Search NASA⌕ Search

SEARCH · Search NASA

Results for “complementarity constraint”

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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Guaranteeing a Physically Realizable Battery Dispatch Without Charge-Discharge Complementarity Constraints

The non-convex complementarity constraints present a fundamental computational challenge in energy constrained optimization problems. In this work, we present a new, linear, and robust battery optimization formulation that sidesteps the need for battery complementarity constraints and integers and prove analytically that the formulation guarantees that all energy constraints are satisfied which ensures that the optimized battery dispatch is physically realizable. In addition, we bound the worst-case model mismatch and discuss conservativeness. In conclusion, simulation results further illustrate the effectiveness of this approach.

25 ENERGY STORAGE↗
DOE OSTI2022

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

On optimal control of hybrid dynamical systems using complementarity constraints

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate them using non-smooth and non-convex complementarity constraints as a mathematical program with complementarity constraints (MPCC). We utilize a moving finite element based strategy to discretize the differential equation system to accurately locate the unknown switching points at the finite element boundary and achieve high-order accuracy at intermediate non-collocation points. We propose a globalization approach to solve the discretized MPCC problem using a mixed NLP/MILP-based strategy to converge to a non-spurious first-order optimal solution. The method is tested on three dynamic optimization examples, including a gas–liquid tank model and an optimal control problem with a sliding mode solution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A Scalable Mixed-Integer Decomposition Method for Security-Constrained Optimal Power Flow with Complementarity Constraints

This project aimed to develop a scalable algorithm for security-constrained optimal power flow (SCOPF) under contingency scenarios. In particular, the SCOPF problem targeted in the GO Competition is challenging because of the nonconvexity, its nonsmoothness, and the problem size, which increases with the number of contingency events. Complementarity constraints imposed in post-contingency variables are particularly challenging because they lead to a violation of constraint qualifications at any feasible point.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

TAO Users Manual (Rev. 3.15)

The Toolkit for Advanced Optimization (TAO) focuses on the development of algorithms and software for the solution of large-scale optimization problems on high-performance architectures. Areas of interest include unconstrained and bound-constrained optimization, nonlinear least squares problems, optimization problems with partial differential equation constraints, and variational inequalities and complementarity constraints. The development of TAO was motivated by the scattered support for parallel computations and the lack of reuse of external toolkits in current optimization software. Our aim is to produce high-quality optimization software for computing environments ranging from workstations and laptops to massively parallel high-performance architectures. Our design decisions are strongly motivated by the challenges inherent in the use of large-scale distributed memory architectures and the reality of working with large, often poorly structured legacy codes for specific applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Modeling design and control problems involving neural network surrogates

Here, we consider nonlinear optimization problems that involve surrogate models represented by neural networks. We demonstrate first how to directly embed neural network evaluation into optimization models, highlight a difficulty with this approach that can prevent convergence, and then characterize stationarity of such models. We then present two alternative formulations of these problems in the specific case of feedforward neural networks with ReLU activation: as a mixed-integer optimization problem and as a mathematical program with complementarity constraints. For the latter formulation we prove that stationarity at a point for this problem corresponds to stationarity of the embedded formulation. Each of these formulations may be solved with state-of-the-art optimization methods, and we show how to obtain good initial feasible solutions for these methods. We compare our formulations on three practical applications arising in the design and control of combustion engines, in the generation of adversarial attacks on classifier networks, and in the determination of optimal flows in an oil well network.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A complementarity-based vapor-liquid equilibrium formulation for equation-oriented simulation and optimization

Vapor-Liquid Equilibrium (VLE) is a cornerstone of computer aided process engineering (CAPE). Embedded within process system models, VLE calculations are inherently procedural with non-smooth behavior that frequently require discrete decisions. Traditionally, these features resist the incorporation of VLE within efficient, large-scale equation-oriented (EO) process simulation and optimization strategies. On the other hand, recent reformulation of VLE models through the incorporation of complementarity constraints has broadened its scope to deal seamlessly with phase transitions and even supercritical excursions in process simulation and optimization. In this study, we extend these VLE complementarity models to EO frameworks where procedural thermodynamic property libraries are still required. Here, we develop an efficient, non-intrusive, and intuitive “square-flash” equation system that has been implemented within the IDAES Integrated Platform (IDAES-IP). Further, the effectiveness of this modular approach is demonstrated on case studies for non-ideal flash calculations and distillation optimization with disappearing phases and supercritical transitions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A Surrogate-Based Asynchronous Decomposition Technique for Realistic Security-Constrained Optimal Power Flow Problems

Here we present a decomposition approach for obtaining good feasible solutions for the security-constrained, alternating-current, optimal power flow (SC-AC-OPF) problem at an industrial scale and under real-world time and computational limits. The approach was designed while preparing and participating in ARPA-E’s Grid Optimization Competition (GOC) Challenge 1. The challenge focused on a near-real-time version of the SC-AC-OPF problem, where a base operating point is optimized, taking into account possible single-element contingencies, after which the system adapts its operating point following the response of automatic frequency droop controllers and voltage regulators. Our solution approach for this problem relies on state-of-the-art nonlinear programming algorithms, and it employs nonconvex relaxations for complementarity constraints, a specialized two-stage decomposition technique with sparse approximations of recourse terms and contingency ranking and prescreening. The paper describes and justifies our approach and outlines the features of its implementation, including functions and derivatives evaluation, warm-starting strategies, and asynchronous parallelism. We discuss the results of the independent benchmark of our approach by ARPA-E’s GOC team in Challenge 1, where it was found to consistently produce high-quality solutions across a wide range of network sizes and difficulty, and conclude by outlining future extensions of the approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition

In “Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition,” we review the state of the art in practical algorithms for scheduling power-systems operations in the short term and the results of the recent competition organized by the U.S. Advanced Research Projects Agency–Energy. We explain the mixed-integer nonlinear formulation used in the competition for nonspecialists in electrical engineering, the context and organization of the competition, and the performance of competitors. We find that the collective approaches and results of competitors provide support for efforts to move nonlinear optimization techniques into industrial applications, as they have proven to be a robust and efficient alternative to current linear approximation techniques.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Tidal disruption events and dark matter scatterings with neutrinos and photons

Stars can be tidally disrupted when passing near a black hole, and the debris can induce a flux of high-energy neutrinos. It has been discussed that there are hints in IceCube data of high-energy neutrinos produced in Tidal Disruption Events. The emitting region of neutrinos and photons in these astrophysical events is likely to be located in the vicinity of the central black hole, where the dark matter density might be significantly larger than in the outer regions of the galaxy. We explore the potential attenuation of the emitted neutrino and photon fluxes due to interactions with dark matter particles around the supermassive black hole of the host galaxies of AT2019dsg, AT2019fdr and AT2019aalc, and study the implications for some well-motivated models of dark matter-neutrino and dark matter-photon interactions. Furthermore, we discuss the complementarity of our constraints with values of the dark matter-neutrino scattering cross section proven to alleviate some cosmological tensions.

Fujiwara, Motoko↗
DOE OSTI2021

Clustering of CODEX clusters

The clustering of galaxy clusters links the spatial nonuniformity of dark matter halos to the growth of the primordial spectrum of perturbations. The amplitude of the clustering signal is widely used to estimate the halo mass of astrophysical objects. The advent of cluster mass calibrations enables using clustering in cosmological studies. Aims. We analyze the autocorrelation function of a large contiguous sample of galaxy clusters, the Constrain Dark Energy with X-ray (CODEX) sample, in which we take particular care of cluster definition. These clusters were X-ray selected using the ROentgen SATellite All-Sky Survey and then identified as galaxy clusters using the code redMaPPer run on the photometry of the Sloan Digital Sky Survey. We develop methods for precisely accounting for the sample selection effects on the clustering and demonstrate their robustness using numerical simulations. Methods. Using the clean CODEX sample, which was obtained by applying a redshift-dependent richness selection, we computed the two-point autocorrelation function of galaxy clusters in the 0.1 < z < 0.3 and 0.3 < z < 0.5 redshift bins. We compared the bias in the measured correlation function with values obtained in numerical simulations using a similar cluster mass range. Results. By fitting a power law, we measured a correlation length r 0 = 18.7 ± 1.1 and slope γ = 1.98 ± 0.14 for the correlation function in the full redshift range. By fixing the other cosmological parameters to their nine-year Wilkinson Microwave Anisotropy Probe values, we reproduced the observed shape of the correlation function under the following cosmological conditions: Ω m0 = $0.22_{-0.03}^{+0.04}$ and S 8 = σ 8 (Ω m0 /0.3)0.5 = $0.85_{-0.08}^{+0.10}$ with estimated additional systematic errors of σ Ω m0 = 0.02 and σS 8 = 0.20. We illustrate the complementarity of clustering constraints by combining them with CODEX cosmological constraints based on the X-ray luminosity function, deriving Ωm = 0.25 ± 0.01 and σ 8 = $0.81_{-0.02}^{+0.01}$ with an estimated additional systematic error of σ Ω m0 = 0.07 and σ σ8 = 0.04. The mass calibration and statistical quality of the mass tracers are the dominant source of uncertainty.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Combination of searches for heavy spin-1 resonances using 139 fb -1 of proton-proton collision data at $\sqrt{s}$ = 13 TeV with the ATLAS detector

A combination of searches for new heavy spin-1 resonances decaying into different pairings of W, Z, or Higgs bosons, as well as directly into leptons or quarks, is presented. The data sample used corresponds to 139 fb -1 of proton-proton collisions at $\sqrt{s}$ = 13 TeV collected during 2015–2018 with the ATLAS detector at the CERN Large Hadron Collider. Analyses selecting quark pairs (qq, bb, $t\overline{t}$, and tb) or third-generation leptons (τν and ττ) are included in this kind of combination for the first time. A simplified model predicting a spin-1 heavy vector-boson triplet is used. Cross-section limits are set at the 95% confidence level and are compared with predictions for the benchmark model. These limits are also expressed in terms of constraints on couplings of the heavy vector-boson triplet to quarks, leptons, and the Higgs boson. The complementarity of the various analyses increases the sensitivity to new physics, and the resulting constraints are stronger than those from any individual analysis considered. The data exclude a heavy vector-boson triplet with mass below 5.8 TeV in a weakly coupled scenario, below 4.4 TeV in a strongly coupled scenario, and up to 1.5 TeV in the case of production via vector-boson fusion.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS2012

