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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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Bi-Level Arbitrage Potential Evaluation for Grid-Scale Energy Storage Considering Wind Power and LMP Smoothing Effect

Our paper deals with extended-term energy storage (ES) arbitrage problems to maximize the annual revenue in deregulated power systems with high penetration wind power. The conventional ES arbitrage model takes the locational marginal prices (LMP) as an input and is unable to account for the impacts of ES operations on system LMPs. This paper proposes a bi-level ES arbitrage model, where the upper level maximizes the ES arbitrage revenue and the lower level simulates the market clearing process considering wind power and ES. The bi-level model is formulated as a mathematical program with equilibrium constraints (MPEC) and then recast into a mixed-integer linear programming (MILP) using strong duality theory. Wind power fluctuations are characterized by the GARCH forecast model and the forecast error is modeled by forecast-bin based Beta distributions. Case studies are performed on a modified PJM 5-bus system and an IEEE 118-bus system with a weekly time horizon over an annual term to show the validity of the proposed bi-level model. The results from the conventional model and the bi-level model are compared under different ES power and energy ratings, and also various load and wind penetration levels.

17 WIND ENERGY↗
DOE OSTI2018

Stochastic Simulation of Complex Fluid Flows (Progress Report for period 07/01/2016 - 06/30/2018)

At a microscopic scale, fluids are composed of molecules whose positions and velocities are random. This gives rise to thermal fluctuations that span the whole range of scales from the microscopic through the mesoscopic, and even the macroscopic. The inclusion of thermal fluctuations is crucial in multi-scale models, which are an important theme in the research program of the DOE Office of Science, and in particular the ASCR Applied Mathematics program's priority focus area on modeling of complex systems involving processes that span vastly different time and/or length scales. In this five-year Early Career project, the PI Aleksandar Donev and collaborators developed computational algorithms for modeling complex fluid mixtures at small scales using a formulation based on fluctuating hydrodynamics. Novel computational methods were developed to model complex fluids with increasing physical complexity, starting from binary miscible and immiscible mixtures, going through multispecies non-reactive and reactive mixtures, and culminating with reactive electrolytes mixtures of neutral molecules and ions. In close collaboration with the group of John Bell at Lawrence Berkeley National Laboratory, the methods were implemented in a scalable computational framework suitable for modern parallel supercomputers, and made publicly available on github. A number of physical examples in which giant nonequilibrium fluctuations are improtant were studied, with a special focus on instabilities at a liquid-liquid interface driven by gravity, diffusion, reactions, and/or electric fields. The methods and codes developed in this project are expected to enable other novel applications in the DOE Basic Energy Sciences program, and engineering sciences more broadly.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Multiparametric Programming in Process Systems Engineering: Recent Developments and Path Forward

The inevitable presence of uncertain parameters in critical applications of process optimization can lead to undesirable or infeasible solutions. For this reason, optimization under parametric uncertainty was, and continues to be a core area of research within Process Systems Engineering. Multiparametric programming is a strategy that offers a holistic perspective for the solution of this class of mathematical programming problems. Specifically, multiparametric programming theory enables the derivation of the optimal solution as a function of the uncertain parameters, explicitly revealing the impact of uncertainty in optimal decision-making. By taking advantage of such a relationship, new breakthroughs in the solution of challenging formulations with uncertainty have been created. Apart from that, researchers have utilized multiparametric programming techniques to solve deterministic classes of problems, by treating specific elements of the optimization program as uncertain parameters. In the past years, there has been a significant number of publications in the literature involving multiparametric programming. The present review article covers recent theoretical, algorithmic, and application developments in multiparametric programming. Additionally, several areas for potential contributions in this field are discussed, highlighting the benefits of multiparametric programming in future research efforts.

