Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “mathematical programming formulations”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 253 records · Page 14

Disaster-survivable cloud-network mapping

Cloud-computing services are provided to consumers through a network of servers and network equipment. Cloud-network (CN) providers virtualize resources [e.g., virtual machine (VM) and virtual network (VN)] for efficient and secure resource allocation. Disasters are one of the worst threats for CNs as they can causemassive disruptions and CN disconnection. A disaster may also induce post-disaster correlated, cascading failures which can disconnect more CNs. Survivable virtual-network embedding (SVNE) approaches have been studied to protect VNs against single physical-link/- node and dual physical-link failures in communication infrastructure, but massive disruptions due to a disaster and their consequences can make SVNE approaches insufficient to guarantee cloud-computing survivability. In this work, we study the problem of survivable CN mapping from disaster. We consider risk assessment, VM backup location, and post-disaster survivability to reduce the risk of failure and probability of CN disconnection and the penalty paid by operators due to loss of capacity.We formulate the proposed approach as an integer linear program and study two scenarios: a natural disaster, e.g., earthquake and a human-made disaster, e.g., weapons-of-mass-destruction attack. Finally, our illustrative examples show that our approach reduces the risk of CN disconnection and penalty up to 90% compared with a baseline CN mapping approach and increases the CN survivability up to 100% in both scenarios.

97 MATHEMATICS AND COMPUTING↗

Scenario Complexity for Unmanned Aircraft System Traffic

This work introduces an approach to estimate the complexity of a low-altitude air traffic scenario involving multiple UASs using mathematical programming. Given a set of multi-point UAS flight trajectories, vehicle dynamics, and a conflict resolution algorithm, an abstract model is developed such that it can be solved quickly using a mathematical programming optimization software without running high-fidelity simulations that can be computationally expensive and may not suit real-time apA quick and accurate assessment of complexity for a given traffic scenario can help plan and schedule flights to alleviate traffic bottleneck and mitigate operation risks, especially for unmanned aerial system traffic management where high traffic density or complexity is expected. This work introduces a traffic scenario complexity metric that was constructed based on the number of potential conflicts weighted by the conflict resolution cost associated. The cost associated with a conflict is calculated based on the corresponding conflict resolution maneuvers. To obtain the conflict resolution maneuvers, a MILP-based optimization was formulated with the vehicle model and conflict management parameters incorporated. To evaluate the complexity metrics, an approach of using measurements from high-fidelity simulations was proposed. The scenario complexity measurements for 920 random-generated scenarios were obtained through high-fidelity simulations and treated as the ground truth. Two statistics methods: Pearson and Alternative Conditional Expectations were applied for analysis. The results showed that the number of flights has low correlation with the scenario complexity according to the correlation coefficients calculated by both methods. The Alternative Conditional Expectations method shows that the proposed scenario complexity metric has better correlation with the ground truth than the number of potential conflicts.plications. In the abstract model, each vehicle is represented by a time-varied vector associated with position, speed, and heading information. The total extra distance that aircraft need to divert from their original routes to avoid collisions is computed and used to setup a quadratic programming formula. The metrics including the number of conflicts and extra distances travelled by all vehicles are then utilized to estimate the complexity of a given UAS flight scenario. Results and verification against high-fidelity simulations will be provided in the final draft.

