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At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
NASA NTRS2018

Random Variables with Moment-Matching Staircase Density Functions

This paper proposes a family of random variables for uncertainty modeling. The variables of interest have a bounded support set, and prescribed values for the first four moments. We present the feasibility conditions for the existence of any of such variables, and propose a class of variables that conforms to such constraints. This class is called staircase because the density of its members is a piecewise constant function. Convex optimization is used to calculate their distributions according to several optimality criteria, including maximal entropy and maximal log-likelihood. The flexibility and efficiency of staircases enable modeling phenomena having a possibly skewed and/or multimodal response at a low computational cost. Furthermore, we provide a means to account for the uncertainty in the distribution caused by estimating staircases from data. These ideas are illustrated by generating empirical staircase predictor models. We consider the case in which the predictor matches the sample moments exactly (a setting applicable to large datasets), as well as the case in which the predictor accounts for the sampling error in such moments (a setting applicable to sparse datasets). A predictor model for the dynamics of an aeroelastic airfoil subject to flutter instability is used as an example. The resulting predictor not only describes the system's response accurately, but also enables carrying out a risk analysis for safe flight.

Luis G. Crespo↗
DOE OSTI2010

Generation and transmission expansion planning for renewable energy integration

In recent years the expansion planning problem has become increasingly complex. As expansion planning (sometimes called composite or integrated resource planning) is a non-linear and non-convex optimization problem, researchers have traditionally focused on approximate models of power flows to solve the problem. The problem has also been split into generation expansion planning (GEP) and transmission network expansion planning (TNEP) to improve computational tractability. Until recently these approximations have produced results that are straight-forward to combine and adapt to the more complex and complete problem. However, the power grid is evolving towards a state where the adaptations are no longer easy (e.g. large amounts of limited control, renewable generation, comparable generation and transmission construction costs) and necessitates new approaches. Recent work on deterministic Discrepancy Bounded Local Search (DBLS) has shown it to be quite effective in addressing the TNEP. In this paper, we propose a generalization of DBLS to handle simultaneous generation and transmission planning.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2018

Pumped hydroelectric storage balances a solar microgrid

We consider the problem of reliably operating a microgrid with solar generation and pumped hydroelectric storage. We show that reliable operation is possible if storage equipment is sufficiently flexible and storage control is sufficiently robust to solar variability. Pumped storage flexibility can be achieved through a ternary confi guration; this enables rapid switching between pumping and generating modes. Controller robustness can be achieved through a novel control synthesis method based on convex optimization and resampled historical solar data. The proposed equipment and controller perform well in simulations including twenty months of real solar data at fi ve minute resolution. These results highlight the potential of pumped storage to enable reliable integration of wind and solar power into the grid.

13 HYDRO ENERGY↗
DOE OSTI2020

Matrix Completion Using Alternating Minimization for Distribution System State Estimation: Preprint

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power flow constraints has been shown to be effective in estimating voltage phasors under low-observability conditions using single-snapshot information. However, the method requires solving a semidefinite programming (SDP) problem, which becomes computationally infeasible for large systems and if multiple-snapshot (time-series) information is used. This paper proposes an efficient algorithm to solve the constrained matrix completion problem with time-series data. This algorithm is based on reformulating the matrix completion problem as a bilinear (non-convex) optimization problem, and applying the alternating minimization algorithm to solve this problem. This paper proves the summable convergence of the proposed algorithm, and demonstrates its efficacy and scalability via IEEE 123-bus system and a real utility feeder system. This paper also explores the value of adding more data from the history in terms of computation time and estimation accuracy.

