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At least 289 records · Page 16

Scalable Transmission Expansion Under Uncertainty Using Three-Stage Stochastic Optimization

The intermittent nature of renewable energy poses new challenges for power grids due to its variable and uncertain power output. These features of renewable generation are becoming more relevant to transmission planning as grids reach higher penetration levels of renewable energy. In this paper we present an approach for transmission planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using three-stage stochastic programming and the progressive hedging algorithm, we compute transmission expansion decisions on a modified RTS-GMLC test system. We augment the grid with large amounts of wind generation and consider many operational scenarios subject to wind uncertainty.

multi-stage stochastic optimization↗

The matrix product approximation for the dynamic cavity method

Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A high speed implementation of the random decrement algorithm

The algorithm is useful for measuring net system damping levels in stochastic processes and for the development of equivalent linearized system response models. The algorithm works by summing together all subrecords which occur after predefined threshold level is crossed. The random decrement signature is normally developed by scanning stored data and adding subrecords together. The high speed implementation of the random decrement algorithm exploits the digital character of sampled data and uses fixed record lengths of 2(n) samples to greatly speed up the process. The contributions to the random decrement signature of each data point was calculated only once and in the same sequence as the data were taken. A hardware implementation of the algorithm using random logic is diagrammed and the process is shown to be limited only by the record size and the threshold crossing frequency of the sampled data. With a hardware cycle time of 200 ns and 1024 point signature, a threshold crossing frequency of 5000 Hertz can be processed and a stably averaged signature presented in real time.

Kiraly, L. J.↗

A high-speed implementation of the random decrement algorithm

The algorithm is useful for measuring net system damping levels in stochastic processes and for the development of equivalent linearized system response models. The algorithm works by summing together all subrecords which occur after predefined threshold level is crossed. The random decrement signature is normally developed by scanning stored data and adding subrecords together. The high speed implementation of the random decrement algorithm exploits the digital character of sampled data and uses fixed record lengths of 2(n) samples to greatly speed up the process. The contributions to the random decrement signature of each data point was calculated only once and in the same sequence as the data were taken. A hardware implementation of the algorithm using random logic is diagrammed and the process is shown to be limited only by the record size and the threshold crossing frequency of the sampled data. With a hardware cycle time of 200 ns and 1024 point signature, a threshold crossing frequency of 5000 Hertz can be processed and a stably averaged signature presented in real time.

Kiraly, L. J.↗

Scalable Stochastic Transmission Expansion: A Use Case for ExaSGD

The intermittent nature of renewable energy poses new challenges for power grids due to its variable and un- certain power output. These features of renewable generation are becoming more relevant to transmission planning as grids reach higher penetration levels of renewable energy. In this paper we present an approach for transmission planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using three-stage stochastic programming and the progressive hedging algorithm, we compute transmission expansion decisions on a modified RTS-GMLC test system. We augment the grid with large amounts of wind generation and consider many operational scenarios subject to wind uncertainty. This is an example of a possible use of the ExaSGD security constrained AC optimal power flow solver.

Exascale Computing Project↗

Stochastic model of the residual acceleration environment in microgravity

We describe a theoretical investigation of the effects that stochastic residual accelerations (g-jitter) onboard spacecraft can have on experiments conducted in a microgravity environment. We first introduce a stochastic model of the residual acceleration field, and develop a numerical algorithm to solve the equations governing fluid flow that allow for a stochastic body force. We next summarize our studies of two generic situations: stochastic parametric resonance and the onset of convective flow induced by a fluctuating acceleration field.

Vinals, Jorge↗

A computer vision algorithm for interpreting lacustrine carbonate textures at Searles Valley, USA

Investigations of the paleohydrologies of pluvial lake systems have often employed lake carbonate deposits called “tufa” that grow subaqueously and can be preserved long after the drying of the lake. For this reason, tufa have been used as a proxy for minimum lake level. However, they exhibit a variety of textures that hold the potential to reveal richer paleoclimatological information. With the goal of determining if tufa texture can be used as a proxy for lake environment, this study investigates the textures of tufa at Mono Lake, California in comparison to the fossil tufa in Searles Valley, California. While observations in the last century suggest that the tufa in the Mono basin grew in waters similar to the modern, the tufa at Searles formed during the last glacial period, when the Great Basin contained a system of pluvial lakes on the scale of the modern Great Lakes. The tufa at both basins have been observed to have a range of classifiable textures, and new methods of inspecting visual data could be informative about what factors control these textures. To this end, a t-Distributed Stochastic Neighbor Embedding (t-SNE) algorithm is used to project images of the tufa at Searles and Mono into a coordinate space, allowing for simple, quantitative comparisons of the visual similarity of textures. In this work, the textures of tufa at Searles are compared to each other, as well as to the tufa at Mono. This study performs a robust assessment of the feasibility of Mono Lake as a modern analogue for Searles Valley. It finds that there is a justifiable basis for the comparison of certain fossil facies at Searles to the tufa at Mono, significant progress towards the goal of using texture as a metric for the environment in which tufa formed.

