Distributed approximate Newton algorithms and weight design for constrained optimization
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Anderson, Tor↗
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Results for “nonconvex optimization”
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Model Predictive Control of a Wave Energy Converter Using Duality Techniques
In this paper, a method for implementing model predictive control for vibration energy harvesting systems with the goal of maximizing generated energy is presented. This is generally a nonconvex problem, which can be computationally expensive and converging to a global minimum cannot be guaranteed. We introduce a dual-domain method to relax the nonconvex primal problem into a convex dual optimization problem, which can be performed in real time. Based on previous work, we determine when the duality gap is zero and, by extension, whether the global optimal primal solution is found. Here, we demonstrate the algorithm on a single, buoy-type wave energy converter with energy storage constraints and power take-off force constraints.
16 TIDAL AND WAVE POWER↗
Model Predictive Control of a Wave Energy Converter Using Duality Techniques
In this paper, a method for implementing model predictive control for vibration energy harvesting systems with the goal of maximizing generated energy is presented. This is generally a nonconvex problem, which can be computationally expensive and converging to a global minimum cannot be guaranteed. We introduce a dual-domain method to relax the nonconvex primal problem into a convex dual optimization problem, which can be performed in real time. Based on previous work, we determine when the duality gap is zero and, by extension, whether the global optimal primal solution is found. We demonstrate the algorithm on a single, buoy-type wave energy converter with energy storage constraints and power take-off force constraints.
16 TIDAL AND WAVE POWER↗
Optimization under uncertainty of a hybrid waste tire and natural gas feedstock flexible polygeneration system using a decomposition algorithm
Market uncertainties motivate the development of flexible polygeneration systems that are able to adjust operating conditions to favor production of the most profitable product portfolio. However, this operational flexibility comes at the cost of higher capital expenditure. A scenario-based two-stage stochastic nonconvex Mixed-Integer Nonlinear Programming (MINLP) approach lends itself naturally to optimizing these trade-offs. This work studies the optimal design and operation under uncertainty of a hybrid feedstock flexible polygeneration system producing electricity, methanol, dimethyl ether, olefins or liquefied (synthetic) natural gas. A recently developed C++ based software framework (named GOSSIP) is used for modeling the optimization problem as well as its efficient solution using the Nonconvex Generalized Benders Decomposition (NGBD) algorithm. Two different cases are studied: The first uses estimates of the means and variances of the uncertain parameters from historical data, whereas the second assesses the impact of increased uncertain parameter volatility. The value of implementing flexible designs characterized by the value of the stochastic solution (VSS) is in the range of 260–405 M$ for a scale of approximately 893 MW of thermal input. Increased price volatility around the same mean results in higher expected net present value and VSS as operational flexibility allows for asymmetric exploitation of price peaks.
42 ENGINEERING↗
An Active Subspace Method for Accelerating Convergence in Delaunay-Based Optimization via Dimension Reduction
Delaunay-based derivative-free optimization, ∆DOGS, is an efficient and provably-convergent global optimization method for the problems which has computationally expensive objection function and the analytical expression for the objective function is not available. ∆-DOGS is a novel optimization scheme in the family of response surface methods (RSMs); however, it suffers from the curse of dimensionality since the computational cost increases dramatically as the number of design parameters increases. As a result, the number of design parameters in ∆-DOGS algorithm is relatively low (n.10). To avoid such problems, this paper proposes a combination of derivative-free optimization, seeking the global minimizer of an expensive and nonconvex objective function f(x) and active subspace method, detecting the directions of the most variability using evaluations of the gradient. The contribution of other directions to the objective function is bounded by a sufficiently small constant. This new algorithm iteratively applied Delaunay-based derivative-free optimization to seek the minimizer on the d-dimensional active subspace that has most function variation. Inverse mapping is needed to project data from active subspace to full-model for evaluating function values. This task is overcome by solving an inequality constrained problem that curves the response surface of the objective function. The test results show that this strategy is effective on a handful of optimization problems.
