determined using the least-squares matrix techniques of a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from different approaches are described and results are presented that show comparative evaluations from application of each of the extended methods to a numerical example.

Tiffany, Sherwood H.↗

DOE OSTI2020

A Generalized Framework for Service Restoration in a Resilient Power Distribution System

An electric power grid is one of the complex infrastructures, and because of its complex nature, there is simply no way that outages can be completely avoided. Thus, a modern society that depends on reliable electric supply requires a resilient electric system that can recover from disruptions while integrating emerging smart grid technologies. Here, this article presents a novel approach for service restoration in a modern power distribution system with controllable switches and distributed generation (DG) resources for any kind of outage. The proposed framework supports both the traditional service restoration using feeder reconfiguration and the grid-forming DG-assisted intentional islands that are dynamically sized using algorithms based on the fault scenario, available resources, and priority of loads. The problem is formulated as a mixed-integer linear program that incorporates critical system connectivity and operating constraints. Simulations are performed to demonstrate the effectiveness of the proposed approach using a large-scale four-feeder 1069-bus three-phase unbalanced distribution test system. It is demonstrated that the framework is effective in utilizing all available resources in quickly restoring the power supply to improve resiliency during extreme events and is scalable for a large-scale unbalanced power distribution system.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2018

A link-node reformulation of ridesharing user equilibrium with network design

Though the conventional network design is extensively studied, the network design problem for ridesharing, in particular, the deployment of high-occupancy toll (HOT) lanes, remains understudied. Here this paper focuses on one type of network design problem as to whether existing roads should be retrofit into HOT lanes. It is a continuous bi-level mathematical program with equilibrium constraints. The lower level problem is ridesharing user equilibrium (RUE). To reduce the problem size and facilitate computation, we reformulate RUE in the link-node representation. Then we extend the RUE framework to accommodate the presence of HOT lanes and tolls. Algorithms are briefly discussed and numerical examples are illustrated on the Braess network and the Sioux Falls network, respectively. Results show that carefully selecting the deployment of HOT lanes can improve the overall system travel time.

42 ENGINEERING↗

DOE OSTI2019

Chance Constraints for Improving the Security of AC Optimal Power Flow

This paper introduces a scalable method for improving the solutions of ac optimal power flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The aim of this paper is on providing solutions that are more robust to short-term deviations, and that optimize both the initial operating point and a parametrized response policy for control during fluctuations. We formulate this as a chance-constrained optimization problem. To obtain a tractable representation of the chance constraints, we introduce a number of modeling assumptions and leverage recent theoretical results to reformulate the problem as a convex, second-order cone program, which is efficiently solvable even for large instances. Our experiments demonstrate that the proposed procedure improves the feasibility and cost performance of the OPF solution, while the additional computation time is on the same magnitude as a single deterministic AC OPF calculation.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2019

An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs

We develop an adaptive, multivariate partitioning algorithm for solving nonconvex, Mixed-Integer Nonlinear Programs (MINLPs) with polynomial functions to global optimality. In particular, we present an iterative algorithm that exploits piecewise, convex relaxation approaches via disjunctive formulations to solve MINLPs that is different than conventional spatial branch-and-bound approaches. The algorithm partitions the domains of variables in an adaptive and non-uniform manner at every iteration to focus on productive areas of the search space. Furthermore, domain reduction techniques based on sequential, optimization-based bound-tightening and piecewise relaxation techniques, as a part of a presolve step, are integrated into the main algorithm. Finally, we demonstrate the effectiveness of the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare our algorithm with state-of-the-art global optimization solvers. With our novel approach, we solve several large-scale instances, some of which are not solvable by state-of-the-art solvers. We also succeed in reducing the best known optimality gap for a hard, generalized pooling problem instance.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

A lower bound for a finite-scenario-based chance-constrained program is the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of solving larger subproblems. The quality of the bound depends on how the scenarios are grouped. In this paper, we formulate a mixed-integer bilevel program that optimally groups scenarios to tighten the quantile bounds. For general chance-constrained programs, we propose a branch-and-cut algorithm to optimize the bilevel program, and for chance-constrained linear programs, a mixed-integer linear-programming reformulation is derived. Here, we also propose several heuristics for grouping similar or dissimilar scenarios. Our computational results demonstrate that optimal grouping bounds are much tighter than heuristic bounds, resulting in smaller root-node gaps and better performance of scenario decomposition for solving chance-constrained 0-1 programs. Also, the optimal grouping bounds can be greatly strengthened using larger group size.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

A mixed-integer conic programming formulation for computing the flexibility index under multivariate gaussian uncertainty

We present a methodology for computing the flexibility index when uncertainty is characterized using multivariate Gaussian random variables. Our approach computes the flexibility index by solving a mixed-integer conic program (MICP). This methodology directly characterizes ellipsoidal sets to capture correlations in contrast to previous methodologies that employ approximations. We also show that, under a Gaussian representation, the flexibility index can be used to obtain a lower bound for the so-called stochastic flexibility index (i.e., the probability of having feasible operation). Our results also show that the methodology can be generalized to capture different types of uncertainty sets.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Complete Assembly of Circular and Chloroplast Genomes Based on Global Optimization

This paper focuses on the last two stages of genome assembly, namely scaffolding and gap-filling, and shows that they can be solved as part of a single optimization problem. Our approach is based on modeling genome assembly as a problem of finding a simple path in a specific graph that satisfies as many as possible of the distance constraints encoding the insert-size information. We formulate it as a mixed-integer linear programming problem and apply an optimization solver to find the exact solutions on a benchmark of chloroplasts. We show that the presence of repetitions in the set of unitigs is the main reason for the existence of multiple equivalent solutions that are associated to alternative subpaths. We also describe two sufficient conditions and we design efficient algorithms for identifying these subpaths. Comparisons of the results achieved by our tool with the ones obtained with recent assemblers are presented.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2020

