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The geometry of the modular bootstrap

Abstract We explore the geometry behind the modular bootstrap and its image in the space of Taylor coefficients of the torus partition function. In the first part, we identify the geometry as an intersection of planes with the convex hull of moment curves onR + ⊗ℤ, with boundaries characterized by the total positivity of generalized Hankel matrices. We phrase the Hankel constraints as a semi-definite program, which has several advantages, such as the validity of bounds irrespective of spin truncation. We derive bounds on the gap, twist-gap, and the space of Taylor coefficients themselves. We find that if the gap is above$$ {\Delta }_{\textrm{gap}}^{\ast } $$ ∆ gap ∗ , where$$ \frac{c-1}{12}<{\Delta}_{\textrm{gap}}^{\ast }<\frac{c}{12} $$ c − 1 12 < Δ gap ∗ < c 12 , all coefficients become bounded on both sides and kinks develop in the space. In the second part, we propose an analytic method of imposing the integrality condition for the degeneracy number in the spinless bootstrap, which leads to a non-convex geometry. We find that even at very low derivative order this condition rules out regions otherwise allowed by bootstraps at high derivative order.

Physics↗

Iterative Linearization for Phasor-Defined Optimal Power Dispatch

Optimal power flow (OPF) problems, which dispatch power targets to controllable generating units across a network, must generally account for non-convex constraints on power flow. Furthermore, adapting those problems so as to make them solvable with convex optimization techniques is an area of much academic and operational interest. In this paper, we present a method for solving OPF as a quadratic program by iteratively refining and re-initializing a linearized model of power flow based on the outputs of an associated nonlinear solver. The linear model on which we demonstrate this method is an adapted version of an approximation designed for use with unbalanced distribution networks. As an important benefit, the model allows for the explicit inclusion of nodal voltage phasor values in both the OPF problem's objective and its constraints, which opens the door to the idea of phasor-based control (PBC) design. We show in simulations on the IEEE 13-node test feeder that our method quickly converges to a set of phasor targets that are sufficiently precise for use in operations at the distribution level.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimization with Neural Network Feasibility Surrogates: Formulations and Application to Security-Constrained Optimal Power Flow

In many areas of constrained optimization, representing all possible constraints that give rise to an accurate feasible region can be difficult and computationally prohibitive for online use. Satisfying feasibility constraints becomes more challenging in high-dimensional, non-convex regimes which are common in engineering applications. A prominent example that is explored in the manuscript is the security-constrained optimal power flow (SCOPF) problem, which minimizes power generation costs, while enforcing system feasibility under contingency failures in the transmission network. In its full form, this problem has been modeled as a nonlinear two-stage stochastic programming problem. In this work, we propose a hybrid structure that incorporates and takes advantage of both a high-fidelity physical model and fast machine learning surrogates. Neural network (NN) models have been shown to classify highly non-linear functions and can be trained offline but require large training sets. In this work, we present how model-guided sampling can efficiently create datasets that are highly informative to a NN classifier for non-convex functions. We show how the resultant NN surrogates can be integrated into a non-linear program as smooth, continuous functions to simultaneously optimize the objective function and enforce feasibility using existing non-linear solvers. Overall, this allows us to optimize instances of the SCOPF problem with an order of magnitude CPU improvement over existing methods.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Enhancing Active Distribution Systems Resilience by Fully Distributed Self-Healing Strategy

Distributed restoration can exploit smart grid technologies to enhance the resilience of active distribution networks toward a self-healing smart grid. However, the large number of decision variables, especially the binary ones for reconfiguration, bring challenges to developing scalable distributed distribution service restoration (DDSR) strategies. This paper proposes a fully distributed solution procedure based on the alternating direction method of multipliers (ADMM) for mixed-integer programming problems and applies to develop the DDSR framework. The method consists of relax-drive-polish phases, 1) relaxing binary variables, and applying the convex ADMM as a warm start; 2) driving the solutions toward Boolean values through a proximal operator; 3) fixing the obtained binding binary variables and solving the rest of the problem to polish results and achieve a high-quality suboptimal solution. Then, an autonomous clustering strategy and consensus ADMM are integrated with the proposed method to realize the fully distributed cluster-based framework of DDSR. This framework can first determine DER scheduling and switch status for reconfiguration to energize the out-of-service areas from local faults, and then provide the load restoration solution in a distributed manner for total blackouts in large-scale distribution networks. Furthermore, the effectiveness and scalability of the proposed DDSR framework are demonstrated through testing on the IEEE 123-node, IEEE 8500-node, and synthetic 100k-node test feeders.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Scalable Meter Placement Method for Distribution System State Estimation

