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Mixed-Integer Linear Programming Formulation with Embedded Machine Learning Surrogates for the Design of Chemical Process Families
In previous work, we introduced process family design. The main idea is to design a platform of common elements, and, allowing us to capture additional cost savings, simultaneously design a family of processes, and reducing both engineering and deployment timelines. We formulate this as an optimization problem, specifically a nonlinear generalized disjunctive program (GDP). We have proposed two approaches for reformulating and solving this problem: one based on full-discretization of the design space and one that uses Machine Learning (ML) surrogates to replace the nonlinear process models. Using ML surrogates to predict required system costs and performance indicators allows us to reformulate the nonlinearities in the GDP generate an efficient MILP formulation. In this work, we apply the ML surrogate approach to two case studies. One case study involves designing a family of carbon capture systems to cover a set of different flue gas flow rates and inlet CO 2 concentrations, where we consider the absorber and stripper as common unit module types. The second case study focuses on a water-desalination process, where we design a family of these processes for a variety of salt concentrations and flow rates. In both of these case studies, we demonstrate a scalable optimization approach that enables the design of multiple processes simultaneously, reducing the time-to-market and overall costs by maximizing the cost savings due to both economies of scale and economies of numbers.
A New Hybrid Quantum-Classical Algorithm for Solving the Unit Commitment Problem
Solving problems related to planning and operations of large-scale power systems is challenging on classical computers due to their inherent nature as mixed-integer and nonlinear problems. Quantum computing provides new avenues to approach these problems. We develop a hybrid quantum-classical algorithm for the Unit Commitment (UC) problem in power systems which aims at minimizing the total cost while optimally allocating generating units to meet the hourly demand of the power loads. The hybrid algorithm combines a variational quantum algorithm (VQA) with a classical Benders-type heuristic. The resulting algorithm computes approximate solutions to UC in three stages: i) a collection of UC vectors capable meeting the power demand with lowest possible operating costs is generated based on VQA; ii) a classical sequential least squares programming (SLSQP) routine is leveraged to find the optimal power level corresponding to a predetermined number of candidate vectors; iii) in the last stage, the approximate solution of UC along with generating units power level combination is given. To demonstrate the effectiveness of the presented method, three different systems with 3 generating units, 10 generating units, and 26 generating units were tested for different time periods. In addition, convergence of the hybrid quantum-classical algorithm for select time periods is proven out on IonQ's Forte system.
Integrated solution techniques for security constrained unit commitment problem
Apparatus and methods are disclosed for solving Mixed Integer Programming (MIP) problems, such as Security Constrained Unit Commitment (SCUC) problems used by power grid authorities to perform day-ahead market clearing. In certain examples, a plurality of threads of a software tool implementing a concurrent optimizer can be executed concurrently and sequentially to generate new solutions to a SCUC problem for an upcoming planning horizon. Data can be shared among the concurrently executing threads, such as intermediate/incumbent solutions and hints regarding the fixing of variables and constraints to reduce the size of the SCUC problem. In some examples, the threads are seeded with historical solutions from prior planning horizons. The software tool can select a best solution from the solutions generated by the threads, and determine dispatch instructions for a device coupled to the power grid for the upcoming planning horizon based at least in part on the selected solution.
Dispatch optimization of a concentrating solar power system under uncertain solar irradiance and energy prices
The integration of thermal energy storage into a concentrating solar power system allows for mitigating some of the risk associated with uncertain solar irradiance and uncertain energy prices. We solve a 48 h dispatch optimization model with continually updated conditional point forecasts of both direct normal irradiance (DNI) and electricity prices with a rolling-horizon scheme at hourly resolution over the course of a year. Joint, conditional forecasts for DNI and prices are formed using an autoregressive moving-average time series model with exogenous weather predictors. We guide dispatch using a mixed-integer programming model, but in order to evaluate performance we use the System Advisor Model (SAM) of the National Renewable Energy Laboratory. SAM is a techno-economic simulation model that accounts for plant thermodynamics with higher fidelity. Our conditional DNI forecasts improve annual revenue by 4%–12% over using historical forecasts based on data from previous years. Conditional price forecasts improve annual revenue by 6%–19% in the real-time market over analogous historical forecasts. Updating these forecasts every six hours, rather than every 24 h, further improves annual revenue by 5%–6%. Here, we also investigate a method that values terminal inventory in our dispatch optimization model, again when used in a rolling-horizon scheme.