58 GEOSCIENCES↗

Numerical Validation of an Algorithm for Combined Soiling and Degradation Analysis of Photovoltaic Systems

We describe and demonstrate an open-source algorithm for simultaneously quantifying degradation and soiling of photovoltaic (PV) systems from energy-production time series data. The new analysis is based on year-on-year degradation rate analysis combined with stochastic rate and recovery soiling analysis. The algorithm is designed to fit into the workflow provided by RdTools, a Python module maintained by NREL and collaboratively developed with the community, which provides a framework and functions for degradation and loss-factor analysis of PV field data. We demonstrate the method on numerically simulated PV data sets and show that it reduces the root-mean-square error of the P50 degradation rate estimate when soiling is present.

14 SOLAR ENERGY↗

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, here we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $\mathscr{O}$(ϵ -3-δ ) , where ϵ > 0 is the expected error of the solution and δ > 0 is a user-defined parameter. If the penalty parameter is chosen to be $\mathscr{O}$(ϵ -1 ), we demonstrate that the result can be improved to $\mathscr{O}$(ϵ -2 ) , which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $\mathscr{O}$(ϵ -1 log(1/ϵ)) complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

97 MATHEMATICS AND COMPUTING↗

A simulation of remote sensor systems and data processing algorithms for spectral feature classification

A computational model of the deterministic and stochastic processes involved in multispectral remote sensing was designed to evaluate the performance of sensor systems and data processing algorithms for spectral feature classification. Accuracy in distinguishing between categories of surfaces or between specific types is developed as a means to compare sensor systems and data processing algorithms. The model allows studies to be made of the effects of variability of the atmosphere and of surface reflectance, as well as the effects of channel selection and sensor noise. Examples of these effects are shown.

Arduini, R. F.↗

Low-Rank Solution Methods for Stochastic Eigenvalue Problems

In this report, we study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data, where the underlying operators depend linearly on the random parameters. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. When these solutions can be approximated well by low-rank objects, we introduce a low-rank variant of the inverse subspace iteration algorithm for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. Furthermore, the algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation.

97 MATHEMATICS AND COMPUTING↗

Battery Model Parameterization Using Manufacturer Datasheet and Field Measurement for Real-Time HIL Applications

Here, this paper presents a novel battery model parameterization method using actual field measurement and manufacturer datasheet for real-time hardware-in-the-loop (HIL) applications. It is critical that real-time HIL models can accurately reproduce field test results so that tests can be conducted on HIL testbeds instead of in the field. In the past, numerical heuristic optimization algorithms were often used to derive parameters for battery models. However, the deterministic algorithms often reach a locally optimal solution and stochastic heuristic searching strategies suffer from low searching efficiency. Therefore, in this paper, we propose a global-local searching enhanced genetic algorithm (GL-SEGA). By applying the generalized opposition-based learning mechanism, GL-SEGA can efficiently explore the global solution space. By using the trust-region-reflective method to perform the local search, the GL-SEGA can improve the accuracy and convergence in its local exploitations. Field measurements and manufactory datasheets are used to test and validate the accuracy and robustness of the GL-SEGA algorithm.

25 ENERGY STORAGE↗

WHAMII - An enumeration and insertion procedure with binomial bounds for the stochastic time-constrained traveling salesman problem

This paper presents an algorithm (WHAMII) designed to solve the Artificial Intelligence Design Challenge at the 1987 AIAA Guidance, Navigation and Control Conference. The problem under consideration is a stochastic generalization of the traveling salesman problem in which travel costs can incur a penalty with a given probability. The variability in travel costs leads to a probability constraint with respect to violating the budget allocation. Given the small size of the problem (eleven cities), an approach is considered that combines partial tour enumeration with a heuristic city insertion procedure. For computational efficiency during both the enumeration and insertion procedures, precalculated binomial probabilities are used to determine an upper bound on the actual probability of violating the budget constraint for each tour. The actual probability is calculated for the final best tour, and additional insertions are attempted until the actual probability exceeds the bound.

