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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

An Iterative Response-Surface-Based Approach for Chance-Constrained AC Optimal Power Flow Considering Dependent Uncertainty

A modern power system is characterized by a stochastic variation of the loads and an increasing penetration of renewable energy generation, which results in large uncertainties in its states. These uncertainties bring formidable challenges to the power system planning and operation process. To address these challenges, we propose a cost-effective, iterative response-surface-based approach for the chance-constrained AC optimal power-flow problem that aims to ensure the secure operation of the power systems considering dependent uncertainties. Starting from a stochastic-sampling-based framework, we first utilize the copula theory to simulate the dependence among multivariate uncertain inputs. Then, to reduce the prohibitive computational time required in the traditional Monte-Carlo method, we propose, instead of using the original complicated power-system model, to rely on a polynomial-chaos-based response surface. This response surface allows us to efficiently evaluate the time-consuming power-system model at arbitrary distributed sampled values with a negligible computational cost. This further enables us to efficiently conduct an online stochastic testing for the system states that not only screens out the statistical active constraints, but also assists in a better design of the tightened bounds without using any Gaussian or symmetric assumption. Finally, an iterative procedure is executed to fine-tune the optimal solution that better satisfies a predefined probability. The simulations conducted in multiple test systems demonstrate the excellent performance of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2026

Constrained variational optimization of counting-time allocation in sequential scattering measurements: Application to Bonse–Hart USANS

Sequential scattering measurements are often performed under a fixed experimental-time budget, even though the expected count rate varies strongly across the measured coordinate. When the dwell time at each measurement position can be controlled independently, this variation creates a general resource-allocation problem: how should the available time be distributed to minimize the uncertainty of the reconstructed profile? We formulate this problem as a constrained variational optimization for measurements governed by Poisson counting statistics. When each measurement is treated independently, minimizing the averaged squared relative uncertainty yields an inverse-square-root intensity allocation. The formulation is then generalized to include correlations between neighboring measurements and an instrumental resolution operator, leading to an allocation criterion that equalizes the marginal reduction in posterior uncertainty per unit measurement time. Bonse–Hart ultra-small-angle neutron scattering (USANS), in which reciprocal space is sampled sequentially through analyzer-angle stepping, provides an experimentally grounded application. Computational benchmarking shows that the optimized allocation outperforms uniform-time and constant-relative-error strategies, while application to an experimentally measured graphite USANS profile from the Spallation Neutron Source, using Poisson resampling under alternative schedules, demonstrates how counting time should be redistributed toward weak-intensity regions under an identical total duration. The resulting framework applies to sequential scattering and related scanning measurements whenever local dwell times are adjustable and directly determine the measurement uncertainties, and when the relevant correlation and instrumental-response models are available.

Tung, Chi-Huan [ORNL] (ORCID:0000000221972074)↗
DOE OSTI2020

Applying Constrained Bayesian Optimization to the Design of Critical Experiments

Often when planning a criticality experiment, many design configurations are iteratively investigated with a Monte Carlo transport code. The goal is that the experiment will be optimal with respect to some variable, like the fraction of fissions occurring at a certain energy range, while simultaneously being critical. Unfortunately, the Monte Carlo transport simulations are expensive, which can ultimately limit the number of configurations that can be explored. In this work, we present how Gaussian processes (GPs) can be used as a reduced-order model in a constrained Bayesian optimization (CBO) algorithm to design a criticality experiment. The GPs replace the Monte Carlo transport simulations that explore the design space. The CBO algorithm efficiently identifies new points in the design space to run the Monte Carlo transport code while respecting the criticality constraint. It does so in a manner that both improves the accuracy of the GP and finds the approximate global optimum. We demonstrate the performance of CBO with the design of a Thermal Epithermal eXperiment (TEX) for the criticality safety validation of nuclear waste models of the Hanford Tank Farm.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differential sensitivity analysis (HDSA) is used to assess the sensitivity of the solution of the PDE-constrained optimization problem to changes in the auxiliary parameters. Foundational assumptions for HDSA require satisfaction of the optimality conditions which are not always practically feasible as a result of ill-posedness in the inverse problem. Here we introduce novel theoretical and computational approaches to justify and enable HDSA for ill-posed inverse problems by projecting the sensitivities on likelihood informed subspaces and defining a posteriori updates. Our proposed framework is demonstrated on a nonlinear multiphysics inverse problem motivated by estimation of spatially heterogeneous material properties in the presence of spatially distributed parametric modeling uncertainties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Improved Guarantees for Optimal Nash Equilibrium Seeking and Bilevel Variational Inequalities

