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DOE OSTI2024

Shortest path network interdiction with asymmetric uncertainty

Abstract This paper considers an extension of the shortest path network interdiction problem that incorporates robustness to account for parameter uncertainty. The shortest path interdiction problem is a game of two players with conflicting agendas and capabilities: an evader, who traverses the arcs of a network from a source node to a sink node using a path of shortest length, and an interdictor, who maximizes the length of the evader's shortest path by interdicting arcs on the network. It is usually assumed that the parameters defining the network are known exactly by both players. We consider the situation where the evader assumes the nominal parameter values while the interdictor uses robust optimization techniques to account for parameter uncertainty or sensor degradation. We formulate this problem as a nonlinear mixed‐integer semi‐infinite bilevel program and show that it can be converted into a mixed‐integer linear program with a second order cone constraint. We use random geometric networks and transportation networks to perform computational studies and demonstrate the unique decision strategies that our variant produces. Solving the shortest path interdiction problem with asymmetric uncertainty protects the interdictor from investing in a strategy that hinges on key interdictions performing as promised. It also provides an alternate strategy that mitigates the risk of these worst‐case possibilities.

Punla‐Green, She'ifa Z.↗

DOE OSTI2020

A robust offering strategy for wind producers considering uncertainties of demand response and wind power

This paper proposes a risk-constrained decision-making approach for a wind power producer participating in the day-ahead market. In the developed model, a flexible demand response trading scheme between the wind power producer and different customers is employed. Through the proposed demand response mechanism, the wind power producer is able to trade demand response resource internally with different customers, and then trade energy externally with the market to increase the expected profit and the wind energy utilization. The uncertainties in the wind power and demand response are modeled by using the information gap decision theory approach from risk averse (robust) and risk-seeking (opportunistic) perspectives. The objective of the robust model is to maximize the robust level while satisfying the desired profit, whereas the opportunistic model aims to evaluate the possibility of achieving windfall profits with favorable uncertainties. The overall offering strategy problem is modeled as a bi-objective mixed integer nonlinear programming, which is linearized by proper techniques and solved efficiently by using the normal boundary intersection technique. In this work, simulation results show that utilizing demand response resource to mitigate wind power deviations can increase a wind power producer's profit and reduce potential risks. In addition, the results demonstrate that the proposed bi-objective optimization approach enables the wind power producer to select appropriate offering decisions with respect to uncertainties.

17 WIND ENERGY↗

DOE OSTI2022

Real-Time Optimization Workflow Status Update

Economically optimal and safe operation of integrated energy systems (IES) requires optimization at many different time scales. A real-time optimization (RTO) workflow will attempt to maximize revenue and minimize operational costs on a time scale of minutes to hours. Such a workflow requires the use of a digital twin (DT), which is a virtual representation of a physical system. The DT is updated using real-time data from the physical system, and serves as a model in an optimization framework. The optimization results are then sent back to the physical system to complete the loop. This report details the progress made in developing building blocks for a DT/RTO framework. The Risk Analysis Virtual Environment (RAVEN) platform within the Framework for Optimization of Resources and Economics (FORCE) tool suite can perform many of the tasks required for building a DT and performing RTO. The first item of this report details RAVEN enhancements that enable RAVEN workflows to be run in various environments. Data communication between the physical system and its DT is essential for successful RTO. This includes preprocessing real-time data, loading data into a data warehouse, and querying the stored data. The second section of this report describes the progress made in implementing an adapter in Python in order for Deep Lynx to handle the data communication. Typical dispatch optimization frameworks are built on linear programming (LP). The prototype RTO workflow developed in this report uses an LP problem as a part of a receding-horizon- or economic model predictive control (EMPC) based optimization. The third section of this report details the framework of an RTO workflow in which the system consists of a simple electrical storage device. A DT can be built from a reduced-order model (ROM). Integrating a ROM into a typical LP optimization framework has been challenging because most optimization packages require the user to write algebraic expressions for the system model. The final section of this report shows how an externally built RAVEN ROM can be integrated in an RTO framework by using the Python package Pyomo. This demonstrates the RTO workflow capability from a software-only perspective and is an important step in demonstrating the capability to implement an RTO workflow for a physical system.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Framework for optimization of long-term, multi-period investment planning of integrated urban energy systems

