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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 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming

Here, we present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Integration of progressive hedging and dual decomposition in stochastic integer programs

We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. As a result, we report computational results on server location and unit commitment instances.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

We present a method for computing lower bounds in the progressive hedging algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated during execution of the standard PHA. In conclusion, we report computational results on stochastic unit commitment and stochastic server location problem instances, and explore the relationship between key PHA parameters and the quality of the resulting lower bounds.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Reconstructing cerebrovascular networks under local physiological constraints by integer programming

We introduce a probabilistic approach to vessel network extraction that enforces physiological constraints on the vessel structure. The method accounts for both image evidence and geometric relationships between vessels by solving an integer program, which is shown to yield the maximum a posteriori (MAP) estimate to the probabilistic model. Starting from an over-connected network, it is pruning vessel stumps and spurious connections by evaluating the local geometry and the global connectivity of the graph. We utilize a high-resolution micro computed tomography (µCT) dataset of a cerebrovascular corrosion cast to obtain a reference network and learn the prior distributions of our probabilistic model. As a result, we perform experiments on micro magnetic resonance angiography (µMRA) images of mouse brains and discuss properties of the networks obtained under different tracking and pruning approaches.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2021

Optimal decision trees for categorical data via integer programming

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if allowed to grow large, they lose interpretability. In this paper, we present a mixed integer programming formulation to construct optimal decision trees of a prespecified size. We take the special structure of categorical features into account and allow combinatorial decisions (based on subsets of values of features) at each node. Our approach can also handle numerical features via thresholding. Here we show that very good accuracy can be achieved with small trees using moderately-sized training sets. The optimization problems we solve are tractable with modern solvers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty

We introduce the problem of scheduling observations on a constellation of remote sensors, to maximize the aggregate quality of the collections obtained. While automated tools exist to schedule remote sensors, they are often based on heuristic scheduling techniques, which typically fail to provide bounds on the quality of the resultant schedules. To address this issue, we first introduce a novel deterministic mixed-integer programming (MIP) model for scheduling a constellation of one to n satellites, which relies on extensive pre-computations associated with orbital propagators and sensor collection simulators to mitigate model size and complexity. Our MIP model captures realistic and complex constellation-target geometries, with solutions providing optimality guarantees. We then extend our base deterministic MIP model to obtain two-stage and three-stage stochastic MIP models that proactively schedule to maximize expected collection quality across a set of scenarios representing cloud cover uncertainty. Our experimental conclusions on instances of one and two satellites demonstrate that our stochastic MIP models yield significantly improved collection quality relative to our base deterministic MIP model. We further demonstrate that commercial off-the-shelf MIP solvers can produce provably optimal or near-optimal schedules from these models in time frames suitable for sensor operations.

47 OTHER INSTRUMENTATION↗
DOE OSTI2015

Edit distance for marked point processes revisited: An implementation by binary integer programming

We implement the edit distance for marked point processes [Suzuki et al., Int. J. Bifurcation Chaos 20, 3699–3708 (2010)] as a binary integer program. Compared with the previous implementation using minimum cost perfect matching, the proposed implementation has two advantages: first, by using the proposed implementation, we can apply a wide variety of software and hardware, even spin glasses and coherent ising machines, to calculate the edit distance for marked point processes; second, the proposed implementation runs faster than the previous implementation when the difference between the numbers of events in two time windows for a marked point process is large.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Approximate Mixed-Integer Programming Solution with Machine Learning Technique and Linear Programming Relaxation

Security constrained unit commitment (SCUC) is solved in the day-ahead electricity market to determine electricity generation schedule for the following date. The associated mixed integer programming (MIP) problem is known computationally hard. Heuristics like rounding can be computationally efficient for solving large MIP problems however often produces lower quality solutions due to discrepancy between MIP solution and linear programming relaxation (LPR) solution, i.e., variables taking different discrete values between MIP and LPR solutions. In this work, we applied the machine learning-based algorithms—Classification and Regression Tree (CART) model and random forest (RF) model—to obtain an LPR-based approximation that close to an MIP solution without actually solving the MIP problem. By computing feature importance derived from the CART and RF models, we assessed the link between coefficients in the MIP model, the LPR solution, and the optimal solution of the MIP problem. We applied the CART and RF approaches to solve SCUC problems using day-ahead energy market cases from Midcontinent Independent System Operator. The results show that our method is computationally efficient and could achieve an approximation sufficiently close to the SCUC solution with <0.15% error and ~78% reduction in the discrepancies between LPR and MIP solutions.