Pappas, Iosif↗
DOE OSTI2018

Fast Approximate Union Volume in High Dimensions with Line Samples

The classical problem of calculating the volume of the union of d-dimensional balls is known as "Union Volume." We present line-sampling approximation algorithms for Union Volume. Our methods may be extended to other Boolean operations, such as setminus; or to other shapes, such as hyper-rectangles. The deterministic, exact approaches for Union Volume do not scale well to high dimensions. However, we adapt several of these exact approaches to approximation algorithms based on sampling. We perform local sampling within each ball using lines. We have several variations, depending on how the overlapping volume is partitioned, and depending on whether radial, axis-aligned, or other line patterns are used. Our variations fall within the family of Monte Carlo sampling, and hence have about the same theoretical convergence rate, 1 /$\sqrt{M}$, where M is the number of samples. In our limited experiments, line-sampling proved more accurate per unit work than point samples, because a line sample provides more information, and the analytic equation for a sphere makes the calculation almost as fast. We performed a limited empirical study of the efficiency of these variations. We suggest a more extensive study for future work. We speculate that different ball arrangements, differentiated by the distribution of overlaps in terms of volume and degree, will benefit the most from patterns of line samples that preferentially capture those overlaps. Acknowledgement We thank Karl Bringman for explaining his BF-ApproxUnion (ApproxUnion) algorithm [3] to us. We thank Josiah Manson for pointing out that spoke darts oversample the center and we might get a better answer by uniform sampling. We thank Vijay Natarajan for suggesting random chord sampling. The authors are grateful to Brian Adams, Keith Dalbey, and Vicente Romero for useful technical discussions. This work was sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories. This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research (ASCR), Applied Mathematics Program. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and 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.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty

Practical solution of stochastic programming problems generally requires the use of parallel computing resources. Here, we describe the open source package mpi-sppy, in which efficient and scalable parallelization is a central feature. We report computational experiments that demonstrate the ability to solve very large stochastic programming problems - including mixed-integer variants - in minutes of wall clock time, efficiently leveraging significant parallel computing resources. We report results for the largest publicly available instances of stochastic mixed-integer unit commitment problems, solving to provably tight optimality gaps. In addition, we introduce a novel software architecture that facilitates combinations of methods for accelerating convergence that can be combined in plug-and-play manner. Finally, the mpi-sppy package is written in Python, leverages the widely used Pyomo (http://www.pyomo.org) library for modeling mathematical programs, builds on existing MPI implementations to ensure efficiency and scalability, and is available via http://github.com/Pyomo/mpi-sppy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Open-source Tools for Solving Grid Optimization Problems: ARPA-e Benchmark Algorithm Overview [Slides]

This document contains the official formulation that will be used for evaluation in Challenge 2 of the Grid Optimization (GO) Competition. Minor changes may occur within the formulation. Entrants will be notified when a new version is released. Changes are not expected to be of a significance that would cause a change in approach for the Entrants. This formulation builds upon the Challenge 1 formulation published in ARPA-E DE-FOA-0001952. Entrants will be judged based on the current official Challenge 2 formulation posted on the GO Competition website (this document, which is subject to change), not the formulation posted in DE-FOA-0001952. Entrants are permitted and encouraged to use any alternative problem formulation and modeling convention within their own software (such as convex relaxation, decoupled power flow formulations, current-voltage formulations, etc.) in an attempt to produce an exact or approximate solution to this particular mathematical program. However, the judging of all submitted approaches must conform to the official formulation presented here.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

ASCR@40: Highlights and Impacts of ASCR’s Programs

A report compiled by the ASCAC Subcommittee on the 40-year history of ASCR for the U.S. Department of Energy’s Office of Advanced Scientific Computing Research. The Office of Advanced Scientific Computing Research (ASCR) sits within the Office of Science in the Department of Energy (DOE). Per their web pages, “the mission of the ASCR program is to discover, develop, and deploy computational and networking capabilities to analyze, model, simulate, and predict complex phenomena important to the DOE.” This succinct statement encompasses a wide range of responsibilities for computing and networking facilities; for procuring, deploying, and operating high performance computing, networking, and storage resources; for basic research in mathematics and computer science; for developing and sustaining a large body of software; and for partnering with organizations across the Office of Science and beyond. While its mission statement may seem very contemporary, the roots of ASCR are quite deep—long predating the creation of DOE. Applied mathematics and advanced computing were both elements of the Theoretical Division of the Manhattan Project. In the early 1950s, the Manhattan Project scientist and mathematician John von Neumann, then a commissioner for the AEC (Atomic Energy Commission), advocated for the creation of a Mathematics program to support the continued development and applications of digital computing. Los Alamos National Laboratory (LANL) scientist John Pasta created such a program to fund researchers at universities and AEC laboratories. Under several organizational name changes, this program has persisted ever since, and would eventually grow to become ASCR.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Efficient proximal subproblem solvers for a nonsmooth trust-region method

In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures the trial iterate produces sufficient decrease of the subproblem model. In this paper, we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. Finally, we compare algorithm performance on examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Modeling design and control problems involving neural network surrogates

