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At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Variational Information Planning for Sequential Decision Making

We consider the setting of sequential decision making where, at each stage, potential actions are evaluated based on expected reduction in posterior uncertainty, given by mutual information (MI). As MI typically lacks a closed form, we propose an approach which maintains variational approximations of, both, the posterior and MI utility. Our planning objective extends an established variational bound on MI to the setting of sequential planning. The result, variational information planning (VIP), is an efficient method for sequential decision making. We further establish convexity of the variational planning objective and, under conditional exponential family approximations, we show that the optimal MI bound arises from a relaxation of the well-known exponential family moment matching property. Here, we demonstrate VIP for sensor selection, experiment design, and active learning, where it meets or exceeds methods requiring more computation, or those specialized to the task.

Pacheco, Jason↗
DOE OSTI2020

Optimal economic operation of liquid petroleum products pipeline systems

The majority of overland transport needs for crude petroleum and refined petroleum products are met using pipelines. Numerous studies have developed optimization methods for design of these systems in order to minimize construction costs while meeting capacity requirements. Here, we formulate problems to optimize the operations of existing single liquid commodity pipeline systems subject to physical flow and pump engineering constraints. The objectives are to maximize the economic value created for users of the system and to minimize operating costs. We present a general computational method for this class of continuous, non-convex nonlinear programs, and examine the use of pump operating settings and flow allocations as decision variables. Furthermore, the approach is applied to compute optimal operating regimes and perform engineering economic sensitivity analyses for a case study of a crude oil pipeline developed using publicly available data.

02 PETROLEUM↗
DOE OSTI2021

Effect of Nozzle Curvature on Supersonic Gas Jets Used in Laser-Plasma Acceleration

Supersonic gas jets produced by converging-diverging (C-D) nozzles are commonly used as targets for laser-plasma acceleration (LPA) experiments. A major point of interest for these targets is the gas density at the region of interaction where the laser ionizes the gas plume to create a plasma, providing the acceleration structure. Tuning the density profiles at this interaction region is crucial to LPA optimization. A "flat-top" density profile is desired at this line of interaction to control laser propagation and high energy electron acceleration, while a short high-density profile is often preferred for acceleration of lower-energy tightly-focused laser-plasma interactions. A particular design parameter of interest is the curvature of the nozzle's diverging section. We examine three nozzle designs with different curvatures: the concave "bell", straight conical and convex "trumpet" nozzles. We demonstrate that, at mm-scale distances from the nozzle exit, the trumpet and straight nozzles, if optimized, produce "flat-top" density profiles whereas the bell nozzle creates focused regions of gas with higher densities. An optimization procedure for the trumpet nozzle is derived and compared to the straight nozzle optimization process. We find that the trumpet nozzle, by providing an extra parameter of control through its curvature, is more versatile for creating flat-top profiles and its optimization procedure is more refined compared to the straight nozzle and the straight nozzle optimization process. Furthermore, we present results for different nozzle designs from computational fluid dynamics (CFD) simulations performed with the program ANSYS Fluent and verify them experimentally using neutral density interferometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Data-Conforming Data-Driven Control: Avoiding Premature Generalizations Beyond Data

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in their own construction. This is due to the linearity of the underlying system, inherently assumed and formulated in most data-driven control approaches, which may falsely generalize the behavior of the system beyond the behavior experienced in the data. This article seeks to mitigate these problems by enforcing consistency of the newly designed closed-loop systems with data and slowing down any distributional shifts in the joint state-input space. This is achieved through incorporating affine regularization terms and linear matrix inequality constraints to data-driven approaches, resulting in convex semi-definite programs that can be efficiently solved by standard software packages. We discuss the optimality conditions of these programs and then conclude this article with a numerical example that further highlights the problem of premature generalization beyond data and shows the effectiveness of our proposed approaches in enhancing the safety of data-driven control methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A method for bounding high-order finite element functions: Applications to mesh validity and bounds-preserving limiters

We introduce a novel method for bounding high-order multi-dimensional polynomials in finite element approximations. The method involves precomputing optimal piecewise-linear bounding boxes for polynomial basis functions, which can then be used to locally bound any combination of these basis functions. This approach can be applied to any element/basis type at any approximation order, can provide local (i.e., subcell) extremum bounds to a desired level of accuracy, and can be evaluated efficiently on-the-fly in simulations. Furthermore, we show that this approach generally yields more accurate bounds in comparison to traditional methods based on convex hull properties (e.g., Bernstein polynomials). Furthermore, the efficacy of this technique is shown in applications such as mesh validity checks and optimization for high-order curved meshes, where positivity of the element Jacobian determinant can be ensured throughout the entire element, and continuously bounds-preserving limiters for hyperbolic systems, which can enforce maximum principle bounds across the entire solution polynomial.

