Search NASA⌕ Search

SEARCH · Search NASA

Results for “Mixed Integer 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 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Optimal decision trees for categorical data via integer programming

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if allowed to grow large, they lose interpretability. In this paper, we present a mixed integer programming formulation to construct optimal decision trees of a prespecified size. We take the special structure of categorical features into account and allow combinatorial decisions (based on subsets of values of features) at each node. Our approach can also handle numerical features via thresholding. Here we show that very good accuracy can be achieved with small trees using moderately-sized training sets. The optimization problems we solve are tractable with modern solvers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

SU-F-BRD-08: Guaranteed Epsilon-Optimal Treatment Plans with Minimum Number of Beams for SBRT Using RayStation

Purpose: To efficiently find quality-guaranteed treatment plans with the minimum number of beams for stereotactic body radiation therapy using RayStation. Methods: For a pre-specified pool of candidate beams we use RayStation (a treatment planning software for clinical use) to identify the deliverable plan which uses all the beams with the minimum dose to organs at risk (OARs) and dose to the tumor and other structures in specified ranges. Then use the dose matrix information for the generated apertures from RayStation to solve a linear program to find the ideal plan with the same objective and constraints allowing use of all beams. Finally we solve a mixed integer programming formulation of the beam angle optimization problem (BAO) with the objective of minimizing the number of beams while remaining in a predetermined epsilon-optimality of the ideal plan with respect to the dose to OARs. Since the treatment plan optimization is a multicriteria optimization problem, the planner can exploit the multicriteria optimization capability of RayStation to navigate the ideal dose distribution Pareto surface and select a plan of desired target coverage versus OARs sparing, and then use the proposed technique to reduce the number of beams while guaranteeing quality. For the numerical experiments two liver cases and one lung case with 33 non-coplanar beams are considered. Results: The ideal plan uses an impractically large number of beams. The proposed technique reduces the number of beams to the range of practical application (5 to 9 beams) while remaining in the epsilon-optimal range of 1% to 5% optimality gap. Conclusion: The proposed method can be integrated into a general algorithm for fast navigation of the ideal dose distribution Pareto surface and finding the treatment plan with the minimum number of beams, which corresponds to the delivery time, in epsilon-optimality range of the desired ideal plan. The project was supported by the Federal Share of program income earned by Massachusetts General Hospital on C06 CA059267, Proton Therapy Research and Treatment Center and partially by RaySearch Laboratories.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2020

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↗
DOE OSTI2015

Electricity market design for generator revenue sufficiency with increased variable generation

Here, we present a computationally efficient mixed-integer program (MIP) that determines optimal generator expansion decisions, and hourly unit commitment and dispatch in a power system. The impact of increasing wind power capacity on the optimal generation mix and generator profitability is analyzed for a test case that approximates the electricity market in Texas (ERCOT). We analyze three market policies that may support resource adequacy: Operating Reserve Demand Curves (ORDC), Fixed Reserve Scarcity Prices (FRSP) and fixed capacity payments (CP). Optimal expansion plans are comparable between the ORDC and FRSP implementations, while capacity payments may result in additional new capacity. The FRSP policy leads to frequent reserves scarcity events and corresponding price spikes, while the ORDC implementation results in more continuous energy prices. Average energy prices decrease with increasing wind penetration under all policies, as do revenues for baseload and wind generators. Intermediate and peak load plants benefit from higher reserve prices and are less exposed to reduced energy prices. All else equal, an ORDC approach may be preferred to FRSP as it results in similar expansion and revenues with less extreme energy prices. A fixed CP leads to additional new flexible NGCT units, but lower profits for other technologies.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2023

Linear model decision trees as surrogates in optimization of engineering applications

