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McCormick envelopes in mixed-integer PDE-constrained optimization
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.
Tightest Mixed-Integer Programming Formulations for Quadratic SCUC Optimization
In this project, we developed new, tighter Mixed-Integer Programming (MIP) formulations for the combined Alternating Current (AC) Security-Constrained Unit Commitment (SCUC) and Security-Constrained Optimal Power Flow (SCOPF). The work addresses a critical challenge in power system operations: efficiently determining which generation units to commit and how to optimally dispatch them while maintaining network reliability constraints for both normal and contingency scenarios. Our efforts: 1. Advance the Understanding of SCUC/SCOPF Modeling: By introducing tighter MIP formulations and leveraging cutting-edge optimization tools (Julia/JuMP, PowerModels.jl), this project has pushed forward the state of the art in efficient power systems scheduling. 2. Enhance Technical and Economic Feasibility: The methods developed provide more accurate and potentially faster solutions to large-scale, realistic scheduling and dispatch problems in electric power systems, which can translate into improved reliability and potentially lower costs for grid operations. 3. Benefit to the Public: Greater efficiency in power system operations leads to cost savings for utilities and end-users. Improved reliability and integration of advanced modeling approaches can facilitate the adoption of clean energy resources and better accommodate uncertainties in renewable generation. Because this technology could impact bulk power markets and reliability, these innovations have far-reaching public benefits in terms of cost savings, reliability, and sustainability.
Stochastic Continuous-time Flexibility Scheduling and Pricing in Wholesale Electricity Markets
Large-scale integration of intermittent renewable energy sources (RES) is calling for additional flexibility resources as well as more advanced modeling and optimization techniques to account for the increasing uncertainty and variability in power systems operation. As the RES integration gains momentum, the magnitude and frequency of their variations increase, which may trigger ramping scarcity events in real-time power systems operation. This necessitates revisiting the present definition of power systems flexibility and reserve services to reflect their robustness and adequacy towards sub-interval variations of the load and RES, as well as adjusting the operation models to accommodate the new reserve services. This project took a fundamental approach and aimed at developing continuous-time scheduling and pricing model that accurately models the continuous-time variations of load and RES and efficiently deploys the ramping capability of flexible resources to compensate the sources of variability and uncertainty in the market. In this regard, this project pursued the following goals: Developing stochastic multi-fidelity continuous-time optimization models for scheduling of energy storage (ES) systems and flexible loads in wholesale energy markets; Developing the theory and practices of continuous-time locational marginal pricing for valuating energy storage systems and flexible loads in wholesale energy markets; Developing function space solution approach to convert the proposed stochastic multi-fidelity continuous-time optimization models into tractable mixed-integer linear optimization models; and Defining flexibility reserve as a new type of reserve in markets that would enable ultimate participation of energy storage devices in provision of services to compensate the variability and uncertainty of RES in electricity markets. This project successfully completed all five major tasks defined in the SOPO, and produced 8 high-impact journal papers, 6 conference papers, 3 published U.S. patents, and one web-based software for continuous-time operation optimization of power systems. The application of the proposed flexibility reserve and the stochastic multi-fidelity continuous-time operation scheduling models would modify the forward commitment and schedule of generating units, ES devices and flexible loads, and would line up the resources in such a way that the composition of available resources is better prepared to respond to the sub-hourly variations of the load and renewable resources in real-time operation. Therefore, this project paves the way to sustainable, reliable, and economic integration of renewable energy resources in power system, supporting the progress towards reaching the national targets on energy independence. Even if the proposed models offers a radically different point of view as compared to existing models, it does not alter fundamentally the architecture of power systems operations, nor the complexity of the scheduling problem, so the integration of this project in power systems is extremely practical.
Multilane Automated Driving With Optimal Control and Mixed-Integer Programming
Road vehicle lane changes often initiate traffic disturbances and can therefore impact road networks’ energy and time efficiency. Furthermore, unexpected changes in traffic conditions may also render lane changes counterproductive for the lane-changing vehicle. Vehicle-to-vehicle connectivity combined with anticipative control could address these challenges via improved lane change decisions by automated vehicles. In a move toward this objective, receding horizon control cast as a mixed-integer quadratic program is used to plan lane changing and acceleration in a coupled optimization. A long-term pacing module, based on Pontryagin’s minimum principle from optimal control theory, sets terminal and input references for receding horizon control to target a user’s expected travel time. To remove nonlinear vehicle dynamics from the receding horizon controller, lane change commands are passed to a pure pursuit steering module whose response is approximated by a second-order linear model. Here, comparison against a rule-based reactive algorithm in arterial and highway scenarios shows an 8.9%–13.7% reduction in energy consumption and a 5.2%–10.3% reduction in the travel time, along with navigational improvements.
Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty
We introduce the problem of scheduling observations on a constellation of remote sensors, to maximize the aggregate quality of the collections obtained. While automated tools exist to schedule remote sensors, they are often based on heuristic scheduling techniques, which typically fail to provide bounds on the quality of the resultant schedules. To address this issue, we first introduce a novel deterministic mixed-integer programming (MIP) model for scheduling a constellation of one to n satellites, which relies on extensive pre-computations associated with orbital propagators and sensor collection simulators to mitigate model size and complexity. Our MIP model captures realistic and complex constellation-target geometries, with solutions providing optimality guarantees. We then extend our base deterministic MIP model to obtain two-stage and three-stage stochastic MIP models that proactively schedule to maximize expected collection quality across a set of scenarios representing cloud cover uncertainty. Our experimental conclusions on instances of one and two satellites demonstrate that our stochastic MIP models yield significantly improved collection quality relative to our base deterministic MIP model. We further demonstrate that commercial off-the-shelf MIP solvers can produce provably optimal or near-optimal schedules from these models in time frames suitable for sensor operations.
A superstructure-based framework for bio-separation network synthesis
Modern biotechnologies enable the production of chemicals using engineered microorganisms. However, the cost of downstream recovery and purification steps is high, which means that the feasibility of bio-based chemicals production depends heavily on the synthesis of cost-effective separation networks. To this end, we develop a superstructure-based framework for bio-separation network synthesis. Based on general separation principles and insights obtained from industrial processes for specific products, we first identify four separation stages: cell treatment, product phase isolation, concentration and purification, and refinement. For each stage, we systematically implement a set of connectivity rules to develop stage-superstructures, all of which are then integrated to generate a general superstructure that accounts for all types of chemicals that can be produced using microorganisms. Here we further develop a superstructure reduction method to solve specific instances, based on product attributes, technology availability, case-specific considerations, and final product stream specifications. A general optimization model, including short-cut models for all technologies, is formulated. The proposed framework enables preliminary synthesis and analysis of bio-separation networks, and thus estimation of separation costs.
Software Capabilities For Solving Mixed Integer PDE-Constrained Optimization.
Abstract not provided.
A scalable mixed-integer decomposition approach for optimal power system restoration
The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this paper we present a scalable decomposition algorithm, based on the integer L-shaped method, for solving this problem for realistic power systems. The algorithm works by partitioning the problem into a master problem and a slave problem. The master problem optimizes over energization sequences of generators, buses and branches, for the entire restoration horizon, while respecting stylized energization requirements. The slave problem verifies that there exist power flow solutions supporting the energization sequences proposed by the master problem, adding cuts to the master if an infeasible sequence is detected. The power flow verification is carried out using a piece-wise linear approximation of the power flow equations, capable of capturing overvoltage situations common in restoration procedures. We develop specialized binary cuts and hybrid Benders-binary cuts for separating infeasible islands, which are stronger than regular no-good cuts, as well as heuristics for obtaining feasible solutions. We present numerical results for the IEEE 39- and 118-bus systems, and for the Chilean 1500-bus grid, where our algorithm finds near-optimal restoration sequences orders of magnitude faster than the state-of-the-art, demonstrating the effectiveness of the proposed approach.
GALINI: An extensible mixed-integer quadratically-constrained optimization solver.
Abstract not provided.
SUSPECT: MINLP special structure detector for Pyomo
We present SUSPECT, an open source toolkit that symbolically analyzes mixed-integer nonlinear optimization problems formulated using the Python algebraic modeling library Pyomo. We present the data structures and algorithms used to implement SUSPECT. SUSPECT works on a directed acyclic graph representation of the optimization problem to perform: bounds tightening, bound propagation, monotonicity detection, and convexity detection. We show how the tree-walking rules in SUSPECT balance the need for lightweight computation with effective special structure detection. SUSPECT can be used as a standalone tool or as a Python library to be integrated in other tools or solvers. Here, we highlight the easy extensibility of SUSPECT with several recent convexity detection tricks from the literature. We also report experimental results on the MINLPLib 2 dataset.
