Search NASA⌕ Search

SEARCH · Search NASA

Results for “NONLINEAR PROGRAMMING”

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 73 records · Page 4

A mathematical programming approach for the optimal placement of flame detectors in petrochemical facilities

Flame detectors provide an important layer of protection for personnel in petrochemical plants, but effective placement can be challenging. A mixed-integer nonlinear programming formulation is proposed for optimal placement of flame detectors while considering non-uniform probabilities of detection failure. We show that this approach allows for the placement of fire detectors using a fixed sensor budget and outperforms models that do not account for imperfect detection. In this study, we develop a linear relaxation to the formulation and an efficient solution algorithm that achieves global optimality with reasonable computational effort. We integrate this problem formulation into the Python package, Chama, and demonstrate the effectiveness of this formulation on a small test case and on two real-world case studies using the fire and gas mapping software, Kenexis Effigy.

47 OTHER INSTRUMENTATION↗

Global Solution Strategies for the Network-Constrained Unit Commitment Problem with AC Transmission Constraints

Here, we propose a novel global solution algorithm for the network-constrained unit commitment problem that incorporates a nonlinear alternating current (AC) model of the transmission network, which is a nonconvex mixed-integer nonlinear programming (MINLP) problem. Our algorithm is based on the multi-tree global optimization methodology, which iterates between a mixed-integer lower-bounding problem and a nonlinear upper-bounding problem. We exploit the mathematical structure of the unit commitment problem with AC power flow constraints (UC-AC) and leverage second-order cone relaxations, piecewise outer approximations, and optimization-based bounds tightening to guarantee a globally optimal solution at convergence. Numerical results on four benchmark problems illustrate the effectiveness of our algorithm, both in terms of convergence rate and solution quality.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation

In this work, we consider the problem of designing a cloak for waves described by the Helmholtz equation from an integer programming point of view. The problem can be modeled as a PDE-constrained optimization problem with integer-valued control inputs that are distributed in the computational domain. A first-discretize-then-optimize approach results in a large-scale mixed-integer nonlinear program that is in general intractable because of the large number of integer variables that arise from the discretization of the domain. Instead, we propose an efficient algorithm that is able to approximate the local infima of the underlying nonconvex infinite-dimensional problem arbitrarily close without the need to solve the discretized finite-dimensional integer programs to optimality. We optimize only the continuous relaxations of the approximations for local minima and then apply the sum-up rounding methodology to obtain integer-valued controls. If the solutions of the discretized continuous relaxations converge to a local minimizer of the continuous relaxation, then the resulting discrete-valued control sequence converges weakly \(^*\) in \(L^\infty\) to the same local minimizer. These approximation properties follow under suitable refinements of the involved discretization grids. Our results use familiar concepts arising from the analytical properties of the underlying PDE and complement previous results, derived from a topology optimization point of view.

97 MATHEMATICS AND COMPUTING↗

Piecewise polyhedral formulations for a multilinear term

Herein, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex-hull representation. Based on the PPR’s solution, we also present a MILP formulation whose solutions are feasible for nonconvex, multilinear equations. We then present computational results showing the effectiveness of proposed formulations on standard benchmark nonlinear programs (NLPs) with multilinear terms and compare with a traditional formulation that is built using recursive bilinear groupings of multilinear terms.

42 ENGINEERING↗

Optimal design and dispatch of a system of diesel generators, photovoltaics and batteries for remote locations

Renewable energy technologies, specifically, solar photovoltaic cells, combined with battery storage and diesel generators, form a hybrid system capable of independently powering remote locations, i.e., those isolated from larger grids. If sized correctly, hybrid systems reduce fuel consumption compared to diesel generator-only alternatives. We present an optimization model for establishing a hybrid power design and dispatch strategy for remote locations, such as a military forward operating base, that models the acquisition of different power technologies as integer variables and their operation using nonlinear expressions. Our cost-minimizing, nonconvex, mixed-integer, nonlinear program contains a detailed battery model. Due to its complexities, we present linearizations, which include exact and convex under-estimation techniques, and a heuristic, which determines an initial feasible solution to serve as a “warm start” for the solver. We determine, in a few hours at most, solutions within 5% of optimality for a candidate set of technologies; these solutions closely resemble those from the nonlinear model. Lastly, our instances contain real data spanning a yearly horizon at hour fidelity and demonstrate that a hybrid system could reduce fuel consumption by as much as 50% compared to a generator-only solution.