traffic complexity↗

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

OPERATIONAL TOPOLOGY ESTIMATION OF THREE PHASE UNBALANCED POWER DISTRIBUTION SYSTEMS WITH OUTAGES

Distribution grid, in general, is constructionally loopy but a radially operated network. Opening and closing of suitable tie-switches allows transition from one radial topology to another. Tie-switches ensure reliability and provide restoration paths when faults (outages) occur. The estimation of the system's current operational topology is a precursor to implementing any optimal control actions (during normal operation) or restorative actions (during outage condition). The existing literature in topology detection suffers with several limitations including: (1) computationally intensive nonlinear formulations that are not scalable for large distribution systems, (2) methods requiring exhaustive search for the correct topology by enumerating the complete topological search space, and (3) approaches requiring large volumes of time-series measurements and are not applicable for estimating continuously changing operational topology. Furthermore, the existing literature on distribution grid topology estimation cannot be extended to estimate the operational topology during outage conditions. For operational topology estimation during outages, our objective is to estimate both energized radial feeder and the outaged sections. Starting with a radial topology, these methods identify outaged feeder sections and hence, are inapplicable when the current radial operational topology is not known. In this work, we present a mathematical programming approach to estimate the operational topology of a three-phase unbalanced power distribution system under both outage and normal operating conditions. The aforementioned limitations of existing literature were countered by modeling the problem as a mixed-integer linear programming (MILP) problem which minimizes the errors in available measurements while satisfying the power flow and structural constraints of the system. Specically, a minimum weighted least absolute value estimator is proposed that uses the instantaneous line flow measurements, historical/ forecasted load data, and ping measurements from a limited set of smart meters and solves an MILP to identify the operational topology based on a linearized three-phase unbalanced power flow model. The proposed approach is tested on IEEE 123-bus feeder and 1069 bus multi-feeder test system and the numerical results prove the applicability of the proposed method to large three phase unbalanced grids with high errors in measurements. It is observed that the approach performs well even at high percentages of measurement errors.

GANDLURU NAGA, ANANDINI↗

Thermal Pollution Mathematical Model. Volume 3: User's Manual for One-Dimensional Numerical Model for the Seasonal Thermocline

A user's manual for a one dimensional thermal model to predict the temperature profiles of a deep body of water for any number of annual cycles is presented. The model is essentially a set of partial differential equations which are solved by finite difference methods using a high speed digital computer. The model features the effects of area change with depth, nonlinear interaction of wind generated turbulence and buoyancy, adsorption of radiative heat flux below the surface, thermal discharges, and the effects of vertical convection caused by discharge. The main assumption in the formulation is horizontal homogeneity. The environmental impact of thermal discharges from power plants is emphasized. Although the model is applicable to most lakes, a specific site (Lake Keowee, S.C.) application is described in detail. The programs are written in FORTRAN 5.

Lee, S. S.↗

Solving the Grid Optimization Competition Challenge 3 Problem

The Grid Optimization Competition Challenge 3 Problem posed a multiperiod security-constrained unit commitment problem with base-case AC power flow. The problem formulation includes binary unit commitment decisions, nonlinear AC power flow and balance, dispatchable loads, and linearized contingency real power flow, among other features. This talk will present a modified consensus ADMM algorithm, which splits the problem into mixed-integer linear and nonlinear components, as a heuristic solution method for this large-scale mixed integer nonlinear program. We will present some computational results from the competition for our implementation and reflect on the challenges of participating the grid optimization competition.

AC power flow↗

Solving the Unit Commitment Problem: Polyhedral Theory, Symmetry, and Power Flow

In this talk, I will give an overview of mixed integer linear programming (MILP) formulations and extensions thereof which enable the effective solution of the unit commitment problem (UC) when paired with a commercial MILP solver. First, we will place UC in context, stressing the importance of achieving a (near) optimal solution. Then we will discuss the importance of perfect and "good-enough" formulations for individual generators / market participants. Some of these formulations enable symmetry-aware reformulations for identical market participants, which can be critical when symmetry is present. Finally, we will discuss approximations of AC power flow currently used in practice, and the challenges with including these approximations within the UC formulation.

MATHEMATICS AND COMPUTING↗

Automated procedure for design of wing structures to satisfy strength and flutter requirements

A pilot computer program was developed for the design of minimum mass wing structures under flutter, strength, and minimum gage constraints. The wing structure is idealized by finite elements, and second-order piston theory aerodynamics is used in the flutter calculation. Mathematical programing methods are used for the optimization. Computation times during the design process are reduced by three techniques. First, iterative analysis methods used to reduce significantly reanalysis times. Second, the number of design variables is kept small by not using a one-to-one correspondence between finite elements and design variables. Third, a technique for using approximate second derivatives with Newton's method for the optimization is incorporated. The program output is compared witH previous published results. It is found that some flutter characteristics, such as the flutter speed, can display discontinous dependence on the design variables (which are the thicknesses of the structural elements). It is concluded that it is undesirable to use such quantities in the formulation of the flutter constraint.