Optimal Allocation of Static Var Compensator via Mixed Integer Conic Programming
Shunt FACTS devices, such as, a Static Var Compensator (SVC), are capable of providing local reactive power compensation. They are widely used in the network to reduce the real power loss and improve the voltage profile. This paper proposes a planning model based on mixed integer conic programming (MICP) to optimally allocate SVCs in the transmission network considering load uncertainty. The load uncertainties are represented by a number of scenarios. Reformulation and linearization techniques are utilized to transform the original non-convex model into a convex second order cone programming (SOCP) model. Numerical case studies based on the IEEE 30-bus system demonstrate the effectiveness of the proposed planning model.
Protection settings optimizer
SAND2023-06672O The Protection Settings Optimizer (PSO) uses system and fault data as inputs to formulate the problem of calculating relay settings as a mixed integer, nonlinear optimization problem (MINLP). The MINLP is solved using a genetic algorithm-based optimizer that attempts to find settings to reduce the relay operating times. The PSO protects the power system by using the steady-state fault voltages and currents, which then calculates the optimal device setting to protect the power system. 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.
On Distributed PV Hosting Capacity Estimation, Sensitivity Study, and Improvement
This paper first studies the estimated distributed PV hosting capacities of seventeen utility distribution feeders using the Monte Carlo simulation based stochastic analysis, and then analyzes the sensitivity of PV hosting capacity to both feeder and photovoltaic system characteristics. Furthermore, an active distribution network management approach is proposed to maximize PV hosting capacity by optimally switching capacitors, adjusting voltage regulator taps, managing controllable branch switches and controlling smart PV inverters. The approach is formulated as a mixed-integer nonlinear optimization problem and a genetic algorithm is developed to obtain the solution. Multiple simulation cases are studied and the effectiveness of the proposed approach on increasing PV hosting capacity is demonstrated.
Sequential linear integer programming for integer optimal control with total variation regularization
We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty implies that the considered integer control problems admit minimizers. We introduce a local optimality concept for the problem, which arises from the infinite-dimensional perspective. In the case of a one-dimensional domain of the control function, we prove convergence of the iterates produced by our algorithm to points that satisfy first-order stationarity conditions for local optimality. We demonstrate the theoretical findings on a computational example.
Optimization of Energy Storage System Economics and Controls by Incorporating Battery Degradation Costs in REopt
The use of stationary electrochemical energy storage systems utilizing lithium-ion batteries has increased rapidly as the production scale and price for lithium-ion batteries has decreased. These energy storage systems are crucial for maintaining grid resiliency, especially for grids operating with high penetration of renewable energy generation assets or for with a variety of distributed energy generation and storage systems. One challenging factor for the development of battery energy storage systems is estimating the proper sizing, in terms of both power and energy, that minimizes total costs over the lifetime of the systems; this calculation is difficult in simple cases, where a battery is costed independently, but is extremely challenging when building loads and electrical generation by photovoltaic resources are also considered. REopt is a techoeconomic optimization tool developed by NREL to address these challenges. Previously, battery degradation has been priced by simply assuming a 10-year replacement schedule for battery systems. However, this does not account for varying degradation trends observed across real-world batteries, or allow for batteries to be operated in a degradation-aware manner that optimizes battery dispatch based on operating costs. This work incorporates a battery life model into REopt. This battery life model is simple, so that it may be solvable within the constrains of a mixed-integer linear optimization problem, but is fit to accelerated aging data recorded in the lab. To achieve the best possible accuracy for lifetime estimates given these constraints, parameters for the battery life model in REopt are estimated by fitting 20-year simulations of battery life after identifying state-space battery degradation model from accelerated aging data. Comparisons of battery life predicted in REopt and from the state-space battery degradation model to ensure validity of lifetime estimates made by REopt. Battery life and cost is optimized by controlling three decision to minimize system life cost: battery sizing, daily state-of-charge, and daily energy-throughput. The cost of battery degradation as a function of these control variables is then estimated assuming two possible maintenance strategies: replacement, where the entire battery system is replaced if cell reach an end-of-life capacity threshold; and augmentation, which establishes a fund to pay for continual purchase of new batteries to maintain the initial energy capacity of the system. These two strategies offer conservative (for replacement) and optimistic (for augmentation) bounds for total system cost. The degradation cost incurred by these strategies is then used to control battery dispatch decisions, operating the battery in a degradation-aware manner that maximizes battery lifetime while also providing energy when favorable. Because the mixed-integer linear program has perfect foresight of future energy needs, batteries with degradation costs are always operated using 'just-in-time' charging, which is unrealistic, as no energy is left in the storage system to perform other energy services or to serve as emergency back-up power. To combat this, an inequality constraint on the average annual state-of-charge is imposed, and the sensitivity of system cost to average stored energy, e.g., the cost of system resiliency, can be quantified. Analysis of results has several conclusions, for instance, oversizing of battery storage systems is not a cost burden when battery storage is an optimal solution, as any additional battery capacity can simply be utilized to avoid costs of purchasing energy from a utility.