14 SOLAR ENERGY↗

Adaptive nonlinear wavefront shaping in layered TMDs

Two-dimensional transition metal dichalcogenides are promising candidates for nonlinear photonics applications, offering strong nonlinear susceptibility and compatibility with integrated platforms. Although considerable effort has been devoted to manipulating second harmonic generation in these materials, the dynamic control of nonlinear wavefronts remains largely unexplored. Metasurfaces have enabled significant progress in nonlinear beam engineering, yet their practical implementation is limited by low conversion efficiencies and restricted design flexibility. In this work, we employ feedback-based wavefront shaping using spatial light modulators to enhance SHG from pyramid-like WS 2 multilayer structures by over three orders of magnitude in selected spatial regions. This approach allows us to program nonlinear holograms and dynamically shape the SHG signal through phase-only modulation, opening new possibilities for nonlinear imaging, optical information processing, and data communication.

Mavian, Alex [Rensselaer Polytechnic Inst., Troy, ↗

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem that requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.

47 OTHER INSTRUMENTATION↗

Joint Design of Multimodal Transit Networks and Shared Autonomous Mobility Fleets

Providing quality transit service to travelers in low-density areas, particularly travelers without personal vehicles, is a constant challenge for transit agencies. The advent of fully-autonomous vehicles (AVs) and their inclusion in mobility service fleets may allow transit agencies to offer better service and/or reduce their own capital and operational costs. This study focuses on the problem of allocating resources between transit patterns and operating (or subsidizing) shared-use AV mobility services (SAMSs) in a large metropolitan area. To address this question, a joint transit network redesign and SAMS fleet size determination problem (JTNR-SFSDP) is introduced, and a bi-level mathematical programming formulation and solution approach are presented. The upper-level problem modifies a transit network frequency setting problem (TNFSP) formulation via incorporating SAMS fleet size as a decision variable and allowing the removal of bus routes. The lower-level problem consists of a dynamic combined mode choice-traveler assignment problem (DCMC-TAP) formulation. The heuristic solution procedure involves solving the upper-level problem using a nonlinear programming solver and solving the lower-level problem using an iterative agent-based assignment-simulation approach. To illustrate the effectiveness of the modeling framework, this study uses traveler demand from Chicago along with the regions existing multimodal transit network. The computational results indicate significant traveler benefits, in terms of improved average traveler wait times, associated with optimizing the joint design of multimodal transit networks and SAMS fleets compared with the initial transit network design.

bi-level programming↗

Relaxations of the steady optimal gas flow problem for a non-Ideal gas

Natural gas ranks second in U.S. primary energy consumption. Because most production sites are remote, gas must be transported through pipeline networks equipped with compressors, valves, and other components. For both economic efficiency and system reliability, it is desirable to operate these networks optimally. The governing physics across pipeline components entails nonlinear, non-convex equality and inequality constraints, and the most general steady-flow operations problem is a Mixed-Integer Nonlinear Program (MINLP).This work focuses on one such steady-flow problem-the Optimal Gas Flow (OGF) for a natural gas pipeline network-which minimizes production cost subject to the steady-flow physics. For day-to-day operations, the ability to quickly compute a globally optimal solution and a strong lower bound for varying demand profiles is crucial. A promising strategy is to build tight relaxations of the OGF’s nonlinear constraints. However, many nonlinearities arising from non-ideal equations of state either lack relaxations or have relaxations that do not scale to realistic network sizes. We address this gap by combining recent advances in polyhedral relaxations for univariate functions to construct tight, computationally efficient relaxations of the OGF with a non-ideal equation of state. These relaxations solve within seconds on a standard laptop. In conclusion, we demonstrate their quality through extensive numerical experiments on very large-scale test networks from the literature and find that the proposed approach proves optimality in 92% of tested instances.

