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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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At least 19 records

Decomposition and Algorithmic Approaches for Solving Large-Scale Process Family Design Problems

Our most recent work expands the water desalination case study from 76 variants to 10,897 variants using the equation-oriented model built in Pyomo as part of the PARETO project. Using the discretization formulation presented in Stinchfield (2024a), rather than solving for all 10,897 variants simultaneously, we decompose the formulation into subproblems containing subsets of variants from the process family. We solve the overall problem with Progressive Hedging (PH) deployed in parallel on a distributed HPC cluster using the open-source Python package mpi-sppy (Knueven et al., 2023). This approach allowed us to solve this process family design problem to ~1.5% relative optimality gap in about 5 hours; in comparison, Gurobi reached ~50% relative optimality gap in about 6 hours (Stinchfield et al., 2024b). However, this approach still requires discretization of the common unit module design ranges; additionally, PH acts as a heuristic for MILP’s with gap-closing capabilities. Ideally, we would not have to use ML surrogates or discretization to solve this problem, instead solving the process family design problem with the equation-oriented model directly to achieve the most accurate results. However, recall that we did not consider solving the MINLP directly due to complexity and size. In this work, we aim to decompose and solve this large-scale MINLP using a Structured Nonlinear Global Optimization algorithm presented by Cao and Zavala (2019).

Stinchfield, Georgia↗

Optimizing multiple reliable forward contracts for reservoir allocation using multitime scale streamflow forecasts

Streamflow forecasts at multiple time scales provide a new opportunity for reservoir management to address competing objectives. Market instruments such as forward contracts with specified reliability are considered as a tool that may help address the perceived risk associated with the use of such forecasts in lieu of traditional operation and allocation strategies. A water allocation process that enables multiple contracts for water supply and hydropower production with different durations, while maintaining a prescribed level of flood risk reduction, is presented. The allocation process is supported by an optimization model that considers multitime scale ensemble forecasts of monthly streamflow and flood volume over the upcoming season and year, the desired reliability and pricing of proposed contracts for hydropower and water supply. It solves for the size of contracts at each reliability level that can be allocated for each future period, while meeting target end of period reservoir storage with a prescribed reliability. The contracts may be insurable, given that their reliability is verified through retrospective modeling. The process can allow reservoir operators to overcome their concerns as to the appropriate skill of probabilistic forecasts, while providing water users with short–term and long–term guarantees as to how much water or energy they may be allocated. An application of the optimization model to the Bhakra Dam, India, provides an illustration of the process. In conclusion, the issues of forecast skill and contract performance are examined. A field engagement of the idea is useful to develop a real–world perspective and needs a suitable institutional environment.

54 ENVIRONMENTAL SCIENCES↗

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗

Mixed Integer Nonlinear Programming Approaches to Enhance Resiliency and Response Strategies in Critical Infrastructure

