Search NASA⌕ Search

SEARCH · Search NASA

Results for “Mixed Integer 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 91 records · Page 5

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Co-Optimized Analysis and Design of Electric and Natural Gas Infrastructures

This paper proposes and implements a long-term deterministic capacity expansion model for the co-optimization of electric and natural gas infrastructures. It determines the required investments in generation units, transmission lines and pipelines for meeting future demands, while representing electricity and natural gas flows using DC Power Flow and Weymouth equations, respectively. A Mixed Integer Nonlinear Programming (MINLP) problem is developed, from which a linearized version is derived. A 26 node integrated gas-electric system for the Eastern Region of the United States is used to demonstrate the model’s capabilities. Results show that the model provides an accurate operational representation of the integrated system, and, therefore, enhances the expansion planning process.

47 OTHER INSTRUMENTATION↗

Per-Phase and 3-Phase Optimal Coordination of Directional Overcurrent Relays Using Genetic Algorithm

Penetration of the power grid by renewable energy sources, distributed storage, and distributed generators is becoming increasingly common. Increased utilization of these distributed energy resources (DERs) has given rise to additional protection coordination concerns, particularly where they are utilized in an unbalanced manner or where loading among phases is unbalanced. Digital relays such as the SEL-751 (produced by Schweitzer Engineering Laboratories, Pullman, WA, USA) series have the capability of being set on a per-phase basis. This capability is underutilized in common practice. Additionally, in optimization algorithms for determining relay settings, the time-overcurrent characteristics (TOCs) of relays are generally not treated as variables and are assigned before running the optimization algorithm. In this paper, TOC options themselves are treated as discrete variables to be considered in the optimization algorithm. A mixed integer nonlinear programming problem (MINLP) is set up where the goal is to minimize relay operating times. A genetic algorithm (GA) approach is implemented in MATLAB where two cases are considered. In the first case, the TOC and Time dial setting (TDS) of each relay is set on a three-phase basis. In the second case, per-phase settings are considered. Relay TDSs and TOCs are both considered as simultaneous discrete control variables. Despite the stochastic nature of using per-phase settings for unbalanced systems is found to generally allow for shorter operating times. However, for relatively balanced systems, it is best to use three-phase settings if computation time is of importance.

Matthews, Ronald C.↗

Coordinative Voltage Control Strategy with Multiple Resources for Distribution Systems of High PV Penetration: Preprint

This paper presents an optimal voltage control methodology with coordination among different voltage-regulating resources, including controllable loads, distributed energy resources such as energy storage and photovoltaics (PV), and utility voltage-regulating devices such as voltage regulators and capacitors. The proposed methodology could effectively tackle the overvoltage and voltage regulation device distortion problems brought by high penetrations of PV to improve grid operation reliability. A voltage-load sensitivity matrix and voltage-regulator sensitivity matrix are used to deploy the resources along the feeder to achieve the control objectives. Mixed-integer nonlinear programming is used to solve the formulated optimization control problem. The methodology has been tested on the IEEE 123-feeder test system, and the results demonstrate that the proposed approach could actively tackle the voltage problem brought about by high penetrations of PV and improve the reliability of distribution system operation.

14 SOLAR ENERGY↗

Minimizing total tardiness and energy cost by considering layout and scheduling in a flexible job shop

Most sustainable manufacturing studies have discussed scheduling with energy consumption (EC), while the effect of layout on both scheduling and EC can be significant. This paper therefore investigates the interaction between layout and scheduling in a flexible job shop, and shows how considering them together affects EC (energy cost) and a conventional performance measure (tardiness cost). A mixed-integer nonlinear programming is proposed in this study to integrate layout with scheduling, and the objective function of the model is designed to minimize total tardiness and energy cost. The efficacy of the proposed model is evaluated by solving an illustrative case study. The results show that the objective function value can be in average improved by approximately 21% using the integrated model when compared to a non-integrated model.

Ebrahimi, Ahmad↗

Solving the Grid Optimization Competition Challenge 3 Problem

The Grid Optimization Competition Challenge 3 Problem posed a multiperiod security-constrained unit commitment problem with base-case AC power flow. The problem formulation includes binary unit commitment decisions, nonlinear AC power flow and balance, dispatchable loads, and linearized contingency real power flow, among other features. This talk will present a modified consensus ADMM algorithm, which splits the problem into mixed-integer linear and nonlinear components, as a heuristic solution method for this large-scale mixed integer nonlinear program. We will present some computational results from the competition for our implementation and reflect on the challenges of participating the grid optimization competition.

AC power flow↗

Optimization problems in natural gas transportation systems. A state-of-the-art review

Our paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas transmission lines.There is certainly a vast amount of research done over the past few years on many decision-making problems in the natural gas industry and, specifically, in pipeline network optimization. In this work, we present a state-of-the-art survey focusing on specific categories that include short-term basis storage (line-packing problems), gas quality satisfaction (pooling problems), and compressor station modeling (fuel cost minimization problems). We also discuss both steady-state and transient optimization models highlighting the modeling aspects and the most relevant solution approaches known to date. Although the literature on natural gas transmission system problems is quite extensive, this is, to the best of our knowledge, the first comprehensive review or survey covering this specific research area on natural gas transmission from an operations research perspective. Furthermore, this paper includes a discussion of the most important and promising research areas in this field. Hence, our paper can serve as a useful tool to gain insight into the evolution of the many real-life applications and most recent advances in solution methodologies arising from this exciting and challenging research area of decision-making problems.

