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At least 199 records · Page 11

Linear model decision trees as surrogates in optimization of engineering applications

Machine learning models are promising as surrogates in optimization when replacing difficult to solve equations or black-box type models. This work demonstrates the viability of linear model decision trees as piecewise-linear surrogates in decision-making problems. Linear model decision trees can be represented exactly in mixed-integer linear programming (MILP) and mixed-integer quadratic constrained programming (MIQCP) formulations. Furthermore, they can represent discontinuous functions, bringing advantages over neural networks in some cases. We present several formulations using transformations from Generalized Disjunctive Programming (GDP) formulations and modifications of MILP formulations for gradient boosted decision trees (GBDT). We then compare the computational performance of these different MILP and MIQCP representations in an optimization problem and illustrate their use on engineering applications. Importantly, we observe faster solution times for optimization problems with linear model decision tree surrogates when compared with GBDT surrogates using the Optimization and Machine Learning Toolkit (OMLT).

42 ENGINEERING↗

Development of communications analysis techniques

Major results from the frequency analysis of system program (FASP) are reported. The FASP procedure was designed to analyze or design linear dynamic systems, but can be used to solve any problem that can be described by a system of linear time invariant differential equations. The program also shows plots of performance changes as design parameters are adjusted. Experimental results on narrowband FM distortion are also reported.

Shelton, R. D.↗

Optimal charging scheduling and management for a fast-charging battery electric bus system

Herein we discuss how battery electric buses (BEBs) are rapidly being embraced by public transit agencies because of their environmental and economic benefits. To address the problems of limited driving range and time-consuming charging for BEBs, manufacturers have developed rapid on-route charging technology that utilizes typical layovers at terminals to charge buses in operation using high power. With on-route fast-charging, BEBs are as capable as their diesel counterparts in terms of range and operating time. However, on-route fast-charging makes it more challenging to schedule and manage charging events for a BEB system. First, on-route fast-charging may lead to high electricity power demand charges. Second, it may increase electricity energy charges because of charging that occurs during on-peak hours. Without careful charging scheduling and management, on-route fast-charging may significantly increase fuel costs and reduce the economic attractiveness of BEBs. The present study proposes a network modeling framework to optimize the charging scheduling and management for a fast-charging BEB system, effectively minimizing total charging costs. The charging schedule determines when to charge a BEB, while the charging management strategically controls the actual charging power. Charging costs include both electricity demand charges and energy charges. The charging scheduling and management problem is first formulated as a nonlinear nonconvex program with time-continuous variables. A discretizing method and a linear reformulation technique are then adopted to reformulate the model as a linear program, which can be easily solved using off-the-shelf solvers, even for large-scale problems. Finally, the model is demonstrated with extensive numerical studies based on two real-world bus networks. The results demonstrate that the proposed model can effectively determine the optimal charging scheduling and management for a fast-charging BEB system, which carries the potential for use in large-scale real-world bus networks.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

CAD of control systems: Application of nonlinear programming to a linear quadratic formulation

The familiar suboptimal regulator design approach is recast as a constrained optimization problem and incorporated in a Computer Aided Design (CAD) package where both design objective and constraints are quadratic cost functions. This formulation permits the separate consideration of, for example, model following errors, sensitivity measures and control energy as objectives to be minimized or limits to be observed. Efficient techniques for computing the interrelated cost functions and their gradients are utilized in conjunction with a nonlinear programming algorithm. The effectiveness of the approach and the degree of insight into the problem which it affords is illustrated in a helicopter regulation design example.

Fleming, P.↗

A hybrid-stress finite element approach for stress and vibration analysis in linear anisotropic elasticity

A hybrid stress finite element method is developed for accurate stress and vibration analysis of problems in linear anisotropic elasticity. A modified form of the Hellinger-Reissner principle is formulated for dynamic analysis and an algorithm for the determination of the anisotropic elastic and compliance constants from experimental data is developed. These schemes were implemented in a finite element program for static and dynamic analysis of linear anisotropic two dimensional elasticity problems. Specific numerical examples are considered to verify the accuracy of the hybrid stress approach and compare it with that of the standard displacement method, especially for highly anisotropic materials. It is that the hybrid stress approach gives much better results than the displacement method. Preliminary work on extensions of this method to three dimensional elasticity is discussed, and the stress shape functions necessary for this extension are included.

Oden, J. Tinsley↗

Comparison of a discrete steepest ascent method with the continuous steepest ascent method for optimal programing

A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.

Childs, A. G.↗

A Tutorial for Generating Correlated Random Samples in the Context of Replica Cross Section Data Used in the Propagation of Uncertainty (Second Edition)

The following sample problem write-ups are designed as a tutorial for generating correlated random samples (e.g., replica multi-group cross section data) for use in propagation of uncertainty problems. These problems were set up and solved in MATLAB, but any programming environment with basic statistical functions can be used to generate similar results. Since linear sample problems were chosen, helpful comparisons to the “sandwich” rule propagation of uncertainty are available and were used.

97 MATHEMATICS AND COMPUTING↗

Finding fixed satellite service orbital allotments with a k-permutation algorithm

A satellite system synthesis problem, the satellite location problem (SLP), is addressed. In SLP, orbital locations (longitudes) are allotted to geostationary satellites in the fixed satellite service. A linear mixed-integer programming model is presented that views SLP as a combination of two problems: the problem of ordering the satellites and the problem of locating the satellites given some ordering. A special-purpose heuristic procedure, a k-permutation algorithm, has been developed to find solutions to SLPs. Solutions to small sample problems are presented and analyzed on the basis of calculated interferences.