Hierarchical Distributed Optimal Power Flow of HV and MV Distribution Networks With Continuous and Discrete Devices
With large-scale distributed photovoltaics (PVs) being integrated into distribution networks (DNs), coordinated optimal power flow (OPF) of high voltage (HV) and medium voltage (MV) DNs should be investigated to optimally dispatch the distributed PVs and other network devices. Here, this paper presents a hierarchical distributed OPF method for HV and MV DNs with on-load tap changers, reactive power compensators, feeder switches and distributed PVs. A hierarchical master-slave control architecture is applied to implement coordinated OPF of two-layer DNs. The HV master problem and MV subproblems are transformed into mixed-integer convex problems respectively with second order cone programming and LinDistFlow approximation. Since there is no efficient distributed algorithm to solve such OPF models with integer subproblems, a novel distributed algorithm is proposed in this paper to efficiently solve the hierarchical coordinated OPF model with integer subproblems in a distributed manner. In the proposed algorithm, the coordinated OPF model is solved in a branch-and-bound framework, where in each branch node generalized Benders decomposition (GBD) algorithm is applied to decompose the coordinated OPF model into a master problem and relaxed subproblems and solves them iteratively to get optimal solution. The GBD optimal and feasible cutting planes generated in a branch node are proved to be valid for its descendants. Moreover, three acceleration techniques are introduced into the proposed algorithm to improve computational efficiency. Finally, the effectiveness and accuracy of the proposed method are verified via simulation tests in Jinzhai DNs of China.
Bi-Level Adaptive Storage Expansion Strategy for Microgrids Using Deep Reinforcement Learning
Battery energy storage (BES) is a versatile resource for the secure and economic operation of microgrids (MGs). Prevailing stochastic optimization-based approaches for BES expansion planning for MGs are computationally complicated. This work proposes a data-driven bi-level multi-period BES expansion planning framework to determine the siting, sizing, and timing of BES installations. The proposed planning framework unifies deep reinforcement learning (DRL) and linear programming, thereby decoupling the determinations for the integer and continuous decision variables in two time scales, respectively. In the upper level, a rainbow DRL agent with quantile regression is trained to provide dynamic planning policies to accommodate stochastic renewable energy resources (RESs), load, and battery price changes efficiently. Further, the lower level computes the optimal operation of MGs with frequency constraints to hedge the islanding contingency. The two levels communicate with one another by exchanging storage configuration and operating expenses in order to accomplish the shared goal of minimizing investment and operation costs. Comparative case studies on an MG are carried out to demonstrate the superiority of the proposed DRL-based solution to the mixed-integer linear programming counterpart on efficiency, scalability, and adaptability.
Stochastic Optimization for Grid Resilience. FY18 Final Technical Report
The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this report we present a scalable decomposition algorithm for solving this problem for realistic power systems. The algorithm has been developed in three major research threads, corresponding to the chapters in the present report. Chapter 1 studies mixed-integer programming (MIP) formulations for the requirement that each electrical island that appears after a recon guration must have at least one energized generator. We provide three alternative MIP formulations for this restriction, show their equivalence, and prove that two of them are stronger in terms of their linear programming relaxation than the formulation most commonly used in the power systems literature. Since the time to solve MIPs can vary signi cantly between equivalent formulations, we also present computational experiments on IEEE test systems for the Intentional Controlled Islanding (ICI) and the Black Start Allocation (BSA) problems. We observe that a polynomially separable, exponential in size, strong formulation yields the best performance for the BSA problem and exhibits a comparable performance to a linear in size, weak formulation for the ICI problem. Chapter 2 presents a methodology to generate mixed-integer linear approximations of the AC power ow equations governing lines, transformers (including tap regulators and phase shifters), shunt and series compensators, and consumption responsive to voltage. Our approximations are capable of capturing limitations for power grids under abnormal or uncommon operating conditions where common assumptions used in power ow relaxations may not hold. Particularly, the approximation captures overvoltages under almost no load, which is a major concern when energizing lines after a blackout. The method constructs piecewise linear approximations of the non-linear power ow equations by minimizing the squared approximation error over a subset of the feasible domain. We test the method using a realistic database for the Chilean system (1548 buses, 1114 lines, 564 transformers). The resulting approximations yield root mean square errors in the order of 0.05pu and are successfully applied to solve a transmission switching instance for the Chilean system. Chapter 3 presents our algorithm for optimal restoration. The algorithm works by partitioning the problem into a master problem and a slave problem. The master problem optimizes over energization sequences of generators, buses and branches, for the entire restoration horizon, while respecting the energization requiments studied in Chapter 1. The slave problem veri es that there exist power ow solutions supporting the energization sequences proposed by the master problem, adding cuts to the master if an infeasible sequence is detected.