Theory Manual for the Fuel Cycle Analysis Code REBUS

REBUS is a system of programs designed for the fuel cycle analysis of fast reactors and accelerator-driven systems. The first version of REBUS was developed in 1970 for calculating the equilibrium operating conditions of liquid metal fast breeder reactors. During the past five decades, various extensions and refinements have been made in the simulation of material motions in fuel cycle facilities and the solution of the neutronics and isotopic transmutation equations that govern the reactor behavior. The latest version complies with the standard code practices and interface dataset specifications of the committee on computer code coordination (CCCC). This report provides a detailed description of the physical processes and their mathematical models and solution methods of the current production version of REBUS. The models of the facilities and physical processes involved in fast reactor fuel cycle are first discussed. Then the mathematical formulation of these physical models is presented, followed by detailed discussions of solution methods of the resulting set of equations. Finally the output edit quantities are discussed along with their definitions.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

DOE OSTI2022

Neural Thermal Scattering (NeTS) Modules for Graphite & Beryllium [Slides]

This presentation discusses the motivations behind the project, which include facilitating compact formulation for TSL data, extending AI knowledge, and providing advanced reactor simulation framework. It also discusses how the project accounts for beryllium and graphite complexity, including atomistic, dynamical, and neural. Additionally, new material-informed neural thermal scattering (NeTS) Modules are examined. The implications, conclusions, and plan future work for the project are also discussed.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2016

PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve further as more functionality is added in the future.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1993

Application of symbolic and algebraic manipulation software in solving applied mechanics problems

As its name implies, symbolic and algebraic manipulation is an operational tool which not only can retain symbols throughout computations but also can express results in terms of symbols. This report starts with a history of symbolic and algebraic manipulators and a review of the literatures. With the help of selected examples, the capabilities of symbolic and algebraic manipulators are demonstrated. These applications to problems of applied mechanics are then presented. They are the application of automatic formulation to applied mechanics problems, application to a materially nonlinear problem (rigid-plastic ring compression) by finite element method (FEM) and application to plate problems by FEM. The advantages and difficulties, contributions, education, and perspectives of symbolic and algebraic manipulation are discussed. It is well known that there exist some fundamental difficulties in symbolic and algebraic manipulation, such as internal swelling and mathematical limitation. A remedy for these difficulties is proposed, and the three applications mentioned are solved successfully. For example, the closed from solution of stiffness matrix of four-node isoparametrical quadrilateral element for 2-D elasticity problem was not available before. Due to the work presented, the automatic construction of it becomes feasible. In addition, a new advantage of the application of symbolic and algebraic manipulation found is believed to be crucial in improving the efficiency of program execution in the future. This will substantially shorten the response time of a system. It is very significant for certain systems, such as missile and high speed aircraft systems, in which time plays an important role.

Tsai, Wen-Lang↗

NASA NTRS2003

Tensegrity I. Cell structure and hierarchical systems biology

In 1993, a Commentary in this journal described how a simple mechanical model of cell structure based on tensegrity architecture can help to explain how cell shape, movement and cytoskeletal mechanics are controlled, as well as how cells sense and respond to mechanical forces (J. Cell Sci. 104, 613-627). The cellular tensegrity model can now be revisited and placed in context of new advances in our understanding of cell structure, biological networks and mechanoregulation that have been made over the past decade. Recent work provides strong evidence to support the use of tensegrity by cells, and mathematical formulations of the model predict many aspects of cell behavior. In addition, development of the tensegrity theory and its translation into mathematical terms are beginning to allow us to define the relationship between mechanics and biochemistry at the molecular level and to attack the larger problem of biological complexity. Part I of this two-part article covers the evidence for cellular tensegrity at the molecular level and describes how this building system may provide a structural basis for the hierarchical organization of living systems--from molecule to organism. Part II, which focuses on how these structural networks influence information processing networks, appears in the next issue.

NASA Program Fundamental Space Biology↗

NASA NTRS2017

Numerical Modeling of Saturated Boiling in a Heated Tube

This paper describes a mathematical formulation and numerical solution of boiling in a heated tube. The mathematical formulation involves a discretization of the tube into a flow network consisting of fluid nodes and branches and a thermal network consisting of solid nodes and conductors. In the fluid network, the mass, momentum and energy conservation equations are solved and in the thermal network, the energy conservation equation of solids is solved. A pressure-based, finite-volume formulation has been used to solve the equations in the fluid network. The system of equations is solved by a hybrid numerical scheme which solves the mass and momentum conservation equations by a simultaneous Newton-Raphson method and the energy conservation equation by a successive substitution method. The fluid network and thermal network are coupled through heat transfer between the solid and fluid nodes which is computed by Chen's correlation of saturated boiling heat transfer. The computer model is developed using the Generalized Fluid System Simulation Program and the numerical predictions are compared with test data.

Majumdar, Alok↗

DOE OSTI2018

Ductile Fracture - Gradient Regularization

Nuclear weapons alteration (ALT) and life extension programs (LEP) are of primary interest to the mission of Sandia National Laboratories. These programs continue to require experimental exploration and computational simulation of ductile failure scenarios to address qualification. Therefore, we invest in generating understanding about ductile failure as demonstrated though experimental procedures and computational simulation of engineering environments. In particular, we study an approach to ductile failure that incorporates the notion of phase-field fracture into our models of inelasticity appropriate for structural alloys. This report covers the formulations of the constitutive model and fracture models used within the phase-field approach and provides some numerical examples highlighting features and the state of the capability.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