Dahl, Roy W.↗

Algorithms for output feedback, multiple-model, and decentralized control problems

The optimal stochastic output feedback, multiple-model, and decentralized control problems with dynamic compensation are formulated and discussed. Algorithms for each problem are presented, and their relationship to a basic output feedback algorithm is discussed. An aircraft control design problem is posed as a combined decentralized, multiple-model, output feedback problem. A control design is obtained using the combined algorithm. An analysis of the design is presented.

Halyo, N.↗

Random coordinate descent: A simple alternative for optimizing parameterized quantum circuits

Variational quantum algorithms rely on the optimization of parameterized quantum circuits in noisy settings. The commonly used back-propagation procedure in classical machine learning is not directly applicable in this setting due to the collapse of quantum states after measurements. Thus, gradient estimations constitute a significant overhead in a gradient-based optimization of such quantum circuits. This paper introduces a random coordinate descent algorithm as a practical and easy-to-implement alternative to the full gradient descent algorithm. This algorithm only requires one partial derivative at each iteration. Motivated by the behavior of measurement noise in the practical optimization of parameterized quantum circuits, this paper presents an optimization problem setting that is amenable to analysis. Under this setting, the random coordinate descent algorithm exhibits the same level of stochastic stability as the full gradient approach, making it as resilient to noise. The complexity of the random coordinate descent method is generally no worse than that of the gradient descent and can be much better for various quantum optimization problems with anisotropic Lipschitz constants. Theoretical analysis and extensive numerical experiments validate our findings. Published by the American Physical Society 2024

Ding, Zhiyan (ORCID:000000018863403X)↗

Energy Storage Sizing and Operation of an Integrated Utility-Scale PV+ESS Power Plant

Integration of an energy storage system (ESS) into a large-scale grid-connected photovoltaic (PV) power plant is highly desirable to improve performance of the system and overcome the stochastic nature of PV power generation. Algorithms to size ESS within an integrated PV and ESS ( PV+ESS) power plant, conventionally, require a large number of high-resolution samples of PV generation. These algorithms are computationally expensive. In this paper, a two-day optimization algorithm that utilizes n-step constant power output dispatch every day from the PV+ESS power plant is proposed to size the ESS. Additionally, an n-step power dispatch every day through the one-year timeframe based optimization of the size of ESS is also performed. The proposed methods are computationally cheaper and provide acceptable accuracy with respect to the conventional sizing methods. The economics identified from the proposed methods are compared with the typical day-ahead hourly dispatch-based power production from the PV+ESS power plant. This comparison has shown similar economic performance showcasing the accuracy of the proposed methods in sizing the ESS. It also shows the potential for operating PV+ESS power plant in n-step constant power generation mode.

Xia, Qian↗

Fast, Dynamic, and Scalable Algorithms for Large-Scale Constrained Optimization

Scientists and engineers constantly aim to optimize an objective subject to physical, environmental, and/or resource constraints. The technique of using mathematical models to formulate and find real solutions of such problems is known as mathematical optimization, a process that has become invaluable for design and discovery in numerous scientific fields. This project has focused on the design, analysis, and implementation of high-performance computing algorithms for solving cutting-edge optimization problems. These include problems that involve (1) data uncertainties, such as those in the future supply, demand, and capacity of a given power system, (2) extreme numbers of alternatives, such as in the design of electrical power grids to avoid network vulnerabilities, and (3) real-time decisions, such as in the control of chemical reactors. The key features of the new algorithms are that they are fast, dynamic, and scalable to meet the computational requirements of scientists and researchers working to optimize large-scale, complex systems. The algorithms that have been designed, analyzed, and tested as part of the project can be characterized based on the types of optimization problems they have been designed to solve. Much of the work has focused on algorithms for solving large-scale constrained optimization problems. Contributions have also been made in the design of algorithms for unconstrained optimization, with some specialized methods for solving problems that have inherent nonsmoothness. Contributions have also been made in areas that have grown to prominence in the field over the five-year award period. These include the design of algorithms for solving large-scale stochastic optimization problems, such as those that arise in large-scale machine learning, and in complexity analyses for solving nonconvex problems, which has been a focal point of much recent work in continuous optimization. Overall, the project has supported work that has led to almost 30 articles that have been published or accepted to top journals in the field of mathematical optimization.

97 MATHEMATICS AND COMPUTING↗