Learning to Branch with Interpretable Machine Learning Models
Machine learning is being increasingly used in improving decisions made within branch-and-bound algorithms for solving mixed-integer programs (MIPs). Branching is a key component in branch-and-bound algorithms, this work presents IDAES-core project update on building simple and interpretable machine learning models for branching and improving decision-making tools applied for the optimization of advanced energy systems.
Electric vehicle supply equipment location and capacity allocation for fixed-route networks
Electric vehicle (EV) supply equipment location and allocation (EVSELCA) problems for freight vehicles are becoming more important because of the trending electrification shift. Some previous works address EV charger location and vehicle routing problems simultaneously by generating vehicle routes from scratch. Although such routes can be efficient, introducing new routes may violate practical constraints, such as drive schedules, and satisfying electrification requirements can require dramatically altering existing routes. To address the challenges in the prevailing adoption scheme, we approach the problem from a fixed -route perspective. We develop a mixed -integer linear program, a clustering approach, and a metaheuristic solution method using a genetic algorithm (GA) to solve the EVSELCA problem. The clustering approach simplifies the problem by grouping customers into clusters, while the GA generates solutions that are shown to be nearly optimal for small problem cases. A case study examines how charger costs, energy costs, the value of time (VOT), and battery capacity impact the cost of the EVSELCA. Charger equipment costs were found to be the most significant component in the objective function, leading to a substantial reduction in cost when decreased. VOT costs exhibited a significant decrease with rising energy costs. Further, an increase in VOT resulted in a notable rise in the number of fast chargers. Longer EV ranges decrease total costs up to a certain point, beyond which the decrease in total costs is negligible.
A Load Switching Group based Feeder-level Microgrid Energy Management Algorithm for Service Restoration in Power Distribution System
This paper presents a load switching group based energy management system (LSG-EMS) for operating microgrids on a distribution feeder powered by one or multiple grid-forming distributed energy resources. Loads on a distribution feeder are divided into load switching groups that can be remotely switched on and off. The LSG-EMS algorithm, formulated as a mixed-integer linear programming (MILP) problem, has an objective function of maximizing the served loads while minimizing the total number of switching actions. A new set of topology constraints are developed for allowing multiple microgrids to be formed on the feeder and selecting the optimal supply path. Customer comfort is accounted for by maximizing the supply duration in the customer preferred service period and enforcing a minimum service duration. The proposed method is demonstrated on a modified IEEE 33-bus system using actual customer data. Simulation results show that the LSG-EMS successfully coordinates multiple grid-forming sources by selecting an optimal supply topology that maximizes the supply period of both the critical and noncritical loads while minimizing customer service interruptions in the service restoration process.
RetSynth: determining all optimal and sub-optimal synthetic pathways that facilitate synthesis of target compounds in chassis organisms
The efficient biological production of industrially and economically important compounds is a challenging problem. Brute-force determination of the optimal pathways to efficient production of a target chemical in a chassis organism is computationally intractable. Many current methods provide a single solution to this problem, but fail to provide all optimal pathways, optional sub-optimal solutions or hybrid biological/non-biological solutions. Here we present RetSynth, software with a novel algorithm for determining all optimal biological pathways given a starting biological chassis and target chemical. By dynamically selecting constraints, the number of potential pathways scales by the number of fully independent pathways and not by the number of overall reactions or size of the metabolic network. This feature allows all optimal pathways to be determined for a large number of chemicals and for a large corpus of potential chassis organisms. Additionally, this software contains other features including the ability to collect data from metabolic repositories, perform flux balance analysis, and to view optimal pathways identified by our algorithm using a built-in visualization module. This software also identifies sub-optimal pathways and allows incorporation of non-biological chemical reactions, which may be performed after metabolic production of precursor molecules. The novel algorithm designed for RetSynth streamlines an arduous and complex process in metabolic engineering. Our stand-alone software allows the identification of candidate optimal and additional sub-optimal pathways, and provides the user with necessary ranking criteria such as target yield to decide which route to select for target production. Furthermore, the ability to incorporate non-biological reactions into the final steps allows determination of pathways to production for targets that cannot be solely produced biologically. With this comprehensive suite of features RetSynth exceeds any open-source software or webservice currently available for identifying optimal pathways for target production.