Bewley, Thomas R.↗
Fast, Dynamic, and Scalable Algorithms for Large-Scale Constrained Optimization
Scientists and engineers constantly aim to optimize an objective subject to physical, environmental, and/or resource constraints. The technique of using mathematical models to formulate and find real solutions of such problems is known as mathematical optimization, a process that has become invaluable for design and discovery in numerous scientific fields. This project has focused on the design, analysis, and implementation of high-performance computing algorithms for solving cutting-edge optimization problems. These include problems that involve (1) data uncertainties, such as those in the future supply, demand, and capacity of a given power system, (2) extreme numbers of alternatives, such as in the design of electrical power grids to avoid network vulnerabilities, and (3) real-time decisions, such as in the control of chemical reactors. The key features of the new algorithms are that they are fast, dynamic, and scalable to meet the computational requirements of scientists and researchers working to optimize large-scale, complex systems. The algorithms that have been designed, analyzed, and tested as part of the project can be characterized based on the types of optimization problems they have been designed to solve. Much of the work has focused on algorithms for solving large-scale constrained optimization problems. Contributions have also been made in the design of algorithms for unconstrained optimization, with some specialized methods for solving problems that have inherent nonsmoothness. Contributions have also been made in areas that have grown to prominence in the field over the five-year award period. These include the design of algorithms for solving large-scale stochastic optimization problems, such as those that arise in large-scale machine learning, and in complexity analyses for solving nonconvex problems, which has been a focal point of much recent work in continuous optimization. Overall, the project has supported work that has led to almost 30 articles that have been published or accepted to top journals in the field of mathematical optimization.
97 MATHEMATICS AND COMPUTING↗
Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization
This paper investigates a convex optimization based method that can rapidly generate the fuel optimal asteroid powered descent trajectory. The ultimate goal is to autonomously design the optimal powered descent trajectory on-board the spacecraft immediately prior to the descent burn. Compared to a planetary powered landing problem, the major difficulty is the complex gravity field near the surface of an asteroid that cannot be approximated by a constant gravity field. This paper uses relaxation techniques and a successive solution process that seeks the solution to the original nonlinear, nonconvex problem through the solutions to a sequence of convex optimal control problems.
Pinson, Robin↗
Data-Driven Compositional Optimization in Misspecified Regimes
With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.
Business & Economics↗
Structural optimization with dynamic behavior constraints
The minimum weight optimum design of damped linearly elastic structural systems subjected to periodic loading with behavior constraints on maximum deflections and side constraints on design variables is addressed. Attention is focused on the two major impediments to an optimal solution: (1) the time parametric nature of the behavior constraints; and (2) the severe nonconvexity of the design space. A solution method based on upper bound approximations for the behavior constraints and an innovative mathematical programming scheme for seeking the optimal frequency subspace is set forth. Numerical results for several test problems illustrate the effectiveness of the method reported.
Mills-Curran, W. C.↗
Extended convex hull-based distributed optimal energy flow of integrated electricity-gas systems
Integrated electricity and gas systems are constructed to facilitate the gas-fired generation, and the distributed operation of these integrated systems have received much attention due to the increased emphasis on data security and privacy between different agencies. This paper proposes an extended convex hull based method to address optimal energy flow problems for the integrated electricity and gas systems in a distributed manner. First, a multi-block electricity-gas system model is constructed by dividing the whole system into N blocks considering both physical and regional differences. This multi-block model is then convexified by replacing the nonconvex gas transmission equation with the extended convex hull-based constraints. The Jacobi-Proximal alternating direction method of multipliers algorithm is adopted to solve the convexified model and minimize its operation cost. Finally, the feasibility of the optimal solution for the convexified model is checked, and a sufficient condition is developed. If the sufficient condition is satisfied, the optimal solution for the original nonconvex problem can be recovered from that for the convexified problem. Simulation results demonstrate that the proposed method is tractable and effective in obtaining feasible optimal solutions for multi-block optimal energy flow problems.
