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At least 19 records

Remark on Algorithm 1012: Computing Projections with Large Datasets

In ACM TOMS Algorithm 1012, the DELAUNAYSPARSE software is given for performing Delaunay interpolation in medium to high dimensions. When extrapolating outside the convex hull of the training set, DELAUNAYSPARSE calls the nonnegative least squares solver DWNNLS to compute projections onto the convex hull. However, DWNNLS and many other available sum-of-squares optimization solvers were not intended for usage with many variable problems, which result from the large training sets that are typical in machine learning applications. Thus, a new PROJECT subroutine is given, based on the highly customizable quadratic program solver BQPD. This solution is shown to be as robust as DELAUNAYSPARSE for projection onto both synthetic and real-world datasets, where other available solvers frequently fail. Although it is intended as an update for DELAUNAYSPARSE, due to the difficulty and prevalence of the problem, this solution is likely to be of external interest as well.

97 MATHEMATICS AND COMPUTING

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization

A fast and accurate domain decomposition nonlinear manifold reduced order model

Here, this paper integrates nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD). NM ROMs approximate the full order model (FOM) state in a nonlinear-manifold by training a shallow, sparse autoencoder using FOM snapshot data. These NM-ROMs can be advantageous over linear-subspace ROMs (LS-ROMs) for problems with slowly decaying Kolmogorov n-width. However, the number of NM-ROM parameters that need to be trained scales with the size of the FOM. Moreover, for “extreme-scale” problems, the storage of high-dimensional FOM snapshots alone can make ROM training expensive. To alleviate the training cost, this paper applies DD to the FOM, computes NM-ROMs on each subdomain, and couples them to obtain a global NM-ROM. This approach has several advantages: Subdomain NM-ROMs can be trained in parallel, involve fewer parameters to be trained than global NM-ROMs, require smaller subdomain FOM dimensional training data, and can be tailored to subdomain specific features of the FOM. The shallow, sparse architecture of the autoencoder used in each subdomain NM-ROM allows application of hyper-reduction (HR), reducing the complexity caused by nonlinearity and yielding computational speedup of the NM-ROM. This paper provides the first application of NM-ROM (with HR) to a DD problem. In particular, this paper details an algebraic DD reformulation of the FOM, training a NM-ROM with HR for each sub domain, and a sequential quadratic programming (SQP) solver to evaluate the coupled global NM-ROM. Theoretical convergence results for the SQP method and a priori and a posteriori error estimates for the DD NM-ROM with HR are provided. The proposed DD NM-ROM with HR approach is numerically compared to a DD LS-ROM with HR on the 2D steady-state Burgers’ equation, showing an order of magnitude improvement in accuracy of the proposed DD NM-ROM over the DD LS-ROM.

97 MATHEMATICS AND COMPUTING

Regional surrogates for predictive control of digital twins

Digital twins of complex systems must involve a model that is fast, generalizable, and usable for real-time control. For example, high-fidelity nonlinear multiphysics simulations can capture laser-material interactions, but are too slow for optimization or model predictive control (MPC). Reduced-order models, used to accelerate such computation, frequently fail to generalize to unseen inputs or control states. We show theoretically that this failure is intrinsic, i.e., that a learned model is non-unique outside the sampled subspace when its low-rank structure arises from limited excitation and clustered eigenvalues, rather than from a user-imposed truncation alone. Motivated by this result, we propose a control-ready regional surrogate-construction framework for both autonomous and nonautonomous dynamics; it employs Koopman lifting to represent nonlinearities, while preserving spatial locality. We illustrate our approach by constructing a control-ready surrogate for the digital twin of a thermal component of additive-manufacturing process. Our surrogate, localized in space through a von Neumann stencil, is learned from noisy high-fidelity simulations that emulate thermal-camera images collected during the manufacturing. It is linear in thermo-physically augmented states so that MPC reduces to a convex quadratic program. The surrogate requires no online correction, generalizes to unseen scan paths and power profiles of the laser, and is more than three orders of magnitude faster than a finite-difference solver. Furthermore, when the MPC sequence computed on the digital twin is applied to this solver, closed-loop temperature regulation is recovered, showing that the surrogate preserves control-relevant input-output behavior.

Data-driven model

Static actuator-sharing algorithm for concurrent control of multiple plasma properties

Simultaneous regulation of multiple properties in next-generation tokamaks like ITER and fusion pilot plant may require the integration of different plasma control algorithms. Such integration requires the conversion of individual controller commands into physical actuator requests while accounting for the coupling between different plasma properties. This work proposes a tokamak and scenario-agnostic actuator-sharing algorithm (ASA) to perform the above-mentioned command-request conversion and, hence, integrate multiple plasma controllers. The proposed algorithm implicitly solves a quadratic programming (QP) problem formulated to account for the saturation limits and the relation between the controller commands and physical actuator requests. Since the constraints arising in the QP program are linear, the proposed ASA is highly computationally efficient and can be implemented in the tokamak plasma control system in real time. Furthermore, the proposed algorithm is designed to handle real-time changes in the control objectives and actuators’ availability. Nonlinear simulations carried out using the Control Oriented Transport SIMulator illustrate the effectiveness of the proposed algorithm in achieving multiple control objectives simultaneously.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Metric Learning to Accelerate Convergence of Operator Splitting Methods

