Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “progressive hedging”

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.

29 records · Page 2

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗

Optimization-Driven Scenario Grouping

Scenario decomposition algorithms for stochastic programs compute bounds by dualizing all nonanticipativity constraints and solving individual scenario problems independently. Here, we develop an approach that improves on these bounds by reinforcing a carefully chosen subset of nonanticipativity constraints, effectively placing scenarios into groups. Specifically, we formulate an optimization problem for grouping scenarios that aims to improve the bound by optimizing a proxy metric based on information obtained from evaluating a subset of candidate feasible solutions. We show that the proposed grouping problem is NP-hard in general, identify a polynomially solvable case, and present two formulations for solving the problem: a matching formulation for a special case and a mixed-integer programming formulation for the general case. We use the proposed grouping scheme as a preprocessing step for a particular scenario decomposition algorithm and demonstrate its effectiveness in solving standard test instances of two-stage 0–1 stochastic programs. Using this approach, we are able to prove optimality for all previously unsolved instances of a standard test set. Additionally, we implement this scheme as a preprocessing step for PySP, a publicly available and widely used implementation of progressive hedging, and compare this grouping approach with standard grouping approaches on large-scale stochastic unit commitment instances. Finally, the idea is extended to propose a finitely convergent algorithm for two-stage stochastic programs with a finite feasible region.

97 MATHEMATICS AND COMPUTING↗

Decomposition and Algorithmic Approaches for Solving Large-Scale Process Family Design Problems

Our most recent work expands the water desalination case study from 76 variants to 10,897 variants using the equation-oriented model built in Pyomo as part of the PARETO project. Using the discretization formulation presented in Stinchfield (2024a), rather than solving for all 10,897 variants simultaneously, we decompose the formulation into subproblems containing subsets of variants from the process family. We solve the overall problem with Progressive Hedging (PH) deployed in parallel on a distributed HPC cluster using the open-source Python package mpi-sppy (Knueven et al., 2023). This approach allowed us to solve this process family design problem to ~1.5% relative optimality gap in about 5 hours; in comparison, Gurobi reached ~50% relative optimality gap in about 6 hours (Stinchfield et al., 2024b). However, this approach still requires discretization of the common unit module design ranges; additionally, PH acts as a heuristic for MILP’s with gap-closing capabilities. Ideally, we would not have to use ML surrogates or discretization to solve this problem, instead solving the process family design problem with the equation-oriented model directly to achieve the most accurate results. However, recall that we did not consider solving the MINLP directly due to complexity and size. In this work, we aim to decompose and solve this large-scale MINLP using a Structured Nonlinear Global Optimization algorithm presented by Cao and Zavala (2019).

Stinchfield, Georgia↗

Performant Optimization Strategies for Multifidelity Stochastic Power Grid Models

This talk goes into the algorithmic work done under the Forest project in order to solve expensive power grid models. We explore multiple fidelities of models that balance accuracy and computational expense. We use bundling strategies and progressive hedging in order to parallelize large stochastic programs.

Alfant, Rachael May [Sandia National Laboratories ↗

Scalable Energy System Expansion Under Uncertainty Using Multi-Stage Stochastic Optimization

The intermittent nature of renewable energy sources poses challenges for electrical grids. This is due to the variable and uncertain nature of the power output from these resources. These features of renewable generation are more relevant to energy system planning as grids reach higher penetration levels of renewable energy. We present approaches for energy system planning based on scalable computational approaches which enable explicit consideration of operational uncertainties in the planning process. Using multi-stage stochastic programming and the progressive hedging algorithm, we compute energy system expansion decisions on modified versions of the RTS-GMLC test system.

electrical↗

Scalable Energy System Expansion Under Uncertainty Using Multi-Stage Stochastic Optimization

The intermittent nature of power from renewable energy sources poses new challenges for electrical grids. This is due to the variable and uncertain nature of the power output from these resources. These features of renewable generation are becoming more relevant to energy system planning as grids reach higher penetration levels of renewable energy. In this presentation we present approaches for energy system planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using multi-stage stochastic programming and the progressive hedging algorithm, we compute energy system expansion decisions on modified versions of the RTS-GMLC test system augmented with large amounts of renewable generation.

MATHEMATICS AND COMPUTING↗

Airport Infrastructure Planning Using Multi-Stage Stochastic Programming

The Athena project, funded by the Department of Energy, has worked to identify the critical infrastructure at Dallas Fort Worth (DFW) Airport which influences mobility between the airport and the surrounding city of Dallas. Using scalable methods that can leverage HPC resources we have developed a multi-stage stochastic infrastructure expansion model for determining parking and curb modifications to the DFW Airport over a 20-year horizon. Additionally, we have explored the impacts of congestion pricing in conjunction with infrastructure modifications. Our multi-stage stochastic model is implemented using the mpi-sppy software and solved in parallel using progressive hedging on the National Renewable Energy Laboratory's HPC system Eagle. In this talk we present results from solving this model at scale.

airport planning↗

A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty

Practical solution of stochastic programming problems generally requires the use of parallel computing resources. Here, we describe the open source package mpi-sppy, in which efficient and scalable parallelization is a central feature. We report computational experiments that demonstrate the ability to solve very large stochastic programming problems - including mixed-integer variants - in minutes of wall clock time, efficiently leveraging significant parallel computing resources. We report results for the largest publicly available instances of stochastic mixed-integer unit commitment problems, solving to provably tight optimality gaps. In addition, we introduce a novel software architecture that facilitates combinations of methods for accelerating convergence that can be combined in plug-and-play manner. Finally, the mpi-sppy package is written in Python, leverages the widely used Pyomo (http://www.pyomo.org) library for modeling mathematical programs, builds on existing MPI implementations to ensure efficiency and scalability, and is available via http://github.com/Pyomo/mpi-sppy.

