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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 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Taming the fixed-node error in diffusion Monte Carlo via range separation

By combining density-functional theory (DFT) and wave function theory via the range separation (RS) of the interelectronic Coulomb operator, we obtain accurate fixed-node diffusion Monte Carlo (FN-DMC) energies with compact multi-determinant trial wave functions. In particular, we combine here short-range exchange-correlation functionals with a flavor of selected configuration interaction known as configuration interaction using a perturbative selection made iteratively (CIPSI), a scheme that we label RS-DFT-CIPSI. One of the take-home messages of the present study is that RS-DFT-CIPSI trial wave functions yield lower fixed-node energies with more compact multi-determinant expansions than CIPSI, especially for small basis sets. Indeed, as the CIPSI component of RS-DFT-CIPSI is relieved from describing the short-range part of the correlation hole around the electron-electron coalescence points, the number of determinants in the trial wave function required to reach a given accuracy is significantly reduced as compared to a conventional CIPSI calculation. Importantly, by performing various numerical experiments, we evidence that the RS-DFT scheme essentially plays the role of a simple Jastrow factor by mimicking short-range correlation effects, hence avoiding the burden of performing a stochastic optimization. Considering the 55 atomization energies of the Gaussian-1 benchmark set of molecules, we show that using a fixed value of mu = 0.5 bohr(-1) provides effective error cancellations as well as compact trial wave functions, making the present method a good candidate for the accurate description of large chemical systems.

Scemama, Anthony↗
DOE OSTI2022

Optimization of stochastic feature properties in laser powder bed fusion

Process parameter selection in laser powder bed fusion (LPBF) controls the as-printed dimensional tolerances, pore formation, surface quality and microstructure of printed metallic structures. Measuring the stochastic mechanical performance for a wide range of process parameters is cumbersome both in time and cost. As such, in this study, we overcome these hurdles by using high-throughput tensile (HTT) testing of over 250 dogbone samples to examine process-driven performance of strut-like small features, ~1 mm 2 in austenitic stainless steel (316 L). The output mechanical properties, porosity, surface roughness and dimensional accuracy were mapped across the printable range of laser powers and scan speeds using a continuous wave laser LPBF machine. Tradeoffs between ductility and strength are shown across the process space and their implications are discussed. While volumetric energy density deposited onto a substrate to create a melt-pool can be a useful metric for determining bulk properties, it was not found to directly correlate with output small feature performance.

316 L stainless steel↗
DOE OSTI2020

A Clustering-Based Scenario Generation Framework for Power Market Simulation with Wind Integration

A critical step in stochastic optimization models of power system analysis is to select a set of appropriate scenarios and significant numbers of scenario generation methods exist in the literature. This paper develops a clustering based scenario generation method, which aims to improve the performance of existing scenario generation techniques by grouping a set of correlated wind sites into clusters according to their cross-correlations. Copula based models are utilized to model spatiotemporal correlations and the Gibbs sampling is then used to generate scenarios for day-ahead markets. Our results show that the generated scenarios based on clustered wind sites outperform existing approaches in terms of reliability and sharpness and can reduce the total computational time for scenario generation and reduction significantly. The clustering-based framework can therefore provide a better support for real-world market simulations with high wind penetration.

data visualization↗
DOE OSTI2018

Stochastic reconstructions of spectral functions: Application to lattice QCD

Here, we present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM), and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, Firstly, we apply these methods to various reasonably chosen model correlation functions, and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0:75 and 1:5 T c , T c being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2019

