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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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Classical-Quantum Algorithm for Solving Stochastic Programs

Stochastic programming provides a rigorous mathematical framework for making decisions under uncertainty in a risk-aware manner. Two-stage stochastic programming is, perhaps, the simplest form of this framework. Here the first-stage variables represent decisions that must be made "here and now" in the face of uncertainty, while the second-stage variables are decisions made after uncertain events. However, the broad adoption of stochastic programming has been hindered by computational challenges caused by the two-stage stochastic programming formulation which requires solving an ensemble of optimization problems. Using quantum amplitude estimation (QAE), quantum computers have shown the theoretic ability to compute expectations with Monte-Carlo methods with quadratically fewer samples than classical methods. In this work, we present a quantum algorithm for computing the expectation term using QAE for given first-stage decisions. Further, we detail methods of computing gradient information from the quantum calculation enabling the application of classical gradient-based optimization techniques. The result is a classical-quantum hybrid method of solving two-stage stochastic programs. These techniques are demonstrated with computational experiments based an engineering optimization problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗
DOE OSTI2026

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie↗
NASA NTRS2016

Hybrid Differential Dynamic Programming with Stochastic Search

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Aziz, Jonathan↗
NASA NTRS2016

Hybrid Differential Dynamic Programming with Stochastic Search

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Aziz, Jonathan↗
NASA NTRS2010

Automated Flight Routing Using Stochastic Dynamic Programming

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Ng, Hok K.↗
DOE OSTI2025

The Optical Stochastic Cooling Program at Fermilab

Recently, Optical Stochastic Cooling (OSC) became the first demonstrated method for ultra-high-bandwidth stochastic cooling. The initial experiments at Fermilab’s IOTA ring explored the essential physics of the method and demonstrated cooling, heating and manipulation of beams and single particles. Having been validated in practice, with continued development, OSC carries the potential for dramatic advances in the state-of-the-art performance and flexibility for beam cooling and control. The ongoing program at Fermilab is now focused on the development of an OSC system that includes high-gain optical amplification, which promises a two-order-of-magnitude increase in the strength of the OSC force. Here we review the progress and plans for the amplified OSC program. This includes detailed lattice designs and tracking simulations for the various experimental configurations, designs and status for the various hardware systems, and near-term operational plans and use cases.

Jarvis, J. [Fermilab]↗
DOE OSTI2024

Progressive Hedging Decomposition for Solutions of Large-Scale Process Family Design Problems

In previous work, we have introduced a mathematical model for solving a discretized version of the process family design problem. This involves two sets of decision variables. One set selects which unit module designs are included in the process platform out of a candidate set of options; the other set determines which of these unit module designs are assigned to each variant. In this work, we exploit a parallelized Progressive Hedging (PH) algorithm to solve even larger scale design problems. PH is a well-known algorithm traditionally used to solve stochastic programming problems. While our problem is not a two-stage stochastic programming problem, the structure is similar, and it can be directly mapped to the PH approach, which we employ here to solve this deterministic optimization problem. We decompose our problem by process variant. We treat the platform unit module design variables as first-stage and the assignment of unit module designs to variants as second-stage, solving the problem using mpi-sppy. We demonstrate this approach on case studies of CC, water desalination, and refrigeration.

Stinchfield, Georgia↗
DOE OSTI2025

A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market

In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.

Bilevel multistage stochastic programming problem↗
DOE OSTI2024

Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty

Microgrids are an increasingly popular solution to provide energy resilience in response to increasing grid dependency and the growing impacts of climate change on grid operations. However, existing microgrid models do not currently consider the uncertain and long-term impacts of climate change when determining a set of design and operational decisions to minimize long-term costs or meet a resilience threshold. In this paper, we develop a novel scenario generation method that accounts for the uncertain effects of (i) climate change on variable renewable energy availability, (ii) extreme heat events on site load, and (iii) population and electrification trends on load growth. Additionally, we develop a two-stage stochastic programming extension of an existing microgrid design and dispatch optimization model to obtain uncertainty-informed and climate-resilient energy system decisions that minimizes long-term costs. Use of sample average approximation to validate our two case studies illustrates that the proposed methodology produces high-quality solutions that add resilience to systems with existing backup generation while reducing expected long-term costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Impacts of floating-point non-associativity on reproducibility for HPC and deep learning applications