In order to achieve stringent greenhouse gas emission reductions, a transition of our entire energy system from fossil to renewable resources needs to be designed. Such an energy transition brings two main challenges: most renewables generate variable electric energy, yet most demand is currently not electric (carrier mismatch) and does not always manifest at the same time as supply (temporal mismatch). Integrating multiple energy infrastructures can address both challenges by using the synergy between different energy carriers; building on existing infrastructure, while allowing a robust and flexible integration of the new. This paper proposes an optimization framework for long-term, multi-period investment planning of urban energy systems in an integrated manner. We formulate it as a mixed-integer linear program, combining a capacitated facility location with a multi-dimensional, capacitated network design problem. It includes generation and network expansion planning as well as interconnections between networks and storage infrastructure for each energy system. It can incorporate pathway effects like techno-economic developments, policy measures, and weather variations. The intended use is to support urban decision makers with long-term investment planning, though it can be tailored to fit other geographical or temporal scales. We demonstrate the model using two cases based on an average city in The Netherlands, which wants to reduce its CO 2 -emissions with 95% by 2050. In the first case, we include explicit carbon-emission constraints to study the effects of the carrier mismatch. In the second case, we implement interannual weather variations to analyze the temporal mismatch. The results give valuable insights into the energy transition design strategy for urban decision makers. They also show the future potential, as well as the computational challenges of the optimization framework.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2023

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↗

DOE OSTI2024

4-Clique network minor embedding for quantum annealers

Quantum annealing is a quantum algorithm for computing solutions to combinatorial optimization problems. This study proposes a method for minor embedding optimization problems onto sparse quantum annealing hardware graphs called 4-clique network minor embedding. This method is in contrast to the standard minor embedding technique of using a path of linearly connected qubits in order to represent a logical variable state. The 4-clique minor embedding is possible on Pegasus graph connectivity, which is the native hardware graph for some of the current D-Wave quantum annealers. The Pegasus hardware graph contains many cliques of size 4, making it possible to form a graph composed entirely of paths of connected 4-cliques on which a problem can be minor-embedded. The 4-clique chains come at the cost of additional qubit usage on the hardware graph, but they allow for stronger coupling within each chain, thereby increasing chain integrity, reducing chain breaks, and allow for greater usage of the available energy scale for programming logical problem coefficients on current quantum annealers. The 4-clique minor embedding technique is compared with the standard linear path minor embedding with experiments on two D-Wave quantum annealing processors with Pegasus hardware graphs. We show proof-of-concept experiments where the 4-clique minor embeddings can use weak chain strengths while successfully carrying out the computation of minimizing random all-to-all spin glass problem instances. Published by the American Physical Society 2024

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2022

A data-driven linear formulation of the optimal demand response scheduling problem for an industrial air separation unit

Demand response (DR) has become a key element in balancing the power grid as the contribution of time-varying renewable power generation increases. Chemical plants are appealing candidates for DR programs as they offer large, concentrated and flexible loads. DR participation calls for frequent production rate changes over time scales that overlap with the dominant dynamics of the plant. Production scheduling should therefore consider the process dynamics explicitly. Here we present a data-driven approach for modelling the scheduling-relevant dynamics based on historical closed-loop operating data using autoregressive with extra inputs (ARX) models. We introduce a new, linear scheduling problem formulation based on the ARX representation, and demonstrate its implementation on an industrial air separation unit.

42 ENGINEERING↗

DOE OSTI2021

A Computationally Efficient Algorithm for Computing Convex Hull Prices

Electricity markets worldwide allow participants to bid non-convex production offers. While non-convex offers can more accurately reflect a resource's capabilities, they create challenges for market clearing processes. For example, system operators may execute side payments when a participant’s cost is not covered through energy sale settlements from locational marginal pricing schemes, or when a participant incurs lost opportunity costs to follow the dispatch signal. Convex hull pricing minimizes these and other types of side payments while providing uniform (i.e., locationally and temporally consistent) prices. However, computing convex hull prices involves solving either a large-scale linear program - which in turn requires explicit descriptions of market participants’ convex hulls -or the Lagrangian dual of the corresponding non-convex scheduling problem. Here, we propose a computationally feasible and industrially scalable Benders decomposition approach to computing convex hull prices at least an order of magnitude faster than the current state-of-the-art while leveraging recent advances in convex hull formulations for thermal generating units.

