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Results for “progressive hedging”

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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16 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Long duration battery sizing, siting, and operation under wildfire risk using progressive hedging

Battery sizing and siting problems are computationally challenging due to the need to make long-term planning decisions that are cognizant of short-term operational decisions. This paper considers sizing, siting, and operating batteries in a power grid to maximize their benefits, including price arbitrage and load shed mitigation, during both normal operations and periods with high wildfire ignition risk. Here we formulate a multi-scenario optimization problem for long duration battery storage while considering the possibility of load shedding during Public Safety Power Shutoff (PSPS) events that de-energize lines to mitigate severe wildfire ignition risk. To enable a computationally scalable solution of this problem with many scenarios of wildfire risk and power injection variability, we develop a customized temporal decomposition method based on a progressive hedging framework. Extending traditional progressive hedging techniques, we consider coupling in both placement variables across all scenarios and state-of-charge variables at temporal boundaries. This enforces consistency across scenarios while enabling parallel computations despite both spatial and temporal coupling. The proposed decomposition facilitates efficient and scalable modeling of a full year of hourly operational decisions to inform the sizing and siting of batteries. With this decomposition, we model a year of hourly operational decisions to inform optimal battery placement for a 240-bus WECC model in under 70 min of wall-clock time.

25 ENERGY STORAGE↗
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 OSTI2024

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

Rapid, wide-scale deployment of green process systems, such as carbon capture or water desalination systems, is essential for combatting climate change. Methods relying on traditional design or modularity fail to capture the benefits of both economies of numbers and economies of scale. We have proposed process family design, which designs a family of processes simultaneously exploiting opportunities for common elements. In previous work, we explored different optimization formulations to solve this problem. In this work, we develop a decomposition approach to tackle larger problems efficiently. We solve a water desalination case study, which is too large to solve within a reasonable timeframe with the discretization formulation. We exploit the block angular structure of the discretization problem to decompose and solve using Progressive Hedging (PH). We use the open-source Python package mpi-sppy to execute PH which allows us to leverage parallelization and a HPC cluster to further improve solution time.

Stinchfield, Georgia↗
DOE OSTI2023

Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation

Here we propose a decomposition algorithm for multistage stochastic programming that resembles the progressive hedging method of Rockafellar and Wets but is provably capable of several forms of asynchronous operation. We derive the method from a class of projective operator splitting methods fairly recently proposed by Combettes and Eckstein, significantly expanding the known applications of those methods. Our derivation assures convergence for convex problems whose feasible set is compact, subject to some standard regularity conditions and a mild “fairness” condition on subproblem selection. The method’s convergence guarantees are deterministic and do not require randomization, in contrast to other proposed asynchronous variations of progressive hedging. Computational experiments described in an online appendix show the method to outperform progressive hedging on large-scale problems in a highly parallel computing environment.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Parallel computing for power system climate resiliency: Solving a large-scale stochastic capacity expansion problem with mpi-sppy

Here we propose a nodal stochastic generation and transmission expansion planning model that incorporates the output from high-resolution global climate models through load and generation availability scenarios. We implement our model in Pyomo and perform computational studies on a realistically-sized test case of the California electric grid in a high performance computing environment. We propose model reformulations and algorithm tuning to efficiently solve this large problem using a variant of the Progressive Hedging Algorithm. We utilize the parallelization capabilities and overall versatility of mpi-sppy, exploiting its hub-and-spoke architecture to concurrently obtain inner and outer bounds on an optimal expansion plan. Initial results show that instances with 360 representative days on a system with over 8,000 buses can be solved to within 5% of optimality in under 4 h of wall clock time, a first step towards solving a large-scale power system expansion planning problem across a wide range of climate-informed operational scenarios.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2027

Nodal capacity expansion planning with flexible large-scale load siting

We propose explicitly incorporating large-scale load siting into a stochastic nodal power system capacity expansion planning model that concurrently co-optimizes generation, transmission, and storage expansion. The potential operational flexibility of some of these large loads is also taken into account by considering them as consisting of a set of tranches with different reliability requirements, which are modeled as a constraint on expected served energy across operational scenarios. We implement our model as a two-stage stochastic mixed-integer optimization problem with cross-scenario expectation constraints. To overcome the challenge of scalability, we build upon existing work to implement this model on a high performance computing platform and exploit scenario parallelization using an augmented Progressive Hedging Algorithm. The algorithm is implemented using the bounding features of mpisppy, which have shown to provide satisfactory provable optimality gaps despite the absence of theoretical guarantees of convergence. We test our approach and assess the value of this proactive planning framework on total system cost and reliability metrics using realistic testcases geographically assigned to San Diego and South Carolina, with datacenter and direct air capture facilities as large loads.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

The impact of market design and clean energy incentives on strategic generation investments and resource adequacy in low-carbon electricity markets