Run to run variability in parallel programs caused by floating-point non-associativity has been known to significantly affect reproducibility in iterative algorithms, due to accumulating errors. Non-reproducibility can critically affect the efficiency and effectiveness of correctness testing for stochastic programs. Recently, the sensitivity of deep learning training and inference pipelines to floating-point non-associativity has been found to sometimes be extreme. It can prevent certification for commercial applications, accurate assessment of robustness and sensitivity, and bug detection. New approaches in scientific computing applications have coupled deep learning models with high-performance computing, leading to an aggravation of debugging and testing challenges. Here we perform an investigation of the statistical properties of floating-point non-associativity within modern parallel programming models, and analyze performance and productivity impacts of replacing atomic operations with deterministic alternatives on GPUs. We examine the recently-added deterministic options in PyTorch within the context of GPU deployment for deep learning, uncovering and quantifying the impacts of input parameters triggering run to run variability and reporting on the reliability and completeness of the documentation. Finally, we evaluate the strategy of exploiting automatic determinism that could be provided by deterministic hardware, using the Groq LPUTM accelerator for inference portions of the deep learning pipeline. We demonstrate the benefits that a hardware-based strategy can provide within reproducibility and correctness efforts.

Shanmugavelu, Sanjif↗
DOE OSTI2025

Optimizing Power Line Undergrounding Decisions under Varying Wildfire Risk and Weather Scenarios

Abstract—The threat of wildfire ignitions from electric power equipment has led utilities to increasingly turn to preemptive power shutoffs, which, while effective in reducing grid-induced wildfire risk, can cause significant load loss. Undergrounding power lines is an alternative strategy for preventing grid-induced wildfires. However, undergrounding lines is costly, so an efficient undergrounding plan must balance reductions in wildfire risk and load loss with the cost of undergrounding lines. We propose a robust optimization model to identify which power lines to underground to maximize load served while limiting wildfire risk across a range of wildfire risk and weather scenarios. Since solving this problem may be computationally heavy for large power grids and many operating scenarios, we present a delayed constraint generation algorithm to iteratively add scenarios until an optimal solution is found. We evaluate the performance of this framework on the RTS-GMLC with scenarios representing a year of operating conditions and compare it with a stochastic programming formulation. Our results indicate that our undergrounding model is successful in reducing load shed and risk compared to baseline cases in which no mitigation action is taken and only power shutoffs are implemented (no undergrounding). The robust formulation also reduces more load shed than the stochastic formulation in the most extreme scenarios. Index Terms—grid resilience, optimization, transmission systems, underground power lines, wildfire risk.

Taylor, S. [Department of Electrical and Computer ↗
DOE OSTI2025

Marine energy supported multi-energy system planning and operation optimization for sustainable coastal community

The growing need for sustainable energy solutions in coastal areas necessitates the development of integrated systems that leverage abundant marine resources. In this study, a standalone Marine Energy Supported Multi-Energy System (MRE-MES) is designed for sustainable coastal community development, utilizing renewable marine resources, including offshore wind, wave, and solar energy, to address the energy needs of electricity, heat, freshwater, and hydrogen. The proposed MRE-MES incorporates a co-optimization model that simultaneously balances capacity planning and operational efficiency to minimize costs and environmental impacts. The system is tested under different renewable energy penetration levels and demand uncertainties, using a two-stage stochastic programming to account for variability in renewable resources and consumption needs. The experimental results indicate that in the optimal system capacity configuration, the percentage of total renewable energy generation is around 80 %, with or without capacity limitation constraints on PV, water tank, and hydrogen storage. Compared to the worst-case scenario in Monte Carlo experiments, two-stage stochastic optimization results in a more robust decision that effectively mitigates the risks posed by future uncertain demand conditions. In conclusion, the findings highlight the viability of marine energy for providing a resilient, comprehensive energy solution to coastal communities.