24 POWER TRANSMISSION AND DISTRIBUTION↗
A Hierarchical Volt-var Optimization with Discrete Variables in Unbalanced Distribution Systems
This paper proposes a framework to determine the optimal active and reactive power dispatch of distributed photovoltaic (PV) generation, switched capacitors, and voltage regulators in multi-phase unbalanced distribution systems. The objectives of the optimal dispatch are minimization of the energy loss, PV real power curtailment, and switching operations of capacitors and voltage regulators, in addition to elimination of voltage violation and reverse power flow. The optimization problem is formulated in rectangular coordinates as a nonlinear, nonconvex problem with discrete variables. A hierarchical twostage framework is proposed to effectively handle those discrete variables and reduce the computational time compared to the unified approach in which all variables are solved simultaneously. The efficacy of the proposed approach and the accuracy of the obtained numerical solution is validated using the unbalanced multi-phase IEEE 34-bus with 15-minute load and PV data.
Nguyen, Quan H.↗
On the Training and Generalization of Deep Operator Networks
Here, we present a novel training method for deep operator networks (DeepONets), one of the most popular neural network models for operators. DeepONets are constructed by two subnetworks, namely the branch and trunk networks. Typically, the two subnetworks are trained simultaneously, which amounts to solving a complex optimization problem in a high dimensional space. In addition, the nonconvex and nonlinear nature makes training very challenging. To tackle such a challenge, we propose a two-step training method that trains the trunk network first and then sequentially trains the branch network. The core mechanism is motivated by the divide-and-conquer paradigm and is the decomposition of the entire complex training task into two subtasks with reduced complexity. Therein the Gram–Schmidt orthonormalization process is introduced which significantly improves stability and generalization ability. On the theoretical side, we establish a generalization error estimate in terms of the number of training data, the width of DeepONets, and the number of input and output sensors. Numerical examples are presented to demonstrate the effectiveness of the two-step training method, including Darcy flow in heterogeneous porous media.
deep operator networks↗
Next-Generation Optimization under Uncertainty: Structure-Oriented Algorithms
With the advent of the smart grid, renewable technologies, and carbon emission programs, a key concern is the coordination of national infrastructures such as the electricity, natural gas, and water supply network systems. Anticipating and mitigating uncertainty of weather, demands, and contingencies in a more integrated environment is necessary to maximize resource efficiency and prevent cascading failures that can ultimately lead to catastrophic shortages of supplies. This project developed scalable algorithms for stochastic optimization capable of addressing extreme-scale problems (motivated by challenges in the design and operation of national infrastructures). Specifically, the project developed a new family of algorithms to solve continuous stochastic problems to local and global optimality as well as algorithms to solve mixed-integer convex and nonconvex stochastic programs. We developed supporting local and global convergence theory for these algorithms and implemented the algorithms in open-source software packages that can leverage high-performance computing architectures.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Learning Optimal Solutions for Extremely Fast AC Optimal Power Flow
We develop, in this paper, a machine learning approach to optimize the real-time operation of electric power grids. In particular, we learn feasible solutions to the AC optimal power flow (OPF) problem with negligible optimality gaps. The AC OPF problem aims at identifying optimal operational conditions of the power grids that minimize power losses and/or generation costs. Due to the computational challenges with solving this nonconvex problem, many efforts have focused on linearizing or approximating the problem in order to solve the AC OPF on faster timescales. However, many of these approximations can be fairly poor representations of the actual system state and still require solving an optimization problem, which can be time consuming for large networks. In this work, we learn a mapping between the system loading and optimal generation values, enabling us to find near-optimal and feasible AC OPF solutions. This allows us to bypass solving the traditionally nonconvex AC OPF problem, resulting in a significant decrease in computational burden for grid operators.