We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes, including the optimal solution selection problem and the optimal Nash equilibrium (NE) seeking problem. Our main contribution is threefold. (i) We consider bilevel VIs with monotone and Lipschitz continuous mappings and devise a single-timescale iteratively regularized extragradient method, named IR-EG 𝚖,𝚖 . We improve the existing iteration complexity results for addressing both bilevel VI and VI-constrained convex optimization problems. (ii) Under the strong monotonicity of the outer-level mapping, we develop a method named IR-EG 𝚜,𝚖 and derive faster guarantees than those in (i). We also study the iteration complexity of this method under a constant regularization parameter. These results appear to be new for both bilevel VIs and VI-constrained optimization. (iii) To our knowledge, complexity guarantees for computing the optimal NE in nonconvex settings do not exist. Motivated by this lacuna, we consider VI-constrained nonconvex optimization problems and devise an inexactly projected gradient method, named IPR-EG, where the projection onto the unknown set of equilibria is performed using IR-EG 𝚜,𝚖 with a prescribed termination criterion and an adaptive regularization parameter. We obtain new complexity guarantees in terms of a residual map and an infeasibility metric for computing a stationary point. Here, we validate the theoretical findings using preliminary numerical experiments for computing the best and the worst NEs.

bilevel optimization↗
DOE OSTI2022

A Solar-assisted Voltage Optimization Method for Transmission Solar Network Power System

This paper proposes a new formulation and solution algorithm that uses transmission level solar inverters to address the security-constrained optimal power flow (SCOPF) problem. The goal is to stabilize voltage fluctuations in transmission networks in base case and contingency scenarios, by using bulk solar power plant with a minimal number of post-contingency corrections. To achieve this goal, a two-stage volt/var optimization method is proposed to first correct all voltage violations with the volt-var alternating current optimal power flow (ACOPF) algorithm for a base case. Then a linearized SCOPF volt-var control algorithm is proposed to identify the corrective actions for all potential voltage violations in all contingency scenarios. The proposed method was tested and validated on a modified IEEE 118-bus system with solar photovoltaic (PV) data.

Photovoltaic, Volt/Var Control↗
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
DOE OSTI2025

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗
DOE OSTI2022

Failure Probability Constrained AC Optimal Power Flow

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting from any single component outage. By exploiting a recently developed analytical model of the probability of component failure, our Failure Probability-constrained ACOPF (FP-ACOPF) utilizes the system's expected first failure time as a smoothly tunable and interpretable signature of cascade risk. Here, we use techniques from bilevel optimization and numerical linear algebra to efficiently formulate and solve the FP-ACOPF using off-the-shelf solvers. Extensive simulations on the IEEE 118-bus case show that, when compared to the unconstrained and N-1 security-constrained ACOPF, our probability-constrained dispatch points can significantly lower the probabilities of long severe cascades and of large demand losses, while incurring only minor increases in total generation costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

Stress‐constrained topology optimization of structures subjected to nonproportional loading

Abstract This work considers the topology optimization of hyperelastic structures for maximum stiffness (minimum compliance) subject to constraints on their volume and maximum stress. In contrast to almost all previous works, we subject the structures to nonproportional loading, wherein the maximum stress does not necessarily occur at the final load step. As such, the stress is constrained at each load step. The augmented Lagrangian method is used to formulate the optimization problem with its many constraints. In numerical examples, we investigate different load trajectories for the same terminal load and compare the optimized designs and their performances. The results show the importance of considering the entire load trajectory as the load history significantly influences the optimized designs.

42 ENGINEERING↗
DOE OSTI2026

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗
DOE OSTI2020

Intersection-distribution-based remapping between arbitrary meshes for staggered multi-material arbitrary Lagrangian-Eulerian hydrodynamics

In this paper, we present a new intersection-distribution-based remapping method between arbitrary polygonal meshes for indirect staggered multi-material arbitrary Lagrangian-Eulerian hydrodynamics. All cell-centered material quantities are conservatively remapped using intersections between the Lagrangian (old, source) mesh and the rezoned (new, target) mesh. The new nodal masses are obtained by conservative distribution of all material masses in each new cell to the cell's corners and then collecting those corner masses at new nodes. This distribution is done using a local constrained optimization approach for each cell in the new mesh. In order to remap nodal momentum we first define cell-centered momentum for each cell in the old mesh, conservatively remap this to the new mesh and then conservatively distribute the new zonal momentum to each cell's bounding nodes, again using local constrained optimization. Our method also conserves total energy by applying a new nodal kinetic energy correction that relies on a process similar to that used for remapping nodal mass and momentum. Cell-centered kinetic energy is computed, conservatively remapped and then distributed to nodes. The discrepancy between this conservatively remapped and actual nodal kinetic energy is then conservatively distributed to the internal energies of the materials in the cells surrounding each node. Unlike conventional cell-based corrections of this type, this new nodal kinetic energy correction has not been observed to drive material internal energy negative in any of our testing. Unlike flux based remapping, our new intersection-distribution method can be applied to remapping between source and target meshes that are arbitrarily different, which provides superior flexibility in the rezoning strategy. Our method is accurate, essentially conservative and essentially bounds preserving.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