03 NATURAL GAS↗

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↗

An augmented Lagrangian filter method

Here, we introduce a filter mechanism to enforce convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows for equality-constrained quadratic programming steps to accelerate local convergence. We also include a feasibility restoration phase that allows fast detection of infeasible problems. We provide a convergence proof that shows that our algorithm converges to first-order stationary points. We provide preliminary numerical results that demonstrate the effectiveness of our proposed method.

97 MATHEMATICS AND COMPUTING↗

TAS: 89 0227: TAS Recovery Act - Optimization and Control of Electric Power Systems: ARRA

The name SuperOPF is used to refer several projects, problem formulations and soft-ware tools intended to extend, improve and re-define some of the standard methods of optimizing electric power systems. Our work included applying primal-dual interior point methods to standard AC optimal power flow problems of large size, as well as extensions of this problem to include co-optimization of multiple scenarios. The original SuperOPF problem formulation was based on co-optimizing a base scenario along with multiple post-contingency scenarios, where all AC power flow models and constraints are enforced for each, to find optimal energy contracts, endogenously determined locational reserves and appropriate nodal energy prices for a single period optimal power flow problem with uncertainty. This led to example non-linear programming problems on the order of 1 million constraints and half a million variables. The second generation SuperOPF formulation extends this by adding multiple periods and multiple base scenarios per period. It also incorporates additional variables and constraints to model load following reserves, ramping costs, and storage resources. A third generation of the multi-period SuperOPF, adds both integer variables and a receding horizon framework in which the problem type is more challenging (mixed integer), the size is even larger, and it must be solved more frequently, pushing the limits of currently available algorithms and solvers. The consideration of transient stability constraints in optimal power flow (OPF) problems has become increasingly important in modern power systems. Transient stability constrained OPF (TSCOPF) is a nonlinear optimization problem subject to a set of algebraic and differential equations. Solving a TSCOPF problem can be challenging due to (i) the differential-equation constraints in an optimization problem, (ii) the lack of a true analytical expression for transient stability in OPF. To handle the dynamics in TSCOPF, the set of differential equations can be approximated or converted into equivalent algebraic equations before they are included in an OPF formulation. In Chapter 4, a rigorous evaluation of using a predefined and fixed threshold for rotor angles as a mean to determine transient stability of the system is developed. TSCOPF can be modeled as a large-scale nonlinear programming problem including the constraints of differential-algebraic equations (DAE). Solving a TSCOPF problem can be challenging due to (i) the differential-equation constraints in an optimization problem, (ii) the lack of a true analytical expression for transient stability constraint in OPF. Unfortunately, even the current best TSCOPF solvers still suffer from the curse of dimensionality and unacceptable computational time, especially for large-scale power systems with multiple contingencies. In chapter 5, thse issues will be addressed and a new method to incorporate the transient stability constraints will be presented.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Vehicle-to-manufacturing (V2M) system: A novel approach to improve energy demand flexibility for demand response towards sustainable manufacturing

The U.S. manufacturing sector accounts for 77% of the industrial energy consumption, but its participation in demand response (DR) programs is largely lagged behind. The limited flexibility in production scheduling under high capacity utilization and the lack of DR schemes that incorporate energy demand flexibility measures are deemed as major barriers. In this study, a framework of the interactive vehicles-to-manufacturing (V2M) energy sharing system is proposed to improve the energy demand flexibility of the aggregated system and enhance the DR effectiveness for manufacturers. The V2M-based DR scheme aims to reduce the energy cost by load shifting through joint production and energy sharing control, which can eventually promote manufacturing DR implementation even under high capacity utilization requirements and dynamic real-time electricity prices. The V2M system is modeled based on a discrete-Markov chain considering the complex interconnections among various manufacturing resources and multi-directional energy flows among manufacturing facilities, electric vehicles, and the power grid. Based on the system model, a mixed-integer nonlinear programming (MINLP) problem is formulated to identify the optimal DR scheme. The effectiveness of the proposed approach is validated through comparisons with traditional manufacturing DR schemes. Finally, the results show that a 2.1 to 6.5 times energy demand flexibility improvement and an additional 4.7% to 6.9% energy cost reduction can be achieved by the proposed approach.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