Motivation. Critical infrastructures are large, complex engineered systems that must be operated robustly under abnormal conditions resulting from natural hazards or intentional acts. For example, electric power systems must be robust to line faults, water utilities must rapidly mitigate contamination incidents, and computing networks must adapt to adversarial intrusions to protect critical information. Problem. It is difficult for decision-makers within resiliency analysis in critical infrastructure to optimize designs and develop effective response strategies that can account for uncertainties. Facing incomplete information and the sheer scope that a natural hazard or attack vector may incorporate, response can be ineffective without reliable, scalable decision support tools. These problems are intrinsically nonlinear and involve discrete decisions, and unfortunately, existing off-the-shelf mathematical programming methods cannot support optimization-based decision-making of these nonlinear at scale. Method/Approach and Results. This project emphasized development of fundamental optimization strategies that supported real- time mitigation and response for critical infrastructures. In particular, the project developed multi- tree approaches based on piecewise outer-approximations for solution of mixed-integer nonlinear programming (MINLP) problems. These techniques alternate between an MILP or MISOCP relaxation to obtain a lower bound and candidate discrete solutions and an NLP subproblem to obtain upper bounds. Using tailored relaxations based on problem structure, these methods were used to solve several key applications in resilience and response of critical infrastructure. This work resulted in two open-source, copyrighted software packages: CORAMIN (https://github.com/Coramin/Coramin) -- an object-oriented mathematical programming framework that supports tailored multi-tree algorithms for solution of large- scale mixed-integer nonlinear programming; and EGRET (Electrical Grid Research and Engineering Toolkit) (https://github.com/grid- parity-exchange/Egret) -- a declarative mathematical programming framework built upon CORAMIN and Pyomo for formulation and solution of resilience and operations problems in power grid systems. Furthermore, these tools resulted in several important published results, including the following: The first known global optimization approach that could solve the unit-commitment problem with nonlinear power flow constraints on medium-sized test problems; Improved parallel optimization-based bounds tightening and strengthening of relaxations of AC power flow constraints; and, Optimization-based approaches for improved grid resilience and use of demand response to improve grid resilience with reduction in capital requirements. Result Implications. This project developed first-of-a-kind algorithms for decision-making in critical infrastructure resilience operations and planning, as well as a next-generation toolkit for MINLP researchers. These approaches leveraged high-performance computing architectures to solve some of the largest, most challenging nonlinear discrete optimization problems to global optimality, and these successes were captured in open-source software to enable optimization-based decision-making, and efficient solution of MINLP formulations for electric power transmission grids.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Global optimization of multicomponent distillation configurations: Global minimization of total cost for multicomponent mixture separations

We introduce a global optimization framework for determining the minimum cost required to distill any ideal or near-ideal multicomponent mixture into its individual constituents using a sequence of columns. This new framework extends the Global Minimization Algorithm (GMA) previously introduced by Nallasivam et al. (2016); and we refer to the new framework as the Global Minimization Algorithm for Cost (GMAC). GMAC guarantees global optimality by formulating a nonlinear program (NLP) for each and every distillation configuration in the search space and solving it using global optimization solvers. In conclusion, the case study presented in this work not only demonstrates the need for developing such an algorithm, but also shows the flexibility and effectiveness of GMAC, which enables process engineers to design and retrofit energy efficient and cost-effective distillation configurations.

42 ENGINEERING↗

Optimal Membrane Cascade Design for Critical Mineral Recovery Through Logic-based Superstructure Optimization

Critical minerals and rare earth elements play an important role in our climate change initiatives, particularly in applications related with energy storage. Here, we use discrete optimization approaches to design a process for the recovery of Lithium and Cobalt from battery recycling, through membrane separation. Our contribution involves proposing a Generalized Disjunctive Programming (GDP) model for the optimal design of a multistage diafiltration cascade for Li-Co separation. By solving the resulting nonconvex mixed-integer nonlinear program model to global optimality, we investigated scalability and solution quality variations with changes in the number of stages and elements per stage. Results demonstrate the computational tractability of the nonlinear GDP formulation for design of membrane separation processes while opening the door for decom-position strategies for multicomponent separation cascades. Future work aims to extend the GDP formulation to account for stage installation and explore various decomposition techniques to enhance solution efficiency.

Ovalle, Daniel↗

An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs

We develop an adaptive, multivariate partitioning algorithm for solving nonconvex, Mixed-Integer Nonlinear Programs (MINLPs) with polynomial functions to global optimality. In particular, we present an iterative algorithm that exploits piecewise, convex relaxation approaches via disjunctive formulations to solve MINLPs that is different than conventional spatial branch-and-bound approaches. The algorithm partitions the domains of variables in an adaptive and non-uniform manner at every iteration to focus on productive areas of the search space. Furthermore, domain reduction techniques based on sequential, optimization-based bound-tightening and piecewise relaxation techniques, as a part of a presolve step, are integrated into the main algorithm. Finally, we demonstrate the effectiveness of the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare our algorithm with state-of-the-art global optimization solvers. With our novel approach, we solve several large-scale instances, some of which are not solvable by state-of-the-art solvers. We also succeed in reducing the best known optimality gap for a hard, generalized pooling problem instance.