Bounding box↗
DOE OSTI2021

A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems

We address the bilevel optimization problem of identifying the most critical attacks to an alternating current (AC) power flow network. The upper-level binary maximization problem consists of choosing an attack that is treated as a parameter in the lower-level defender minimization problem. Instances of the lower-level global minimization problem by themselves are NP-hard due to the nonconvex AC power flow constraints, and bilevel solution approaches commonly apply a convex relaxation or approximation to allow for tractable bilevel reformulations at the cost of underestimating some power system vulnerabilities. Our main contribution is to provide an alternative branch-and-bound algorithm whose upper bounding mechanism (in a maximization context) is based on a reformulation that avoids relaxation of the AC power flow constraints in the lower-level defender problem. Lower bounding is provided with semidefinite programming (SDP) relaxed solutions to the lower-level problem. We establish finite termination with guarantees of either a globally optimal solution to the original bilevel problem, or a globally optimal solution to the SDP-relaxed bilevel problem which is included in a vetted list of upper-level attack solutions, at least one of which is a globally optimal solution to the bilevel problem. We demonstrate through computational experiments applied to IEEE case instances both the relevance of our contribution, and the effectiveness of our contributed algorithm for identifying power system vulnerabilities without resorting to convex relaxations of the lower-level problem. We conclude with a discussion of future extensions and improvements.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Joint Optimization of Multimodal Transit Frequency and Shared Autonomous Vehicle Fleet Size with Hybrid Metaheuristic and Nonlinear Programming

Shared autonomous vehicles (SAVs) bring competition to traditional transit services but redesigning multimodal transit network can utilize SAVs as feeders to enhance service efficiency and coverage. This paper presents an optimization framework for the joint multimodal transit frequency and SAV fleet size problem, a variant of the transit network frequency setting problem. The objective is to maximize total transit ridership (including SAV-fed trips and subtracting boarding rejections) across multiple time periods under budget constraints, considering endogenous mode choice (transit, point-to-point SAVs, driving) and route selection, while allowing for strategic route removal by setting frequencies to zero. Due to the problem’s non-linear, non-convex nature and the computational challenges of large-scale networks, we develop a hybrid solution approach that combines a metaheuristic approach (particle swarm optimization) with nonlinear programming for local solution refinement. To ensure computational tractability, the framework integrates analytical approximation models for SAV waiting times based on fleet utilization, multimodal network assignment for route choice, and multinomial logit mode choice behavior, bypassing the need for computationally intensive simulations within the main optimization loop. Applied to the Chicago metropolitan area’s multimodal network, our method illustrates a 33.3% increase in transit ridership through optimized transit route frequencies and SAV integration, particularly enhancing off-peak service accessibility and strategically reallocating resources.

Ng, Max↗
DOE OSTI2023

Convex Q-Learning in Continuous Time with Application to Dispatch of Distributed Energy Resources

Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure. This paper explores algorithm design in the continuous time domain, with a finite-horizon optimal control objective. The main contributions are (i) The new Q-ODE: a model-free characterization of the Hamilton-Jacobi-Bellman equation. (ii) A formulation of Convex Q-learning that avoids approximations appearing in prior work. The Bellman error used in the algorithm is defined by filtered measurements, which is necessary in the presence of measurement noise. (iii) Convex Q-learning with linear function approximation is a convex program. It is shown that the constraint region is bounded, subject to an exploration condition on the training input. (iv) The theory is illustrated in application to resource allocation for distributed energy resources, for which the theory is ideally suited.

Lu, Fan↗
DOE OSTI2025

Large Scale Bilevel Optimization for N-K SCOPF Using Adversarial Robustness

Ensuring a secure dispatch against multiple simultaneous outages has long been desired to maintain grid security in the presence of severe events, such as extreme weather phenomena. Traditionally denoted as N-k security constrained optimal power flow (N-k SCOPF), this problem is intractable to solve due to its size being combinatorial in the number of simultaneous outages and due to the non-convex nature of the AC network constraints. This hinders the use of N-k SCOPF for operating realistic-scale systems. In this paper, we introduce a methodology to scalably solve an AC-feasible dispatch that improves security over k simultaneous outages. Our methodology poses N-k SCOPF as a bilevel optimization problem and solves it using an adversarial robustness approach. We develop new efficient methods to solve each level of the bilevel optimization by employing knowledge of the physics of the underlying system. This yields significant improvements in speed and convergence that enable us to address the N-k SCOPF problem at scale. We demonstrate the effectiveness of our method by conducting a comprehensive analysis of an N-3 SCOPF for a 500-bus network. Furthermore, we emphasize the ability of our physics-driven techniques to handle larger systems by successfully scaling up to 12,000 buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