Recent developments in machine learning have led to promising advances in accelerating the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial intelligence and optimal control has led to a variety of proposed strategies for learning to produce fast solutions to optimization problems. For example, recent works have shown that it is possible to accelerate the convergence of optimization algorithms by learning to select their parameters, such as gradient descent stepsizes. This work proposes a new approach, in which the underlying metric spaces of proximal operator splitting algorithms are learned to maximize convergence rate. While prior works in optimization theory have derived optimal metrics in simple cases, no such result exists for many practical problem forms including general Quadratic Programming (QP). This paper shows how differentiable optimization can enable the end-to-end learning of proximal metrics, enhancing the convergence of proximal algorithms for QP problems beyond what is possible based on known theory. Additionally, the results illustrate a strong connection between the learned proximal metrics and active constraints at the optima, leading to an interpretation in which the predicted proximal metrics can be viewed as a form of active set prediction.

King, Ethan [BATTELLE (PACIFIC NW LAB)]

Paired Hydro-Battery Hybrid System Operations Using MIQP Based Multi-Objective Optimization

Hybridizing a hydropower plant with a battery energy storage system is often a very expensive decision. So to make the case for feasibility of hybridization the cost benefit analysis must be comprehensive. Most literature found on this subject only uses one out of many different available value streams to carry out a feasibility analysis. To that end, in this study we propose a multi-objective optimization formulation and a mixed-integer quadratic programming optimization engine that considers multiple different value streams and optimizes hydro-battery hybrid system paired operations to maximize revenue generated from energy arbitrage while simultaneously minimizing the total hydro turbine mileage thus reducing turbine starts and stops and improving turbines life all while following all environmental constraints and not violating any limitations either regulatory or preferential (i.e., to support recreational activities like white water rafting, etc.). In this study we also implemented the developed optimization methodology to a real-world case study of Bagnell dam hydropower facility (8 units totaling 240 MW rated power capacity) which is owned and operated by our industry partner Ameren Energy Inc. The case study outcomes shows that by hybridizing the Bagnell dam hydropower facility with a 60 MW x 2-hr battery energy storage system, the annual benefits can be increased over \$6 million while reducing the annual mileage averaged per turbine and number of start/stops by over 98\% and 85\% respectively.

Chalishazar, Vishvas H.

Semiglobal Safety-Filtered Extremum Seeking With Unknown CBFs

We introduce a safe extremum-seeking (Safe ES) algorithm which achieves the minimization of an unknown objective function while ensuring that an unknown, yet measured, control barrier function (CBF) remains above an arbitrarily small negative value for all time. In other words, “practical safety” is maintained during the entire period of convergence to the constrained extremum. Our design is based on quadratic program (QP) CBF style filters for safety, which is applied in an average and estimated sense. Using nonsmooth analysis tools, we guarantee semiglobal practical asymptotic (SPA) stability of the global constrained optimum, practical convergence to the safe set if starting in a condition violating the CBF, and practical safety for all time—semiglobally—if starting in safe set. The safety result of the paper is analogous with modern notions of SPA stability, guaranteeing that, for any small violation of safety, there exist design coefficients which guarantee that such a small violation is not exceeded. The paper outlines a set of sufficient conditions on the barrier and objective functions, and by way of a Lyapunov argument, we demonstrate that nonconvex constrained optimization problems can be solved. We present these results in the setting of a static map and a dynamical system. A simulation example illustrates the results.

97 MATHEMATICS AND COMPUTING

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45

On optimizing the sensor spacing for pressure measurements on wind turbine airfoils

This research article presents a robust approach to optimizing the layout of pressure sensors around an airfoil. A genetic algorithm and a sequential quadratic programming algorithm are employed to derive a sensor layout best suited to represent the expected pressure distribution and, thus, the lift force. The fact that both optimization routines converge to almost identical sensor layouts suggests that an optimum exists and is reached. By comparing against a cosine-spaced sensor layout, it is demonstrated that the underlying pressure distribution can be captured more accurately with the presented layout optimization approach. Conversely, a 39 %–55 % reduction in the number of sensors compared to cosine spacing is achievable without loss in lift prediction accuracy. Given these benefits, an optimized sensor layout improves the data quality, reduces unnecessary equipment and saves cost in experimental setups. While the optimization routine is demonstrated based on the generic example of the IEA 15 MW reference wind turbine, it is suitable for a wide range of applications requiring pressure measurements around airfoils.