Lin, Xinming↗
DOE OSTI2019

Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs

PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been sucessfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2013

Mixed Integer Programming and Heuristic Scheduling for Space Communication

Optimal planning and scheduling for a communication network was created where the nodes within the network are communicating at the highest possible rates while meeting the mission requirements and operational constraints. The planning and scheduling problem was formulated in the framework of Mixed Integer Programming (MIP) to introduce a special penalty function to convert the MIP problem into a continuous optimization problem, and to solve the constrained optimization problem using heuristic optimization. The communication network consists of space and ground assets with the link dynamics between any two assets varying with respect to time, distance, and telecom configurations. One asset could be communicating with another at very high data rates at one time, and at other times, communication is impossible, as the asset could be inaccessible from the network due to planetary occultation. Based on the network's geometric dynamics and link capabilities, the start time, end time, and link configuration of each view period are selected to maximize the communication efficiency within the network. Mathematical formulations for the constrained mixed integer optimization problem were derived, and efficient analytical and numerical techniques were developed to find the optimal solution. By setting up the problem using MIP, the search space for the optimization problem is reduced significantly, thereby speeding up the solution process. The ratio of the dimension of the traditional method over the proposed formulation is approximately an order N (single) to 2*N (arraying), where N is the number of receiving antennas of a node. By introducing a special penalty function, the MIP problem with non-differentiable cost function and nonlinear constraints can be converted into a continuous variable problem, whose solution is possible.

Lee, Charles H.↗
NASA NTRS1984

Selection of actuator locations for static shape control of large space structures by heuristic integer programing

Orbiting spacecraft such as large space antennas have to maintain a highly accurate space to operate satisfactorily. Such structures require active and passive controls to mantain an accurate shape under a variety of disturbances. Methods for the optimum placement of control actuators for correcting static deformations are described. In particular, attention is focused on the case were control locations have to be selected from a large set of available sites, so that integer programing methods are called for. The effectiveness of three heuristic techniques for obtaining a near-optimal site selection is compared. In addition, efficient reanalysis techniques for the rapid assessment of control effectiveness are presented. Two examples are used to demonstrate the methods: a simple beam structure and a 55m space-truss-parabolic antenna.

Haftka, R. T.↗
NASA NTRS1985

Selection of actuator locations for static shape control of large space structures by heuristic integer programing

Orbiting spacecraft such as large space antennas have to maintain a highly accurate shape to operate satisfactorily. Such structures require active and passive controls to maintain an accurate shape under a variety of disturbances. Methods for the optimum placement of control actuators for correcting static deformations are described. In particular, attention is focused on the case were control locations have to be selected from a large set of available sites, so that integer programing methods are called for. The effectiveness of three heuristic techniques for obtaining a near-optimal site selection is compared. In addition, efficient reanalysis techniques for the rapid assessment of control effectiveness are presented. Two examples are used to demonstrate the methods: a simple beam structure and a 55m space-truss-parabolic antenna.

Haftka, R. T.↗
DOE OSTI2016

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence provides an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2021

Decomposing Loosely Coupled Mixed-Integer Programs for Optimal Microgrid Design

Microgrids are frequently employed in remote regions, in part because access to a larger electric grid is impossible, difficult, or compromises reliability and independence. Although small microgrids often employ spot generation, in which a diesel generator is attached directly to a load, microgrids that combine these individual loads and augment generators with photovoltaic cells and batteries as a distributed energy system are emerging as a safer, less costly alternative. In this work, we present a model that seeks the minimum-cost microgrid design and ideal dispatched power to support a small remote site for one year with hourly fidelity under a detailed battery model; this mixed-integer nonlinear program (MINLP) is intractable with commercial solvers but loosely coupled with respect to time. A mixed-integer linear program (MIP) approximates the model, and a partitioning scheme linearizes the bilinear terms. We introduce a novel policy for loosely coupled MIPs in which the system reverts to equivalent conditions at regular time intervals; this separates the problem into subproblems that we solve in parallel. We obtain solutions within 5% of optimality in at most six minutes across 14 MIP instances from the literature and solutions within 5% of optimality to the MINLP instances within 20 minutes.

97 MATHEMATICS AND COMPUTING↗