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Tools for analysis of optimization models

The software is code for analyzing, debugging, and solving optimization models. The code implements several algorithms and provides convenient APIs to apply these algorithms to optimization models. The algorithms are primarily based on graph theory. They compute well-known partitions of graphs, and use these partitions to provide the user information about their optimization model, including diagnosing certain types of structural modeling errors. Some algorithms may be used as a subroutine to solve an optimization problem, and may call an optimization solver to facilitate this. Well-known linear algebra routines are called to provide further diagnostics. The software contains no data and no models other than toy models used for testing.

Parker, Robert↗

Multidisciplinary Design, Analysis, and Optimization Tool Development Using a Genetic Algorithm

Multidisciplinary design, analysis, and optimization using a genetic algorithm is being developed at the National Aeronautics and Space Administration Dryden Flight Research Center (Edwards, California) to automate analysis and design process by leveraging existing tools to enable true multidisciplinary optimization in the preliminary design stage of subsonic, transonic, supersonic, and hypersonic aircraft. This is a promising technology, but faces many challenges in large-scale, real-world application. This report describes current approaches, recent results, and challenges for multidisciplinary design, analysis, and optimization as demonstrated by experience with the Ikhana fire pod design.!

Pak, Chan-gi↗

Optimization of laminated stacking sequence for buckling load maximization by genetic algorithm

The use of a genetic algorithm to optimize the stacking sequence of a composite laminate for buckling load maximization is studied. Various genetic parameters including the population size, the probability of mutation, and the probability of crossover are optimized by numerical experiments. A new genetic operator - permutation - is proposed and shown to be effective in reducing the cost of the genetic search. Results are obtained for a graphite-epoxy plate, first when only the buckling load is considered, and then when constraints on ply contiguity and strain failure are added. The influence on the genetic search of the penalty parameter enforcing the contiguity constraint is studied. The advantage of the genetic algorithm in producing several near-optimal designs is discussed.

Le Riche, Rodolphe↗

Multidisciplinary Design, Analysis, and Optimization Tool Development using a Genetic Algorithm

Multidisciplinary design, analysis, and optimization using a genetic algorithm is being developed at the National Aeronautics and Space A dministration Dryden Flight Research Center to automate analysis and design process by leveraging existing tools such as NASTRAN, ZAERO a nd CFD codes to enable true multidisciplinary optimization in the pr eliminary design stage of subsonic, transonic, supersonic, and hypers onic aircraft. This is a promising technology, but faces many challe nges in large-scale, real-world application. This paper describes cur rent approaches, recent results, and challenges for MDAO as demonstr ated by our experience with the Ikhana fire pod design.

Pak, Chan-gi↗

On the estimation algorithm used in adaptive performance optimization of turbofan engines

The performance seeking control algorithm is designed to continuously optimize the performance of propulsion systems. The performance seeking control algorithm uses a nominal model of the propulsion system and estimates, in flight, the engine deviation parameters characterizing the engine deviations with respect to nominal conditions. In practice, because of measurement biases and/or model uncertainties, the estimated engine deviation parameters may not reflect the engine's actual off-nominal condition. This factor has a necessary impact on the overall performance seeking control scheme exacerbated by the open-loop character of the algorithm. The effects produced by unknown measurement biases over the estimation algorithm are evaluated. This evaluation allows for identification of the most critical measurements for application of the performance seeking control algorithm to an F100 engine. An equivalence relation between the biases and engine deviation parameters stems from an observability study; therefore, it is undecided whether the estimated engine deviation parameters represent the actual engine deviation or whether they simply reflect the measurement biases. A new algorithm, based on the engine's (steady-state) optimization model, is proposed and tested with flight data. When compared with previous Kalman filter schemes, based on local engine dynamic models, the new algorithm is easier to design and tune and it reduces the computational burden of the onboard computer.

Espana, Martin D.↗

Perceptual learning through optimization of attentional weighting: human versus optimal Bayesian learner

Human performance in visual detection, discrimination, identification, and search tasks typically improves with practice. Psychophysical studies suggest that perceptual learning is mediated by an enhancement in the coding of the signal, and physiological studies suggest that it might be related to the plasticity in the weighting or selection of sensory units coding task relevant information (learning through attention optimization). We propose an experimental paradigm (optimal perceptual learning paradigm) to systematically study the dynamics of perceptual learning in humans by allowing comparisons to that of an optimal Bayesian algorithm and a number of suboptimal learning models. We measured improvement in human localization (eight-alternative forced-choice with feedback) performance of a target randomly sampled from four elongated Gaussian targets with different orientations and polarities and kept as a target for a block of four trials. The results suggest that the human perceptual learning can occur within a lapse of four trials (<1 min) but that human learning is slower and incomplete with respect to the optimal algorithm (23.3% reduction in human efficiency from the 1st-to-4th learning trials). The greatest improvement in human performance, occurring from the 1st-to-2nd learning trial, was also present in the optimal observer, and, thus reflects a property inherent to the visual task and not a property particular to the human perceptual learning mechanism. One notable source of human inefficiency is that, unlike the ideal observer, human learning relies more heavily on previous decisions than on the provided feedback, resulting in no human learning on trials following a previous incorrect localization decision. Finally, the proposed theory and paradigm provide a flexible framework for future studies to evaluate the optimality of human learning of other visual cues and/or sensory modalities.