Machine learning models are promising as surrogates in optimization when replacing difficult to solve equations or black-box type models. This work demonstrates the viability of linear model decision trees as piecewise-linear surrogates in decision-making problems. Linear model decision trees can be represented exactly in mixed-integer linear programming (MILP) and mixed-integer quadratic constrained programming (MIQCP) formulations. Furthermore, they can represent discontinuous functions, bringing advantages over neural networks in some cases. We present several formulations using transformations from Generalized Disjunctive Programming (GDP) formulations and modifications of MILP formulations for gradient boosted decision trees (GBDT). We then compare the computational performance of these different MILP and MIQCP representations in an optimization problem and illustrate their use on engineering applications. Importantly, we observe faster solution times for optimization problems with linear model decision tree surrogates when compared with GBDT surrogates using the Optimization and Machine Learning Toolkit (OMLT).

42 ENGINEERING↗
DOE OSTI2015

Capacity Adequacy and Revenue Sufficiency in Electricity Markets With Wind Power

We present a computationally efficient mixed-integer program (MIP) that determines optimal generator expansion decisions, as well as periodic unit commitment and dispatch. The model is applied to analyze the impact of increasing wind power capacity on the optimal generation mix and the profitability of thermal generators. In a case study, we find that increasing wind penetration reduces energy prices while the prices for operating reserves increase. Moreover, scarcity pricing for operating reserves through reserve shortfall penalties significantly impacts the prices and profitability of thermal generators. Without scarcity pricing, no thermal units are profitable, however scarcity pricing can ensure profitability for peaking units at high wind penetration levels. Capacity payments can also ensure profitability, but the payments required for baseload units to break even increase with the amount of wind power. The results indicate that baseload units are most likely to experience revenue sufficiency problems when wind penetration increases and new baseload units are only developed when natural gas prices are high and wind penetration is low.

capacity adequacy↗
DOE OSTI2017

Modeling Road Vulnerability to Snow Using Mixed Integer Optimization

As the number and severity of snowfall events continue to grow, the need to intelligently direct road maintenance during these snowfall events will also grow. In several locations, local governments lack the resources to completely treat all roadways during snow events. Furthermore, some governments utilize only traffic data to determine which roads should be treated. As a result, many schools, businesses, and government offices must be unnecessarily closed, which directly impacts the social, educational, and economic well-being of citizens and institutions. In this work, we propose a mixed integer programming formulation to optimally allocate resources to manage snowfall on roads using meteorological, geographical, and environmental parameters. Additionally, we evaluate the impacts of an increase in budget for winter road maintenance on snow control resources.

Mixed integer optimization↗
DOE OSTI2016

TH-EF-BRB-04: 4π Dynamic Conformal Arc Therapy Dynamic Conformal Arc Therapy (DCAT) for SBRT

Purpose: To develop an efficient and effective trajectory optimization methodology for 4π dynamic conformal arc treatment (4π DCAT) with synchronized gantry and couch motion; and to investigate potential clinical benefits for stereotactic body radiation therapy (SBRT) to breast, lung, liver and spine tumors. Methods: The entire optimization framework for 4π DCAT inverse planning consists of two parts: 1) integer programming algorithm and 2) particle swarm optimization (PSO) algorithm. The integer programming is designed to find an optimal solution for arc delivery trajectory with both couch and gantry rotation, while PSO minimize a non-convex objective function based on the selected trajectory and dose-volume constraints. In this study, control point interaction is explicitly taken into account. Beam trajectory was modeled as a series of control points connected together to form a deliverable path. With linear treatment planning objectives, a mixed-integer program (MIP) was formulated. Under mild assumptions, the MIP is tractable. Assigning monitor units to control points along the path can be integrated into the model and done by PSO. The developed 4π DCAT inverse planning strategy is evaluated on SBRT cases and compared to clinically treated plans. Results: The resultant dose distribution of this technique was evaluated between 3D conformal treatment plan generated by Pinnacle treatment planning system and 4π DCAT on a lung SBRT patient case. Both plans share the same scale of MU, 3038 and 2822 correspondingly to 3D conformal plan and 4π DCAT. The mean doses for most of OARs were greatly reduced at 32% (cord), 70% (esophagus), 2.8% (lung) and 42.4% (stomach). Conclusion: Initial results in this study show the proposed 4π DCAT treatment technique can achieve better OAR sparing and lower MUs, which indicates that the developed technique is promising for high dose SBRT to reduce the risk of secondary cancer.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2022

