Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic 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.

At least 271 records · Page 15
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Identifying Hydropower Operational Flexibilities in Presence of Streamflow and Net-load Uncertainty (Final Technical report)

In the existing operations, hydropower contributions to future system flexibility are generally modeled while maintaining traditional operating rules and constraints in supporting grid operation, such as the balancing of variable renewable energy production. Moreover, operation of large scale hydropower systems on major rivers has been investigated for decades, utilizing various systems engineering approaches, with the evolving electric grid, as the result of renewable resources integration, compounded by the changing climate (variability of river flows, intensification of hydrologic cycle resulting in more frequent extreme events) affecting water availability, the need for more advanced stochastic modeling and effective uncertainty analysis approaches have become necessary. The research results supported by this funding and presented in this report provide a new look at hydropower operational flexibility enforced by the changes identified above. Understanding how hydropower operates in response to the underlying uncertainties with respect to the system constraints is crucial in identifying its operational flexibility potentials. In this project, the flexibility of the operating hydropower facility is described by capturing uncertainties in both water and power system and formulating the operations as a multistage stochastic optimization problem. The proposed approach supports short- to seasonal-term operations and planning decision horizons.

13 HYDRO ENERGY↗
DOE OSTI2011

Computational Needs for the Next Generation Electric Grid Proceedings

The April 2011 DOE workshop, 'Computational Needs for the Next Generation Electric Grid', was the culmination of a year-long process to bring together some of the Nation's leading researchers and experts to identify computational challenges associated with the operation and planning of the electric power system. The attached papers provide a journey into these experts' insights, highlighting a class of mathematical and computational problems relevant for potential power systems research. While each paper defines a specific problem area, there were several recurrent themes. First, the breadth and depth of power system data has expanded tremendously over the past decade. This provides the potential for new control approaches and operator tools that can enhance system efficiencies and improve reliability. However, the large volume of data poses its own challenges, and could benefit from application of advances in computer networking and architecture, as well as data base structures. Second, the computational complexity of the underlying system problems is growing. Transmitting electricity from clean, domestic energy resources in remote regions to urban consumers, for example, requires broader, regional planning over multi-decade time horizons. Yet, it may also mean operational focus on local solutions and shorter timescales, as reactive power and system dynamics (including fast switching and controls) play an increasingly critical role in achieving stability and ultimately reliability. The expected growth in reliance on variable renewable sources of electricity generation places an exclamation point on both of these observations, and highlights the need for new focus in areas such as stochastic optimization to accommodate the increased uncertainty that is occurring in both planning and operations. Application of research advances in algorithms (especially related to optimization techniques and uncertainty quantification) could accelerate power system software tool performance, i.e. speed to solution, and enhance applicability for new and existing real-time operation and control approaches, as well as large-scale planning analysis. Finally, models are becoming increasingly essential for improved decision-making across the electric system, from resource forecasting to adaptive real-time controls to online dynamics analysis. The importance of data is thus reinforced by their inescapable role in validating, high-fidelity models that lead to deeper system understanding. Traditional boundaries (reflecting geographic, institutional, and market differences) are becoming blurred, and thus, it is increasingly important to address these seams in model formulation and utilization to ensure accuracy in the results and achieve predictability necessary for reliable operations. Each paper also embodies the philosophy that our energy challenges require interdisciplinary solutions - drawing on the latest developments in fields such as mathematics, computation, economics, as well as power systems. In this vein, the workshop should be viewed not as the end product, but the beginning of what DOE seeks to establish as a vibrant, on-going dialogue among these various communities. Bridging communication gaps among these communities will yield opportunities for innovation and advancement. The papers and workshop discussion provide the opportunity to learn from experts on the current state-of-the-art on computational approaches for electric power systems, and where one may focus to accelerate progress. It has been extremely valuable to me as I better understand this space, and consider future programmatic activities. I am confident that you too will enjoy the discussion, and certainly learn from the many experts. I would like to thank the authors of the papers for sharing their perspectives, as well as the paper discussants, session recorders, and participants. The meeting would not have been as successful without your commitment and engagement. I also would like to thank Joe Eto and Bob Thomas for their vision and leadership in bringing together such a well-structured and productive forum.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2016

Application of Optimal Production Control theory for Home Energy Management in a Micro Grid

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to those studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.