Capacity planning↗
DOE OSTI2025

Benders Decomposition Using Graph Modeling and Multi-Parametric Programming

Benders decomposition is a widely used method for solving large and structured optimization problems, but its performance is affected by the repeated solution of subproblems. We propose a flexible and modular algorithmic framework for accelerating Benders decomposition. Specifically, we express the problem structure by using a graph-theoretic modeling abstraction in which nodes represent optimization subproblems and edges represent connectivity between subproblems. A key innovation of our approach is that we embed multiparametric programming (mp) surrogates for node subproblems, which maps the exact analytical map of the subproblem solution space. The use of mp surrogates allows us to replace subproblem solves with fast look-ups and function evaluations for primal and dual variables during the iterative Benders process. We formally show the equivalence between classical Benders cuts and those derived from the mp solution. We implement our framework in the open-source PlasmoBenders.jl software package. To demonstrate the capabilities of the proposed framework, we apply it to a two-stage stochastic programming problem, which aims to make optimal capacity expansion decisions under market uncertainty. We evaluate both single-cut and multicut variants of Benders decomposition and show that the use of mp surrogates achieves substantial speedups in subproblem solve time, while preserving the convergence guarantees of Benders decomposition. We highlight advantages in solution analysis and interpretability that is enabled by mp critical region tracking; specifically, we show that these reveal how decisions evolve geometrically across the Benders search. Our results aim to demonstrate that combining surrogate modeling with graph modeling offers a promising and extensible foundation for structure-exploiting decomposition. In addition, by decomposing the problem into more tractable subproblems, the proposed approach also aims to overcome scalability issues of mp. Finally, the use of mp surrogates provides a unifying and modular optimization framework that enables the representation of heterogeneous node subproblems as modeling objects with a homogeneous structure.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

A control-inspired approach for energy transition planning under uncertainty

As the global carbon footprint continues to grow, many countries are implementing carbon emission reduction policies which have incentivized the expansion of low-carbon and renewable technologies. However, the speed and scale of deployment falls short of that needed to meet climate goals. Energy system models serve as key tools for guiding investment decisions and helping policymakers evaluate the effects of various policies on the development of an energy system. This study focuses on the energy system of the United States and builds upon prior work by incorporating more geographic granularity to account for the trade of commodities and addresses transmission congestion through electricity price adjustments. Furthermore, real-world characteristics, such as delays in constructing new liquid fuel production and electricity generation facilities, are integrated using a sequential decision-making approach that better reflects how decisions can be updated as uncertainties unfold. Results demonstrate that stochastic programming combined with sequential decision-making produces energy transition pathways that are robust to multiple uncertain futures. Additionally, considering real-world characteristics significantly impacts the deployment of renewable technologies and the ability to meet carbon emission reduction goals while also reliably meeting demand. These findings highlight the importance of accounting for uncertainty and real-world characteristics to avoid overly optimistic projections in energy system planning.

energy systems↗
DOE OSTI2024

Enhancing power grid resilience to winter storms via generator winterization with equity considerations

Here we develop two-stage stochastic programming models for generator winterization that enhance power grid resilience while incorporating social equity. The first stage in our models captures the investment decisions for generator winterization, and the second stage captures the operation of a degraded power grid, with the objective of minimizing load shed and social inequity. To incorporate equity into our models, we propose a concept called adverse effect probability that captures the disproportionate effects of power outages on communities with varying vulnerability levels. Grid operations are modeled using DC power flow, and equity is captured through mean or maximum adverse effects experienced by communities. We apply our models to a synthetic Texas power grid, using winter storm scenarios created from the generator outage data from the 2021 Texas winter storm. Our extensive numerical experiments show that more equitable outcomes, in the sense of reducing adverse effects experienced by vulnerable communities during power outages, are achievable with no impact on total load shed through investing in winterization of generators in different locations and capacities.

24 POWER TRANSMISSION AND DISTRIBUTION↗