A shared-mobility-based framework for evacuation planning and operations under forecast uncertainty

To meet evacuation needs from carless populations who need personalized assistance to evacuate safely, in this article we propose a ridesharing-based evacuation program that recruits volunteer drivers before a disaster strikes, and then matches volunteer drivers with evacuees once demand is realized. Here we optimize resource planning and evacuation operations under uncertain spatiotemporal demand, and construct a two-stage stochastic mixed-integer program to ensure high demand fulfillment rates. We consider three formulations to improve the number of evacuees served, by minimizing an expected penalty cost, imposing a probabilistic constraint, and enforcing a constraint on the conditional value at risk of the total number of unserved evacuees, respectively. We discuss the benefits and disadvantages of the different risk measures used in the three formulations, given certain carless population sizes and the variety of evacuation modes available. We also develop a heuristic approach to provide quick, dynamic and conservative solutions. We demonstrate the performance of our approaches using five different networks of varying sizes based on regions of Charleston County, South Carolina, an area that experienced a mandatory evacuation order during Hurricane Florence, and utilize real demographic data and hourly traffic count data to estimate the demand distribution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Model Predictive Control of Discrete-Continuous Energy Systems via Generalized Disjunctive Programming

Generalized Disjunctive Programming (GDP) provides an alternative framework to model optimization problems with both discrete and continuous variables. The key idea behind GDP involves the use of logical disjunctions to represent discrete decisions in the continuous space, and logical propositions to denote algebraic constraints in the discrete space. Compared to traditional mixed-integer programming (MIP), the inherent logic structure in GDP yields tighter relaxations that are exploited by global branch and bound algorithms to improve solution quality. In this paper, we present a general GDP model for optimal control of hybrid systems that exhibit both discrete and continuous dynamics. Specifically, we use GDP to formulate a model predictive control (MPC) model for piecewise-affine systems with implicit switching logic. As an example, the GDP-based MPC approach is used as a supervisory control to improve energy efficiency in residential buildings with binary on/off, relay-based thermostats. A simulation study is used to demonstrate the validity of the proposed approach, and the improved solution quality compared to existing MIPbased control approaches.

Bhattacharya, Arnab↗
DOE OSTI2019

Allocating limited deicing resources in winter snow events

As the number and severity of snowfall events continue to grow, the need to direct road maintenance intelligently during these snowfall events will also grow. In several locations, local governments lack the resources to treat all roadways completely during snow events. Furthermore, some governments utilize only traffic data to determine which roads should be treated. As a result, many schools, businesses, and government offices must be unnecessarily closed, which directly impacts the social, educational, and economic well-being of citizens and institutions. In this work, we propose a mixed integer programming (MIP) formulation to allocate resources to manage snowfall on roads using meteorological, geographical, and environmental parameters. Furthermore, given that MIPs often scale poorly with problem size, we also present a constructive heuristic designed for the problem. Finally, we evaluate the impacts of an increase in budget for winter road maintenance on snow control resources.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

A scalable stochastic programming approach for the design of flexible systems

We study the problem of designing systems in order to minimize cost while meeting a given flexibility target. Flexibility is attained by enforcing a joint chance constraint, which ensures that the system will exhibit feasible operation with a given target probability level. Unfortunately, joint chance constraints are complicated mathematical objects that often need to be reformulated using mixed-integer programming (MIP) techniques. In this work, we cast the design problem as a conflict resolution problem that seeks to minimize cost while maximizing flexibility. We propose a purely continuous relaxation of this problem that provides a significantly more scalable approach relative to MIP methods and show that the formulation delivers solutions that closely approximate the Pareto set of the original joint chance-constrained problem.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