61 RADIATION PROTECTION AND DOSIMETRY↗

DOE OSTI2025

Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls

Here, this paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which characterizes worst-case uncertain parameters for its inner maximization problem. This condition offers an alternative proof, a counterexample, and an extension to previous works. Additionally, the condition highlights the potential advantage of a specific distance metric for out-of-sample performance, as exemplified in a numerical study on a facility location problem with demand uncertainty. Furthermore, cutting-plane-based algorithms, equipped with a unified scenario generation framework, are proposed for addressing both unbounded support and second-stage dual feasible regions, with a finite convergence proof under less stringent assumptions.

Wasserstein↗

DOE OSTI2020

Managing time-substitutable electricity usage using dynamic controls

A predictive-control approach allows an electricity provider to monitor and proactively manage peak and off-peak residential intra-day electricity usage in an emerging smart energy grid using time-dependent dynamic pricing incentives. The daily load is modeled as time-shifted, but cost-differentiated and substitutable, copies of the continuously-consumed electricity resource, and a consumer-choice prediction model is constructed to forecast the corresponding intra-day shares of total daily load according to this model. This is embedded within an optimization framework for managing the daily electricity usage. A series of transformations are employed, including the reformulation-linearization technique (RLT) to obtain a Mixed-Integer Programming (MIP) model representation of the resulting nonlinear optimization problem. In addition, various regulatory and pricing constraints are incorporated in conjunction with the specified profit and capacity utilization objectives.

Ghosh, Soumyadip↗

DOE OSTI2022

Uncertainty-Informed Operation Coordination in a Water-Energy Nexus

The widespread deployment of smart heterogeneous technologies and the growing complexity in our modern society calls for effective coordination of the interdependent lifeline networks. In particular, operation coordination of electric power and water infrastructures is urgently needed as the water system is one of the most energy-intensive networks, an interruption in which may quickly evolve into a dramatic societal concern. This paper develops a novel analytic for uncertainty-aware day-ahead operation optimization of the interconnected power and water systems (PaWS). Joint probabilistic constraint (JPC) programming is employed to capture the uncertainties in wind resources and water demand forecasts. The proposed integrated stochastic model is presented as a non-linear non-convex optimization problem, where the non-linear hydraulic constraints in the water network are linearized using piece-wise linearization technique, and the non-convexity is efficiently tackled with a solution methodology to convert the proposed model with JPCs to a tractable mixed-integer linear programming (MILP) formulation that can be quickly solved to optimality. Here, the suggested framework is applied to a 15-node commercial-scale water network jointly operated with a power transmission system using a modified IEEE 57-bus test system. The numerical results demonstrate the of the proposed stochastic framework, resulting in cost reduction (13% on average when compared to the traditional setting) and energy saving of the integrated model under different realizations of uncertain renewable energy sources (RESs) and water demand scenarios. Additionally, the scalability of the proposed model is tested on a modified IEEE 118-bus test system connected to five water networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2023

Holistic fleet optimization incorporating system design considerations

The methodology described in this article enables a type of holistic fleet optimization that simultaneously considers the composition and activity of a fleet through time as well as the design of individual systems within the fleet. Often, real-world system design optimization and fleet-level acquisition optimization are treated separately due to the prohibitive scale and complexity of each problem. Importantly, this means that fleet-level schedules are typically limited to the inclusion of predefined system configurations and are blind to a rich spectrum of system design alternatives. Similarly, system design optimization often considers a system in isolation from the fleet and is blind to numerous, complex portfolio-level considerations. In reality, these two problems are highly interconnected. To properly address this system-fleet design interdependence, we present a general method for efficiently incorporating multi-objective system design trade-off information into a mixed-integer linear programming (MILP) fleet-level optimization. This work is motivated by the authors' experience with large-scale DOD acquisition portfolios. However, the methodology is general to any application where the fleet-level problem is a MILP and there exists at least one system having a design trade space in which two or more design objectives are parameters in the fleet-level MILP.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

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↗

DOE OSTI2023

TenSQL v.2023.01.20

SAND2024-02520O Tensor SQL Database performs certain relational database management system/structured query language (RDBMS/SQL) queries faster than is possible using existing state-of-the-art databases. Tensor SQL is optimized for sparse linear algebra problems and other whole-table queries. Currently, the database is being used only for research and program development. 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.