97 MATHEMATICS AND COMPUTING↗

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗

Accelerating high-order mesh optimization using finite element partial assembly on GPUs

In this paper we present a new GPU-oriented mesh optimization method based on high order finite elements. Our approach relies on node movement with fixed topology, through the Target-Matrix Optimization Paradigm (TMOP) and uses a global nonlinear solve over the whole computational mesh, i.e., all mesh nodes are moved together. A key property of the method is that the mesh optimization process is recast in terms of finite element operations, which allows us to utilize recent advances in the field of GPU-accelerated high order finite element algorithms. For example, we reduce data motion by using tensor factorization and matrix-free methods, which have superior performance characteristics compared to traditional full finite element matrix assembly and offer advantages for GPU based HPC hardware. Furthermore, we describe the major mathematical components of the method along with their efficient GPU-oriented implementation. In addition, we propose an easily reproducible mesh optimization test that can serve as a performance benchmark for the mesh optimization community.

97 MATHEMATICS AND COMPUTING↗

A fast reduced model for a shell-and-tube based latent heat thermal energy storage heat exchanger and its application for cost optimal design by nonlinear programming

Numerical simulation of latent heat thermal energy storage (LHTES) systems plays a fundamental role in studying the physical process and guiding the engineering design. Discretization of the PDEs describing the nonlinear solidification/melting process of phase change materials (PCMs) leads to a large-scale complex dynamics system, where the system behavior depends on a set of parameters. In a design setting, repeated model evaluations are required over the set of parameters results in significant computational burden. In this paper, an explicit analytic solution was built for the propagation of the solidification front in a cylindrical coordinate. The analytic solution approach is further employed to develop a low computational reduced model (RM) as a module for a shell-and-tube based LHTES heat exchanger. The levelized Cost of Energy (LCOE) is used as a design metric and the RM model is used to apply system-level constraints in the nonlinear programming formulation that facilitates efficient global optimal design of the PCM properties, flow conditions and tube geometries. The use of LCOE as the design metric prevents over design of the heat transfer rate and also establishes a fair ground for evaluation of different thermal storage technologies and their integrated applications with other systems. Optimal results showed that a higher effectiveness results in a higher LCOE; the velocity of the HTF and the length of the channel are highly correlated with each other; both larger PCM latent energy and conductivity result in lower LCOE.

25 ENERGY STORAGE↗

An MINLP formulation for the optimization of multicomponent distillation configurations

Designing configurations for multicomponent distillation, a ubiquitous process in chemical and petrochemical industries, is often challenging. This is because, as the number of components increases, the number of admissible distillation configurations grows rapidly and these configurations vary substantially in their energy needs. Consequently, if a method could identify a few energy-efficient choices from this large set of alternatives, it would be extremely attractive to process designers. This paper develops here such a method by solving a Mixed Integer Nonlinear Program (MINLP) that is formulated to pick, among the regular-column configurations of Shah and Agrawal (2010b), those configurations that have a low vapor-duty requirement. To compute the minimum vapor-duty requirement for each column within the configuration, we use techniques that rely on the Underwood’s method. The combined difficulty arising from the nonlinearity of Underwood equations and the combinatorial explosion of the choice-set of alternatives poses unmistakable challenges for the branch-and-bound algorithm, the current method of choice to globally solve MINLPs. To address this difficulty, we exploit the structure of Underwood equations and derive valid cuts that expedite the convergence of branch-and-bound by enabling global solvers, such as BARON, infer tighter bounds on Underwood roots. This provides a quick way to identify a few lucrative alternative configurations for separation of a given non-azeotropic mixture. We illustrate the practicality of our approach on a case-study concerning heavy-crude distillation and on various other examples from the literature.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Algorithms in Diffraction Profile Analysis

This chapter introduces several approaches to crystallographic structure refinement from diffraction profile data including the Rietveld method, global optimization methods, and Bayesian modeling. First, the Rietveld method and related nonlinear least squares approaches to analyzing diffraction profiles are briefly discussed. We then review the most common algorithms within global optimization as alternative methods of structure solution: grid search, simulated annealing, and genetic algorithms. As the Rietveld method is the standard tool for analyzing diffraction profile data, we catalogue its challenges and limitations. A Bayesian approach to diffraction profile analysis is presented as an alternative, along with several sampling algorithms including Gibbs sampling, variants of Metropolis sampling, Hamiltonian Monte Carlo, and approximate Bayesian computing. These sampling algorithms are applied to the fitting of a neutron diffraction profile from a National Institute of Standards and Technology silicon standard reference material, and their results are compared.