Non-NASA Center↗

Per-Phase and 3-Phase Optimal Coordination of Directional Overcurrent Relays Using Genetic Algorithm

Penetration of the power grid by renewable energy sources, distributed storage, and distributed generators is becoming increasingly common. Increased utilization of these distributed energy resources (DERs) has given rise to additional protection coordination concerns, particularly where they are utilized in an unbalanced manner or where loading among phases is unbalanced. Digital relays such as the SEL-751 (produced by Schweitzer Engineering Laboratories, Pullman, WA, USA) series have the capability of being set on a per-phase basis. This capability is underutilized in common practice. Additionally, in optimization algorithms for determining relay settings, the time-overcurrent characteristics (TOCs) of relays are generally not treated as variables and are assigned before running the optimization algorithm. In this paper, TOC options themselves are treated as discrete variables to be considered in the optimization algorithm. A mixed integer nonlinear programming problem (MINLP) is set up where the goal is to minimize relay operating times. A genetic algorithm (GA) approach is implemented in MATLAB where two cases are considered. In the first case, the TOC and Time dial setting (TDS) of each relay is set on a three-phase basis. In the second case, per-phase settings are considered. Relay TDSs and TOCs are both considered as simultaneous discrete control variables. Despite the stochastic nature of using per-phase settings for unbalanced systems is found to generally allow for shorter operating times. However, for relatively balanced systems, it is best to use three-phase settings if computation time is of importance.

Matthews, Ronald C.↗

Case Study: Hybrid Carbon Conversion Using Low-Carbon Energy Sources in Coal-Producing States

The demand for more carbon efficient power sources and a decrease in natural gas prices has decreased the desire for coal power. This decrease in demand has led to massive job losses in coal mining regions over the past decade. The purpose of this project is to develop a hybrid energy system utilizing both a coal power plant and advanced reactor, which is competitive with natural gas by improving on profitability and decreasing carbon emissions. This report details the problem with a summary of the impact on the coal industry and the availability of renewable energy sources in the Appalachian region. Because of the geography of the region, variable renewable energy sources are not available without significant size and siting restrictions. However, biomass in the form of wood waste is abundant and can be used as a carbon neutral energy source. Combining biomass and coal processing, in addition to thermal power plants, can increase system profits and efficiency by providing peaking power and conversion opportunities for secondary markets. The electric load is based on publicly available demand data from Appalachian Power, which services the western Virginia and southern West Virginia in the Appalachian region. The demand information is combined by service, normalized, and scaled to an average demand of 1000 kW, which will be the basis for sizing the hybrid energy system. A traditional screening curve analysis for a coal plant and advanced reactor shows that the least cost design varies significantly based on the assumed discount rate and capital recovery period. An optimization program to size the design in TEAL based on the load curve gives 10 optimal designs, all with a negative resulting net present value (NPV) and a coal plant capacity of less than 15%. Including profits from selling captured carbon at a flat rate results in a positive NPV; however, the coal capacity factor only increases to about 40%. There are limitations with this optimization as well since the price of CO2 is likely to decrease as more is sold to the conversion market. The suggested design will combine coal power, an advanced reactor, and coal and biomass coprocessing to produce a variety of products that can be sold to the conversion market while increasing system efficiency. The analysis of conversion pathways for coal and biomass reveals that multiple options will need to be included in the analysis to produce the optimal system design. Three systems will be optimized and compared to determine the best design based on the figures of merit of total NPV and cost of carbon avoided. The first system will include a coal power plant and an advanced reactor that will sell electricity to the grid to meet demand and sell captured carbon to the conversion market. The second system adds a high-temperature steam electrolysis plant, which will utilize electricity during times of low demand to produce hydrogen and sell it to the conversion market. The third system adds biomass and coal processing with options for hydrocarbon oils, syngas to be produced for the conversion market, and electricity generation to power components within the system or provide peaking power. This analysis will be based on a new approach that combines traditional screening curve methods with a dispatch algorithm that optimizes the system based on the opportunity cost of different production options. The resulting optimization algorithm should provide results with less processing time than HERON’s decision tree method. The results from this analysis will determine an optimal design and reinforce the benefits of coal power when used in a hybrid energy system. The initial results show that the addition of a secondary market for carbon sales could result in a positive NPV and increases the capacity factor of the coal plant as compared to a design with only sales to the electricity market. The addition of more markets and additional coal consumption from biomass coprocessing could increase NPV further, replace carbon in other markets through the sale of biomass-derived hydrocarbons, and demonstrate the value of coal power technology.

