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At least 127 records · Page 7

A Surrogate-Based Asynchronous Decomposition Technique for Realistic Security-Constrained Optimal Power Flow Problems

Here we present a decomposition approach for obtaining good feasible solutions for the security-constrained, alternating-current, optimal power flow (SC-AC-OPF) problem at an industrial scale and under real-world time and computational limits. The approach was designed while preparing and participating in ARPA-E’s Grid Optimization Competition (GOC) Challenge 1. The challenge focused on a near-real-time version of the SC-AC-OPF problem, where a base operating point is optimized, taking into account possible single-element contingencies, after which the system adapts its operating point following the response of automatic frequency droop controllers and voltage regulators. Our solution approach for this problem relies on state-of-the-art nonlinear programming algorithms, and it employs nonconvex relaxations for complementarity constraints, a specialized two-stage decomposition technique with sparse approximations of recourse terms and contingency ranking and prescreening. The paper describes and justifies our approach and outlines the features of its implementation, including functions and derivatives evaluation, warm-starting strategies, and asynchronous parallelism. We discuss the results of the independent benchmark of our approach by ARPA-E’s GOC team in Challenge 1, where it was found to consistently produce high-quality solutions across a wide range of network sizes and difficulty, and conclude by outlining future extensions of the approach.

97 MATHEMATICS AND COMPUTING↗

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↗

Optimization of groundwater artificial recharge systems using a genetic algorithm: a case study in Beijing, China

An optimization approach is used for the operation of groundwater artificial recharge systems in an alluvial fan in Beijing, China. The optimization model incorporates a transient groundwater flow model, which allows for simulation of the groundwater response to artificial recharge. The facilities’ operation with regard to recharge rates is formulated as a nonlinear programming problem to maximize the volume of surface water recharged into the aquifers under specific constraints. This optimization problem is solved by the parallel genetic algorithm (PGA) based on OpenMP, which could substantially reduce the computation time. To solve the PGA with constraints, the multiplicative penalty method is applied. In addition, the facilities’ locations are implicitly determined on the basis of the results of the recharge-rate optimizations. Two scenarios are optimized and the optimal results indicate that the amount of water recharged into the aquifers will increase without exceeding the upper limits of the groundwater levels. Optimal operation of this artificial recharge system can also contribute to the more effective recovery of the groundwater storage capacity.

58 GEOSCIENCES↗

Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching

This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the convex quadratic relaxation of the optimal transmission switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. Next, we introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the optimal transmission switching problem in power systems. Using the proposed improvements, along with bound propagation, on 23 medium-sized test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on five instances. The tightened model has promising computational results when compared with state-of-the-art formulations.

97 MATHEMATICS AND COMPUTING↗

The allocation of a variable series reactor considering AC constraints and contingencies

The Variable Series Reactors (VSRs) can efficiently control the power flow through the adjustment of the line reactance. When they are appropriately allocated in the power network, the transmission congestion and generation cost can be reduced. Our work proposes a planning model to optimally allocate VSRs considering AC constraints and multi-scenarios including base case and contingencies. The planning model is originally a non-convex large scale mixed integer nonlinear program (MINLP), which is generally intractable. The proposed Benders approach decomposes the MINLP model into a mixed integer linear program (MILP) master problem and a number of nonlinear subproblems. Numerical case studies based on IEEE 118-bus demonstrate the high performance of the proposed approach.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Integrated analysis and design for controlled nonlinear multibody systems

A hybrid approach for integrated analysis and design of nonlinear multibody systems is proposed. Based on the approach, a general-purpose design tool is developed for nonlinear dynamic systems subjected to nonlinear design constraints. For analysis purposes, second-order nonlinear equations of motion of the system are automatically generated using general-purpose multibody formulations. Once the equations are solved, they are written in first-order form to take advantage of the first-order formulations of design sensitivity analysis for dynamic systems. A nonlinear programming technique is then used to optimize the nonlinear systems, such that a nonlinear cost function is minimized and performance constraints are satisfied. The approach proved to be very general and useful for design and analysis of controlled multibody systems. The approach is applied to the design of passive dynamic controllers for slewing control of multibody systems.

Wu, Shih-Chin↗

(abstract) Optimal Low Thrust Trajectories Using Differential Inclusion Concepts

Low thrust propulsion systems typically have their greatest benefit for high energy missions or missions with large post-launch maneuver requirements. Missions which have been examined include main belt asteroid rendezvous, comet rendezvous, outer planet and Mercury orbiters, Pluto flyby, and solar probe missions. Low thrust mission design software used to determine these trajectories is based on two distinct formulations of the optimal control problem: the indirect and direct methods. The traditional approach (indirect) is to use the calculus of variations to obtain first order necessary conditions on the states and costates. In contrast, direct methods are conceptually different in that no explicit integration takes place. A direct method based on differential inclusion concepts has been developed and successfully used to compute low thrust trajectories. This new approach removes explicit control dependence from the problem thereby reducing the dimension of the parameter space for the nonlinear programming problem. Also when compared to other direct methods, fewer nonlinear constraints are required to represent the dynamics of the problem.

low↗

An MINLP formulation for the optimization of multicomponent distillation configurations