Endogenous Interface Pricing for Consistent Transmission–Distribution Co-Optimization With Discrete Distribution Controls
This paper proposes an endogenous interface pricing model for day-ahead transmission–distribution co-optimization that co-determines the interface locational marginal price (LMP) and the transmission–distribution exchange, ensuring price–dispatch consistency while optimally scheduling discrete distribution controls. The formulation couples a DC optimal power flow (OPF) with a branch-flow AC OPF that schedules distributed energy resources (DERs), tap-changer settings, capacitor banks (CBs), and multi-period energy storage systems (ESSs) under feeder voltage and current limits, and is solved as a mixed-integer second-order cone program (MISOCP). In a T14–D33 system, coordinated device scheduling recovers about 90% of the distribution-to-transmission export achievable in a reference case that ignores distribution network (DN) limits, while satisfying a 1.05 p.u. voltage upper bound. In a T39–D34/D37/D123 system, a sequential decoupled benchmark produces interface LMP distortions up to 12.5% and a 7.28% mismatch in net export energy, whereas the proposed model removes these distortions and the associated settlement mismatches. Second-order cone (SOC) relaxation gaps remain below $10^{-3}$ in all cases.
Feasible region-based heuristics for optimal transmission switching
In this paper, we develop a optimal transmission switching (OTS) heuristic based on DC optimal power flow (OPF) and assess the efficacy of the approach when implemented within AC OPF. Traditional formulations of the OTS problem can result in hundreds or thousands of binary variables for large networks, making the OTS problem challenging to solve on fast timescales even for relatively small networks. Here, we identify which constraints and therefore which variables are constraining the DC OPF feasible region, and rank them based on their impact on the cost function. We develop a heuristic algorithm which iteratively removes these constraints and solves a series of standard DC OPF problems. The heuristic is tested on a variety of PGlib networks and the results show that the algorithm can provide substantial cost decreases without having to solve any mixed integer programs. Additionally, we provide insights about the OTS problem, including identifying scenarios outside congestion where OTS can prove useful. Lastly, the performance of the DC-based heuristic is shown when the line switching decisions are implemented within AC OPF.
Distribution Market-Clearing and Pricing Considering Coordination of DSOs and ISO: An EPEC Approach
Distribution-level electricity market provides a platform for trading energy and grid services from large-amount of small-scale distributed energy resources (DERs) located on distribution grids. The behavior of the DERs in the distribution electricity market may ultimately impact the market-clearing and locational marginal prices (LMPs) in the wholesale market. This paper proposes a bi-level optimization model for distribution market clearing and distribution locational marginal pricing (DLMP) considering the interactions between distribution and transmission wholesale markets. In the proposed model, the upper-level model represents the distribution system operator (DSO) market-clearing and the lower-level model represents the wholesale market-clearing by the independent system operator (ISO). The LMP at the substation will impact the DER dispatch and power demands of the DSO as well as the DLMP. In turn, the power demands of the DSO will further impact the ISO market and its LMPs. The equilibrium problem with equilibrium constraints (EPEC) approach is applied to find the equilibria of multiple DSOs and the ISO. The EPEC problem is transformed into a single-level mixed-integer convex problem in order to allow for efficient solving. Finally, the effectiveness of the proposed model and solution method are demonstrated through case studies.
Sequence of polyhedral relaxations for nonlinear univariate functions
Here, given a nonlinear, univariate, bounded, and differentiable function f(x), this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of f(x) and its convex hull, respectively. Theoretical convergence of the sequence of relaxations to the graph of the function and its convex hull is established. For nonlinear non-convex optimization problems, the relaxations presented in this article can be used to construct tight MILP and LP relaxations. These MILP and the LP relaxations can also be used with MILP-based and spatial branch-and-bound based global optimization algorithms, respectively.
Toward a MILP Modeling Framework for Distribution System Restoration
Large-scale blackouts and extreme weather events in recent decades raise the concern for improving the resilience of electric power infrastructures. Distribution service restoration (DSR), a fundamental application in outage management systems, allows restoration solutions for system operators when power outages happen. As distribution generators (DGs) and remotely controllable devices are increasingly installed in distribution systems, an advanced DSR framework is critical to perform optimally coordinated restoration that can achieve maximal restoration performance. This work introduces a DSR modeling framework, which can generate optimal switching sequences and estimated time of restoration in the presence of remotely controllable switches, manually operated switches, and dispatchable DGs. Two mathematical models, a variable time step model and a fixed time step model, are presented and compared. The proposed models are formulated as a mixed-integer linear programming model, and their effectiveness is evaluated via the IEEE 123 node test feeder.