Here, we consider nonlinear optimization problems that involve surrogate models represented by neural networks. We demonstrate first how to directly embed neural network evaluation into optimization models, highlight a difficulty with this approach that can prevent convergence, and then characterize stationarity of such models. We then present two alternative formulations of these problems in the specific case of feedforward neural networks with ReLU activation: as a mixed-integer optimization problem and as a mathematical program with complementarity constraints. For the latter formulation we prove that stationarity at a point for this problem corresponds to stationarity of the embedded formulation. Each of these formulations may be solved with state-of-the-art optimization methods, and we show how to obtain good initial feasible solutions for these methods. We compare our formulations on three practical applications arising in the design and control of combustion engines, in the generation of adversarial attacks on classifier networks, and in the determination of optimal flows in an oil well network.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Jacobian-based model diagnostics and application to equation oriented modeling of a carbon capture system

It can be difficult to identify the specific variables or equations responsible for convergence issues in large mathematical programming models. The Institute for the Design of Advanced Energy Systems Integrated Platform (IDAES-IP) contains a tool to identify poorly scaled constraints and variables by searching for rows and columns of the Jacobian matrix with small L2-norms. A singular value decomposition is then performed to identify degenerate sets of equations and remaining scaling issues. Here, this work presents a flowsheet developed for post-combustion carbon capture using a monoethanolamine (MEA) solvent system as a case study. This work takes the reader through the entire process of model diagnostics and reformulation, from a basic introduction to the mathematics behind these model diagnostics to the reformulations necessary to make the model numerically robust, including a significantly modified enhancement factor model.

IDAES↗
DOE OSTI2024

Analyzing School Bus Electrification in Richmond, Virginia

School buses are an essential component of the transportation infrastructure, serving as a lifeline for students across the globe. However, the widespread use of diesel school buses has raised concerns about the health impact on millions of students exposed to harmful emissions daily. Recognizing this issue, school districts worldwide are urgently seeking cleaner energy alternatives. Electric school buses emerge as an environmentally friendly and sustainable option, fostering a healthier environment for both students and communities. However, school bus electrification faces the challenges of high upfront cost, cumbersome charging management, and constraints from power grids. To help school bus operators address those challenges, this study presents a data-driven analysis for school bus electrification. This study considered a real-world school bus system in Richmond, VA, and developed a mathematical programming model to analyze the system design, charging strategies, and charging load profiles for the electrification scenario. The study evaluated different charging strategies based on model outcomes, aiming to optimize efficiency and effectiveness. Ultimately, this research generated electric school bus charging demand profiles under various scenarios, shedding light on the feasibility and implications of transitioning to electric-powered school buses.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2025

On optimal control of hybrid dynamical systems using complementarity constraints

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate them using non-smooth and non-convex complementarity constraints as a mathematical program with complementarity constraints (MPCC). We utilize a moving finite element based strategy to discretize the differential equation system to accurately locate the unknown switching points at the finite element boundary and achieve high-order accuracy at intermediate non-collocation points. We propose a globalization approach to solve the discretized MPCC problem using a mixed NLP/MILP-based strategy to converge to a non-spurious first-order optimal solution. The method is tested on three dynamic optimization examples, including a gas–liquid tank model and an optimal control problem with a sliding mode solution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Pyomo.GDP: an ecosystem for logic based modeling and optimization development

We present three core principles for engineering-oriented integrated modeling and optimization tool sets—intuitive modeling contexts, systematic computer-aided reformulations, and flexible solution strategies—and describe how new developments in Pyomo.GDP for Generalized Disjunctive Programming (GDP) advance this vision. We describe a new logical expression system implementation for Pyomo.GDP allowing for a more intuitive description of logical propositions. The logical expression system supports automated reformulation of these logical constraints to linear constraints. We also describe two new logic-based global optimization solver implementations built on Pyomo.GDP that exploit logical structure to avoid “zero-flow” numerical difficulties that arise in nonlinear network design problems when nodes or streams disappear. These new solvers also demonstrate the capability to link to external libraries for expanded functionality within an integrated implementation. We present these new solvers in the context of a flexible array of solution paths available to GDP models. Finally, we present results on a new library of GDP models demonstrating the value of multiple solution approaches.

