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At least 73 records · Page 4

A two-stage stochastic optimization model for scheduling electric vehicle charging loads to relieve distribution-system constraints

Electric vehicles (EVs) hold promise to improve the energy efficiency and environmental impacts of transportation. However, widespread EV use can impose significant stress on electricity-distribution systems due to their added charging loads. This paper proposes a centralized EV charging-control model, which schedules the charging of EVs that have flexibility. This flexibility stems from EVs that are parked at the charging station for a longer duration of time than is needed to fully recharge the battery. The model is formulated as a two-stage stochastic optimization problem. The model captures the use of distributed energy resources and uncertainties around EV arrival times and charging demands upon arrival, non-EV loads on the distribution system, energy prices, and availability of energy from the distributed energy resources. We use a Monte Carlo-based sample-average approximation technique and an L-shaped method to solve the resulting optimization problem efficiently. We also apply a sequential sampling technique to dynamically determine the optimal size of the randomly sampled scenario tree to give a solution with a desired quality at minimal computational cost. Here, we demonstrate the use of our model on a Central-Ohio-based case study. We show the benefits of the model in reducing charging costs, negative impacts on the distribution system, and unserved EV-charging demand compared to simpler heuristics. Lastly, we also conduct sensitivity analyses, to show how the model performs and the resulting costs and load profiles when the design of the station or EV-usage parameters are changed.

33 ADVANCED PROPULSION SYSTEMS↗

Guaranteed robustness properties of multivariable, nonlinear, stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗

Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗

Portable parallel stochastic optimization for the design of aeropropulsion components

This report presents the results of Phase 1 research to develop a methodology for performing large-scale Multi-disciplinary Stochastic Optimization (MSO) for the design of aerospace systems ranging from aeropropulsion components to complete aircraft configurations. The current research recognizes that such design optimization problems are computationally expensive, and require the use of either massively parallel or multiple-processor computers. The methodology also recognizes that many operational and performance parameters are uncertain, and that uncertainty must be considered explicitly to achieve optimum performance and cost. The objective of this Phase 1 research was to initialize the development of an MSO methodology that is portable to a wide variety of hardware platforms, while achieving efficient, large-scale parallelism when multiple processors are available. The first effort in the project was a literature review of available computer hardware, as well as review of portable, parallel programming environments. The first effort was to implement the MSO methodology for a problem using the portable parallel programming language, Parallel Virtual Machine (PVM). The third and final effort was to demonstrate the example on a variety of computers, including a distributed-memory multiprocessor, a distributed-memory network of workstations, and a single-processor workstation. Results indicate the MSO methodology can be well-applied towards large-scale aerospace design problems. Nearly perfect linear speedup was demonstrated for computation of optimization sensitivity coefficients on both a 128-node distributed-memory multiprocessor (the Intel iPSC/860) and a network of workstations (speedups of almost 19 times achieved for 20 workstations). Very high parallel efficiencies (75 percent for 31 processors and 60 percent for 50 processors) were also achieved for computation of aerodynamic influence coefficients on the Intel. Finally, the multi-level parallelization strategy that will be needed for large-scale MSO problems was demonstrated to be highly efficient. The same parallel code instructions were used on both platforms, demonstrating portability. There are many applications for which MSO can be applied, including NASA's High-Speed-Civil Transport, and advanced propulsion systems. The use of MSO will reduce design and development time and testing costs dramatically.

Sues, Robert H.↗

A duality framework for stochastic optimal control of complex systems

In this study, we address the problem of minimizing the long-run expected average cost of a complex system consisting of interactive subsystems. We formulate a multiobjective optimization problem of the one-stage expected costs of the subsystems and provide a duality framework to prove that the control policy yielding the Pareto optimal solution minimizes the average cost criterion of the system. We provide the conditions of existence and a geometric interpretation of the solution. For practical situations having constraints consistent with those studied here, our results imply that the Pareto control policy may be of value when we seek to derive online the optimal control policy in complex systems.