Summary Report on Synthetic Time History Development and Deployment

This report summarizes research work performed at the Colorado School of Mines (CSM) and George Washington University (GWU) in support of the DOE Office of Nuclear Energy Integrated Energy Systems (IES) program. In particular, the work focuses on improving and strengthening two fundamental steps in the mathematical and computational framework that is currently being developed to optimize the economic performance of Integrated Energy Systems. One of the innovative approaches taken by the IES program is that, rather than optimizing the system for a specific year or week or day, the optimization is performed using stochastic synthetic data. Synthetic data is generated by training artificial intelligence (AI) using available but limited data sets. The synthetic data should possess the same patterns as the original set and the same statistical properties, but never repeat the same set of values exactly. The work from CSM focuses on this first step; namely, investigating a methodology to determine the quality of the synthetic data and the right settings for properly training the AI. Once a large set of trustworthy data can be generated the problem of stochastic optimization can be tackled. The optimal IES configuration is highly dependent on the rare high peaks or deep depths of the net demand (grid electricity demand less variable renewable energy [VRE] production). Using an unbiased random sampling of the synthetic data, these extremes are very difficult to generate and therefore the optimization can be unrepresentative and inaccurate. GWU has started an approach to increase the likelihood of generating these rare events with the proper associated probabilistic weight. Both of these projects represent a step forward in achieving the capability to properly size the IESs and to properly capture the value that these systems can provide to the grid by absorbing volatility of net demand without disproportionately increasing the cost of maintaining grid reliability.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2020

Experimental Validation of Approximate Dynamic Programming Based Optimization and Convergence on Microgrid Applications

Stochastic optimization can better address uncertainties in power system problems. However, when state space and action space become large, many existing approaches become computationally expensive and even infeasible. Approximate dynamic programming (ADP) attracts researchers’ attention as a powerful tool for solving power system optimization problems with reduced computational cost. In this paper, in light of the existing literature, we investigate how the ADP approach with post-decision value function approximation converges to the nearly optimal solution with improved computational speed and experimentally validate the performance of the approach for a microgrid energy optimization problem. The approximation error versus the number of iteration is studied for convergence analysis of the post-decision ADP. A flowchart is provided to illustrate the proposed ADP algorithm for a microgrid energy optimization problem. The performance of ADP and dynamic programming (DP) is compared in terms of optimization error and computational time. It has found that the post-decision ADP approach can achieve competitive optimality with improved computational speed compared to the traditional DP.

Das, Avijit↗
DOE OSTI2019

Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system

Here, we develop a stochastic optimization model for scheduling a hybrid solar-battery storage system. Solar power in excess of the promise can be used to charge the battery, while power short of the promise is met by discharging the battery. We ensure reliable operations by using a joint chance constraint. Models with a few hundred scenarios are relatively tractable; for larger models, we demonstrate how a Lagrangian relaxation scheme provides improved results. To further accelerate the Lagrangian scheme, we embed the progressive hedging algorithm within the subgradient iterations of the Lagrangian relaxation. Lastly, we investigate several enhancements of the progressive hedging algorithm, and find bundling of scenarios results in the best bounds.

14 SOLAR ENERGY↗
DOE OSTI2026

Demand Response Under Stochastic, Price-Dependent User Behavior

This letter focuses on price-based demand response (DR) implemented through dynamic adjustments of electricity prices. It extends existing DR models to a stochastic framework in which customer response is represented by price-dependent random variables, leveraging models and tools from the theory of stochastic optimization with decision-dependent distributions. The inherent epistemic uncertainty in the customers' responses renders open-loop, model-based DR strategies impractical. We propose a stochastic, feedback-based pricing strategy to compensate for estimation errors and uncertainty in customer response, establish theoretical results demonstrating the stability and near-optimality of the proposed approach, and validate its effectiveness through numerical simulations.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2016

Optimal Energy Management for Microgrid with Stationary and Mobile Storage

This paper studies energy management in a Microgrid (MG) with solar generation, Battery Energy Management System (BESS) and gridable (V2G) EVs. A two-stage stochastic optimization method is proposed to capture the intermittent solar generation and random EV user behaviors. It is subsequently formulated as a Mixed Integer Linear Programming (MILP) problem. To evalutate the proposed method, real solar generation, loads, BESS and EV data is used in Sample Average Approximation (SAA). Computational results show the correctness of the proposed method as well as steady and tightly bounded optimality gap. Comparisons demonstrate that the proposed stochastic method outperforms its deterministic counterpart at the expense of higher computational cost. It is also observed that moderate number of EVs helps to reduce the overall operational cost of the MG, which sheds light on future EV integration to the smart grid.