42 ENGINEERING↗
DOE OSTI2022

Network Optimization of the Electrosynthesis of Chemicals from CO2

Carbon dioxide electroreduction (ECO2R) is gaining attention due to its capacity to mitigate CO2 emissions while using electricity that would otherwise be curtailed. Its foreseeable industrial implementation requires of holistic methods to assess the technological and economic performance of ECO2R processes and integrate them in current chemical supply chains and power systems. Here, we combine techno-economic assessment and mathematical programming to find the optimal paths to electroreduce CO2 into valuable chemicals under variable electricity prices. The proposed approach is tested with a case study addressing the CO2 capture from flue gas or direct air and its electricity-powered reduction into carbon monoxide, formic acid or multi-carbon compounds. The results obtained demonstrate the ability of the framework to build ECO2R networks and provide operation profiles that respond to fluctuating electricity prices.

carbon dioxide↗
DOE OSTI2018

An energy-aware multiobjective ant colony algorithm to minimize total completion time and energy cost on a single-machine preemptive scheduling

Energy-aware scheduling in manufacturing operations with time-of-use electricity tariffs is a challenging problem. Sustainable manufacturing is gaining significant momentum: companies are not only improving their product quality, but also optimizing the production processes to improve energy consumption (i.e., minimizing energy cost) in order to manage environmental challenges which contribute to global climate change. The purpose of this paper is to study a preemptive scheduling problem on a single-machine to minimize the total completion time and total energy cost under time-of-use electricity tariffs, which is a mixed-integer multiobjective mathematical programming model. To solve these objectives, we develop several new holistic ant colony optimization algorithms. The proposed model is solved via several methods including weighted sum method (WSM) using CPLEX, and multiobjective ant colony optimization based on a dominance ranking (ACO-DR) or based on a dominance ranking procedure and crowding distance comparison (ACO-DRC) or based on a heuristic approach to obtain an approximate Pareto-front and also provide information on when to start and resume each job for any solution on the Pareto-front. We provide detailed experimental results evaluating the performance of the proposed algorithms. In a case study, we demonstrate how the results of the multiobjective model could be utilized in decision making using the multiobjective optimization on the basis of ratio analysis (MOORA) method. Furthermore, this proposed model and heuristics allows decision makers to operate in challenging-data enabled environments in industrial internet of things ecosystem, and assists in optimizing production planning to improve energy cost.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2017

Stochastic level-set method for shape optimisation

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical programming. The stochastic element of the algorithm is built on the methods of statistical mechanics and is designed so that the system explores a Boltzmann–Gibbs distribution of structures. In non-convex optimisation problems, the deterministic algorithm can get trapped in local optima: the stochastic generalisation enables sampling of multiple local optima, which aids the search for the globally-optimal structure. The method is demonstrated for several simple geometrical problems, and a proof-of-principle calculation is shown for a simple engineering structure.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Optimal design of solar-driven electrolytic hydrogen production systems within electricity markets

Hydrogen has the potential to be a key contributor toward a low-carbon economy. Generating hydrogen by electrolysis using renewable energy is one way to support a decarbonized economy; however, its cost is not typically competitive with the carbon-emitting incumbent technology, steam methane reforming. The ability of electrolysis to integrate with electricity markets presents a unique cost reduction opportunity due to the perceived future availability of low and zero-marginal cost renewable energy sources. Additionally, as renewables, and particularly, photovoltaics are installed on the grid, they have a value deflation effect. This work evaluates solar-electrolysis configurations using a mathematical programming framework to maximize system net present value. The framework has been tested with specific weather conditions and financial mechanisms in California. Our findings indicate that a spectrum of potential cost competitive solutions is available for systems that (i) have market configurations resembling hybrid retail/wholesale, resulting in a hydrogen production cost range of US$6.2 kg-1–US$6.6 kg-1, or full wholesale market participation, reducing production cost to US$2.6 kg-1–US$3.1 kg-1, and (ii) achieve projected future cost reductions.

08 HYDROGEN↗
DOE OSTI2018

A link-node reformulation of ridesharing user equilibrium with network design

Though the conventional network design is extensively studied, the network design problem for ridesharing, in particular, the deployment of high-occupancy toll (HOT) lanes, remains understudied. Here this paper focuses on one type of network design problem as to whether existing roads should be retrofit into HOT lanes. It is a continuous bi-level mathematical program with equilibrium constraints. The lower level problem is ridesharing user equilibrium (RUE). To reduce the problem size and facilitate computation, we reformulate RUE in the link-node representation. Then we extend the RUE framework to accommodate the presence of HOT lanes and tolls. Algorithms are briefly discussed and numerical examples are illustrated on the Braess network and the Sioux Falls network, respectively. Results show that carefully selecting the deployment of HOT lanes can improve the overall system travel time.

42 ENGINEERING↗