This paper studies the optimal meter placement problem for distribution system state estimation given limited measurement resources. We formulate the problem as a mixed integer semi-definite programming that minimizes the worst case estimation errors over a set of operating points. To solve the problem, we first relax the problem as a convex optimization problem. Motivated by the lack of scalability of existing solvers, we next leverage the special structure of the cost function and propose an algorithm based on barrier method that solves the problem with significantly better numerical performance. The proposed method has been validated on the IEEE 13-bus, IEEE 123-bus, and IEEE 8,500-bus feeders.

barrier method↗

Open-source Tools for Solving Grid Optimization Problems: ARPA-e Benchmark Algorithm Overview [Slides]

This document contains the official formulation that will be used for evaluation in Challenge 2 of the Grid Optimization (GO) Competition. Minor changes may occur within the formulation. Entrants will be notified when a new version is released. Changes are not expected to be of a significance that would cause a change in approach for the Entrants. This formulation builds upon the Challenge 1 formulation published in ARPA-E DE-FOA-0001952. Entrants will be judged based on the current official Challenge 2 formulation posted on the GO Competition website (this document, which is subject to change), not the formulation posted in DE-FOA-0001952. Entrants are permitted and encouraged to use any alternative problem formulation and modeling convention within their own software (such as convex relaxation, decoupled power flow formulations, current-voltage formulations, etc.) in an attempt to produce an exact or approximate solution to this particular mathematical program. However, the judging of all submitted approaches must conform to the official formulation presented here.

24 POWER TRANSMISSION AND DISTRIBUTION↗

ACOPF Transmission Switching Using Open-Source MINLP Solvers

The optimal transmission switching (OTS) problem with AC physics represents a mixed integer non-linear non-convex optimization problem which can provide benefits to transmission level power system operations. In this paper we benchmark a set of open-source mixed integer non-linear programming (MINLP) solvers on the OTS problem with AC physics using the pglib set of power system test cases. Results characterizing the performance of the different solvers are reported and discussed.

ACOPF↗

Extended convex hull-based distributed optimal energy flow of integrated electricity-gas systems

Integrated electricity and gas systems are constructed to facilitate the gas-fired generation, and the distributed operation of these integrated systems have received much attention due to the increased emphasis on data security and privacy between different agencies. This paper proposes an extended convex hull based method to address optimal energy flow problems for the integrated electricity and gas systems in a distributed manner. First, a multi-block electricity-gas system model is constructed by dividing the whole system into N blocks considering both physical and regional differences. This multi-block model is then convexified by replacing the nonconvex gas transmission equation with the extended convex hull-based constraints. The Jacobi-Proximal alternating direction method of multipliers algorithm is adopted to solve the convexified model and minimize its operation cost. Finally, the feasibility of the optimal solution for the convexified model is checked, and a sufficient condition is developed. If the sufficient condition is satisfied, the optimal solution for the original nonconvex problem can be recovered from that for the convexified problem. Simulation results demonstrate that the proposed method is tractable and effective in obtaining feasible optimal solutions for multi-block optimal energy flow problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimizing Vehicle Fleet and Assignment for Concentrating Solar Power Plant Heliostat Washing

Concentrating solar power central-receiver plants use thousands of sun-tracking mirrors, i.e., heliostats, to reflect sunlight to a central receiver, which collects and uses the heat to generate electricity. Over time, soiling reduces the reflectivity of the heliostats and, therefore, the efficiency of the system. Current industry practice sends vehicles to wash heliostats in an ad hoc fashion. We present a mixed-integer nonlinear program that determines wash vehicle fleet size, mix, and assignment of wash crews to heliostats to minimize the sum of (i) the revenues lost due to heliostat soiling, (ii) the costs of hiring wash crews and operating the vehicles, and (iii) the costs of purchasing wash vehicles. We establish conditions for convexity of the objective function, and then propose a decomposition method that enables near-optimal solutions to the wash vehicle fleet sizing and assignment problem on the order of a couple of minutes. Furthermore, these solutions yield hundreds of thousands of dollars in savings per year over current industry practices.