Singh, Susheela↗

Global Solution Strategies for the Network-Constrained Unit Commitment Problem with AC Transmission Constraints

Here, we propose a novel global solution algorithm for the network-constrained unit commitment problem that incorporates a nonlinear alternating current (AC) model of the transmission network, which is a nonconvex mixed-integer nonlinear programming (MINLP) problem. Our algorithm is based on the multi-tree global optimization methodology, which iterates between a mixed-integer lower-bounding problem and a nonlinear upper-bounding problem. We exploit the mathematical structure of the unit commitment problem with AC power flow constraints (UC-AC) and leverage second-order cone relaxations, piecewise outer approximations, and optimization-based bounds tightening to guarantee a globally optimal solution at convergence. Numerical results on four benchmark problems illustrate the effectiveness of our algorithm, both in terms of convergence rate and solution quality.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A multitree approach for global solution of ACOPF problems using piecewise outer approximations

Electricity markets rely on the rapid solution of the optimal power flow (OPF) problem to determine generator power levels and set nodal prices. Traditionally, the OPF problem has been formulated using linearized, approximate models, ignoring nonlinear alternating current (AC) physics. These approaches do not guarantee global optimality or even feasibility in the real ACOPF problem. We introduce an outer-approximation approach to solve the ACOPF problem to global optimality based on alternating solution of upper- and lower-bounding problems. The lower-bounding problem is a piecewise relaxation based on strong second-order cone relaxations of the ACOPF, and these piecewise relaxations are selectively refined at each major iteration through increased variable domain partitioning. Our approach is able to efficiently solve all but one of the test cases considered to an optimality gap below 0.1%. This approach opens the door for global solution of MINLP problems with AC power flow equations.

42 ENGINEERING↗

A general Bayesian algorithm for the autonomous alignment of beamlines

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional expensive-to-sample optimization problem involving the simultaneous treatment of many optical elements with correlated and nonlinear dynamics. Bayesian optimization is a strategy of efficient global optimization that has proved successful in similar regimes in a wide variety of beamline alignment applications, though it has typically been implemented for particular beamlines and optimization tasks. In this paper, we present a basic formulation of Bayesian inference and Gaussian process models as they relate to multi-objective Bayesian optimization, as well as the practical challenges presented by beamline alignment. We show that the same general implementation of Bayesian optimization with special consideration for beamline alignment can quickly learn the dynamics of particular beamlines in an online fashion through hyperparameter fitting with no prior information. We present the implementation of a concise software framework for beamline alignment and test it on four different optimization problems for experiments on X-ray beamlines at the National Synchrotron Light Source II and the Advanced Light Source, and an electron beam at the Accelerator Test Facility, along with benchmarking on a simulated digital twin. We discuss new applications of the framework, and the potential for a unified approach to beamline alignment at synchrotron facilities.

47 OTHER INSTRUMENTATION↗

Fitting local, low-dimensional parameterizations of optical turbulence modeled from optimal transport velocity vectors

This work exploits a connection between optimal transport theory and the physics of image propagation to yield a locally low-dimensional model of turbulence-corrupted imagery. Optimal transport produces an invertible, pixel-wise linear trajectories to approximate the globally nonlinear turbulence between a clean and turbulence corrupted image pair. We use the low-dimensional model to fit subsets of the optimal transport vector fields and stitch the local models into a surrogate for the global map to be used for image cleaning. Experiments are performed on laboratory generated data of beam propagation using different values of the Fried parameter (a scale measuring turbulence coherence) as well as a toy data set. The results suggest this is a fruitful direction, and first step, towards using multiple realizations of turbulence corrupted images to learn a blind surrogate for the optimal transport vector field for image cleaning.

47 OTHER INSTRUMENTATION↗