03 NATURAL GAS↗

Refueling infrastructure planning in intercity networks considering route choice and travel time delay for mixed fleet of electric and conventional vehicles

The range anxiety has been a major factor that affects the market acceptance of electric vehicles. Even with the recent development of battery technologies, a lack of charging stations and range anxiety are still significant concerns, specifically for intercity trips. This calls for more investments in building charging stations and advancing battery technologies to increase the market share of electric vehicles and improve sustainability. This study suggests a configuration for plug-in electric vehicle charging infrastructure to support long-distance intercity trips of electric vehicles at the network level. A model is proposed to minimize the total system cost including infrastructure investment (building charging stations/spots) and travel time delays (charging time, waiting time in the queue, and detour time to access charging stations). This study fills existing gaps in the literature by capturing realistic patterns of travel demand and considering flow-dependent charging delays at charging stations. Furthermore, the proposed model, which is formulated as a mixed-integer program with nonlinear constraints, solves the optimization problem at the network level. At the network level, impacts of charging station locations on the traffic assignment problem with a mixed fleet of electric and conventional vehicles need to be considered. To this end, a traffic assignment module is integrated with a simulated annealing algorithm. The numerical experiments show a satisfactory application of the model for a full-scale case study (intercity network in Michigan). The solution quality and efficiency of the proposed solution algorithm are evaluated against those of an enumeration approach for a small case study. The results suggest that even for the current market share and charging stations’ setting, a significant investment is needed to support intercity trips without range anxiety issues and with acceptable delays. Additionally, through sensitivity analyses, the required infrastructure and battery investments to support intercity trips with acceptable delays are established for hypothetical increased market shares and battery size in the future.

42 ENGINEERING↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

A superstructure-based framework for bio-separation network synthesis

Modern biotechnologies enable the production of chemicals using engineered microorganisms. However, the cost of downstream recovery and purification steps is high, which means that the feasibility of bio-based chemicals production depends heavily on the synthesis of cost-effective separation networks. To this end, we develop a superstructure-based framework for bio-separation network synthesis. Based on general separation principles and insights obtained from industrial processes for specific products, we first identify four separation stages: cell treatment, product phase isolation, concentration and purification, and refinement. For each stage, we systematically implement a set of connectivity rules to develop stage-superstructures, all of which are then integrated to generate a general superstructure that accounts for all types of chemicals that can be produced using microorganisms. Here we further develop a superstructure reduction method to solve specific instances, based on product attributes, technology availability, case-specific considerations, and final product stream specifications. A general optimization model, including short-cut models for all technologies, is formulated. The proposed framework enables preliminary synthesis and analysis of bio-separation networks, and thus estimation of separation costs.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A generalized superstructure-based framework for process synthesis

We propose a general framework for the formulation of superstructure-based optimization models for holistic process synthesis. First, we redefine the fundamental problems of reactor, separation, and heat exchanger network synthesis, by presenting generalized problem statements, to make them amenable to seamless integration with each other. Second, we describe the general forms of models that can be developed to address these generalized problems and identify some key characteristics. Notably, for each system, we identify internal variables used only within the system, cost variables used in the objective function, and, importantly, coupling variables for the coupling between systems. Third, we outline some literature models that can be used to address the generalized problems and present new models to couple the three systems. Finally, we show how the individual components (systems and coupling models) can be integrated to formulate a single simultaneous reactor, separation, and heat exchanger network synthesis.

97 MATHEMATICS AND COMPUTING↗

Integration of graphical approaches into optimization-based design of multistage liquid extraction

We propose two optimization models for designing two liquid extraction systems: simple multistage liquid extractors and extractors with extract reflux. Both models are motivated by the concepts of the modified McCabe-Thiele graphical method for multistage extractor design. The operating and equilibrium curves in the McCabe-Thiele method are represented by material balances and piece-wise linearized thermodynamics properties. The use of piece-wise approximations improves computational tractability of both optimization models. In addition, we consider some extensions such as dilute systems, insoluble solvents, and non-ideal stages. In conclusion, the applicability of the proposed models is demonstrated with four illustrative examples.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Modeling and optimization of steady flow of natural gas and hydrogen mixtures in pipeline networks

Here, we extend the canonical problems of simulation and optimization of steady-state gas flows in pipeline networks with compressors to the transport of mixtures of highly heterogeneous gases injected throughout a network. Our study is motivated by proposed projects to blend hydrogen generated using clean energy into existing natural gas pipeline systems as part of efforts to reduce the reliance of energy systems on fossil fuels. Flow in a pipe is related to endpoint pressures by a basic Weymouth equation model, with an ideal gas equation of state, where the wave speed depends on the hydrogen concentration. At vertices, in addition to mass balance, we also consider mixing of incoming flows of varying hydrogen concentrations. The problems of interest are the heterogeneous gas flow simulation (HGFS), which determines system pressures and flows given fixed boundary conditions and compressor settings, as well as the heterogeneous gas flow optimization (HGFO), which extremizes an objective by determining optimal boundary conditions and compressor settings. We examine conditions for uniqueness of solutions to the HGFS, as well as compare and contrast mixed-integer and continuous nonlinear programming formulations for the HGFO. We develop computational methods to solve both problems, and examine their performance using four test networks of increasing complexity.

08 HYDROGEN↗