Stochastic Optimization for Grid Resilience. FY18 Final Technical Report

The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this report we present a scalable decomposition algorithm for solving this problem for realistic power systems. The algorithm has been developed in three major research threads, corresponding to the chapters in the present report. Chapter 1 studies mixed-integer programming (MIP) formulations for the requirement that each electrical island that appears after a recon guration must have at least one energized generator. We provide three alternative MIP formulations for this restriction, show their equivalence, and prove that two of them are stronger in terms of their linear programming relaxation than the formulation most commonly used in the power systems literature. Since the time to solve MIPs can vary signi cantly between equivalent formulations, we also present computational experiments on IEEE test systems for the Intentional Controlled Islanding (ICI) and the Black Start Allocation (BSA) problems. We observe that a polynomially separable, exponential in size, strong formulation yields the best performance for the BSA problem and exhibits a comparable performance to a linear in size, weak formulation for the ICI problem. Chapter 2 presents a methodology to generate mixed-integer linear approximations of the AC power ow equations governing lines, transformers (including tap regulators and phase shifters), shunt and series compensators, and consumption responsive to voltage. Our approximations are capable of capturing limitations for power grids under abnormal or uncommon operating conditions where common assumptions used in power ow relaxations may not hold. Particularly, the approximation captures overvoltages under almost no load, which is a major concern when energizing lines after a blackout. The method constructs piecewise linear approximations of the non-linear power ow equations by minimizing the squared approximation error over a subset of the feasible domain. We test the method using a realistic database for the Chilean system (1548 buses, 1114 lines, 564 transformers). The resulting approximations yield root mean square errors in the order of 0.05pu and are successfully applied to solve a transmission switching instance for the Chilean system. Chapter 3 presents our algorithm for optimal restoration. The algorithm works by partitioning the problem into a master problem and a slave problem. The master problem optimizes over energization sequences of generators, buses and branches, for the entire restoration horizon, while respecting the energization requiments studied in Chapter 1. The slave problem veri es that there exist power ow solutions supporting the energization sequences proposed by the master problem, adding cuts to the master if an infeasible sequence is detected.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Optimization-Driven Scenario Grouping

Scenario decomposition algorithms for stochastic programs compute bounds by dualizing all nonanticipativity constraints and solving individual scenario problems independently. Here, we develop an approach that improves on these bounds by reinforcing a carefully chosen subset of nonanticipativity constraints, effectively placing scenarios into groups. Specifically, we formulate an optimization problem for grouping scenarios that aims to improve the bound by optimizing a proxy metric based on information obtained from evaluating a subset of candidate feasible solutions. We show that the proposed grouping problem is NP-hard in general, identify a polynomially solvable case, and present two formulations for solving the problem: a matching formulation for a special case and a mixed-integer programming formulation for the general case. We use the proposed grouping scheme as a preprocessing step for a particular scenario decomposition algorithm and demonstrate its effectiveness in solving standard test instances of two-stage 0–1 stochastic programs. Using this approach, we are able to prove optimality for all previously unsolved instances of a standard test set. Additionally, we implement this scheme as a preprocessing step for PySP, a publicly available and widely used implementation of progressive hedging, and compare this grouping approach with standard grouping approaches on large-scale stochastic unit commitment instances. Finally, the idea is extended to propose a finitely convergent algorithm for two-stage stochastic programs with a finite feasible region.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1981

An optimization model for energy generation and distribution in a dynamic facility

An analytical model is described using linear programming for the optimum generation and distribution of energy demands among competing energy resources and different economic criteria. The model, which will be used as a general engineering tool in the analysis of the Deep Space Network ground facility, considers several essential decisions for better design and operation. The decisions sought for the particular energy application include: the optimum time to build an assembly of elements, inclusion of a storage medium of some type, and the size or capacity of the elements that will minimize the total life-cycle cost over a given number of years. The model, which is structured in multiple time divisions, employ the decomposition principle for large-size matrices, the branch-and-bound method in mixed-integer programming, and the revised simplex technique for efficient and economic computer use.