97 MATHEMATICS AND COMPUTING↗

Curriculum-based Reinforcement Learning for Distribution System Critical Load Restoration

This paper focuses on the critical load restoration problem in distribution systems following major outages. To provide fast online response and optimal sequential decision-making support, a reinforcement learning (RL) based approach is proposed to optimize the restoration. Due to the complexities stemming from the large policy search space, renewable uncertainty, and nonlinearity in a complex grid control problem, directly applying RL algorithms to train a satisfactory policy requires extensive tuning to be successful. To address this challenge, this paper leverages the curriculum learning (CL) technique to design a training curriculum involving a simpler steppingstone problem that guides the RL agent to learn to solve the original hard problem in a progressive and more effective manner. We demonstrate that compared with direct learning, CL facilitates controller training to achieve better performance. To study realistic scenarios where renewable forecasts used for decision-making are in general imperfect, the experiments compare the trained RL controllers against two model predictive controllers (MPCs) using renewable forecasts with different error levels and observe how these controllers can hedge against the uncertainty. Results show that RL controllers are less susceptible to forecast errors than the baseline MPCs and can provide a more reliable restoration process.

24 POWER TRANSMISSION AND DISTRIBUTION↗

The Quantum Nature of the Neutrino

Over the last 100 years we have learned much about the neutrino, but there remain interesting questions about this weakly interacting particle. In particular, at LLNL we are developing an experiment to measure the quantum nature of the neutrino. The 2015 long range plan recom mended tonne-scale neutrinoless double beta decay experiments as the top new project priority and this experiment will target the quantum nature of the neutrino. The LLNL team is motivated and focused on developing the best technology for this experiment which is a liquid xenon time projection chamber called nEXO. Work on nEXO at LLNL started in 2015 with an LDRD and program development funds to de velop the nEXO concept, publish sensitivity predictions, explore alternatives and risks, and to build a credible project team and this effort is on going. In addition, we received research funding from DOE-SC NP and LLNL manages pre-conceptual R&D for the nEXO collaboration a portion of which is executed at LLNL. LLNL has a long history of building large projects, science projects and time projection chambers, but nEXO is in fact the first project of this scale that LLNL is prepared to lead for DOE-SC NP. We have the tools, skills, people and motivation to make nEXO a reality. The current program devel opment dollars are used to prepare the nEXO concept for down select and CD1. These internal LLNL dollars pay for a number of things including project staff to organize the nEXO collaboration for the various reviews, to develop the draft plans and structure to manage the project as well as setting up external advisory committees. The DOE-SC NP base funding is targeted at simulation and analysis of the nEXO concept in preparation for the down select and refinement of the under standing of the detector as well as scientific effort on the large xenon test stand (LXTS) that will burn down one of the largest risks to the nEXO project. Lastly, LLNL is leading the pre-conceptual R&D effort and managing the funds for the nEXO collaboration. LLNL continues to build the best scientific team for nEXO and this year that includes adding Ethan Bernard to lead the efforts on the LXTS. We will also soon add a new postoc, Samuel Hedges, in the fall to the LLNL nEXO team. The effort this year was influenced by the portfolio review, and there were a number of scientific activities led by LLNL to prepare for this review. In addition, we again took a lead role on the new sensitivity paper as well as publishing a paper based analyzing the effects of skin xenon in nEXO. LLNL leads the software and analysis for the project and we continued work in this area as well. High voltage remains a significant risk for the project and we continue to make progress on the LXTS that will mitigate this risk. Lastly we remain active in looking at how to scale the technology to larger scales, and expect to produce a paper on this topic in the near future.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Seeing Double: ASASSN-18bt Exhibits a Two-component Rise in the Early-time K2 Light Curve

On 2018 February 4.41, the All-Sky Automated Survey for SuperNovae (ASAS-SN) discovered ASASSN-18bt in the K2 Campaign 16 field. With a redshift of z=0.01098 and a peak apparent magnitude of B(max)=14.31, ASASSN-18bt is the nearest and brightest SNe Ia yet observed by the Kepler spacecraft. Here we present the discovery of ASASSN-18bt, the K2 light curve, and prediscovery data from ASAS-SN and the Asteroid Terrestrial-impact Last Alert System. The K2 early-time light curve has an unprecedented 30-minute cadence and photometric precision for an SN Ia light curve, and it unambiguously shows a ∼4 day nearly linear phase followed by a steeper rise. Thus, ASASSN-18bt joins a growing list of SNe Ia whose early light curves are not well described by a single power law. We show that a double-power-law model fits the data reasonably well, hinting that two physical processes must be responsible for the observed rise. However, we find that current models of the interaction with a nondegenerate companion predict an abrupt rise and cannot adequately explain the initial, slower linear phase. Instead, we find that existing published models with shallow 56Ni are able to span the observed behavior and, with tuning, may be able to reproduce the ASASSN-18bt light curve. Regardless, more theoretical work is needed to satisfactorily model this and other early-time SNe Ia light curves. Finally, we use Swift X-ray nondetections to constrain the presence of circumstellar material (CSM) at much larger distances and lower densities than possible with the optical light curve. For a constant-density CSM, these nondetections constrain ρ<4.5×10(exp 5)per cu.cm at a radius of 4×10(exp 15) cm from the progenitor star. Assuming a wind-like environment, we place mass loss limits of M˙ < 8 x 10(exp -6) M(ʘ)per yr for v(w)=100 km/s, ruling out some symbiotic progenitor systems. This work highlights the power of well-sampled early-time data and the need for immediate multiband, high-cadence follow-up for progress in understanding SNe Ia.

B. J. Shappee↗