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Results for “Mixed integer optimization”

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510 records · Page 29

Piecewise linear approximation with minimum number of linear segments and minimum error: A fast approach to tighten and warm start the hierarchical mixed integer formulation

In several areas of economics and engineering, it is often necessary to fit discrete data points or approximate nonlinear functions with continuous functions. Piecewise linear (PWL) functions are a convenient way to achieve this. PWL functions can be modeled in mathematical problems using only linear and integer variables. Moreover, there is a computational benefit in using PWL functions that have the least possible number of segments. This work proposes a novel hierarchical mixed integer linear programming (MILP) formulation that identifies a continuous PWL approximation with minimum number of linear segments for a given target maximum error. The proposed MILP formulation also identifies the solution with the least maximum error among the solutions with minimum number of segments. Then, this work proposes a fast iterative algorithm that identifies non necessarily continuous PWL approximations by solving O(S log N) linear programming (LP) problems, where N is the number of data points and S is the minimum number of segments in the non necessarily continuous case. This work demonstrates that tight bounds for the MILP problem can be derived from these approximations. Next, a fast algorithm is introduced to transform a non necessarily continuous PWL approximation into a continuous one. Finally, the tight bounds and the continuous PWL approximations are used to tighten and warm start the MILP problem. The tightened formulation is shown in experimental results to be more efficient, especially for large data sets, with a solution time that is up to two orders of magnitude less than the existing literature.

97 MATHEMATICS AND COMPUTING↗

The value of concentrating solar power in ancillary services markets

Ancillary services, such as spinning reserves, can provide grid reliability and contribute to profitability of an energy resource. We exercise an existing dispatch optimization model to estimate the profitability of a concentrating solar power plant by incorporating the sale of spinning reserves in the ancillary service market using the National Renewable Energy Laboratory's System Advisor Model to simulate operations within a 72-h rolling horizon framework. Assuming a price-taker approach with day-ahead energy and spinning reserve prices from both the California Independent System Operator and the Electricity Reliability Council of Texas, we find that selling spinning reserves in addition to electric energy increases plant profitability by up to 7% with perfect knowledge of day-ahead pricing and solar resource availability. Here, this finding suggests that spinning reserve markets provide significant value streams to concentrating solar power plants that can leverage thermal energy storage to offer reliable production in the short-to-medium term.

14 SOLAR ENERGY↗

North Carolina Water Utility Builds Resilience with Distributed Energy Resources

As the frequency and duration of grid outages increase, backup power systems are becoming more important for ensuring that critical infrastructure continues to provide essential services. Most facilities rely on diesel generators, which may be ineffective during long outages owing to limited fuel supplies and high generator failure rates. Distributed energy resources such as solar, storage, and combined-heat-and-power systems, coupled with on-site biofuel production, offer an alternative source of on-site generation that can provide both cost savings and resilience (i.e., the ability to respond to catastrophic events with longer-term consequences). A mixed-integer linear program minimizes costs and maximizes resilience at a wastewater treatment plant in Wilmington, North Carolina. We find that the plant can reduce life-cycle energy costs by 3.1% through the installation of a hybrid combined-heat-and-power, photovoltaic, and storage system. When paired with existing diesel generators, this system can sustain full load for seven days while saving $664,000 over 25 years and reducing diesel fuel use by 48% compared with the diesel-only solution. This analysis informed a decision by the Cape Fear Public Utility Authority to allocate funds for the implementation of a combined-heat-and-power system at the wastewater treatment plant in fiscal year 2023. Finally, the benefits of deploying hybrid combined-heat-and-power technologies and the utilization of on-site biofuel production extend, on a national scale, to thousands of wastewater treatment facilities and other types of critical infrastructure.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Decomposition-Based Learn-To-Optimize Approach with Feasibility Layer Assistance for Sub-Hourly Unit Commitment

Sub-hourly unit commitment (UC) with 15-min intervals is gaining significant attention as a way to respond rapidly to the fluctuations in electricity supply and demand introduced by renewable resources. However, the increased temporal resolution and complex inter-temporal dependencies pose substantial computational challenges for traditional optimization methods. To this end, this paper explores a decomposition-based learn-to-optimize approach. Building on recent advances in machine learning, our method revisits the long- overlooked Lagrangian relaxation framework, which is a classical decomposition technique that enables tractable subproblem solving. These smaller subproblems are inherently well-suited for machine learning, as their reduced dimensionality and structural regularity allow predictive models to efficiently learn and generalize solution patterns. We thus propose a generic predictive model, which embeds Gated Recurrent Units (GRUs) and Attention in the encoder-decoder structure, and integrate a rule-based feasibility layer to capture temporal dependencies, reduce training effort, and improve feasibility w.r.t. unit-level constraints. Our method has been validated on the IEEE 118-bus system, demonstrating promising performance in solving sub-hourly UC problems efficiently and feasibly.