Malikopoulos, Andreas↗
DOE OSTI2021

Towards a Robust Sampling Approach: A Computational Review and Design

As pointed out in several other works, the estimation of the reliability of the electrical grid can not be conducted without the estimation of the stochastic phenomena of electicity demand and electricity production by variable renewable sources. Therefore, sampling procedures have become integral in the design of engineering structures and analysis. Commonly referred to as Monte Carlo uncertainty analysis or integration, the general objective of these procedures is to establish specifics about the uncertainty of an output characteristic of such an engineering system, given uncertainty about its input characteristics. These sampling procedures are applied in a context in which establishing such specifics cannot be performed through other means. Variance-reduction techniques are designed to lessen the variability among estimators to estimate statistics of those output uncertainties. Importance-sampling techniques, on the other hand, are designed to reduce the number of samples needed to estimate a particular statistic—e.g., a tail probability. The combination of these approaches can reduce the computational burden considerably for a particular estimator and statistic. Importance sampling—geared and designed as it is toward improving a particular estimator—suffers, unfortunately, from the unintended consequence of reducing the performance of other estimators in terms of their variance. The objective of this paper is to offer an alternative sampling procedure where this variance does not grow unacceptably large for a suite of estimators. Moreover, it is anticipated that, with additional knowledge of how an engineering output characteristic responds to its input characteristics, tuning parameters of the input’s sampling procedure can be set to improve the output characteristic’s estimation. This work proves the effectiveness of the suggested alternative approach. Such positive outcome will lead to a decrease of the computational burden of performing stochastic optimization of integrated energy systems (e.g., components dispatch, and portfolio composition). In particular, capturing the contribution to the overall system cost of rare and unlikely events and patterns of the electricity demand and production will become less computationally expensive. This is due to the fact that the approach demonstrated here will allow the sampling of those rare occurrences more frequently without misrepresenting their probabilistic impacts.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2022

Airport Infrastructure Expansion Under Uncertainty

Multistage stochastic optimization can help transportation hubs like airports and seaports plan for future infrastructure expansion while considering risks from emerging technologies and changes in demand.

ADVANCED PROPULSION SYSTEMS,MATHEMATICS AND COMPUT↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies in solar energy prediction have shown the performance improvement of the proposed model over traditional BNNs.

14 SOLAR ENERGY↗
DOE OSTI2023

The Construction of Reduced Order Models for the HYBRID Repository

Reduced order models (ROMs) present an opportunity to reduce the computational burden of IES analysis using HYBRID models without significantly sacrificing data accuracy. Other applications of ROMs are digital twins, stochastic optimization studies, model exporting, and protection of proprietary information. In this paper the capability of creating ROMs of the models within the HYBRID repository will be demonstrated. Specifically, a linear regression ROM of a gas turbine and a dynamic mode decomposition with control (DMDc) ROM of a lithium-ion battery are constructed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Delivery-Risk-Aware Flexibility Scheduling and Dispatch for Aggregated Flexible Loads

Flexible loads like smart thermostats and water heaters can shift energy consumption and provide flexibility to the grid. However, this flexibility is dependent on occupant behavior and can lead to delivery risk, which causes utilities and grid operations to consider them as unreliable for purposes of grid operation. To date, they have not been well integrated into wholesale electricity markets or ancillary service offerings. With proper consideration of uncertainty and risk, these resources can be one of the most cost-effective sources of flexibility. This work uses stochastic optimization to quantify and bid flexibility from a fleet of flexible resources while considering their delivery risk.