41 EE - Solar Energy Technologies Office (EE-4S)↗
DOE OSTI2021

Solving the Dynamics-Aware Economic Dispatch Problem with the Koopman Operator

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, in contrast to T-ED, DED is a nonlinear, non-convex optimization problem that is computationally prohibitive to solve. We introduce a machine learning-based operator-theoretic approach for solving the DED problem efficiently. Specifically, we develop a novel discrete-time Koopman Operator (KO) formulation that embeds domain information into the structure of the KO to learn high-fidelity approximations of the generator dynamics. Using the KO approximation, the DED problem can be reformulated as a computationally tractable linear program (abbreviated DED-KO). We demonstrate the high solution quality and computational-time savings of the DED-KO model over the original DED formulation on a 9-bus test system.

King, Ethan↗
DOE OSTI2020

Inexact convex relaxations for AC optimal power flow: Towards AC feasibility

Convex relaxations of AC optimal power flow (AC-OPF) problems have attracted significant interest as in several instances they provably yield the global optimum to the original non-convex problem. If, however, the relaxation is inexact, the obtained solution is not AC-feasible. The quality of the obtained solution is essential for several practical applications of AC-OPF, but detailed analyses are lacking in existing literature. Here, this paper aims to cover this gap. We provide an in-depth investigation of the solution characteristics when convex relaxations are inexact, we assess the most promising AC feasibility recovery methods for large-scale systems, and we propose two new metrics that lead to a better understanding of the quality of the identified solutions. We perform a comprehensive assessment on 96 different test cases, ranging from 14 to 3120 buses, and we show the following: (i) Despite an optimality gap of less than 1%, several test cases still exhibit substantial distances to both AC feasibility and local optimality and the newly proposed metrics characterize these deviations. (ii) Penalization methods fail to recover an AC-feasible solution in 15 out of 45 test cases. (iii) The computational benefits of warm-starting non-convex solvers have significant variation, but a computational speedup exists in over 75% of cases.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Optimization-based control using input convex neural networks

Input convex neural networks (ICNNs) are a family of deep learning models where the outputs are constructed to be convex functions of the inputs. By parameterizing system models using ICNNs, optimization-based control problems can be solved as convex optimization problems, leading to improved performance and robustness. This work proposes a novel framework where the control objective function and constraints are modelled using ICNNs. A case study of optimization-based control with output constraints is conducted on a process with input multiplicity and nonminimum phase behavior. The simulation results demonstrate improved economic yield compared with normal neural networks. Additionally, the input convexity formulation is compared with simple regularization techniques, and unique benefits such as improved data efficiency and robustness of the proposed formulation are shown. Finally, by explicitly incorporating prior knowledge about convexity, this framework provides a good balance between the universal approximation power of deep learning and computational feasibility required by control.

42 ENGINEERING↗
DOE OSTI2018

Convex Relaxations in Power System Optimization, A Brief Introduction

Convex relaxations of the AC power ow equations have attracted signi cant interest in the power systems research community in recent years. The following collection of video lectures provides a brief introduction to the mathematics of AC power systems, continuous nonlinear optimization, and relaxations of the power ow equations. The aim of the videos is to provide the high level ideas of convex relaxations and their applications in power system optimization, and could be used as a starting point for researchers who want to study, use or develop new convex relaxations for use in their own research. The videos do not aim to provide an in-depth tutorial about speci c convex relaxations, but rather focus on ideas that are common to all convex relaxations of the AC optimal power ow problem. The videos assume minimal prerequisite knowledge and are designed to be accessible to a variety of disciplines (e.g. power system engineers, industrial engineers and computer scientists). They are designed to be modular, such that interested listeners can either watch the series as a whole, or choose only the subset that matches their interest. The following sections provide a brief overview of the topics and references covered in each video.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Exact Convex Relaxation of Optimal Power Flow in Radial Networks

The optimal power flow (OPF) problem determines a network operating point that minimizes a certain objective such as generation cost or power loss. It is nonconvex. We prove that a global optimum of OPF can be obtained by solving a second-order cone program, under a mild condition after shrinking the OPF feasible set slightly, for radial power networks. The condition can be checked a priori, and holds for the IEEE 13, 34, 37, 123-bus networks and two real-world networks.

