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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.

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At least 325 records · Page 18
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Stochastic multi-period optimal dispatch of energy storage in unbalanced distribution feeders

This report presents a convex, multi-period, AC-feasible Optimal Power Flow (OPF) framework that robustly dispatches flexible demand-side resources in unbalanced distribution feeders against uncertainty in very-short timescale solar Photo-Voltaic (PV) forecasts. This is valuable for power systems with significant behind-the-meter solar PV generation as their operation is affected by uncertainty from forecasts of demand and solar PV generation. The aim of this work is then to ensure the feasibility and reliability of distribution system operation under high solar PV penetration. We develop and present a novel, robust OPF formulation that accounts for both the nonlinear power flow constraints and the uncertainty in forecasts. This is achieved by linearizing an optimal trajectory and using first-order methods to systematically tighten voltage bounds. Case studies on a realistic distribution feeder shows the effectiveness of a receding-horizon implementation.

25 ENERGY STORAGE↗
DOE OSTI2022

Scalable training of graph convolutional neural networks for fast and accurate predictions of HOMO-LUMO gap in molecules

Abstract Graph Convolutional Neural Network (GCNN) is a popular class of deep learning (DL) models in material science to predict material properties from the graph representation of molecular structures. Training an accurate and comprehensive GCNN surrogate for molecular design requires large-scale graph datasets and is usually a time-consuming process. Recent advances in GPUs and distributed computing open a path to reduce the computational cost for GCNN training effectively. However, efficient utilization of high performance computing (HPC) resources for training requires simultaneously optimizing large-scale data management and scalable stochastic batched optimization techniques. In this work, we focus on building GCNN models on HPC systems to predict material properties of millions of molecules. We use HydraGNN, our in-house library for large-scale GCNN training, leveraging distributed data parallelism in PyTorch. We use ADIOS, a high-performance data management framework for efficient storage and reading of large molecular graph data. We perform parallel training on two open-source large-scale graph datasets to build a GCNN predictor for an important quantum property known as the HOMO-LUMO gap. We measure the scalability, accuracy, and convergence of our approach on two DOE supercomputers: the Summit supercomputer at the Oak Ridge Leadership Computing Facility (OLCF) and the Perlmutter system at the National Energy Research Scientific Computing Center (NERSC). We present our experimental results with HydraGNN showing (i) reduction of data loading time up to 4.2 times compared with a conventional method and (ii) linear scaling performance for training up to 1024 GPUs on both Summit and Perlmutter.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Performant Optimization Strategies for Multifidelity Stochastic Power Grid Models

This talk goes into the algorithmic work done under the Forest project in order to solve expensive power grid models. We explore multiple fidelities of models that balance accuracy and computational expense. We use bundling strategies and progressive hedging in order to parallelize large stochastic programs.

Alfant, Rachael May [Sandia National Laboratories ↗
DOE OSTI2026

A large-scale benchmarking of deterministic and stochastic derivative-free optimization algorithms

This presentation summarizes our work in the PrOMMiS project on benchmarking of data-driven optimization algorithms and their applications in self-driving laboratories. This work supports the broader project goal of accelerating the identification of promising separation methods and operating conditions for critical minerals separation processes. We present a systematic benchmarking study of 42 data-driven optimization algorithms on a broad collection of 502 test problems. The results identify BAM, GLCCLUSTER, and MULTIMIN as the most effective optimization solvers, with BAM showing the highest overall performance and solving more than 80% of the benchmark problems. The study also shows that no single solver consistently outperforms the others across all problem types, indicating that our future laboratory applications may benefit from using a small set of strong solvers rather than relying on a single method. The presentation also illustrates an in-silico chemical reactor case study showing that data-driven optimization methods can guide autonomous experimentation in a self-driving laboratory and identify optimal operating conditions within a small number of experiments. Overall, the results provide a basis for selecting efficient optimization methods and demonstrate the practical use of data-driven optimization in self-driving laboratory workflows.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗
DOE OSTI2018

Placement and Sizing of Inverter-Based Renewable Systems in Multi-Phase Distribution Networks

This study develops a tractable formulation for optimal placement and sizing of inverter-based renewable systems in multi-phase distribution networks. The goal of the formulation is to minimize the cost of inverter installation, average power import, and average distributed generation curtailment. Threephase and single-phase inverter models are presented that preserve the underlying mappings between renewable uncertainty to power injection. The uncertainty of distributed generators (DGs) and loads are characterized by a finite set of scenarios. Linear multi-phase power flow approximations are used in conjunction with scenario reduction techniques to arrive at a tractable twostage stochastic formulation for optimal DG placement and sizing. First-stage decisions are locations for DG deployment and capacity sizes, and second-stage decisions include DG real power curtailment, reactive power support, as well as feeder voltage profile. The resulting formulation is a mixed-integer second-order cone program and can be solved efficiently either by existing optimization solvers or by relaxing the binary variables to the [0,1] interval. Simulation studies on standard multi-phase IEEE test feeders promise that optimal stochastic planning of DGs reduces costs during validation, compared to a scheme where uncertainty is only represented by its average value.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