Haftka, R. T.↗

Security-Constrained Unit Commitment for Electricity Market: Modeling, Solution Methods, and Future Challenges

This paper summarizes the technical activities of the IEEE Task Force on Solving Large Scale Optimization Problems in Electricity Market and Power System Applications. This Task Force was established by the IEEE Technology and Innovation Subcommittee to first review the state-of-the-art of the security-constrained unit commitment (SCUC) business model, its mathematical formulation, and solution techniques in solving electricity market clearing problems. The Task Force then investigated the emerging challenges of future market clearing problems and presented efforts in building benchmark mathematical and business models.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Polyhedral approximation in mixed-integer convex optimization

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. Here, we intend to provide a broadly accessible introduction to our recent work in developing algorithms and software for this problem class. Our approach is based on constructing polyhedral outer approximations of the convex constraints, resulting in a global solution by solving a finite number of mixed-integer linear and continuous convex subproblems. The key advance we present is to strengthen the polyhedral approximations by constructing them in a higher-dimensional space. In order to automate this extended formulation we rely on the algebraic modeling technique of disciplined convex programming (DCP), and for generality and ease of implementation we use conic representations of the convex constraints. Although our framework requires a manual translation of existing models into DCP form, after performing this transformation on the MINLPLIB2 benchmark library we were able to solve a number of unsolved instances and on many other instances achieve superior performance compared with state-of-the-art solvers like Bonmin, SCIP, and Artelys Knitro.

97 MATHEMATICS AND COMPUTING↗

A computationally efficient algorithm for computing convex hull prices

Electricity markets worldwide allow participants to bid non-convex production offers. While non-convex offers can more accurately reflect a resource's capabilities, they create challenges for market clearing processes. For example, system operators may be required to execute side payments to participants whose costs are not covered through energy sales as determined via traditional locational marginal pricing schemes. Convex hull pricing minimizes this and other types of side payments while providing uniform (i.e., locationally and temporally consistent) prices. Computing convex hull prices involves solving either a large-scale linear program or the Lagrangian dual of the corresponding non-convex scheduling problem. Further, the former approach requires explicit descriptions of market participants' convex hulls. While linear programs for computing convex hull prices are large, their structure is naturally decomposable by generators. Here, in this work, we propose and empirically analyze a Benders decomposition approach to computing convex hull prices that leverages recent advances in convex hull formulations for thermal generating units. We demonstrate across a large set of test instances that our decomposition approach only requires modest computational effort, obtaining solutions at least an order of magnitude faster than the equivalent large-scale linear programming approach. Overall, we provide a computationally feasible method for computing convex hull prices for industrial scale market clearing problems, enabling the possibility of practical adoption of this advanced pricing mechanism.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Nonlinear programming extensions to rational function approximations of unsteady aerodynamics

This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.

Tiffany, Sherwood H.↗

Scalable semidefinite programming approach to variational embedding for quantum many-body problems

In quantum embedding theories, a quantum many-body system is divided into localized clusters of sites which are treated with an accurate ‘high-level’ theory and glued together self-consistently by a less accurate ‘low-level’ theory at the global scale. The recently introduced variational embedding approach for quantum many-body problems combines the insights of semidefinite relaxation and quantum embedding theory to provide a lower bound on the ground-state energy that improves as the cluster size is increased. The variational embedding method is formulated as a semidefinite program (SDP), which can suffer from poor computational scaling when treated with black-box solvers. Here, we exploit the interpretation of this SDP as an embedding method to develop an algorithm which alternates parallelizable local updates of the high-level quantities with updates that enforce the low-level global constraints. Moreover, we show how translation invariance in lattice systems can be exploited to reduce the complexity of projecting a key matrix to the positive semidefinite cone.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonlinear programming extensions to rational function approximation methods for unsteady aerodynamic forces

The approximation of unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft are discussed. Two methods of formulating these approximations are extended to include the same flexibility in constraining the approximations and the same methodology in optimizing nonlinear parameters as another currently used extended least-squares method. Optimal selection of nonlinear parameters is made in each of the three methods by use of the same nonlinear, nongradient optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is lower order than that required when no optimization of the nonlinear terms is performed. The free linear parameters are determined using the least-squares matrix techniques of a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from different approaches are described and results are presented that show comparative evaluations from application of each of the extended methods to a numerical example.

