Search NASA⌕ Search

SEARCH · Search NASA

Results for “interior point”

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 37 records · Page 2

A Two-Stage Decomposition Approach for AC Optimal Power Flow

The alternating current optimal power flow (AC-OPF) problem is critical to power system operations and planning, but it is generally hard to solve due to its nonconvex and large-scale nature. Furthermore, this paper proposes a scalable decomposition approach in which the power network is decomposed into a master network and a number of subnetworks, where each network has its own AC-OPF subproblem. This formulates a two-stage optimization problem and requires only a small amount of communication between the master and subnetworks. The key contribution is a smoothing technique that renders the response of a subnetwork differentiable with respect to the input from the master problem, utilizing properties of the barrier problem formulation that naturally arises when subproblems are solved by a primal-dual interior-point algorithm. Consequently, existing efficient nonlinear programming solvers can be used for both the master problem and the subproblems. The advantage of this framework is that speedup can be obtained by processing the subnetworks in parallel, and it has convergence guarantees under reasonable assumptions. The formulation is readily extended to instances with stochastic subnetwork loads. Numerical results show favorable performance and illustrate the scalability of the algorithm which is able to solve instances with more than 11 million buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗

Deep Sigma Point Processes-Assisted Chance-Constrained Power System Transient Stability Preventive Control

Here this paper proposes a deep sigma point processes (DSPP)-assisted chance-constrained power system transient stability preventive control method to deal with uncertain renewable energy and loads-induced stability risk. The traditional transient stability-constrained preventive control is reformulated as a chance-constrained optimization problem. To deal with the computational bottleneck of the time-domain simulation-based probabilistic transient stability assessment, the DSPP is developed. DSPP is a parametric Bayesian approach that allows us to predict system transient stability with high computational efficiency while accurately quantifying the confidence intervals of the predictions that can be used to inform system instability risk. To this end, with a given preset confidence probability, we embed DSPP into the primal dual interior point method to help solve the chance-constrained preventive control problem, where the corresponding Jacobian and Hessian matrices are derived. Comparison results with other existing methods show that the proposed method can significantly speed up preventive control while maintaining high accuracy and convergence

97 MATHEMATICS AND COMPUTING↗

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗

Toward a scalable robust security-constrained optimal power flow using a proximal projection bundle method

Robust security-constrained optimal power flow (rSCOPF) aims to find the worst-case contingencies of alternating current optimal power flow (ACOPF) in power systems. With the rise of GPU architectures on the upcoming supercomputer architectures, optimization algorithms that rely on sparse linear algebra and indefinite linear systems are becoming increasingly hard to solve efficiently (e.g. interior-point method). To address this we revisit a maximin optimization formulation of the rSCOPF and the single-level mixed-integer semidefinite programming (MISDP) reformulation, which is obtained by taking the Lagrangian relaxation of the inner minimization ACOPF problem. In this paper, we focus on the development of a proximal projection bundle method (PPBM) for solving continuous relaxation node subproblems of the MISDP problem, based primarily on the well-known alternating direction method of multipliers. Cutting planes reminiscent of bundle method ideas are also applied in coordination with updates of the proximal parameter. The cutting-plane method can generate a large number of linear inequalities, leading to a large scale but decomposable quadratic programming (QP) subproblem that is amenable to GPUs. We present the numerical results on the IEEE 30, 57, 118, and 300-bus systems by using our PBMM method. We discuss the main computational bottleneck of our method, which is the time taken to solve each iteration of a QP subproblem instance of the PPBM, and how GPU architectures can accelerate this solution process.

bundle method↗

A learning-augmented approach for AC optimal power flow

Because of the high nonlinearity of AC optimal power flow (OPF), numerous efforts have been made in recent decades to find efficient methods. Machine learning (ML) has proven to significantly reduce the computational costs in many real-world problems. Thus, this paper develops a learning-augmented method for solving AC OPF, which integrates both power network equations and ML to yield near-optimal solutions. More specifically, ML models are developed to first predict bus voltage magnitudes and angles. Then, physics-based network equations are employed to calculate the power injection at different buses. Three ML algorithms, i.e., random forest, multi-target decision tree, and extreme learning machine, are explored and compared. To evaluate the efficiency of the proposed learning-augmented AC OPF solver, the MATPOWER Interior Point Solver is adopted as a baseline. Case studies on both 500-bus and 4918-bus test networks show that the proposed learning-augmented method has reduced the computational time by 15–100 times depending on the network size with a minimal loss in optimality.