14 SOLAR ENERGY↗

Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation

Here we propose a decomposition algorithm for multistage stochastic programming that resembles the progressive hedging method of Rockafellar and Wets but is provably capable of several forms of asynchronous operation. We derive the method from a class of projective operator splitting methods fairly recently proposed by Combettes and Eckstein, significantly expanding the known applications of those methods. Our derivation assures convergence for convex problems whose feasible set is compact, subject to some standard regularity conditions and a mild “fairness” condition on subproblem selection. The method’s convergence guarantees are deterministic and do not require randomization, in contrast to other proposed asynchronous variations of progressive hedging. Computational experiments described in an online appendix show the method to outperform progressive hedging on large-scale problems in a highly parallel computing environment.

97 MATHEMATICS AND COMPUTING↗

Sensor System and Observer Algorithm Co-Design For Modern Internal Combustion Engine Air Management Based on H2 Optimization

This paper outlines a novel sensor selection and observer design algorithm for linear time-invariant systems with both process and measurement noise based on H 2 optimization to optimize the tradeoff between the observer error and the number of required sensors. The optimization problem is relaxed to a sequence of convex optimization problems that minimize the cost function consisting of the H 2 norm of the observer error and the weighted l 1 norm of the observer gain. An LMI formulation allows for efficient solution via semi-definite programing. The approach is applied here, for the first time, to a turbo-charged spark-ignited engine using exhaust gas circulation to determine the optimal sensor sets for real-time intake manifold burnt gas mass fraction estimation. Simulation with the candidate estimator embedded in a high fidelity engine GT-Power model demonstrates that the optimal sensor sets selected using this algorithm have the best H 2 estimation performance. Sensor redundancy is also analyzed based on the algorithm results. This algorithm is applicable for any type of modern internal combustion engines to reduce system design time and experimental efforts typically required for selecting optimal sensor sets.

Zhang, Xu↗

Controlled Islanding Strategy Considering Uncertainty of Renewable Energy Sources Based on Chance-constrained Model

Controlled islanding plays an essential role in preventing the blackout of power systems. Although there are several studies on this topic in the past, not enough attention is paid to the uncertainty brought by renewable energy sources (RESs) that may cause unpredictable unbalanced power and the observability of power systems after islanding that is essential for back-up black-start measures. Therefore, a novel controlled islanding model based on mixed-integer second-order cone and chance-constrained programming (MISOCCP) is proposed to address these issues. First, the uncertainty of RESs is characterized by their possibility distribution models with chance constraints, and the requirements, e. g., system observ-ability, for rapid back-up black-start measures are also considered. Then, a law of large numbers (LLN) based method is employed for converting the chance constraints into deterministic ones and reformulating the non-convex model into convex one. Finally, case studies on the revised IEEE 39-bus and 118-bus power systems as well as the comparisons among different models are given to demonstrate the effectiveness of the proposed model. The results show that the proposed model can result in less unbalanced power and better observability after islanding compared with other models.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Certifiably Correct Range-Aided SLAM

We present the first algorithm capable of efficiently computing certifiably optimal solutions to range-aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation systems are increasingly incorporating point-to-point ranging sensors, leading state estimation which takes the form of RA-SLAM. However, the RA-SLAM problem is more difficult to solve than traditional pose-graph SLAM; ranging sensor models introduce additional non-convexity, unlike pose-pose or pose-landmark measurements, a single range measurement does not uniquely determine the relative transform between the involved sensors, and RA-SLAM inference is highly sensitive to initial estimates. Our approach relaxes the RA-SLAM problem to a semidefinite program (SDP), which we show how to solve efficiently using the Riemannian staircase methodology. The solution of this SDP provides a high-quality initialization for our original RA-SLAM problem, which is subsequently refined via local optimization, as well as a lower-bound on the RA-SLAM problem's optimal value. Our algorithm, named certifiably correct RA-SLAM (CORA), applies to problems comprised of arbitrary pose-pose, pose-landmark, and ranging measurements. Evaluation on simulated and real-world marine examples shows that our algorithm frequently produces certifiably optimal RA-SLAM solutions; moreover, even suboptimal estimates are typically within 1-2\% of the optimal value.