Gan, LW↗
DOE OSTI2017

Convex Capital Cost Optimization: A Rwandan Case

Most power grids were designed and constructed for a centralized generation system, under the principle of large plants transmitting power over long distances. For grids with increasingly high renewable generators, the intermittent nature of renewable energy production can cause large seasonal swings in the supply [1]. To account for these changes, developing countries often use centralized diesel generation to satisfy energy peak demand each day, as diesel generation is relatively easy to ramp, is not dependent on weather, and has a fairly low fixed cost to add capacity. However, in this study we want to provide a tool to question whether diesel is the most economic way to shave peak demand in some developing countries.

13 HYDRO ENERGY↗
NASA NTRS1989

First and second order convex approximation strategies in structural optimization

In this paper, various methods based on convex approximation schemes are discussed that have demonstrated strong potential for efficient solution of structural optimization problems. First, the convex linearization method (Conlin) is briefly described, as well as one of its recent generalizations, the method of moving asymptotes (MMA). Both Conlin and MMA can be interpreted as first-order convex approximation methods that attempt to estimate the curvature of the problem functions on the basis of semiempirical rules. Attention is next directed toward methods that use diagonal second derivatives in order to provide a sound basis for building up high-quality explicit approximations of the behavior constraints. In particular, it is shown how second-order information can be effectively used without demanding a prohibitive computational cost. Various first-order and second-order approaches are compared by applying them to simple problems that have a closed form solution.

Fleury, C.↗
NASA NTRS1987

Computable optimal value bounds for generalized convex programs

It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated.

Fiacco, Anthony V.↗
DOE OSTI2015

Analysis, optimization, and implementation of a hybrid DS/FFH spread-spectrum technique for smart grid communications

In recent years, there has been great interest in using hybrid spread-spectrum (HSS) techniques for commercial applications, particularly in the Smart Grid, in addition to their inherent uses in military communications. This is because HSS can accommodate high data rates with high link integrity, even in the presence of significant multipath effects and interfering signals. A highly useful form of this transmission technique for many types of command, control, and sensing applications is the specific code-related combination of standard direct sequence modulation with fast frequency hopping, denoted hybrid DS/FFH, wherein multiple frequency hops occur within a single data-bit time. In this paper, error-probability analyses are performed for a hybrid DS/FFH system over standard Gaussian and fading-type channels, progressively including the effects from wide- and partial-band jamming, multi-user interference, and varying degrees of Rayleigh and Rician fading. In addition, an optimization approach is formulated that minimizes the bit-error performance of a hybrid DS/FFH communication system and solves for the resulting system design parameters. The optimization objective function is non-convex and can be solved by applying the Karush-Kuhn-Tucker conditions. We also present our efforts toward exploring the design, implementation, and evaluation of a hybrid DS/FFH radio transceiver using a single FPGA. Numerical and experimental results are presented under widely varying design parameters to demonstrate the adaptability of the waveform for varied harsh smart grid RF signal environments.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2014

A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

In this paper, we present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robust optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Equivalent Relaxations of Optimal Power Flow

Several convex relaxations of the optimal power flow (OPF) problem have recently been developed using both bus injection models and branch flow models. In this paper, we prove relations among three convex relaxations: a semidefinite relaxation that computes a full matrix, a chordal relaxation based on a chordal extension of the network graph, and a second-order cone relaxation that computes the smallest partial matrix. We prove a bijection between the feasible sets of the OPF in the bus injection model and the branch flow model, establishing the equivalence of these two models and their second-order cone relaxations. Our results imply that, for radial networks, all these relaxations are equivalent and one should always solve the second-order cone relaxation. For mesh networks, the semidefinite relaxation and the chordal relaxation are equally tight and both are strictly tighter than the second-order cone relaxation. Therefore, for mesh networks, one should either solve the chordal relaxation or the SOCP relaxation, trading off tightness and the required computational effort. Simulations are used to illustrate these results.

Bose, S↗