Designing configurations for multicomponent distillation, a ubiquitous process in chemical and petrochemical industries, is often challenging. This is because, as the number of components increases, the number of admissible distillation configurations grows rapidly and these configurations vary substantially in their energy needs. Consequently, if a method could identify a few energy-efficient choices from this large set of alternatives, it would be extremely attractive to process designers. This paper develops here such a method by solving a Mixed Integer Nonlinear Program (MINLP) that is formulated to pick, among the regular-column configurations of Shah and Agrawal (2010b), those configurations that have a low vapor-duty requirement. To compute the minimum vapor-duty requirement for each column within the configuration, we use techniques that rely on the Underwood’s method. The combined difficulty arising from the nonlinearity of Underwood equations and the combinatorial explosion of the choice-set of alternatives poses unmistakable challenges for the branch-and-bound algorithm, the current method of choice to globally solve MINLPs. To address this difficulty, we exploit the structure of Underwood equations and derive valid cuts that expedite the convergence of branch-and-bound by enabling global solvers, such as BARON, infer tighter bounds on Underwood roots. This provides a quick way to identify a few lucrative alternative configurations for separation of a given non-azeotropic mixture. We illustrate the practicality of our approach on a case-study concerning heavy-crude distillation and on various other examples from the literature.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Network-Level Optimization for Unbalanced Power Distribution System: Approximation and Relaxation

The nonlinear programming (NLP) problem to solve distribution-level optimal power flow (D-OPF) poses convergence issues and does not scale well for unbalanced distribution systems. The existing scalable D-OPF algorithms either use approximations that are not valid for an unbalanced power distribution system, or apply relaxation techniques to the nonlinear power flow equations that do not guarantee a feasible power flow solution. In this paper, we propose scalable D-OPF algorithms that simultaneously achieve optimal and feasible solutions by solving multiple iterations of approximate, or relaxed, D-OPF subproblems of low complexity. The first algorithm is based on a successive linear approximation of the nonlinear power flow equations around the current operating point, where the D-OPF solution is obtained by solving multiple iterations of a linear programming (LP) problem. The second algorithm is based on the relaxation of the nonlinear power flow equations as conic constraints together with directional constraints, which achieves optimal and feasible solutions over multiple iterations of a second-order cone programming (SOCP) problem. Finally, it is demonstrated that the proposed algorithms are able to reach an optimal and feasible solution while significantly reducing the computation time as compared to an equivalent NLPD-OPF model for the same distribution system.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Analytical Partial Derivatives of the Q-Law Guidance Algorithm

One method of producing low-thrust trajectories is the closed-loop Q-Law guidance algorithm. This work wraps Q-Law inside a nonlinear programming problem to search for locally optimal gain combinations and enforce nonlinear constraints on the initial state. Gradient-based trajectory optimization has been shown to benefit greatly when analytical partial derivatives are supplied to the optimizer. This paper presents the Q-Law optimization problem setup and derives the Q-Law thrust vector partial derivatives for the State Transition Matrix required by standard nonlinear optimization software.

Jackson L Shannon↗

Joint Topology Identification and State Estimation in Unobservable Distribution Grids

Many distribution system operations (e.g., state estimation, control, fault detection/localization) rely on the assumption that the underlying topology is accurately defined. In general, topology identification is a challenging problem in distribution systems as these systems are unobservable with a very limited number of available measurements. In this paper, we tackle this problem by designing a compressive sensing framework that jointly estimates the systems states and network topology via an integrated mixed integer nonlinear program (MINLP) formulation. Here, two reformulations of the original MINLP problems are investigated. Firstly, in order to remove the nonlinearity in the MINLP formulation, a mixed integer linear programming (MILP) problem that employs auxiliary variables is derived. Furthermore, to achieve a faster solution, convex relaxation of the original formulation is derived. Finally, using a Markovian model for topology changes, prior information about system topology is used to improve topology identification particularly when a limited amount of measurements is available. Simulation results on IEEE 37-bus test feeder and IEEE 123-bus test feeder illustrate the efficiency and scalability of the proposed approaches from both state estimation and topology identification point of view (even with 30% of available data).

42 ENGINEERING↗

Computable optimal value bounds for generalized convex programs

It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated.

Fiacco, Anthony V.↗

Mathematical programming formulations for satellite synthesis

The problem of satellite synthesis can be described as optimally allotting locations and sometimes frequencies and polarizations, to communication satellites so that interference from unwanted satellite signals does not exceed a specified threshold. In this report, mathematical programming models and optimization methods are used to solve satellite synthesis problems. A nonlinear programming formulation which is solved using Zoutendijk's method and a gradient search method is described. Nine mixed integer programming models are considered. Results of computer runs with these nine models and five geographically compatible scenarios are presented and evaluated. A heuristic solution procedure is also used to solve two of the models studied. Heuristic solutions to three large synthesis problems are presented. The results of our analysis show that the heuristic performs very well, both in terms of solution quality and solution time, on the two models to which it was applied. It is concluded that the heuristic procedure is the best of the methods considered for solving satellite synthesis problems.

Bhasin, Puneet↗

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Alexandrov, Natalia↗

Coramin v. 0.1 Beta

Coramin is a package that provides tools for developing tailored algorithms for mixed-integer nonlinear programming problems. This software includes the ability to: - Generate convex or piecewise relaxations of nonlinear optimization problems, addressing bilinear, quadratic, and convex/concave univariate functions - Perform optimization-based bounds tightening on all or subsets of the problem variables - Generate polyhedral envelopes for multi-linear functions

Bynum, Michael↗

Trajectory optimization for real-time guidance. I - Time-varying LQR on a parallel processor

A key algorithmic element of a real-time trajectory optimization hardware/software implementation, the quadratic program (QP) solver element, is presented. The purpose of the effort is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter. Many methods of nonlinear programming require the solution of a QP at each iteration. In the trajectory optimization case the QP has a special dynamic programming structure, a LQR-like structure. QP algorithm speed is increased by taking advantage of this special structure and by parallel implementation.

Psiaki, Mark L.↗

Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

HUB LOADS↗