machine learning↗
Learning Optimal Solutions for Extremely Fast AC Optimal Power Flow: Preprint
We develop, in this paper, a machine learning approach to optimize the real-time operation of electric power grids. In particular, we learn feasible solutions to the AC optimal power flow (OPF) problem with negligible optimality gaps. The AC OPF problem aims at identifying optimal operational conditions of the power grids that minimize power losses and/or generation costs. Due to the computational challenges with solving this nonconvex problem, many efforts have focused on linearizing or approximating the problem in order to solve the AC OPF on faster timescales. However, many of these approximations can be fairly poor representations of the actual system state and still require solving an optimization problem, which can be time consuming for large networks. In this work, we learn a mapping between the system loading and optimal generation values, enabling us to find near-optimal and feasible AC OPF solutions. This allows us to bypass solving the traditionally nonconvex AC OPF problem, resulting in a significant decrease in computational burden for grid operators.
machine learning↗
Assessing the Optimality of LinDist3Flow for Optimal Tap Selection of Step Voltage Regulators in Unbalanced Distribution Networks
The adoption of distributed energy resources such as photovoltaics (PVs) has increased dramatically during the previous decade. The increased penetration of PVs into distribution networks (DNs) can cause voltage fluctuations that have to be mitigated. One of the key utility assets employed to this end are step-voltage regulators (SVRs). It is desirable to include tap selection of SVRs in optimal power flow (OPF) routines, a task that turns out to be challenging because the resultant OPF problem is nonconvex with added complexities stemming from accurate SVR modeling. While several convex relaxations based on semi-definite programming (SDP) have been presented in the literature for optimal tap selection, SDP based schemes do not scale well and are challenging to implement in large-scale planning or operational frameworks. This paper deals with the optimal tap selection (OPTS) problem for wye-connected SVRs using linear approximations of power flow equations. Specifically, the LinDist3Flow model is adopted and the effective SVR ratio is assumed to be continuous- enabling the formulation of a problem called LinDist3Flow-OPTS, which amounts to a linear program. The scalability and optimality gap of LinDist3Flow-OPTS are evaluated with respect to existing SDP-based and nonlinear programming techniques for optimal tap selection in three standard feeders, namely, the IEEE 13-bus, 123-bus, and 8500-node DNs. For all DNs considered, LinDist3Flow-OPTS achieves an optimality gap of approximately 1% or less while significantly lowering the computational burden.
linear approximations↗
Assessing the Optimality of LinDist3Flow for Optimal Tap Selection of Step Voltage Regulators in Unbalanced Distribution Networks: Preprint
The adoption of distributed energy resources such as photovoltaics (PVs) has increased dramatically during the previous decade. The increased penetration of PVs into distribution networks (DNs) can cause voltage fluctuations that have to be mitigated. One of the key utility assets employed to this end are step-voltage regulators (SVRs). It is desirable to include tap selection of SVRs in optimal power flow (OPF) routines, a task that turns out to be challenging because the resultant OPF problem is nonconvex with added complexities stemming from accurate SVR modeling. While several convex relaxations based on semi-definite programming (SDP) have been presented in the literature for optimal tap selection, SDP based schemes do not scale well and are challenging to implement in large-scale planning or operational frameworks. This paper deals with the optimal tap selection (OPTS) problem for wye-connected SVRs using linear approximations of power flow equations. Specifically, the LinDist3Flow model is adopted and the effective SVR ratio is assumed to be continuous–enabling the formulation of a problem called LinDist3Flow-OPTS, which amounts to a linear program. The scalability and optimality gap of LinDist3Flow-OPTS are evaluated with respect to existing SDP-based and nonlinear programming techniques for optimal tap selection in three standard feeders, namely, the IEEE 13-bus, 123-bus, and 8500-node DNs. For all DNs considered, LinDist3Flow-OPTS achieves an optimality gap of approximately 1% or less while significantly lowering the computational burden.
linear approximations↗
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↗