ARPA-E Grid Optimization (GO) Competition Challenge 3

Synthetic Input Data and Team Results for the GO Competition Challenge 3 for Events 1 - 4 and the Sandbox, along with problem and format descriptions and code to validate data and solutions, are available here. Data for industry scenarios will not be made public. The Grid Optimization (GO) Competition Challenge 3 focused on the security-constrained optimal power flow (SCOPF) problem. It is part of a continuing effort begun with Challenges 1 and 2, to successfully discover, develop, and test innovative and disruptive software solutions for critical energy challenges and to overcome existing barriers. The broader goal of the of the GO Competition is to accelerate the development of transformational and disruptive methods for solving problems related to the electric power grid and to provide a transparent, fair, and comprehensive evaluation of new solution methods. Challenge 3 used multiperiod dynamic markets, including advisory models for extreme weather events, day-ahead markets, and the real-time markets with an extended look-ahead. In Event 4, whose submission window was August 31-September 4, 2023, 14 teams solved for the objective values of 669 scenarios (39 scenarios required solutions both with and without line switching being allowed). The 591 synthetic scenarios from 9 network models (3.6 GB) are available here. Ten teams were funded to participate and 7 won prizes totaling $2,400,000. The largest prize ($550,000) went to Mississippi State University. An additional $600,000 was awarded in Event 3 (6/15-16/2023). No prizes were awarded in Events 1 (1/25-27/2023) or 2 (4/13-14/2023). For more information on the competition and challenge see the "GO Competition Challenge 3 Information" resource below.

ACOPF↗
DOE OSTI2024

Enhancing the cooling performance of thermocouples: a power-constrained topology optimization procedure

Abstract Heat pumping through thermoelectric devices has many advantages over traditional cooling. However, their current efficiency is a limiting factor in their implementation. In this paper, we approach the non-convex topology optimization of thermoelectrical elements for cooling applications through the method of moving asymptotes (MMA) to improve their cooling capabilities per watt usage. The optimization problem is defined for a given power budget, aiming for the minimum temperature with a known heat pumping need. The introduction of power as a constraint justifies the introduction of the voltage gradient across the thermocouple as a design variable to maintain the thermoelectrical device in its optimum power-to-heat extraction ratio. To better understand the convergence of this non-convex problem, we present a two-variable analytical thermoelectric optimization model. This example provides information on how to select the penalty parameters used to scale the three material coefficients involved in the problem to obtain lower objective values and better convergence using MMA. The analytical model shows the non-convexity of the problem and provides the recommendation to use penalization coefficients of the form $$p_k=p_{\sigma }>p_{\alpha }=1$$ p k = p σ > p α = 1 for the thermal conductivity, electrical conductivity, and Seebeck coefficients. We tested these penalization coefficients through optimizations of a model based on the 1MC10-031 commercial thermoelectric-cooler (TEC) using the finite element method (FEM). These penalization coefficients provided local minima without the need for volume constraints. With this procedure, we found designs that provided temperatures close to 10 degrees lower using 60% less semiconductor material volume compared to the initial design.

Gutiérrez, G. Reales↗
DOE OSTI2021

Machine learning framework for quantum sampling of highly constrained, continuous optimization problems

In recent years, there is growing interest in using quantum computers for solving combinatorial optimization problems. In this work, we developed a generic, machine learning-based framework for mapping continuous-space inverse design problems into surrogate quadratic unconstrained binary optimization (QUBO) problems by employing a binary variational autoencoder and a factorization machine. The factorization machine is trained as a low-dimensional, binary surrogate model for the continuous design space and sampled using various QUBO samplers. Using the D-Wave Advantage hybrid sampler and simulated annealing, we demonstrate that by repeated resampling and retraining of the factorization machine, our framework finds designs that exhibit figures of merit exceeding those of its training set. We showcase the framework’s performance on two inverse design problems by optimizing (i) thermal emitter topologies for thermophotovoltaic applications and (ii) diffractive meta-gratings for highly efficient beam steering. This technique can be further scaled to leverage future developments in quantum optimization to solve advanced inverse design problems for science and engineering applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

sMF-BO-2CoGP: A sequential multi-fidelity constrained Bayesian optimization framework for design applications

Bayesian optimization (BO) is an effective surrogate-based method that has been widely used to optimize simulation-based applications. While the traditional Bayesian optimization approach only applies to single-fidelity models, many realistic applications provide multiple levels of fidelity with various levels of computational complexity and predictive capability. In this work, we propose a multi-fidelity Bayesian optimization method for design applications with both known and unknown constraints. The proposed framework, called sMF-BO-2CoGP, is built on a multi-level CoKriging method to predict the objective function. An external binary classifier, which we approximate using a separate CoKriging model, is used to distinguish between feasible and infeasible regions. Finally, the sMF-BO-2CoGP method is demonstrated using a series of analytical examples and a flip-chip application for design optimization to minimize the deformation due to warping under thermal loading conditions.

42 ENGINEERING↗