01 COAL, LIGNITE, AND PEAT↗

Optimization of Thermal Conductance at Interfaces Using Machine Learning Algorithms

We report optimization of thermal transport across the interface of two different materials is critical to micro-/nanoscale electronic, photonic, and phononic devices. Although several examples of compositional intermixing at the interfaces having a positive effect on interfacial thermal conductance (ITC) have been reported, an optimum arrangement has not yet been determined because of the large number of potential atomic configurations and the significant computational cost of evaluation. On the other hand, computation-driven materials design efforts are rising in popularity and importance. Yet, the scalability and transferability of machine learning models remain as challenges in creating a complete pipeline for the simulation and analysis of large molecular systems. In this work we present a scalable Bayesian optimization framework, which leverages dynamic spawning of jobs through the Message Passing Interface (MPI) to run multiple parallel molecular dynamics simulations within a parent MPI job to optimize heat transfer at the silicon and aluminum (Si/Al) interface. We found a maximum of 50% increase in the ITC when introducing a two-layer intermixed region that consists of a higher percentage of Si. Because of the random nature of the intermixing, the magnitude of increase in the ITC varies. We observed that both homogeneity/heterogeneity of the intermixing and the intrinsic stochastic nature of molecular dynamics simulations account for the variance in ITC.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Investigating capacity credit sensitivity to reliability metrics and computational methodologies

Assigning capacity value to renewable energy sources (RES) is a challenge faced in planning their integration with the grid. The difficulties stem from the natural characteristics of variability and intermittency of wind and solar sources. The capacity credit (CC) analysis evaluates the system’s actual power output compared with a constant capacity generator, i.e., conventional generator and determines an effective capacity to use for planning and operation. Herein this paper presents different factors that could affect the CC of a system. Two methods are proposed to determine the CC, namely equivalent firm capacity (EFC) and effective load carrying capability (ELCC). Since these methods are based on satisfying reliability criteria, daily loss of load expectation (LOLE), hourly loss of load (LOLH), and expected energy not served (EENS) have been employed as indices. To obtain the CC value, both methods apply two techniques: traditional and optimization. Genetic algorithm (GA) is the optimization approach used in this paper. Then, this work compares the two techniques and shows the superior performance of the optimization approach. Two hybrid systems, stand-alone (SA) and grid-connected (GC) modes, are proposed and used as case studies. The hybrid systems consist of photovoltaic (PV), wind turbine (WT), and battery energy storage system (BESS). In this work, three different scenarios are used to compare capacity credit: system as a whole, only wind, and no batteries. Finally, sensitivity analysis is carried out to examine the impact of varying the wind speed, solar irradiation, and load. It is demonstrated that the choice of reliability index plays an important role in determining the capacity credit and it is shown that EENS is a more comprehensive and consistent index of reliability.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Analysis of core asymmetries in inertial confinement fusion implosions using three-dimensional hot-spot reconstruction

Three-dimensional effects play a crucial role during the hot-spot formation in inertial confinement fusion (ICF) implosions. A data analysis technique for 3D hot-spot reconstruction from experimental observables has been developed to characterize the effects of low modes on 3D hot-spot formations. In nuclear measurements, the effective flow direction, governed by the maximum eigenvalue in the velocity variance of apparent ion temperatures, has been found to agree with the measured hot-spot flows for implosions dominated by mode ℓ = 1. Asymmetries in areal-density (ρR) measurements were found to be characterized by a unique cosine variation along the hot-spot flow axis. In x-ray images, a 3D hot-spot x-ray emission tomography method was developed to reconstruct the 3D hot-spot plasma emissivity using a generalized spherical-harmonic Gaussian function. The gradient-descent algorithm was used to optimize the mapping between the projections from the 3D hot-spot emission model and the measured x-ray images along multiple views. Furthermore, this work establishes a platform to analyze 3D low-mode core asymmetries in ICF.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗

Reliable numerical computation in an optimal output-feedback design

A reliable algorithm is presented for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is a part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. This approach through the use of an accurate Pade series approximation does not require the closed-loop system matrix to be diagonalizable. The algorithm was included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm was demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.