97 MATHEMATICS AND COMPUTING↗

Localization of Ad-Hoc Lunar Constellations in Communication Failure Modes for Distributed Spacecraft Autonomy

As lunar missions increase in complexity inspired by NASA’s Artemis Program, they will require reliable and sufficient capability of the Position, Navigation, and Timing (PNT) system to support their scientific objectives. In addition, NASA's Commercial Lunar Payload Services (CLPS) program initiates the proliferation of public and private exploration partnerships using small satellites from commercial and private organizations, expanding traditionally confined low Earth orbit to be used for missions beyond geosynchronous orbit (Zucherman et al., 2022). Therefore, the Lunar PNT system is also required to provide navigation services compatible with the smaller platforms being sent by the public and private sectors, like CubeSats. However, traditional approaches to deep space missions’ navigation based on ground radio facilities have difficulties in providing sufficient support for the increasing number of users and communication at a distance from the Earth (Kaplev et al., 2022). In particular, the existing Lunar navigation technologies such as weak signal global positioning system (GPS) and deep space network (DSN) are not able to ensure operations of the upcoming small-scale Lunar missions due to their limitations in localization performance as well as capacity aspects. Another way to provide Lunar PNT service is to create a dedicated Lunar global navigation satellite system (GNSS) constellation, like GNSS systems on Earth. Space agencies like NASA, ESA, and JAXA are now developing the lunar communications relay and navigation systems (LCRNS) and Lunar navigation satellite systems (LNSS). In their systems, satellites will be deployed in moon orbits to provide the communication, positioning, navigation, and timing (CPNT) service at the lunar south pole region where the Artemis base camp will be expected (Murata et al., 2022). Meanwhile, common challenges considered in lunar PNT research arise from poor geometry of the terrestrial GNSS satellites when seen from the lunar user, highly perturbed lunar orbits, and limitations in power, size, and cost of the equipment on lunar satellites (Iiyama et al., 2023). It is also not clear if there will be enough Lunar users to support the cost and resources this would require as the Low-cost surface missions may not be able to support the large power, mass, and weight requirements that these navigation solutions entail (Niemoeller et al., 2022). As an alternative, existing Lunar science and exploration assets could be used to create a low-cost, autonomous, ad-hoc, and on-demand mission-centric Lunar PNT swarm capable of providing PNT services to these low-cost lunar missions (Hagenau et al., 2021). Introducing the non-dedicated and ad-hoc Lunar navigation constellation gives a way to provide PNT services on-demand. The non-dedicated swarm assets of Lunar constellations are designed to localize themselves with minimal interaction with Earth by adding cooperative autonomous localization to lunar missions, freeing up valuable bandwidth and ground segment resources. An autonomous localization of Lunar constellations is based on the concept of the decentralized PNT system with a distributed extended Kalman filter (DEKF) approach to state estimation for minimal onboard operating costs. In the distributed data processing algorithm, computation is broken down and assigned to each satellite, resulting in a considerably decreased computational amount while maintaining the accuracy of the orbit ephemeris and clock offsets as the result of centralized data processing (Wen et al., 2019). The DEKF requires spacecraft to perform two-way ranging operations with each other to communicate simultaneously, leveraging neighbor two-way intersatellite link (ISL) measurements such as pseudoranges to, and relative velocities between, visible satellites as sensor values (Frank et al., 2021). The Lunar autonomous PNT simulation (LAPS) demonstrated the feasibility of orbital asset localization among ad-hoc Lunar small-sat constellations based on the DEKF in Hagenau et al. (2021) and evaluated the matching algorithm proposed by Frank et al. (2021) in scheduling position estimation updates. In previous papers, all assets and measurements are assumed to be always available without consideration of the impact of intermittent and permanent communication failure. This study presents localization performance with increasing levels of network degradation for swarm assets and users to demonstrate the robustness of the decentralized Lunar PNT service in more realistic scenarios. Main issues arising from communication failure include spacecraft permanent or transient loss, antenna failures, message delays, etc. We tested four possible reasons for network degradation for 7 days in 21 satellites frozen with an altitude of 5500 km, evenly spaced around 3 circular, 40 inclination orbital planes where each spacecraft has two directional antennas. As anchor nodes with an independent estimate of their position are required in the DEKF approach, two ground nodes in each pole and one node in the gateway were implemented in the simulation. First, the most probable failure scenario involves the loss of a single spacecraft due to solar interference and technical malfunctions of the assets. Losing the availability of a single spacecraft means losing the two-way ISL measurement of the asset in the DEKF update. In order to provide the best possible quality of PNT service with limited time and resources, the distributed Lunar constellations must schedule the communication activities. The scheduler leverages mixed-integer linear programming (MILP) for the coordination and scheduling of the desired “as-needed” localization service (Niemoeller et al., 2022). We assume the scheduler has completely excluded the spacecraft information before the DEKF update in the failure scenario. When a random spacecraft has been turned off at a specific time, the robustness of the autonomous Lunar PNT system is evaluated. The simulation results give an 11.5% degradation in median position accuracy compared to the idealized performance excluding the asset loss. Second, a large number of assets may vanish due to major hardware problems or meteor strikes around the moon. A multiple spacecraft loss can degrade the localization performance very fast by losing the communication ability to do cross-plane measurements and in-plane measurements in a 3-plane constellation. When the matching-based scheduler is aware of ISL availability, we investigate a large number of in-plane and cross-plane asset vanishments both in close proximity and equally spaced throughout the orbital plane. According to the simulations, the loss of in-plane measurements gives 40.2% degradation while cross-plane measurements degrade 50.5% of asset localization performance among available assets. Therefore, it is concluded that cross-plane measurements are more important in improving the position estimation accuracy. Third, spacecraft failure information can be lost due to the internal message delay, resulting in the DEKF update scheduler to solve the matching problem with unavailable assets. The DEKF update cycle is comprised of network setup, communication, and computations where a global broadcast network and a 2-way ISL network setup take 6 minutes in total (Frank et al., 2021). Once the broadcast network successfully transmits and receives information, a random spacecraft may lose its availability right before solving the matching problem. This means the matching solution is no longer optimal, resulting in degradation in the localization performance. A numerical assessment shows the matching-based scheduler with knowing failure holds 11.5% of position accuracy degradation, whereas the scheduler without knowing failure gives 34% degraded localization performance without asset loss. Fourth, a transient loss of a single or multiple spacecraft may occur due to their antenna outages. After losing the two-way ISL availability for a few DEKF update cycles, the availability of spacecraft can easily be recovered as their states have been independently updated using measurements from anchor nodes. It is likely that the longer failure will result in worse localization performance. We have tested the transient failure of a random single asset for 30 min in the simulation, which is losing 3 update cycles in the DEKF system. From the simulation results, the position accuracy has been degraded to 4.84% which is better than the degraded localization performance of 11.5% from the permanent loss scenario among available assets. In conclusion, the autonomous Lunar PNT system based on the DEKF approach shows the ability to maintain resilience and robustness in the possible communication failure scenarios, ensuring that localization accuracy is preserved across various network degradation and outages. Future studies on investigating user localization performance near the South Pole and the broadcast network system will be continued in the following months.