A Technical and Economic Assessment of LWR Flexible Operation for Generation and Demand Balancing to Optimize Plant Revenue

With increased penetration of subsidized variable renewable energy (VRE) resources and competition from low natural gas prices, existing light water reactor (LWR) nuclear power plants (NPPs) are struggling to remain economically competitive. This work examines the potential economic competitiveness of various thermal energy storage (TES) technologies when coupled directly or indirectly with a NPP. To highlight their relative economic competitiveness, we contrast several energy storage solutions in stochastic dispatch optimization. We leverage data from recent work analyzing a range of TES technologies with varying capital costs, performance, and technology readiness level (TRL) to establish our case. We explore inserting these technologies into an electricity market with existing nuclear generation and large projected variable renewable energy (VRE) penetration. Although these technologies' projected capital costs may make them unlikely candidates in their current state, this analysis demonstrates a high-fidelity techno-economic analysis of energy storage. Furthermore, as the projected cost of energy storage technologies evolves, this analysis sets a precedent for similar future investigations. One region with projected trends that may be unfavorable for existing nuclear capacity is the New York Independent System Operator (NYISO) market. New York state’s baseload generation has been historically provided by fossil-fired and nuclear assets. However, amid economic pressures from subsidized VREs and low natural gas prices, the state has recently deactivated Indian Point nuclear power plant units 2 and 3. Furthermore, the state plans to meet its zero-emission generation target by 2040 by replacing fossil-fired capacity with significant investments in VRE resources like wind and solar photovoltaic (PV) and battery storage. Increased intermittent resource penetration lowers the baseload power requirement, adding further economic pressure to the state’s three remaining NPPs still in operation. With three NPPs still in operation in New York, this work analyzes potential economic benefits to NPPs on the New York grid when directly or indirectly coupled with various TES technologies. This work requires two modeling steps to analyze the potential economic benefits of various system configurations of the TES directly or indirectly coupled with nuclear. First, this analysis leverages capacity expansion modeling by experts at the Electric Power Research Institute (EPRI). Using their deterministic capacity expansion model, U.S. Regional Economy, Greenhouse Gas, and Energy (US-REGEN), EPRI analysts evaluated the capacity and generation evolution of the New York state energy market under four projection scenarios. These four projection scenarios were developed to represent the potential evolution of the capacity and generation in NYISO from 2015 to 2050 under various economic, technology, and policy constraints. The results from these capacity expansion models are then used as boundary conditions in the second modeling step. The second modeling step uses the Holistic Energy Resource Optimization Network (HERON) for a set of stochastic techno-economic analyses (STEAs) to investigate the potential increase in the economic viability of various configurations of the TES. With no current capacity expansion capabilities, HERON takes the data generated from US-REGEN for 2050 to generate synthetic load, solar, and wind data. Then HERON economically optimizes the capacity and dispatch of the various TES configurations. The potential economic benefit is the differential net present value (NPV) of the TES configurations from the no-TES baseline. As a stochastic techno-economic analysis package, HERON introduces uncertainty into the economic metrics, while US-REGEN trades resolution for reduced computational complexity. Using HERON also allows the modeling of direct thermal coupling, a feature not common in capacity and dispatch models. As expected, with high capital costs, the costs of introducing energy storage for all the technologies considered outweighed the potential economic benefit of this strategy for flexible plant operation. The benefit of this analysis is primarily in demonstrating a workflow that examines innovative solutions to increase NPP revenue via TES coupling. HERON’s stochastic capacity and dispatch optimization process used in this work has proven an effective tool in observing and evaluating the impact of introducing storage technologies in a grid energy system.

25 ENERGY STORAGE↗
DOE OSTI2018

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new risk measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number of stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2024

A Kaczmarz-inspired approach to accelerate the optimization of neural network wavefunctions

Neural network wavefunctions optimized using the variational Monte Carlo method have been shown to produce highly accurate results for the electronic structure of atoms and small molecules, but the high cost of optimizing such wavefunctions prevents their application to larger systems. We propose the Subsampled Projected-Increment Natural Gradient Descent (SPRING) optimizer to reduce this bottleneck. SPRING combines ideas from the recently introduced minimum-step stochastic reconfiguration optimizer (MinSR) and the classical randomized Kaczmarz method for solving linear least-squares problems. We demonstrate that SPRING outperforms both MinSR and the popular Kronecker-Factored Approximate Curvature method (KFAC) across a number of small atoms and molecules, given that the learning rates of all methods are optimally tuned. For example, on the oxygen atom, SPRING attains chemical accuracy after forty thousand training iterations, whereas both MinSR and KFAC fail to do so even after one hundred thousand iterations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Convergence Analysis of Fixed Point Chance Constrained Optimal Power Flow Problems

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not necessarily guaranteed. Here this article analyses the convergence conditions for this fixed point approach, and reports numerical experiments including for large IEEE networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