Vansteenwyk, Brett↗

A real-time guidance algorithm for aerospace plane optimal ascent to low earth orbit

Problems of onboard trajectory optimization and synthesis of suitable guidance laws for ascent to low Earth orbit of an air-breathing, single-stage-to-orbit vehicle are addressed. A multimode propulsion system is assumed which incorporates turbojet, ramjet, Scramjet, and rocket engines. An algorithm for generating fuel-optimal climb profiles is presented. This algorithm results from the application of the minimum principle to a low-order dynamic model that includes angle-of-attack effects and the normal component of thrust. Maximum dynamic pressure and maximum aerodynamic heating rate constraints are considered. Switching conditions are derived which, under appropriate assumptions, govern optimal transition from one propulsion mode to another. A nonlinear transformation technique is employed to derived a feedback controller for tracking the computed trajectory. Numerical results illustrate the nature of the resulting fuel-optimal climb paths.

Calise, A. J.↗

Optimization-based, property-preserving algorithm for passive tracer transport

Here we present a new optimization-based property-preserving algorithm for passive tracer transport. The algorithm utilizes a semi-Lagrangian approach based on incremental remapping of the mass and the total tracer. However, unlike traditional semi-Lagrangian schemes, which remap the density and the tracer mixing ratio through monotone reconstruction or flux correction, we utilize an optimization-based remapping that enforces conservation and local bounds as optimization constraints. In so doing we separate accuracy considerations from preservation of physical properties to obtain a conservative, second-order accurate transport scheme that also has a notion of optimality. Moreover, we prove that the optimization-based algorithm preserves linear relationships between tracer mixing ratios. We illustrate the properties of the new algorithm using a series of standard tracer transport test problems in a plane and on a sphere.

97 MATHEMATICS AND COMPUTING↗

Evaluation of Genetic Algorithm Concepts Using Model Problems: Multi-Objective Optimization - Part 2

A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of simple model problems. Several new features including a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all optimization problems attempted. The binning algorithm generally provides pareto front quality enhancements and moderate convergence efficiency improvements for most of the model problems. The gene-space transformation procedure provides a large convergence efficiency enhancement for problems with non-convoluted pareto fronts and a degradation in efficiency for problems with convoluted pareto fronts. The most difficult problems --multi-mode search spaces with a large number of genes and convoluted pareto fronts-- require a large number of function evaluations for GA convergence, but always converge.

Holst, Terry L.↗

Control simulations of many-body quantum systems by a synergism of discrete real-time learning and optimal control theory

We present a self-consistent algorithm for optimal control simulations of many-body quantum systems. The algorithm features a two-step synergism that combines discrete real-time machine learning (DRTL) with Quantum Optimal Control Theory (QOCT) using the time-dependent Schrödinger equation. Specifically, in step (1), DRTL is employed to identify a compact working space (i.e., the important portion of the Hilbert space) for the time evolution of the many-body quantum system in the presence of a control field (i.e., the initial or previously updated field), and in step (2), QOCT utilizes the DRTL-determined working space to find a newly updated control field for a chosen objective. Steps 1 and 2 are iterated until a self-consistent control objective value is reached such that the resulting optimal control field yields the same targeted objective value when the corresponding working space is systematically enlarged. Furthermore, to demonstrate this two-step self-consistent DRTL-QOCT synergistic algorithm, we perform optimal control simulations of strongly interacting 1D as well as 2D Heisenberg spin systems. In both scenarios, only a single spin (at the left end site for 1D and the upper left corner site for 2D) is driven by the time-dependent control fields to create an excitation at the opposite site as the target. It is found that, starting from all spin-down zero excitation states, the synergistic method is able to identify working spaces and convergence of the desired controlled dynamics with just a few iterations of the overall algorithm. In the cases studied, the dimensionality of the working space scales only quasi-linearly with the number of spins.

Artificial neural networks↗

Decentralized Failure-Tolerant Optimization of Electric Vehicle Charging

We present a decentralized failure-tolerant algorithm for optimizing electric vehicle (EV) charging, using charging stations as computing agents. The algorithm is based on the alternating direction method of multipliers (ADMM) and it has the following features: (i) It handles capacity, peak demand, and ancillary services coupling constraints. (ii) It does not require a central agent collecting information and performing coordination (e.g. an aggregator), instead all agents exchange information and computations are carried out in a fully decentralized fashion. (iii) It can withstand the failure of any number of computing agents, as long as the remaining computing agents are in a connected communications network. We construct this algorithm by reformulating the optimal EV charging problem in a decomposable form, amenable to ADMM, and then developing efficient decentralized solution methods for the subproblems dealing with coupling constraints. We conduct numerical experiments on industry-scale synthetic EV charging datasets, with up to 1,152 charging stations, using a high performance computing cluster. The experiments demonstrate that the proposed algorithm can solve the optimal EV charging problem fast enough to permit the integration of EV charging with real-time electricity markets, even in the presence of failures.

42 ENGINEERING↗