Well-designed electricity markets play a crucial role in maintaining reliable electric power systems, which are critical in modern society. Here, this study examines the impact of different electricity market designs and clean energy incentive schemes on supporting renewable energy integration and achieving clean energy goals. To this end, we utilize a game-theoretical generation expansion planning model where generation companies make investment and retirement decisions to maximize their expected profit. The model is structured as an equilibrium problem with equilibrium constraints (EPEC) and solved using a diagonalization approach combined with progressive hedging. We analyze three types of electricity market designs: an energy-only market, a capacity market, and a clean energy market, and consider a wide range of market parameters resulting in 14 total scenarios. Wind and solar capacity comprise the majority of new investments in all considered scenarios, but the resultant system planning reserve margin (PRM) can differ significantly depending on market parameters. We also find that profit-driven investments lead to lower PRMs than a traditional system cost minimization approach. These individual scenario results further demonstrate how different market designs and clean energy incentive schemes may influence investor decision-making and impact resource adequacy throughout the clean energy transition.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
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 OSTI2024

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↗
DOE OSTI2025

Performant Optimization Strategies for Multifidelity Stochastic Power Grid Models

This talk goes into the algorithmic work done under the Forest project in order to solve expensive power grid models. We explore multiple fidelities of models that balance accuracy and computational expense. We use bundling strategies and progressive hedging in order to parallelize large stochastic programs.

Alfant, Rachael May [Sandia National Laboratories ↗
DOE OSTI2023

Airport Infrastructure Planning Using Multi-Stage Stochastic Programming

The Athena project, funded by the Department of Energy, has worked to identify the critical infrastructure at Dallas Fort Worth (DFW) Airport which influences mobility between the airport and the surrounding city of Dallas. Using scalable methods that can leverage HPC resources we have developed a multi-stage stochastic infrastructure expansion model for determining parking and curb modifications to the DFW Airport over a 20-year horizon. Additionally, we have explored the impacts of congestion pricing in conjunction with infrastructure modifications. Our multi-stage stochastic model is implemented using the mpi-sppy software and solved in parallel using progressive hedging on the National Renewable Energy Laboratory's HPC system Eagle. In this talk we present results from solving this model at scale.

airport planning↗
DOE OSTI2023

A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty

Practical solution of stochastic programming problems generally requires the use of parallel computing resources. Here, we describe the open source package mpi-sppy, in which efficient and scalable parallelization is a central feature. We report computational experiments that demonstrate the ability to solve very large stochastic programming problems - including mixed-integer variants - in minutes of wall clock time, efficiently leveraging significant parallel computing resources. We report results for the largest publicly available instances of stochastic mixed-integer unit commitment problems, solving to provably tight optimality gaps. In addition, we introduce a novel software architecture that facilitates combinations of methods for accelerating convergence that can be combined in plug-and-play manner. Finally, the mpi-sppy package is written in Python, leverages the widely used Pyomo (http://www.pyomo.org) library for modeling mathematical programs, builds on existing MPI implementations to ensure efficiency and scalability, and is available via http://github.com/Pyomo/mpi-sppy.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2018

Seeing Double: ASASSN-18bt Exhibits a Two-component Rise in the Early-time K2 Light Curve

On 2018 February 4.41, the All-Sky Automated Survey for SuperNovae (ASAS-SN) discovered ASASSN-18bt in the K2 Campaign 16 field. With a redshift of z=0.01098 and a peak apparent magnitude of B(max)=14.31, ASASSN-18bt is the nearest and brightest SNe Ia yet observed by the Kepler spacecraft. Here we present the discovery of ASASSN-18bt, the K2 light curve, and prediscovery data from ASAS-SN and the Asteroid Terrestrial-impact Last Alert System. The K2 early-time light curve has an unprecedented 30-minute cadence and photometric precision for an SN Ia light curve, and it unambiguously shows a ∼4 day nearly linear phase followed by a steeper rise. Thus, ASASSN-18bt joins a growing list of SNe Ia whose early light curves are not well described by a single power law. We show that a double-power-law model fits the data reasonably well, hinting that two physical processes must be responsible for the observed rise. However, we find that current models of the interaction with a nondegenerate companion predict an abrupt rise and cannot adequately explain the initial, slower linear phase. Instead, we find that existing published models with shallow 56Ni are able to span the observed behavior and, with tuning, may be able to reproduce the ASASSN-18bt light curve. Regardless, more theoretical work is needed to satisfactorily model this and other early-time SNe Ia light curves. Finally, we use Swift X-ray nondetections to constrain the presence of circumstellar material (CSM) at much larger distances and lower densities than possible with the optical light curve. For a constant-density CSM, these nondetections constrain ρ<4.5×10(exp 5)per cu.cm at a radius of 4×10(exp 15) cm from the progenitor star. Assuming a wind-like environment, we place mass loss limits of M˙ < 8 x 10(exp -6) M(ʘ)per yr for v(w)=100 km/s, ruling out some symbiotic progenitor systems. This work highlights the power of well-sampled early-time data and the need for immediate multiband, high-cadence follow-up for progress in understanding SNe Ia.

B. J. Shappee↗