Paired Hydro-Battery Hybrid System Operations Using MIQP Based Multi-Objective Optimization
Hybridizing a hydropower plant with a battery energy storage system is often a very expensive decision. So to make the case for feasibility of hybridization the cost benefit analysis must be comprehensive. Most literature found on this subject only uses one out of many different available value streams to carry out a feasibility analysis. To that end, in this study we propose a multi-objective optimization formulation and a mixed-integer quadratic programming optimization engine that considers multiple different value streams and optimizes hydro-battery hybrid system paired operations to maximize revenue generated from energy arbitrage while simultaneously minimizing the total hydro turbine mileage thus reducing turbine starts and stops and improving turbines life all while following all environmental constraints and not violating any limitations either regulatory or preferential (i.e., to support recreational activities like white water rafting, etc.). In this study we also implemented the developed optimization methodology to a real-world case study of Bagnell dam hydropower facility (8 units totaling 240 MW rated power capacity) which is owned and operated by our industry partner Ameren Energy Inc. The case study outcomes shows that by hybridizing the Bagnell dam hydropower facility with a 60 MW x 2-hr battery energy storage system, the annual benefits can be increased over \$6 million while reducing the annual mileage averaged per turbine and number of start/stops by over 98\% and 85\% respectively.
WE-AB-207B-11: Optimizing Tumor Control Probability in Radiation Therapy Treatment - Application to HDR Cervical Cancer
Purpose: The ultimate goal of radiotherapy treatment planning is to find a treatment that will yield a high tumor-control-probability(TCP) with an acceptable normal-tissue-complication probability(NTCP). Yet most treatment planning today is not based upon optimization of TCPs and NTCPs, but rather upon meeting physical dose and volume constraints defined by the planner. We design treatment plans that optimize TCP directly and contrast them with the clinical dose-based plans. PET image is incorporated to evaluate gain in TCP for dose escalation. Methods: We build a nonlinear mixed integer programming optimization model that maximizes TCP directly while satisfying the dose requirements on the targeted organ and healthy tissues. The solution strategy first fits the TCP function with a piecewise-linear approximation, then solves the problem that maximizes the piecewise linear approximation of TCP, and finally performs a local neighborhood search to improve the TCP value. To gauge the feasibility, characteristics, and potential benefit of PET-image guided dose escalation, initial validation consists of fifteen cervical cancer HDR patient cases. These patients have all received prior 45Gy of external radiation dose. For both escalated strategies, we consider 35Gy PTV-dose, and two variations (37Gy-boost to BTV vs 40Gy-boost) to PET-image-pockets. Results: TCP for standard clinical plans range from 59.4% - 63.6%. TCP for dose-based PET-guided escalated-dose-plan ranges from 63.8%–98.6% for all patients; whereas TCP-optimized plans achieves over 91% for all patients. There is marginal difference in TCP among those with 37Gy-boosted vs 40Gy-boosted. There is no increase in rectum and bladder dose among all plans. Conclusion: Optimizing TCP directly results in highly conformed treatment plans. The TCP-optimized plan is individualized based on the biological PET-image of the patients. The TCP-optimization framework is generalizable and has been applied successfully to other external-beam delivery modalities. A clinical trial is on-going to gauge the clinical significance. Partially supported by the National Science Foundation.