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At least 127 records · Page 7

Mathematical Programming Models for Shale Oil & Gas Development: A Review and Perspective

Here, in this paper, we provide a comprehensive review of mathematical programming models for shale oil & gas development, and we offer a perspective on outstanding research opportunities. We distinguish contributions in five major topic areas, namely: (1) development planning, (2) water management, (3) production optimization, (4) supplies, gathering & processing, and (5) life cycle analysis & sustainability. We highlight how various types of mathematical programming models (i.e., linear programs, nonlinear programs, mixed-integer linear programs, mixed-integer nonlinear programs) have been proposed primarily by the Process Systems Engineering community to address the respective decision-making problems, and we highlight instances of successful deployment in industry. Finally, based on a critical assessment of the existing body of work, we identify opportunities for future research across the major topic areas.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Porting the Nonlinear Optimization Library HiOp to Accelerator-Based Hardware Architectures

While interior point method has been the centerpiece of nonlinear programming tools used in science and engineering, its reliance on linear solvers that can tackle sparse symmetric indefinite and highly ill-conditioned problems made it difficult to implement it effectively on hardware accelerators. HiOp optimization package attempts to provide an implementation of the interior point method suitable for hardware accelerators by compressing the original sparse problem to produce an underlying linear problem that is dense and of manageable size. Implementations of dense linear solvers are more mature and utilize hardware accelerators better than their sparse counterparts. There is a number of important domain problems, such as optimal power flow analysis for power grids, where the sparse problem can be effectively compressed and deploying dense linear solver within the interior point method can improve performance. Here we describe a portable implementation of HiOp optimization engine, which uses a linear solver from Magma library and runs entirely on hardware accelerators. To compress the problem, HiOp uses customized mixed dense-sparse linear algebra. All HiOp kernels are implemented using Umpire and RAJA portability libraries. We describe details of the implementation and discuss trade-offs between performance, portability and development cost.

97 MATHEMATICS AND COMPUTING↗

Data-Conforming Data-Driven Control: Avoiding Premature Generalizations Beyond Data

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in their own construction. This is due to the linearity of the underlying system, inherently assumed and formulated in most data-driven control approaches, which may falsely generalize the behavior of the system beyond the behavior experienced in the data. This article seeks to mitigate these problems by enforcing consistency of the newly designed closed-loop systems with data and slowing down any distributional shifts in the joint state-input space. This is achieved through incorporating affine regularization terms and linear matrix inequality constraints to data-driven approaches, resulting in convex semi-definite programs that can be efficiently solved by standard software packages. We discuss the optimality conditions of these programs and then conclude this article with a numerical example that further highlights the problem of premature generalization beyond data and shows the effectiveness of our proposed approaches in enhancing the safety of data-driven control methods.

97 MATHEMATICS AND COMPUTING↗

Joint Optimization of Multimodal Transit Frequency and Shared Autonomous Vehicle Fleet Size with Hybrid Metaheuristic and Nonlinear Programming

Shared autonomous vehicles (SAVs) bring competition to traditional transit services but redesigning multimodal transit network can utilize SAVs as feeders to enhance service efficiency and coverage. This paper presents an optimization framework for the joint multimodal transit frequency and SAV fleet size problem, a variant of the transit network frequency setting problem. The objective is to maximize total transit ridership (including SAV-fed trips and subtracting boarding rejections) across multiple time periods under budget constraints, considering endogenous mode choice (transit, point-to-point SAVs, driving) and route selection, while allowing for strategic route removal by setting frequencies to zero. Due to the problem’s non-linear, non-convex nature and the computational challenges of large-scale networks, we develop a hybrid solution approach that combines a metaheuristic approach (particle swarm optimization) with nonlinear programming for local solution refinement. To ensure computational tractability, the framework integrates analytical approximation models for SAV waiting times based on fleet utilization, multimodal network assignment for route choice, and multinomial logit mode choice behavior, bypassing the need for computationally intensive simulations within the main optimization loop. Applied to the Chicago metropolitan area’s multimodal network, our method illustrates a 33.3% increase in transit ridership through optimized transit route frequencies and SAV integration, particularly enhancing off-peak service accessibility and strategically reallocating resources.