42 ENGINEERING↗

Tuning successive linear programming to solve AC optimal power flow problem for large networks

Successive linear programming (SLP) is a practical approach for solving large-scale nonlinear optimization problems. Alternating current optimal power flow (ACOPF) is no exception, particularly the large size of real-world networks. However, in order to achieve tractability, it is essential to tune the SLP algorithm presented in the literature. This paper presents a modified SLP algorithm to solve the ACOPF problem, specified by the U.S. Department of Energy’s (DOE) Grid Optimization (GO) Competition Challenge 1, within strict time limits. The algorithm first finds a near-optimal solution for the relaxed problem (i.e., Stage 1). Then, it finds a feasible solution in the proximity of the near-optimal solution (i.e., Stage 2 and Stage 3). The numerical experiments on test cases ranging from 500-bus to 30,000-bus systems show that the algorithm is tractable. Here the results show that our proposed algorithm is tractable and can solve more than 80% of test cases faster than the well-known Interior Point Method while significantly reduce the number of iterations required to solve ACOPF. The number of iterations is considered an important factor in the examination of tractability which can drastically reduce the computational time required within each iteration.

24 POWER TRANSMISSION AND DISTRIBUTION↗

KETCHUP: Parameterizing of large-scale kinetic models using multiple datasets with different reference states

Large-scale kinetic models provide the computational means to dynamically link metabolic reaction fluxes to metabolite concentrations and enzyme levels while also conforming to substrate level regulation. However, the development of broadly applicable frameworks for efficiently and robustly parameterizing models remains a challenge. Challenges arise due to both the heterogeneity, paucity, and difficulty in obtaining flux and/or concentration data but also due to the computational difficulties of the underlying parameter identification problem. Both the computational demands for parameterization, degeneracy of obtained parameter solutions and interpretability of results has so far limited widespread adoption of large-scale kinetic models despite their potential. Herein, we introduce the Kinetic Estimation Tool Capturing Heterogeneous Datasets Using Pyomo (KETCHUP), a flexible parameter estimation tool that leverages a primal-dual interior-point algorithm to solve a nonlinear programming (NLP) problem that identifies a set of parameters capable of recapitulating the (non)steady-state fluxes and concentrations in wild-type and perturbed metabolic networks. KETCHUP is benchmarked against previously parameterized large-scale kinetic models demonstrating an at least an order of magnitude faster convergence than the tool K-FIT while at the same time attaining better data fits. Finally, this versatile toolbox accepts different kinetic descriptions, metabolic fluxes, enzyme levels and metabolite concentrations, under either steady-state or instationary conditions to enable robust kinetic model construction and parameterization. KETCHUP supports the SBML format and can be accessed at https://github.com/maranasgroup/KETCHUP.

59 BASIC BIOLOGICAL SCIENCES↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

Here, we formulate a nonlinear optimal control problem for intraday operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy–Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between the inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal–dual interior point solver, and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

03 NATURAL GAS↗

Data Driven Optimization Framework for Volt-age Regulation in Distribution Systems

This letter proposes a data-driven optimization framework for voltage regulation problems to address the challenge of model inaccuracy and parameter varying. To achieve online voltage optimization, the recursive kernel regression and interior point methods are integrated. The IEEE 123-Bus system and EPRI Ckt5 feeder are selected to validate the effectiveness of the proposed data-driven optimization framework. The proposed method is also compared with a linear function based method.

Hong, Tianqi↗

pnnl/Pathway_Controlled_Optimization

A method for prediction of cell regulation to maximize cell growth rate while maintaining the solvent capacity of the cell. Prediction is formulated as an optimization problem using a thermodynamic framework that can leverage experimental data. We develop a formulation and variable initialization procedure that allows for computing solutions of the optimization with an interior point method

Central, PNNL Developer↗

maranasgroup/KETCHUP

Repository for Kinetic Estimation Tool Capturing Heterogeneous Datasets Using Pyomo (KETCHUP), a flexible parameter estimation tool that leverages a primal-dual interior-point algorithm to solve a nonlinear programming (NLP) problem that identifies a set of parameters capable of recapitulating the steady-state fluxes and concentrations in wild-type and perturbed metabolic networks.