97 MATHEMATICS AND COMPUTING↗

Online Stochastic Optimization of Networked Distributed Energy Resources

Our work investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a multi-period social welfare maximization problem, and based on its convex relaxation propose a distributed stochastic dual gradient algorithm for managing DERs. Moreover, we extend it to an online realtime setting with time-varying operating conditions, asynchronous updates by devices, and feedback being leveraged to account for nonlinear power flows as well as reduce communication overhead. The resulting algorithm provides a general online stochastic optimization algorithm for coordinating networked DERs with discrete power setpoints and dynamics to meet operational and economic objectives and constraints. We characterize the convergence of the algorithm analytically and evaluate its performance numerically.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Unified Statistical Rain-Attenuation Model for Communication Link Fade Predictions and Optimal Stochastic Fade Control Design Using a Location-Dependent Rain-Statistic Database

A static and dynamic rain-attenuation model is presented which describes the statistics of attenuation on an arbitrarily specified satellite link for any location for which there are long-term rainfall statistics. The model may be used in the design of the optimal stochastic control algorithms to mitigate the effects of attenuation and maintain link reliability. A rain-statistics data base is compiled, which makes it possible to apply the model to any location in the continental U.S. with a resolution of 0-5 degrees in latitude and longitude. The model predictions are compared with experimental observations, showing good agreement.

Manning, Robert M.↗

Method to Create Arbitrary Sidewall Geometries in 3-Dimensions Using Liga with a Stochastic Optimization Framework

Disclosed herein is a method of making a three dimensional mold comprising the steps of providing a mold substrate; exposing the substrate with an electromagnetic radiation source for a period of time sufficient to render the portion of the mold substrate susceptible to a developer to produce a modified mold substrate; and developing the modified mold with one or more developing reagents to remove the portion of the mold substrate rendered susceptible to the developer from the mold substrate, to produce the mold having a desired mold shape, wherein the electromagnetic radiation source has a fixed position, and wherein during the exposing step, the mold substrate is manipulated according to a manipulation algorithm in one or more dimensions relative to the electromagnetic radiation source; and wherein the manipulation algorithm is determined using stochastic optimization computations.

Eyre, Francis B.↗

Stochastic Optimal Scheduling of Residential Appliances with Renewable Energy Sources

This paper proposes a stochastic, multi-objective optimization model within a Model Predictive Control (MPC) framework, to determine the optimal operational schedules of residential appliances operating in the presence of renewable energy source (RES). The objective function minimizes the weighted sum of discomfort, energy cost, total and peak electricity consumption, and carbon footprint. A heuristic method is developed for combining different objective components. The proposed stochastic model utilizes Monte Carlo simulation (MCS) for representing uncertainties in electricity price, outdoor temperature, RES generation, water usage, and non-controllable loads. The proposed model is solved using a mixed integer linear programming (MILP) solver and numerical results show the validity of the model. Case studies show the benefit of using the proposed optimization model.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

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↗

Dopant levels in large nanocrystals using stochastic optimally tuned range-separated hybrid density functional theory

In this work, we apply a stochastic version of an optimally tuned range-separated hybrid functional to provide insight on the electronic properties of P- and B- doped Si nanocrystals of experimentally relevant sizes. We show that we can use the range-separation parameter for undoped systems to calculate accurate results for dopant activation energies. We apply this strategy for tuning functionals to study doped nanocrystals up to 2.5 nm in diameter at the hybrid functional level. In this confinement regime, the P- and B- dopants have large activation energies and have strongly localized states that lie deep within the energy gaps. Structural relaxation plays a greater role for B-substituted dopants and contributes to the increase in activation energy when the B dopant is near the nanocrystal surface.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Parallel and vector computation for stochastic optimal control applications

A general method for parallel and vector numerical solutions of stochastic dynamic programming problems is described for optimal control of general nonlinear, continuous time, multibody dynamical systems, perturbed by Poisson as well as Gaussian random white noise. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random atmospheric fluctuations. The numerical formulation is highly suitable for a vector multiprocessor or vectorizing supercomputer, and results exhibit high processor efficiency and numerical stability. Advanced computing techniques, data structures, and hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations.

Hanson, F. B.↗