DER↗
DOE OSTI2024

An Introduction to the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS): Preprint

Deployment and capability of distributed energy resources (DER) in power systems is growing rapidly. These resources present an opportunity for low-cost provision of energy and grid services. The Federal Energy Regulatory Commission recently provided rulings to enable market participation of these distribution-connected resources, but the prevailing strategies for their management may not scale well to meet future needs. This paper introduces the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FASTDERMS) which was designed to address this need. In it we describe the architectural features of the approach, and a reference controls implementation employing a hierarchical coordination that includes stochastic optimization, model predictive control, and a simple real-time management scheme. Sample results from simulation show firm transmission-level service provision measured at the distribution substation.

DERMS↗
DOE OSTI2020

Online accelerator optimization with a machine learning-based stochastic algorithm

Abstract Online optimization is critical for realizing the design performance of accelerators. Highly efficient stochastic optimization algorithms are needed for many online accelerator optimization problems in order to find the global optimum in the non-linear, coupled parameter space. In this study, we propose to use the multi-generation Gaussian process optimizer for online accelerator optimization and demonstrate that the algorithm is significantly more efficient than other stochastic algorithms that are commonly used in the accelerator community.

Zhang, Zhe (ORCID:0000000281430381)↗
DOE OSTI2018

Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces

In this work, we develop the necessary conditions of optimality for partially observed control problems governed by stochastic integrodifferential equations of neutral type on Hilbert spaces driven by relaxed controls. Under suitable conditions, we establish the existence and the uniqueness of mild solution which has a continuous modification. We prove the continuity of the control to the solution map. Then we consider an optimal control problem of Bolza type. Using these results we give necessary conditions of optimality for a class of stochastic integrodifferential equations of neutral type on Hilbert spaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Distributionally Robust Optimization Framework for Stochastic Assessment of Power System Flexibility in Economic Dispatch

Given the complexity of power systems, particularly the high-dimensional variability of net loads, accurately depicting the entire operational range of net loads poses a challenge. To address this, recent methodologies have sought to gauge the maximum range of net load uncertainty across all buses. In this paper, we consider the stochastic nature of the net load and introduce a distributionally robust optimization framework that assesses system flexibility stochastically, accommodating a minimal extent of system violations. We verify the proposed method by solving the flexibility of the economic dispatch problem on four distinct IEEE standard test systems. Compared to traditional deterministic flexibility evaluations, our approach consistently yields less conservative flexibility outcomes.

distributionally robust optimization↗
DOE OSTI2014

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. 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.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗
DOE OSTI2016

Computing the optimal path in stochastic dynamical systems

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological Uncertainty

Ensemble-based stochastic gradient methods, such as the ensemble optimization (EnOpt) method, the simplex gradient (SG) method, and the stochastic simplex approximate gradient (StoSAG) method, approximate the gradient of an objective function using an ensemble of perturbed control vectors. These methods are increasingly used in solving reservoir optimization problems because they are not only easy to parallelize and couple with any simulator but also computationally more efficient than the conventional finite-difference method for gradient calculations. In this work, we show that EnOpt may fail to achieve sufficient improvement of the objective function when the differences between the objective function values of perturbed control variables and their ensemble mean are large. On the basis of the comparison of EnOpt and SG, we propose a hybrid gradient of EnOpt and SG to save on the computational cost of SG. We also suggest practical ways to reduce the computational cost of EnOpt and StoSAG by approximating the objective function values of unperturbed control variables using the values of perturbed ones. We first demonstrate the performance of our improved ensemble schemes using a benchmark problem. Results show that the proposed gradients saved about 30–50% of the computational cost of the same optimization by using EnOpt, SG, and StoSAG. As a real application, we consider pressure management in carbon storage reservoirs, for which brine extraction wells need to be optimally placed to reduce reservoir pressure buildup while maximizing the net present value. Results show that our improved schemes reduce the computational cost significantly.

58 GEOSCIENCES↗