Suthers, Patrick↗

Homotopy Solver

This software implements parallel versions of an interior-point solver, based on the publicly available ipopt solver. Here we have full control over the linear solver and our algorithm is fully parallel thus enabling scalability to large-scale optimization problems. This package also has a parallel implementation of a homotopy solver developed under the scalable methods for contact LDRD project 23-ERD-017. This solver is an mfem-based implementation of algorithm described in ``A filter trust-region Newton continuation method for nonlinear complementarity problems''. Cosmin G. Petra, Nai-Yuan Chiang, Jingyi Wang, Tucker Hartland, and Michael Puso (submitted), LLNL-JRNL-869761.

Hartland, Tucker [Lawrence Livermore National Labo↗

Optimal Power Flow Derived Sparse Linear Solver Benchmarks

Due to the changing nature of the power grid, it is increasingly important to be able to solve a high-fidelity optimal power-flow models on large power networks. This high-fidelity problem, called AC Optimal Power Flow (ACOPF), is a nonlinear, nonconvex optimization problem. One of the few reliable ways of solving such a problem is interior point methods. These methods result in sparse linear systems where the coefficient matrix is symmetric, indefinite and nearly always ill-conditioned. As such, they are particularly challenging for sparse linear solvers and represent a considerable computational bottleneck in solving the ACOPF problem. In this paper, we introduce a repository of linear systems captured from ACOPF problems when solved by the open-source optimizer IPOPT. These matrices are meant to be used as a test suite for sparse linear solver development.

97 MATHEMATICS AND COMPUTING↗

An Iterative Approach for Solving the SCOPF Problem Applying LP, SOCP, and NLP Subproblems

We propose to develop efficient algorithms and software for the SCOPF problem. We will employ an iterative approach that will: a) use linear subproblems and other active set filtering techniques to identify the most important contingencies and drastically reduce the SCOPF model size; b) solve SOCP relaxations of the reduced SCOPF to converge to the neighborhood of the global optimal solution and establish a lower bound on the solution, and; c) use a non-convex, nonlinear interior-point solver, Artelys Knitro, to converge quickly to the optimal solution. To identify the most effective approach, we will experiment with several techniques to identify the tradeoffs between contingency subproblem complexity and fast solvability.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Optimization to Generate Equations of State for Hydrogen Production

On a high level, the larger project in question, HydroGEN, aims to develop software used for finding equations of state (EOS) to optimize catalyst configuration for H 2 production through water splitting. In particular, this summer project focused on solving the nonlinear equations used in fitting the equations. This problem involved using Python to solve a linear system with nonlinear constraints. In order for this to be achieved, Pyomo was used to build a model and the solver Ipopt, interior point optimizer, was used. Pyomo is a Python-based language developed at Sandia; it is an optimization modeling language. Rather than solving the entire problem at once, a toy problem was created, simplifying the problem down to the most important focus. This problem had a known solution, comparable to the calculated solution to assess accuracy and as progress was made towards finding solutions, complexity was gradually added to the problem. After building and solving the toy problem, it was found that it gave reasonably accurate solutions, better compared to the two existing solvers previously used with this project in terms of functionality. The solver is now ready for implementation into the project’s main software.

08 HYDROGEN↗

An approach to learn regulation to maximize growth and entropy production rates in metabolism

Elucidating cell regulation remains a challenging task due to the complexity of metabolism and the difficulty of experimental measurements. Here we present a method for prediction of cell regulation to maximize cell growth rate while maintaining the solvent capacity of the cell. Prediction is formulated as an optimization problem using a thermodynamic framework that can leverage experimental data. We develop a formulation and variable initialization procedure that allows for computing solutions of the optimization with an interior point method. The approach is applied to photoheterotrophic growth of Rhodospirilium rubrum using ethanol as a carbon source, which has applications to biosynthesis of ethylene production. Growth is captured as the rate of synthesis of amino acids into proteins, and synthesis of nucleotide triphoshaptes into RNA and DNA. The method predicts regulation that produces a high rate of protein and RNA synthesis while DNA synthesis is reduced close to zero in agreement with production of DNA being turned off for much of the cell cycle.

59 BASIC BIOLOGICAL SCIENCES↗