Yeji Kim↗

Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain PV generation, using a distributionally robust chance-constrained (DRCC) building load control model under two typical ambiguity sets: the moment-based and Wasserstein ambiguity sets. We derive mixed integer linear programming (MILP) reformulations for DRCC problems under both sets. Especially, for the Wasserstein ambiguity set, we use the right-hand side (RHS) uncertainty to derive a more compact MILP reformulation than the commonly known MILP reformulations with big-M constants. All the results also apply to general individual chance constraints with RHS uncertainty. Furthermore, we propose an adjustable chance-constrained variant to achieve tradeoff between the operational risk and costs. We derive MILP reformulations under the Wasserstein ambiguity set and second-order conic programming (SOCP) reformulations under the moment-based set. Using real-world data, we conduct computational studies to demonstrate the efficiency of the solution approaches and the effectiveness of the solutions. Summary of Contribution: The problem studied in this paper is motivated by a building load control problem that uses the aggregation of heating, ventilation, and air conditioning (HVAC) loads as flexible reserves to absorb uncertain solar photovoltaic (PV) generation. The problem is formulated as distributionally robust chance-constrained (DRCC) programs with right-hand side (RHS) uncertainty. In addition, we propose a risk-adjustable variant of the DRCC programs, where the risk level, instead of being predetermined, is treated as a decision variable. The paper aims to provide tractable reformulations and solution algorithms for both the (general) DRCC and the (general) adjustable DRCC models with RHS uncertainty.

97 MATHEMATICS AND COMPUTING↗