Lansing, F. L.↗
DOE OSTI2015

A Parallel Computing Framework for Finding the Supported Solutions to a Biobjective Network Optimization Problem

Abstract Solving multi‐objective combinatorial optimization problems can quickly become computationally challenging when applied to large networks generated from big data. Present‐day first‐rate Mixed Integer Programming (MIP) solvers have parallelism built‐in to take advantage of multicore architectures; but specialized network optimization algorithms that can often solve graph problems more efficiently than a general MIP solver are typically programmed serially. Thus, these network algorithm implementations do not take full advantage of modern multicore computer capabilities. Many parallel computing languages include a fork/join framework into their concurrency packages that allow for simple conversion of recursive serial algorithms to operate in parallel without having to use complicated low‐level message‐passing interfaces. Fork/join is particularly well suited to divide and conquer algorithms such as Non‐Inferior Set Estimation (NISE) method for computing the supported Pareto front of a multi‐objective optimization problem. This work develops a simple general parallel NISE (pNISE) implementation using the Java 7 concurrency tools, and then offers results from a specific implementation of solving a bi‐objective shortest path problem. The results indicate that this method is capable of sizeable speed‐ups on both small‐scale personal computers as well as large‐scale shared memory supercomputers. Finally, other network problems suitable to this method are discussed, including multi‐objective variants of the minimum spanning tree problem, transportation problem, assignment problem, maximum flow problem, and the minimum‐cost flow problem. Copyright © 2015 John Wiley & Sons, Ltd.

Medrano, Fernando Antonio↗
DOE OSTI2018

Evolutionary computation algorithms to coordinating order acceptance and batch delivery for an integrated supply chain scheduling

This paper proposes a novel approach of coordinating decisions in an integrated supply chain (ISC): coordinating order acceptance (OA) and batch delivery (BD) due to round trip transportation (RTT) and using third-party logistics (3PL) vehicles. The paper aims at trading off among accepted orders revenue, delivery costs as well as any penalties incurred in the ISC to maximize the total benefit. A novel mixed-integer programming is proposed for the problem. In addition, the paper provides a heuristic to form batches and develops a hybrid evolutionary computation algorithms based on particle swarm optimization (PSO) and genetic algorithm (GA) to solve the problem. An information sharing mechanism is improved and applied. To explore and to locate the proposed PSO in a better neighborhood, a local search is proposed. Taguchi experimental design is utilized to set the appropriate values of the algorithms’ parameters and random instances are generated to evaluate the performance of the algorithms. The paper investigates the profitability sensitivity of the problem to parameters and analyzes the effect of the changes in the parameters on the performance of our proposed algorithms. The attained results show the appropriate performance of our algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Bi-objective approaches for home healthcare medical team planning and scheduling problem

In this paper, we study the medical team planning and scheduling in home healthcare within a weekly horizon, including the planning of nursing visits and the daily traveling route scheduling. Two objectives are considered: the first one is to minimize the total operation cost of the healthcare agency and the second one is to maximize the patient satisfaction. The problem is formulated as a mixed integer program, to seek for a trade-off between two objectives, with the characteristics of the patient requirements including nursing types, nursing frequency and service length considered. Medical team types, available service days and overwork penalty are also respected in the model. Then an ϵ-constraint method is adopted to obtain exact non-dominated solutions. To address large-scale problem instances, three heuristic approaches are developed to generate approximate Pareto fronts in a reasonable time. The set of non-dominated solutions are valuable for decision-making. Computational experiments are conducted and the results demonstrate the efficiency of the approaches.

97 MATHEMATICS AND COMPUTING↗