Minimal Coordinate Formulation of Contact Dynamics in Operational Space

In recent years, complementarity techniques have been developed for modeling non-smooth contact and collision dynamics problems for multi-link robotic systems. Normally, in this approach, a linear complementarity problem (LCP) is set up using 6n non-minimal coordinates for a system with n links together with all the unilateral constraints and inter-link bilateral constraints on the system. In this paper, we use operational space dynamics to develop a complementarity formulation for contact and collision dynamics that uses minimal coordinates. The use of such non-redundant coordinates results in much smaller size LCP problems and the automatic enforcement of the inter-link bilateral constraints. Furthermore, we exploit operational space low-order computational algorithms to overcome some of the bottlenecks in using minimal coordinates.

contact dynamics↗
DOE OSTI2025

The electroweak precision constraints of the 2HDM+S

The 2HDM+S is the singlet extension of the Two-Higgs-Doublets Model (2HDM). The singlet field and its mixing with the 2HDM Higgs sector lead to new contributions to the electroweak precision observables, in particular, the oblique parameters. In this paper, we performed a systematic study of the impacts of each mixing angle to the oblique parameters. We adopted the mixing angles and physical Higgs masses as our parameters, which allows a mapping when specific symmetry structure of the Higgs potential and various theoretical considerations are taken into account. We identify five benchmark cases, where at most one mixing angle is nonzero and analyze the 95\% C.L. allowed parameter space by the oblique parameters. In the alignment limit of the 2HDM, we find that other than the usual mass relations of $m_H\sim m_{H^\pm}$ or $m_A\sim m_{H^\pm}$, electroweak precision measurements also impose an upper limit on the neutral Higgs masses. In the cases with nonzero singlet mixing with the 2HDM Higgses $H$ or $A$, we find approximate mass relations of $c^2_{\alpha_{HS}} m_{H} + s^2_{\alpha_{HS}}m_{h_S} = m_{H^\pm}$ or $c^2_{\alpha_{AS}} m_{A} + s^2_{\alpha_{AS}}m_{A_S} = m_{H^\pm}$. Those relations are universal to the 2HDM+S models, with or without further symmetry assumption. We also study the non-alignment limit of the 2HDM+S, which typically has tighter constraints on the masses and mixing angles. At the end, we examine the complementarity between the electroweak precision analyses and the Higgs coupling precision measurements.

2HDM↗
DOE OSTI2021

Simple biochemical features underlie transcriptional activation domain diversity and dynamic, fuzzy binding to Mediator

Gene activator proteins comprise distinct DNA-binding and transcriptional activation domains (ADs). Because few ADs have been described, we tested domains tiling all yeast transcription factors for activation in vivo and identified 150 ADs. By mRNA display, we showed that 73% of ADs bound the Med15 subunit of Mediator, and that binding strength was correlated with activation. AD-Mediator interaction in vitro was unaffected by a large excess of free activator protein, pointing to a dynamic mechanism of interaction. Structural modeling showed that ADs interact with Med15 without shape complementarity (‘fuzzy’ binding). ADs shared no sequence motifs, but mutagenesis revealed biochemical and structural constraints. Finally, a neural network trained on AD sequences accurately predicted ADs in human proteins and in other yeast proteins, including chromosomal proteins and chromatin remodeling complexes. These findings solve the longstanding enigma of AD structure and function and provide a rationale for their role in biology.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2024

Cosmology with persistent homology: a Fisher forecast

Abstract Persistent homology naturally addresses the multi-scale topological characteristics of the large-scale structure as a distribution of clusters, loops, and voids. We apply this tool to the dark matter halo catalogs from theQuijotesimulations, and build a summary statistic for comparison with the joint power spectrum and bispectrum statistic regarding their information content on cosmological parameters and primordial non-Gaussianity. Through a Fisher analysis, we find that constraints from persistent homology are tighter for 8 out of the 10 parameters by margins of 13–50%. The complementarity of the two statistics breaks parameter degeneracies, allowing for a further gain in constraining power when combined. We run a series of consistency checks to consolidate our results, and conclude that our findings motivate incorporating persistent homology into inference pipelines for cosmological survey data.

Astronomy & Astrophysics↗
DOE OSTI2023

An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinear complementarity problems arising in transportation networks. We develop an iteratively regularized incremental gradient method where at each iteration, agents communicate over a directed cycle graph to update their solution iterates using their local information about the objective and the mapping. The proposed method is single-timescale in the sense that it does not involve any excessive hard-to-project computation per iteration. We derive nonasymptotic agent-wise convergence rates for the suboptimality of the global objective function and infeasibility of the VI constraints measured by a suitably defined dual gap function. Finally, the proposed method appears to be the first fully iterative scheme equipped with iteration complexity that can address distributed optimization problems with VI constraints over cycle graphs.

convergence↗