Papalia, Alan↗

Convex Optimization for Nonequilibrium Steady States on a Hybrid Quantum Processor

Finding the transient and steady state properties of open quantum systems is a central problem in various fields of quantum technologies. Here, in this work, we present a quantum-assisted algorithm to determine the steady states of open system dynamics. By reformulating the problem of finding the fixed point of Lindblad dynamics as a feasibility semidefinite program, we bypass several well-known issues with variational quantum approaches to solving for steady states. We demonstrate that our hybrid approach allows us to estimate the steady states of higher dimensional open quantum systems and discuss how our method can find multiple steady states for systems with symmetries.

97 MATHEMATICS AND COMPUTING↗

Remark on Algorithm 1012: Computing Projections with Large Datasets

In ACM TOMS Algorithm 1012, the DELAUNAYSPARSE software is given for performing Delaunay interpolation in medium to high dimensions. When extrapolating outside the convex hull of the training set, DELAUNAYSPARSE calls the nonnegative least squares solver DWNNLS to compute projections onto the convex hull. However, DWNNLS and many other available sum-of-squares optimization solvers were not intended for usage with many variable problems, which result from the large training sets that are typical in machine learning applications. Thus, a new PROJECT subroutine is given, based on the highly customizable quadratic program solver BQPD. This solution is shown to be as robust as DELAUNAYSPARSE for projection onto both synthetic and real-world datasets, where other available solvers frequently fail. Although it is intended as an update for DELAUNAYSPARSE, due to the difficulty and prevalence of the problem, this solution is likely to be of external interest as well.

97 MATHEMATICS AND COMPUTING↗

Matrix Completion Using Alternating Minimization for Distribution System State Estimation

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power flow constraints has been shown to be effective in estimating voltage phasors under low-observability conditions using single-snapshot information. However, the method requires solving a semidefinite programming (SDP) problem, which becomes computationally infeasible for large systems and if multiple-snapshot (time-series) information is used. This paper proposes an efficient algorithm to solve the constrained matrix completion problem with time-series data. This algorithm is based on reformulating the matrix completion problem as a bilinear (non-convex) optimization problem, and applying the alternating minimization algorithm to solve this problem. This paper proves the summable convergence of the proposed algorithm, and demonstrates its efficacy and scalability via IEEE 123-bus system and a real utility feeder system. This paper also explores the value of adding more data from the history in terms of computation time and estimation accuracy.

41 EE - Solar Energy Technologies Office (EE-4S)↗

Matrix Completion Using Alternating Minimization for Distribution System State Estimation: Preprint

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power flow constraints has been shown to be effective in estimating voltage phasors under low-observability conditions using single-snapshot information. However, the method requires solving a semidefinite programming (SDP) problem, which becomes computationally infeasible for large systems and if multiple-snapshot (time-series) information is used. This paper proposes an efficient algorithm to solve the constrained matrix completion problem with time-series data. This algorithm is based on reformulating the matrix completion problem as a bilinear (non-convex) optimization problem, and applying the alternating minimization algorithm to solve this problem. This paper proves the summable convergence of the proposed algorithm, and demonstrates its efficacy and scalability via IEEE 123-bus system and a real utility feeder system. This paper also explores the value of adding more data from the history in terms of computation time and estimation accuracy.

41 EE - Solar Energy Technologies Office (EE-4S)↗

Knots and entanglement

We extend the entanglement bootstrap program to (3+1)-dimensions. We study knotted excitations of (3+1)-dimensional liquid topological orders and exotic fusion processes of loops. As in previous work in (2+1)-dimensions [Ann. Phys. 418, 168164 (2020), Phys. Rev. B 103, 115150 (2021)], we define a variety of superselection sectors and fusion spaces from two axioms on the ground state entanglement entropy. In particular, we identify fusion spaces associated with knots. We generalize the information convex set to a new class of regions called immersed regions, promoting various theorems to this new context. Examples from solvable models are provided; for instance, a concrete calculation of knot multiplicity shows that the knot complement of a trefoil knot can store quantum information. We define spiral maps that allow us to understand consistency relations for torus knots as well as spiral fusions of fluxes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