Ng, Max↗

An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinear complementarity problems arising in transportation networks. We develop an iteratively regularized incremental gradient method where at each iteration, agents communicate over a directed cycle graph to update their solution iterates using their local information about the objective and the mapping. The proposed method is single-timescale in the sense that it does not involve any excessive hard-to-project computation per iteration. We derive nonasymptotic agent-wise convergence rates for the suboptimality of the global objective function and infeasibility of the VI constraints measured by a suitably defined dual gap function. Finally, the proposed method appears to be the first fully iterative scheme equipped with iteration complexity that can address distributed optimization problems with VI constraints over cycle graphs.

convergence↗

Optimal assignment for the single-household shared autonomous vehicle problem

Autonomous vehicles have the potential to transform the way people are transported. While driverless technology may mean fewer vehicles are required to transport people to and from their daily activities, such changes may result in increased congestion or total miles traveled. In this study, we solve the single-household shared autonomous vehicle problem to identify cost-optimal routings of vehicles throughout the day. Such a tool will be useful for consumers seeking to minimize cost and for regulators seeking to understand and predict how people may behave in different scenarios. Here, we provide a thorough literature review and construct a mixed-integer linear program to minimize the daily travel cost of a household attending a given set of activities. Since solution time is a determinant for applicability of such a model, we present the model in a component-wise fashion. This approach allows us to understand which features most affect the problem complexity and solution time. We note that modeling carpooling is the feature that most increases time to find an optimal solution, and we therefore propose a novel modeling technique for carpooling two people. We illustrate the performance of our model by comparing it with other models from the literature and note that our model can solve significantly larger problem instances and in a time that is short enough to facilitate real-time scheduling. We also highlight the utility of our model for regulators, who can use it to analyze quickly produced optimal routes under different cost/tax scenarios.

33 ADVANCED PROPULSION SYSTEMS↗

Optimal Heliostat Assignment Strategy for Multiple-Receiver Systems

Next-generation concentrating solar power concepts currently being developed under the U.S. Department of Energy's Gen3 program include several novel heliostat field and receiver arrangements. Among these concepts are solar fields utilizing multiple receivers or several distinct receiver flux control zones, and each of which has particular power or peak flux constraints. In this paper, we present a linear program that identifies optimal heliostat-to-receiver assignment strategies for multi-receiver or multi-zone solar fields based on detailed calculations made by an optics modeling package. Two distinct problems are addressed: namely, (1) a design problem that chooses the optimal set of heliostats to include in a final layout given receiver constraints and performance, and (2) an operations problem that assigns existing heliostats to a receiver, maximizing field power output while maintaining receiver power constraints. The optimization methodology is integrated into the concentrating solar power tower modeling package SolarPILOTTM, and results are presented showing that heliostat assignment strategies can impact both initial heliostat field layout characteristics and the cost of thermal energy produced by the field. The methodology succeeds in maintaining power requirements but at the expense of producing different flux profiles on each receiver surface. Consequently, the paper also discusses additional measures that are applied to ensure that desirable flux distribution properties are maintained, reducing local flux mean-absolute-deviation values from a baseline of 17% or greater to less than 5% compared to a desired reference flux profile.

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

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗

Bi-Level Linear Programming Model for Automatic Load Shedding: A Distributed Wide-Area Measurement System-based Solution

Load shedding is currently implemented as a two-step based approach. In the first step, manual load shedding is taken place, were system operators, using estimates, inform distribution utilities of predicted stressful conditions. Information provided include the potential use of energy reserves, as well as load shedding amount. In a second step, automatic load shedding is done. The latter is realized using protection relays. While considering frequency variation, pre-defined values of load to be shed and correspondent number of stages for such to be realized are transformed into relay settings. Under-frequency protection relays use only local measurements towards decision making, thus operate in a decentralized architecture. Decision making is done in milliseconds plus breaker time. While this approach has provided much system reliability, considering the new smart grid paradigm, where system dynamics are much faster due to increasing renewable resources penetration, in some operating conditions it will generate sub-optimal solutions, such as islanding. Phasor measurement units provide a source of information which can be useful for this problem. Centralized architecture-based solutions for automatic load shedding, as present in the state-of-the-art, require though total processing times which are not acceptable for real-life implementation. In this work, considering the above, a bi-level linear programming model is presented. The model is implemented considering a distributed architecture while leveraging phasor measurement units data. The upper-level model estimates the current system state. Results of this model are embedded in a lower-level model, which decision variables are the location and load value to be shed. Easy-to-implement model, built-on the classic weighted least squares solution, highlight potential aspects towards real-life applications.

Bretas, Arturo Suman↗

A Scalable Approach to Minimize Charging Costs for Electric Bus Fleets

Incorporating battery electric buses into bus fleets faces three primary challenges: a BEB’s extended refuel time, the cost of charging, both by the consumer and the power provider, and large compute demands for planning methods. When BEBs charge, the additional demands on the grid may exceed hardware limitations, so power providers divide a consumer’s energy needs into separate meters even though doing so is expensive for both power providers and consumers. Prior work has developed a number of strategies for computing charge schedules for bus fleets; however, prior work has not worked to reduce costs by aggregating meters. Additionally, because many works use mixed integer linear programs, their compute needs make planning for commercial-sized bus fleets intractable. This work presents a multi-program approach to computing charge plans for electric bus fleets. The proposed method solves a series of subproblems where the solution to the charge problem becomes more refined with each problem, moving closer to the optimal schedule. The results demonstrate how runtimes are reduced by using intermediate subproblems to refine the bus charge solution so that the proposed method can be applied to large bus fleets of 100+ buses. Not only will we demonstrate that runtimes scale linearly with the number of buses but we will also show how the proposed method scales to large bus fleets of over 100 buses while managing the monthly cost of energy.

