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Results for “Stochastic optimization”

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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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Insights into Methodologies and Stochastic Optimization of Thermal Energy Storage-Coupled Advanced Reactor Systems: A Comparison of Methods for Accessing Long-Term Sub-System Sizing Adequacy

This paper investigates the potential of coupling Thermal Energy Storage (TES) with Advanced Reactors (ARs) to address uncertainties posed by climate change in deep decarbonized power systems. The TES Use-case Team at Idaho National Laboratory (INL) has examined the potential of storing thermal energy from ARs during low demand periods and optimizing discharge during peak-priced hours, in both steady-state and transient conditions. Building on this groundwork, this study bridges the gaps in optimal sizing of the sub-system of TES-coupled AR systems using Risk Analysis Virtual Environment (RAVEN) and Holistic Energy Resource Optimization Network (HERON), INL?s framework for grid optimization. By applying this framework, we present statistically-robust optimal charge, discharge including balance of plant (BOP), and storage sizing for the High-Temperature Gas-Cooled Reactor (HTGR) with 203 MWth output. To this end, we generated synthetic price samples for 30 years using 2018 ? 2021 real-time market data from ERCOT, PJM and MISO. Our results reveals that the TES-coupled HTGR system is highly effective in maximizing revenue from electricity sales. We observed a substantial increase of 40 % in ERCOT and a noteworthy 15 % increase in PJM and MISO when compared to the conventional BOP without TES. This improvement is achieved through regionally-tailored sub-system sizing, which ranges from 398 to 416 MWth for the discharge system and 610 to 1029 MWth for the TES. We find that the average electricity price directly impacts the overall economics, while price volatility influences storage size. Additional sensitivity analyses were performed to access the impact of key assumptions on system economics and sizing, differentiating the optimization window (i.e., 24 ? 219 hours of chronological observations) and by imposing storage continuity condition in tracking TES cycles. We observed that at the 120-hour of the optimization window, a reasonable balance between computation time and accuracy was achieved. Our analysis also highlights the significance of conducting multi-day cycle analysis (> 120-hour) for TES to capture interaction between electricity prices and storage dynamics, providing a comprehensive understanding of TES behavior that AR developers should integrate into their plant designs.

25 ENERGY STORAGE↗
DOE OSTI2022

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise in many applications such as dynamic optimization, stochastic optimization, optimization with partial differential equations, and network optimization. We illustrate that for a given pair of nodes, the sensitivity of the primal-dual solution at one node against a data perturbation at the other node decays exponentially with respect to the distance between these two nodes on the graph. In other words, the solution sensitivity decays as one moves away from the perturbation point. This result, which we call exponential decay of sensitivity, holds under the strong second-order sufficiency condition and the linear independence constraint qualification. We also present conditions under which the decay rate remains uniformly bounded; this allows us to characterize the sensitivity behavior of NLPs defined over subgraphs of infinite graphs. The theoretical developments are illustrated with numerical examples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Stochastic DC optimal power flow with reserve saturation

We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an affine control policy, but introduces a model of saturation of generator reserves by assuming that when a generator’s target level hits its limit, it abandons the affine policy and produces at that limit. This is a particularly interesting feature in models where wind power plants, which have uncertain upper generation limits, are scheduled to provide reserves to balance load fluctuations. Here, the resulting model is a nonsmooth nonconvex two-stage stochastic program, and we use a stochastic approximation method to find stationary solutions to a smooth approximation. Computational results on 6-bus and 118-bus test instances demonstrate that by considering the effects of saturation, our model can yield solutions with lower expected generation costs (at the same target line violation probability level) than those obtained from a model that enforces the affine policy to stay within generator limits with high probability.

17 WIND ENERGY↗
DOE OSTI2016

A comparative study of coarse-graining methods for polymeric fluids: Mori-Zwanzig vs. iterative Boltzmann inversion vs. stochastic parametric optimization

We construct effective coarse-grained (CG) models for polymeric fluids by employing two coarse-graining strategies. The first one is a forward-coarse-graining procedure by the Mori-Zwanzig (MZ) projection while the other one applies a reverse-coarse-graining procedure, such as the iterative Boltzmann inversion (IBI) and the stochastic parametric optimization (SPO). More specifically, we perform molecular dynamics (MD) simulations of star polymer melts to provide the atomistic fields to be coarse-grained. Each molecule of a star polymer with internal degrees of freedom is coarsened into a single CG particle and the effective interactions between CG particles can be either evaluated directly from microscopic dynamics based on the MZ formalism, or obtained by the reverse methods, i.e., IBI and SPO. The forward procedure has no free parameters to tune and recovers the MD system faithfully. For the reverse procedure, we find that the parameters in CG models cannot be selected arbitrarily. If the free parameters are properly defined, the reverse CG procedure also yields an accurate effective potential. Moreover, we explain how an aggressive coarse-graining procedure introduces the many-body effect, which makes the pairwise potential invalid for the same system at densities away from the training point. From this work, general guidelines for coarse-graining of polymeric fluids can be drawn.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2018

Chance-Constrained Optimization for Critical Infrastructure Protection

Stochastic optimization deals with making highly reliable decisions under uncertainty. Chance constraints are a crucial tool of stochastic optimization to develop mathematical optimization models; they form the backbone of many important national security data science applications. These include critical infrastructure resiliency, cyber security, power system operations, and disaster relief management. However, existing algorithms to solve chance-constrained optimization models are severely limited by problem size and structure. In this investigative study, we (i) develop new algorithms to approximate chance-constrained optimization models, (ii) demonstrate the application of chance-constraints to a national security problem, and (iii) investigate related stochastic optimization problems. We believe our work will pave way for new research is stochastic optimization as well as secure national infrastructures against unforeseen attacks.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