42 ENGINEERING↗

Optimizing the design and operation of water networks: Two decomposition approaches

We consider the design and operation of water networks simultaneously. Water network problems can be divided into two categories: the design problem and the operation problem. The design problem involves determining the appropriate pipe sizing and placements of pump stations, while the operation problem involves scheduling pump stations over multiple time periods to account for changes in supply and demand. Our focus is on networks that involve water co-produced with oil and gas. While solving the optimization formulation for such networks, we found that obtaining a primal (feasible) solution is more challenging than obtaining dual bounds using off-the-shelf mixed-integer nonlinear programming solvers. Therefore, we propose two methods to obtain good primal solutions. One method involves a decomposition framework that utilizes a convex reformulation, while the other is based on time decomposition. To test our proposed methods, we conduct computational experiments on a network derived from the PARETO case study.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Probabilistic N - k failure-identification for power systems

This work considers a probabilistic generalization of the N - k failure-identification problem in power transmission networks, where the probability of failure of each component in the network is known a priori and the goal of the problem is to find a set of k components that maximizes disruption to the system loads weighted by the probability of simultaneous failure of the k components. The resulting problem is formulated as a bilevel mixed-integer nonlinear program. Convex relaxations, linear approximations, and heuristics are developed to obtain feasible solutions that are close to the optimum. A general cutting-plane algorithm is proposed to solve the convex relaxation and linear approximations of the N - k problem. Extensive numerical results corroborate the effectiveness of the proposed algorithms on small-, medium-, and large-scale test instances; the test instances include the IEEE 14-bus system, the IEEE single-area and three-area RTS96 systems, the IEEE 118-bus system, the WECC 240-bus test system, the 1354-bus PEGASE system, and the 2383-bus Polish winter-peak test system.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimal economic operation of liquid petroleum products pipeline systems

The majority of overland transport needs for crude petroleum and refined petroleum products are met using pipelines. Numerous studies have developed optimization methods for design of these systems in order to minimize construction costs while meeting capacity requirements. Here, we formulate problems to optimize the operations of existing single liquid commodity pipeline systems subject to physical flow and pump engineering constraints. The objectives are to maximize the economic value created for users of the system and to minimize operating costs. We present a general computational method for this class of continuous, non-convex nonlinear programs, and examine the use of pump operating settings and flow allocations as decision variables. Furthermore, the approach is applied to compute optimal operating regimes and perform engineering economic sensitivity analyses for a case study of a crude oil pipeline developed using publicly available data.

02 PETROLEUM↗

Level set topology optimization of structural problems with interface cohesion

Summary This paper presents a finite element topology optimization framework for the design of two‐phase structural systems considering contact and cohesion phenomena along the interface. The geometry of the material interface is described by an explicit level set method, and the structural response is predicted by the extended finite element method. In this work, the interface condition is described by a bilinear cohesive zone model on the basis of the traction‐separation constitutive relation. The non‐penetration condition in the presence of compressive interface forces is enforced by a stabilized Lagrange multiplier method. The mechanical model assumes a linear elastic isotropic material, infinitesimal strain theory, and a quasi‐static response. The optimization problem is solved by a nonlinear programming method, and the design sensitivities are computed by the adjoint method. The performance of the presented method is evaluated by 2D and 3D numerical examples. The results obtained from topology optimization reveal distinct design characteristics for the various interface phenomena considered. In addition, 3D examples demonstrate optimal geometries that cannot be fully captured by reduced dimensionality. The optimization framework presented is limited to two‐phase structural systems where the material interface is coincident in the undeformed configuration, and to structural responses that remain valid considering small strain kinematics. Copyright © 2017 John Wiley & Sons, Ltd.

Behrou, Reza↗