Reilly, Charles H.↗

Learning to Solve Large-Scale Security-Constrained Unit Commitment Problems

Security-constrained unit commitment (SCUC) is a fundamental problem in power systems and electricity markets. In practical settings, SCUC is repeatedly solved via mixed-integer linear programming (MIP), sometimes multiple times per day, with only minor changes in input data. In this work, we propose a number of machine learning techniques to effectively extract information from previously solved instances in order to significantly improve the computational performance of MIP solvers when solving similar instances in the future. Based on statistical data, we predict redundant constraints in the formulation, good initial feasible solutions, and affine subspaces where the optimal solution is likely to lie, leading to a significant reduction in problem size. Computational results on a diverse set of realistic and large-scale instances show that using the proposed techniques, SCUC can be solved on average 4.3 times faster with optimality guarantees and 10.2 times faster without optimality guarantees, with no observed reduction in solution quality. Out-of-distribution experiments provide evidence that the method is somewhat robust against data-set shift. Summary of Contribution. The paper describes a novel computational method, based on a combination of mixed-integer linear programming (MILP) and machine learning (ML), to solve a challenging and fundamental optimization problem in the energy sector. The method advances the state-of-the-art, not only for this particular problem, but also, more generally, in solving discrete optimization problems via ML. We expect that the techniques presented can be readily used by practitioners in the energy sector and adapted, by researchers in other fields, to other challenging operations research problems that are solved routinely.

Machine Learning↗

HHL algorithm with mapping function and enhanced sampling for model predictive control in microgrids

Here, this paper presents a refined quantum Harrow Hassidim Lloyd (HHL) algorithm for microgrid control. The first novelty of the developed method is that a mapping shift function enables the original HHL algorithm to handle general linear equations with non-singular and indefinite matrix. Second, a method of Matrix Extension for Amplifying Sampling Probabilities of Intended Solution (ME-ASPI) is proposed to design the reformulated linear algebraic equations, allowing for improved sampling efficiency of the quantum tomography in the refined HHL algorithm. Then, we applied the method to solve the model predictive control (MPC) problem in nonlinear dynamical microgrids. Specifically, with the ME-ASPI method, the refined HHL algorithm can effectively obtain the intended partial optimal control inputs for MPC. The optimization of quadratic programming problem in each time step of MPC is transformed into a linear system problem, which is addressed by the proposed quantum solver through using only partial information, with the time complexity improved from $\mathscr{O}(\mathscr{N}^{2.37286})$ classically to $\mathscr{O}(\mathscr{N}^{2} log \mathscr{N}$ x $p$ log $p)$ in quantum. Numerical examples have validated the effectiveness of the refined HHL algorithm with the proposed mapping function and the ME-ASPI method. By leveraging quantum properties, the proposed method provides a hybrid quantum–classical framework for microgrid control. This generic method can also potentially tackle many other challenges in analyzing and controlling general complex engineered systems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Communications oriented programming of parallel iterative solutions of sparse linear systems

Parallel algorithms are developed for a class of scientific computational problems by partitioning the problems into smaller problems which may be solved concurrently. The effectiveness of the resulting parallel solutions is determined by the amount and frequency of communication and synchronization and the extent to which communication can be overlapped with computation. Three different parallel algorithms for solving the same class of problems are presented, and their effectiveness is analyzed from this point of view. The algorithms are programmed using a new programming environment. Run-time statistics and experience obtained from the execution of these programs assist in measuring the effectiveness of these algorithms.

Patrick, M. L.↗

A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market

In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.

Bilevel multistage stochastic programming problem↗

Programming the gradient projection algorithm

The gradient projection method of numerical optimization which is applied to problems having linear constraints but nonlinear objective functions is described and analyzed. The algorithm is found to be efficient and thorough for small systems, but requires the addition of auxiliary methods and programming for large scale systems with severe nonlinearities. In order to verify the theoretical results a digital computer is used to simulate the algorithm.

Hargrove, A.↗

A k-permutation algorithm for Fixed Satellite Service orbital allotments

A satellite system synthesis problem, the satellite location problem (SLP), is addressed in this paper. In SLP, orbital locations (longitudes) are allotted to geostationary satellites in the Fixed Satellite Service. A linear mixed-integer programming model is presented that views SLP as a combination of two problems: (1) the problem of ordering the satellites and (2) the problem of locating the satellites given some ordering. A special-purpose heuristic procedure, a k-permutation algorithm, that has been developed to find solutions to SLPs formulated in the manner suggested is described. Solutions to small example problems are presented and analyzed.

Reilly, Charles H.↗

The role of service areas in the optimization of FSS orbital and frequency assignments

An implicit relationship is derived which relates the topocentric separation of two satellites required for a given level of single-entry protection to the separation and orientation of their service areas. The results are presented explicitly for circular beams and topocentric angles. A computational approach is given for elliptical beams and for use with longitude and latitude variables. It is found that the geocentric separation depends primarily on the service area separation, secondarily on a parameter which characterizes the electrical design, and only slightly on the mean orbital position of the satellites. Both linear programming and mixed integer programming algorithms are implemented. Possible objective function choices are discussed, and explicit formulations are presented for the choice of the sum of the absolute deviations of the orbital locations from some prescribed 'ideal' location set. A test problem involving six service areas is examined with results that are encouraging with respect to applying the linear programming procedure to larger scenarios.

Levis, C. A.↗