Disjunctive linear separation conditions and mixed-integer formulations for aircraft conflict resolution

In this paper, we address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive linear separation conditions. We first examine the two-dimensional aircraft conflict resolution problem with speed and heading control represented as continuous decision variables. We show that the proposed disjunctive linear separation conditions are equivalent to the classical nonlinear conditions for aircraft separation. Further, we characterise conflict-free trajectories based on aircraft velocity bounds and propose a simple pre-processing algorithm to identify aircraft pairs which are either always conflict-free, or which cannot be separated using speed and heading control only. We then incorporate altitude control and propose a lexicographic optimisation formulation that aims to minimise the number of flight level changes before resolving outstanding conflicts via two-dimensional velocity control. The proposed mixed-integer programming formulations are nonconvex, and we propose convex relaxations, decomposition methods and constraint generation algorithms to solve the two-dimensional and lexicographic optimisation formulations to guaranteed optimality. Numerical experiments on four types of conflict resolution benchmarking instances are conducted to test the performance of the proposed mixed-integer formulations. Further, the proposed method is compared against two benchmarks based on state-of-the-art approaches for the aircraft conflict resolution problem. Our numerical results show that the proposed method largely outperforms both benchmarks in terms of runtime and is able to solve significantly more instances to global optimality.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Alternating Direction Decomposition with Strong Bounding and Convexification (ADDSBC) for Solving Security Constrained AC Unit Commitment Problems

This project aims to develop efficient and robust computational methods for solving the security-constrained unit commitment and alternating current optimal power flow problem (SC-UC-ACOPF). The SC-UC-ACOPF problem is at the center of the short-term operation of the U.S. Power Grid. It is solved every week, every day, and every 10 minutes to plan for the optimal action of electricity generation and consumption by minimizing the generation cost and maintaining power system reliability against potential disruptions of equipment failures. In mathematical terms, SC-UC-ACOPF is a challenging large-scale mixed-integer nonlinear optimization model. This means that the decisions involve both discrete variables, e.g. the turning on and off of generators and switching of transmission lines and transformers, and continuous decisions, e.g. the amount of energy generated by each generator and the power flows in the power grid. The physics of the power flow is described by nonlinear equations involving real and reactive power and bus voltages. Another key feature is the large number of contingencies, i.e. the system needs to stay reliable in face of failure of any one equipment, such as transmission lines and generators. The U.S. power grids are extremely complicated and large scale with more than 5,000 generators, 50,000 buses, and 100,000 high-voltage transmission lines, making the SC-UC-ACOPF a very large-scale computation challenge. The research developed in this project aims to solve the SC-UC-ACOPF problems in the three timescales, i.e. weekly, daily, and every 10-min. The proposed computational methods are built on a principled algorithmic approach of decomposition and penalization. More specifically, the algorithm develops spatial and temporal decomposition by exploiting the strong temporal coupling and weak spatial coupling of the UC problem and the complementary feature, i.e. weak temporal coupling and strong spatial coupling of the ACOPF problem. The algorithm also leverages recent progresses in strong convex relaxation of ACOPF. A unique feature of the proposed approach is that it generates a valid, global upper bound on the optimal maximum profit. In this way, a global optimality gap is available to measure the quality of the solution. To further speed up computation, the research team has developed a plethora of effective heuristics to strengthen the iterative penalty-based decomposition framework. For instance, a heuristic is developed to construct inner approximations of the time coupling constraints within the time decoupled problems. Contingencies are pre-screened and low-rank matrix computation is exploited to find the almost unique solution to each contingency. A novel heuristic for line switching is proposed and tested with positive impacts on instances where line switching is beneficial. Taking a systematic approach and carefully handling every detail of the problem pays off. The TIM-GO’s performance throughout the trials and the final event was stellar. TIM-GO garnered the second highest total prize money and is ranked in the top three positions across all categories of comparison.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Intelligent Partitioning based Fully Parallel AC Security-Constrained Optimal Power Flow

Today’s power grid is becoming more diverse and integrated with high-level distributed energy resources and smart control technologies that is creating a new set of grid management challenges in terms of large-scale, nonlinear, and non-convex problem modeling, complex and time-consuming computation, as well as difficult uncertainty handling. This project focused on solving a challenging multi-period security-constrained generation scheduling problem, which is of great importance for maximizing the social welfare of real-time dispatch, day-ahead market, as well as weekly planning of power systems. Our developed software explored parallel optimization algorithms for complex and realistic power system models, and develop fast, efficient, and robust grid optimization solutions on the high-performance computing platform that will enable increased grid economics, flexibility, resilience, as well as energy security in the United States.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, here we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $\mathscr{O}$(ϵ -3-δ ) , where ϵ > 0 is the expected error of the solution and δ > 0 is a user-defined parameter. If the penalty parameter is chosen to be $\mathscr{O}$(ϵ -1 ), we demonstrate that the result can be improved to $\mathscr{O}$(ϵ -2 ) , which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $\mathscr{O}$(ϵ -1 log(1/ϵ)) complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