Tiffany, Sherwood H.↗

A Generalized Framework for Service Restoration in a Resilient Power Distribution System

An electric power grid is one of the complex infrastructures, and because of its complex nature, there is simply no way that outages can be completely avoided. Thus, a modern society that depends on reliable electric supply requires a resilient electric system that can recover from disruptions while integrating emerging smart grid technologies. Here, this article presents a novel approach for service restoration in a modern power distribution system with controllable switches and distributed generation (DG) resources for any kind of outage. The proposed framework supports both the traditional service restoration using feeder reconfiguration and the grid-forming DG-assisted intentional islands that are dynamically sized using algorithms based on the fault scenario, available resources, and priority of loads. The problem is formulated as a mixed-integer linear program that incorporates critical system connectivity and operating constraints. Simulations are performed to demonstrate the effectiveness of the proposed approach using a large-scale four-feeder 1069-bus three-phase unbalanced distribution test system. It is demonstrated that the framework is effective in utilizing all available resources in quickly restoring the power supply to improve resiliency during extreme events and is scalable for a large-scale unbalanced power distribution system.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A link-node reformulation of ridesharing user equilibrium with network design

Though the conventional network design is extensively studied, the network design problem for ridesharing, in particular, the deployment of high-occupancy toll (HOT) lanes, remains understudied. Here this paper focuses on one type of network design problem as to whether existing roads should be retrofit into HOT lanes. It is a continuous bi-level mathematical program with equilibrium constraints. The lower level problem is ridesharing user equilibrium (RUE). To reduce the problem size and facilitate computation, we reformulate RUE in the link-node representation. Then we extend the RUE framework to accommodate the presence of HOT lanes and tolls. Algorithms are briefly discussed and numerical examples are illustrated on the Braess network and the Sioux Falls network, respectively. Results show that carefully selecting the deployment of HOT lanes can improve the overall system travel time.

42 ENGINEERING↗

Chance Constraints for Improving the Security of AC Optimal Power Flow

This paper introduces a scalable method for improving the solutions of ac optimal power flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The aim of this paper is on providing solutions that are more robust to short-term deviations, and that optimize both the initial operating point and a parametrized response policy for control during fluctuations. We formulate this as a chance-constrained optimization problem. To obtain a tractable representation of the chance constraints, we introduce a number of modeling assumptions and leverage recent theoretical results to reformulate the problem as a convex, second-order cone program, which is efficiently solvable even for large instances. Our experiments demonstrate that the proposed procedure improves the feasibility and cost performance of the OPF solution, while the additional computation time is on the same magnitude as a single deterministic AC OPF calculation.

24 POWER TRANSMISSION AND DISTRIBUTION↗

An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs

We develop an adaptive, multivariate partitioning algorithm for solving nonconvex, Mixed-Integer Nonlinear Programs (MINLPs) with polynomial functions to global optimality. In particular, we present an iterative algorithm that exploits piecewise, convex relaxation approaches via disjunctive formulations to solve MINLPs that is different than conventional spatial branch-and-bound approaches. The algorithm partitions the domains of variables in an adaptive and non-uniform manner at every iteration to focus on productive areas of the search space. Furthermore, domain reduction techniques based on sequential, optimization-based bound-tightening and piecewise relaxation techniques, as a part of a presolve step, are integrated into the main algorithm. Finally, we demonstrate the effectiveness of the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare our algorithm with state-of-the-art global optimization solvers. With our novel approach, we solve several large-scale instances, some of which are not solvable by state-of-the-art solvers. We also succeed in reducing the best known optimality gap for a hard, generalized pooling problem instance.

97 MATHEMATICS AND COMPUTING↗