Mortensen, Daniel (ORCID:0000000276494452)↗

Static actuator-sharing algorithm for concurrent control of multiple plasma properties

Simultaneous regulation of multiple properties in next-generation tokamaks like ITER and fusion pilot plant may require the integration of different plasma control algorithms. Such integration requires the conversion of individual controller commands into physical actuator requests while accounting for the coupling between different plasma properties. This work proposes a tokamak and scenario-agnostic actuator-sharing algorithm (ASA) to perform the above-mentioned command-request conversion and, hence, integrate multiple plasma controllers. The proposed algorithm implicitly solves a quadratic programming (QP) problem formulated to account for the saturation limits and the relation between the controller commands and physical actuator requests. Since the constraints arising in the QP program are linear, the proposed ASA is highly computationally efficient and can be implemented in the tokamak plasma control system in real time. Furthermore, the proposed algorithm is designed to handle real-time changes in the control objectives and actuators’ availability. Nonlinear simulations carried out using the Control Oriented Transport SIMulator illustrate the effectiveness of the proposed algorithm in achieving multiple control objectives simultaneously.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Koopman Model Predictive Control for Eco-Driving of Automated Vehicles

In this paper, we develop a data-driven process for building a model predictive control (MPC) for eco-driving of automated vehicles. The process involves performing system identification in which the non-linear vehicle dynamics model is approximated by the Koopman operator, a linear predictor of higher state-dimension, in a data-driven framework. This approach allows us to formulate the eco-driving problem in a constrained quadratic program that leads to a computationally fast MPC. The MPC is then implemented as a closed-loop control of an electric vehicle in numerical simulations for demonstration.

autonomous vehicle↗

Control of Fractional Diffusion Problems via Dynamic Programming Equations

In this study, we explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation, we use the Hamilton–Jacobi–Bellman equation. It is well known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high-dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

97 MATHEMATICS AND COMPUTING↗

Decentralized Low-Rank State Estimation for Power Distribution Systems

This article considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be an effective technique in state estimation that exploits the low dimensionality of the power system measurements to recover missing information. This technique can utilize an approximate (linear) load flow model, or it can be used with no physical models in a network where no information about the topology or line admittance is available. The direct application of matrix completion algorithms requires solving a semi-definite programming (SDP) problem, which becomes computationally challenging for large networks. We therefore develop a decentralized algorithm that capitalizes on the popular proximal alternating direction method of multipliers (proximal ADMM). The method allows us to distribute the computation among different areas of the network, leading to a scalable algorithm. By doing all computations at individual control areas and only communicating with neighboring areas, the algorithm eliminates the need for data to be sent to a central processing unit and thus increases efficiency and contributes to the goal of autonomous control of distribution networks. We illustrate the advantages of the proposed algorithm numerically using standard IEEE test cases.

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

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗

Real-time dispatch optimization for concentrating solar power with thermal energy storage

Concentrating solar power (CSP) plants present a promising path towards utility-scale renewable energy. The power tower, or central receiver, configuration can achieve higher operating temperatures than other forms of CSP, and, like all forms of CSP, naturally pairs with comparatively inexpensive thermal energy storage, which allows CSP plants to dispatch electricity according to market price incentives and outside the hours of solar resource availability. Currently, CSP plants commonly include a steam Rankine power cycle and several heat exchange components to generate high-pressure steam using stored thermal energy. The efficiency of the steam Rankine cycle depends on the temperature of the plant's operating fluid, and so is a main concern of plant operators. However, the variable nature of the solar resource and the conservatism with which the receiver is operated prevent perfect control over the receiver outlet temperature. Therefore, during periods of solar variability, collection occurs at lower-than-design temperature. To support operator decisions in a real-time setting, we develop a revenue-maximizing non-convex mixed-integer, quadradically-constrained program which determines a dispatch schedule with sub-hourly time fidelity and considers temperature-dependent power cycle efficiency. The exact nonlinear formulation proves intractable for real-time decision support. Here we present exact and inexact techniques to improve problem tractability that include a hybrid nonlinear and linear formulation. Our approach admits solutions within approximately 3% of optimality, on average, within a five-minute time limit, demonstrating its usability for decision support in a real-time setting.

14 SOLAR ENERGY↗