In this work, we present two neural network approaches that approximate the solutions of static and dynamic conditional optimal transport (COT) problems. Both approaches enable conditional sampling and conditional density estimation, which are core tasks in Bayesian inference—particularly in the simulation-based (“likelihood-free”) setting. Our methods represent the target conditional distribution as a transformation of a tractable reference distribution. Obtaining such a transformation, chosen here to be an approximation of the COT map, is computationally challenging even in moderate dimensions. To improve scalability, our numerical algorithms use neural networks to parameterize candidate maps and further exploit the structure of the COT problem. Our static approach approximates the map as the gradient of a partially input convex neural network. It uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives. Our dynamic approach approximates the conditional optimal transport via the flow map of a regularized neural ODE; compared to the static approach, it is slower to train but offers more modeling choices and can lead to faster sampling. We demonstrate both algorithms numerically, comparing them with competing state-of-the-art approaches, using benchmark datasets and simulation-based Bayesian inverse problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Reliability-based hull geometry optimisation of a point-absorber wave energy converter with power take-off structural reliability objectives

Recent studies have focused on optimising wave energy converter (WEC) designs, maximising their power performance and techno-economic feasibility. Reliability has yet to be fully considered in these formulations, despite its impact on cost and performance. In this study, this gap is addressed by developing a reliability-based design optimisation framework for WEC hull geometries to explore the trade-off between power performance and power take-off (PTO) system damage equivalent loading (DEL). Optimised hull geometries for two sites are considered (from the centre of the North Sea and off the west coast of Norway), and two directions of motions (heave and surge). Results indicate that site characteristics affect the potential power production and DEL for an optimal WEC design. These are also affected by the direction of motion for power extraction, which also significantly changes optimal hull shape characteristics. Optimal surging WEC designs have edges facing oncoming wave directions, while heaving WECs have pointed bottoms, both to streamline movement. Larger, more convex WECs result in greater power production and DEL, while smaller, more concave WECs result in lesser power production and DEL. These findings underline the importance of considering WEC hull geometry in early design processes to optimise cost, power production, and reliability.

16 TIDAL AND WAVE POWER↗
DOE OSTI2023

Rethinking the Price Formation Problem–Part 1: Participant Incentives under Uncertainty

Operators of organized wholesale electricity markets attempt to form prices in such a way that the private incentives of market participants are consistent with a socially optimal commitment and dispatch schedule. In the U.S. context, several competing price formation schemes have been proposed to address the non-convex production cost functions characteristic of most generation technologies. Here, this paper considers how the design and analysis of price formation policies for non-convex markets are affected by the uncertainty inherent in electricity demand and supply. We argue that by excluding uncertainty, the analytical framework underlying existing policies mischaracterizes the incentives of market participants, leading to inefficient price formation and poor incentives for flexibility. We establish favorable theoretical properties of a new construct, ex ante convex hull pricing , and demonstrate the difference between this idealized benchmark and existing methods on a large-scale test system. Given increased operational uncertainty with a transition to wind and solar generation, distortions caused by poor incentives for flexibility are likely to grow without improved price formation in organized wholesale markets.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Extremum seeking for optimal control problems with unknown time-varying systems and unknown objective functions

We consider the problem of optimal feedback control of an unknown, noisy, time-varying, dynamic system that is initialized repeatedly. Examples include a robotic manipulator which must perform the same motion, such as assisting a human, repeatedly and accelerating cavities in particle accelerators which are turned on for a fraction of a second with given initial conditions and vary slowly due to temperature fluctuations. In this paper, we present an approach that applies to systems of practical interest. The method presented here is model independent; does not require knowledge of the objective function; is robust to measurement noise; is applicable for any set of initial conditions; is applicable to simultaneously controlling an arbitrary number of parameters; and may be implemented with a broad range of continuous or discontinuous functions such as sine or square waves. For systems with convex cost functions we prove that our algorithm will produce controllers that approach the minimal cost. For linear systems we reproduce the cost minimizing linear quadratic regulator optimal controller that could have been designed analytically had the system and cost function been known. We demonstrate the effectiveness of the algorithm with simulation studies of noisy and time-varying systems.

42 ENGINEERING↗