Battery Energy Management System (BESS)↗
DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗
DOE OSTI2018

Exact and inexact subsampled Newton methods for optimization

Abstract The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how to coordinate the accuracy in the gradient and Hessian to yield a superlinear rate of convergence in expectation. The second part of the paper analyzes an inexact Newton method that solves linear systems approximately using the conjugate gradient (CG) method, and that samples the Hessian and not the gradient (the gradient is assumed to be exact). We provide a complexity analysis for this method based on the properties of the CG iteration and the quality of the Hessian approximation, and compare it with a method that employs a stochastic gradient iteration instead of the CG method. We report preliminary numerical results that illustrate the performance of inexact subsampled Newton methods on machine learning applications based on logistic regression.

Mathematics↗
DOE OSTI2018

Chance-Constrained Day-Ahead Hourly Scheduling in Distribution System Operation

This paper aims to propose a two-step approach for day-ahead hourly scheduling in a distribution system operation, which contains two operation costs, the operation cost at substation level and feeder level. In the first step, the objective is to minimize the electric power purchase from the day-ahead market with the stochastic optimization. The historical data of day-ahead hourly electric power consumption is used to provide the forecast results with the forecasting error, which is presented by a chance constraint and formulated into a deterministic form by Gaussian mixture model (GMM). In the second step, the objective is to minimize the system loss. Considering the nonconvexity of the three-phase balanced AC optimal power flow problem in distribution systems, the second-order cone program (SOCP) is used to relax the problem. Then, a distributed optimization approach is built based on the alternating direction method of multiplier (ADMM). The results shows that the validity and effectiveness method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2016

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Utilization of Renewable Energy to Meet New National Challenges in Energy and Climate Change

The project aims to design a microgrid system to promote utilization of renewable energy resources such as wind and solar to address the national challenges in energy and climate change. Different optimization techniques and simulation software are used to study the performance of the renewable energy system under study. A series of research works performed under the grant Department of Energy (DOE) is presented. This grant opportunity affords Howard faculty, students, graduates, undergraduates, K-12, postdocs and visiting scholars to benefit state of the art research work. The research work has led to improve or advance understanding of new hardware technologies, software development and engineering optimization methods necessary and sufficient for handling probabilistic models and real-time computation and functions necessary for development of microgrid system. Consistent with State of Project Objective Howard University has partitioned the task into the following integrated activities: 1. Stochastic Model for RER and Load • Development of modeling Renewable Energy Resources (RER) and load which is used to perform distribution power flow study which leads to publication in refereed journals and conferences. The work was also published at the IEEE conference. 2. Stochastic optimization for voltage/Var • The development of voltage VAr optimization based on a review of existing knowledge in optimization led to the use of stochastic program and evolution of programming optimization method for V/VAr optimization. Papers were presented at the North America Power Systems Conference and the IEEE PES general meeting. 3. Modeling RER and Storage • Extending the concept of optimization method an RER with storage, such as the development of microgrid V/VAr and storage is performed. Several papers were published at the North America Power Systems Conference and the IEEE PES general meeting. 4. Power Game • Development of power game experiment using Labvolt to allow for hands on understanding of design and development of microgrid functions is performed. Publication were done by students at the end of their summer program. 5. Designing Microgrid Testbed • Example microgrid test bed is developed. In addition, function of the test bed are developed. The papers were presented at the North America Power Systems Conference and the IEEE general meeting. 6. Outreach Program • From the outreach program, topics from the project have been included in the revision of courses at Howard University, new book called Energy Processing and Smartgrid has being developed. • Hosted masters students from University of Denver to complete their projects with us. • Hosted high school students for early exposure for careers in STEM • Representations made in IEEE conferences to share the lessons learned in the use of micro grid to expose students to STEM education and research.

54 ENVIRONMENTAL SCIENCES↗