17 WIND ENERGY

Tightest Mixed-Integer Programming Formulations for Quadratic SCUC Optimization

In this project, we developed new, tighter Mixed-Integer Programming (MIP) formulations for the combined Alternating Current (AC) Security-Constrained Unit Commitment (SCUC) and Security-Constrained Optimal Power Flow (SCOPF). The work addresses a critical challenge in power system operations: efficiently determining which generation units to commit and how to optimally dispatch them while maintaining network reliability constraints for both normal and contingency scenarios. Our efforts: 1. Advance the Understanding of SCUC/SCOPF Modeling: By introducing tighter MIP formulations and leveraging cutting-edge optimization tools (Julia/JuMP, PowerModels.jl), this project has pushed forward the state of the art in efficient power systems scheduling. 2. Enhance Technical and Economic Feasibility: The methods developed provide more accurate and potentially faster solutions to large-scale, realistic scheduling and dispatch problems in electric power systems, which can translate into improved reliability and potentially lower costs for grid operations. 3. Benefit to the Public: Greater efficiency in power system operations leads to cost savings for utilities and end-users. Improved reliability and integration of advanced modeling approaches can facilitate the adoption of clean energy resources and better accommodate uncertainties in renewable generation. Because this technology could impact bulk power markets and reliability, these innovations have far-reaching public benefits in terms of cost savings, reliability, and sustainability.

24 POWER TRANSMISSION AND DISTRIBUTION

Alternative mixed integer linear programming optimization for joint job scheduling and data allocation in grid computing

This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To tackle the nonlinearity in the constraint, we alternatively fix a subset of decision variables and optimize the remaining ones via Mixed Integer Linear Programming (MILP). We solve the MILP problem at each iteration via an off-the-shelf MILP solver. Our experimental results show that our method significantly outperforms existing heuristic methods, employing either independent optimization or joint optimization strategies. We have also verified the generalization ability of our method over grid environments with various sizes and its high robustness to the algorithm setting.

97 MATHEMATICS AND COMPUTING

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

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation

A multi-objective optimization model for cropland design considering profit, biodiversity, and ecosystem services

More sustainable agricultural methods are needed to alleviate the decreases in biodiversity and ecosystem services that have occurred because of industrial agriculture. One such method is the inclusion of alternative crops into croplands that can support biodiversity, reduce erosion and chemical runoff, and sequester carbon in the soil. However, the question of where such crops should be planted to balance competing economic and environmental objectives remains open. To this end, we develop a mixed-integer quadratically constrained program to optimize the layout of a cropland considering economic, biodiversity, greenhouse gas emissions, and water quality objectives. We include spatially varying fertilization as a decision variable in addition to crop establishment location. We further include the effect of core area and edges between different crops on biodiversity. To demonstrate the applicability of the model, we apply it to an example field, showing how the optimal cropland design changes as a decision-maker prioritizes different objectives and as edges have different impacts on biodiversity.

54 ENVIRONMENTAL SCIENCES

On the evaluation and selection of network-level traffic control policies: Perimeter control, TUC, and their combination

Perimeter control (PC) of urban traffic networks can be effective in increasing network-wide efficiency. PC operates on the border of a protected region of a traffic network. Most studies thus far considered fixed-time plans for the inner part of these regions. A few studies have shown that combining PC with locally actuated or decentralized traffic control systems may have positive effects on traffic performance, including better-defined Network Macroscopic Fundamental Diagrams (NMFDs), increased network throughput, and reduced delays. The Traffic-responsive Urban Control (TUC) is a real-time network-wide traffic control system with particular design characteristics, such as the balancing of link's occupancies and an inherent gating feature. These characteristics suggest that TUC may enhance the traffic network performance when combined with PC whilst improving the resulting NMFDs and network throughput and delays. Here, in this work, we investigate the effect of feedback perimeter control (FPC), TUC, and their combination on the NMFD and on the traffic conditions of general traffic and public transport in the microsimulation of a realistic model of the Christchurch Central Business District in New Zealand. We perform a thorough investigation of practical aspects of both control strategies and their combination, including parameter tuning and infrastructure requirements, and how they may affect the control system choice. Results show higher throughput and less hysteresis on the NMFDs, particularly when TUC is involved. PC provides benefits concentrated in the protected region which can greatly benefit public transportation if there is an overlap with the transit network. The combination of TUC and FPC boosts network-wide throughput.

33 ADVANCED PROPULSION SYSTEMS

Physics-Informed Graph Neural Networks for Collaborative Dynamic Reconfiguration and Voltage Regulation in Unbalanced Distribution Systems

Network reconfiguration has long been employed as a strategic approach to minimize power distribution system losses and effectively regulate voltage levels. Tap-changing voltage regulators are also critical for controlling bus voltages, especially in accommodating the increasing integration of distributed energy resources (DERs) with intermittent outputs. This paper introduces novel methodologies to address the challenges of dynamic reconfiguration and optimal tap setting in unbalanced three-phase distribution systems. We propose an approximated mixed-integer quadratically constrained program (MIQCP) to model dynamic reconfiguration, along with a pioneering formulation for voltage regulator (VR) tap-setting based on Special Ordered Set type 1 (SOS1). To mitigate computational complexity, we propose a physics-informed spatial-temporal graph convolutional network (STGCN) with an integrated link classifier. The proposed approach enables efficient solution generation by fixing specific variables in the MIQCP instance and solving the simplified sub-MIP using an MIP solver. Numerical studies demonstrate the superior prediction accuracy of our STGCN model compared to baseline neural network models, resulting in reduced DER curtailment and voltage deviation with shorter computation time.

dynamic reconfiguration