Roose, Jonathan↗

DOE OSTI2020

Toward a scalable robust security-constrained optimal power flow using a proximal projection bundle method

Robust security-constrained optimal power flow (rSCOPF) aims to find the worst-case contingencies of alternating current optimal power flow (ACOPF) in power systems. With the rise of GPU architectures on the upcoming supercomputer architectures, optimization algorithms that rely on sparse linear algebra and indefinite linear systems are becoming increasingly hard to solve efficiently (e.g. interior-point method). To address this we revisit a maximin optimization formulation of the rSCOPF and the single-level mixed-integer semidefinite programming (MISDP) reformulation, which is obtained by taking the Lagrangian relaxation of the inner minimization ACOPF problem. In this paper, we focus on the development of a proximal projection bundle method (PPBM) for solving continuous relaxation node subproblems of the MISDP problem, based primarily on the well-known alternating direction method of multipliers. Cutting planes reminiscent of bundle method ideas are also applied in coordination with updates of the proximal parameter. The cutting-plane method can generate a large number of linear inequalities, leading to a large scale but decomposable quadratic programming (QP) subproblem that is amenable to GPUs. We present the numerical results on the IEEE 30, 57, 118, and 300-bus systems by using our PBMM method. We discuss the main computational bottleneck of our method, which is the time taken to solve each iteration of a QP subproblem instance of the PPBM, and how GPU architectures can accelerate this solution process.

bundle method↗

DOE OSTI2020

Distributionally robust facility location problem under decision-dependent stochastic demand

While the traditional facility location problem considers exogenous demand, in some applications, locations of facilities could affect the willingness of customers to use certain types of services, e.g., carsharing, and therefore they also affect realizations of random demand. Moreover, a decision maker may not know the exact distribution of such endogenous demand and how it is affected by location choices. In this paper, we consider a distributionally robust facility location problem, in which we interpret the moments of stochastic demand as functions of facility-location decisions. We reformulate a two-stage decision-dependent distributionally robust optimization model as a monolithic formulation, and then derive exact mixed-integer linear programming reformulation as well as valid inequalities when the means and variances of demand are piecewise linear functions of location solutions. We conduct extensive computational studies, in which we compare our model with a decision-dependent deterministic model, as well as stochastic programming and distributionally robust models without the decision-dependent assumption. Here, the results show superior performance of our approach with remarkable improvement in profit and quality of service under various settings, in addition to computational speed-ups given by formulation enhancements. These results draw attention to the need of considering the impact of location decisions on customer demand within this strategic-level planning problem.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

A Fast Dynamic Internal Predictive Power Scheduling Approach for Power Management in Microgrids: Preprint

This paper presents a Dynamic Internal Predictive Power Scheduling (DIPPS) approach for optimizing power management in microgrids, particularly focusing on external power exchanges among diverse prosumers. DIPPS utilizes a dynamic objective function with a time-varying binary parameter to control the timing of power transfers to the external grid, facilitated by efficient usage of energy storage for surplus renewable power. The microgrid power scheduling problem is modeled as a mixed-integer nonlinear programming (MINLP-PS) and subsequently transformed into a mixed-integer linear programming (MILPPS) optimization through McCormick's relaxation to reduce computational complexity. A predictive window window with 6 data points is solved at an average of 0.92s, a 97.6% improvement over the 38.27s required for the MINLP-PS formulation, implying the numerical feasibility of the DIPPS approach for real-time implementation. Finally, the approach is validated against a static objective using real-world load data across three case studies with different time-varying parameters, demonstrating the ability of DIPPS to optimize power exchanges and efficiently utilize distributed resources while shifting the external power transfers to specified time durations.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2024

Solving the Grid Optimization Competition Challenge 3 Problem

The Grid Optimization Competition Challenge 3 Problem posed a multiperiod security-constrained unit commitment problem with base-case AC power flow. The problem formulation includes binary unit commitment decisions, nonlinear AC power flow and balance, dispatchable loads, and linearized contingency real power flow, among other features. This talk will present a modified consensus ADMM algorithm, which splits the problem into mixed-integer linear and nonlinear components, as a heuristic solution method for this large-scale mixed integer nonlinear program. We will present some computational results from the competition for our implementation and reflect on the challenges of participating the grid optimization competition.

AC power flow↗