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134 records · Page 8

Global Optimization via Quadratic Disjunctive Programming for Water Networks Design with Energy Recovery

Generalized disjunctive programming (GDP) models with bilinear and concave constraints, often seen in water network design, are challenging optimization problems. This work proposes quadratic and piecewise linear approximations for nonlinear terms to reformulate GDP models into quadratic GDP (QGDP) models that suitable solvers may solve more efficiently. We illustrate the benefits of the quadratic reformulation with a water treatment network design problem in which nonconvexities arise from bilinear terms in the mixers’ mass balances and concave investment cost functions of treatment units. Given the similarities with water network design problems, we suggest quadratic approximation for the GDP model for the optimal design of a large-scale reverse electrodialysis (RED) process. This power technology can recover energy from salinity differences between by-product streams of the water sector, such as desalination brine mixed with regenerated wastewater effluents. The solver Gurobi excels in handling QGDP problems, but weighing the problem’s precision and tractability balance is crucial. The piecewise linear approximation yields more accurate, yet larger QGDP models that may require longer optimization times in large-scale process synthesis problems.

Water Networks↗

Accelerating Continuous Variable Coherent Ising Machines Via Momentum

The Coherent Ising Machine (CIM) is a non-conventional architecture that takes inspiration from physical annealing processes to solve Ising problems heuristically. Its dynamics are naturally continuous and described by a set of ordinary differential equations that have been proven to be useful for the optimization of continuous variables nonconvex quadratic optimization problems. The dynamics of such Continuous Variable CIMs (CV-CIM) encourage optimization via optical pulses whose amplitudes are determined by the negative gradient of the objective; however, standard gradient descent is known to be trapped by local minima and hampered by poor problem conditioning. In this work, we propose to modify the CV-CIM dynamics using more sophisticated pulse injections based on tried-and-true optimization techniques such as momentum and Adam. Through numerical experiments, we show that the momentum and Adam updates can significantly speed up the CV-CIM’s convergence and improve sample diversity over the original CV-CIM dynamics. We also find that the Adam-CV-CIM’s performance is more stable as a function of feedback strength, especially on poorly conditioned instances, resulting in an algorithm that is more robust, reliable, and easily tunable. More broadly, we identify the CIM dynamical framework as a fertile opportunity for exploring the intersection of classical optimization and modern analog computing.

Ising Model↗

Assessing the Optimality of LinDist3Flow for Optimal Tap Selection of Step Voltage Regulators in Unbalanced Distribution Networks: Preprint

The adoption of distributed energy resources such as photovoltaics (PVs) has increased dramatically during the previous decade. The increased penetration of PVs into distribution networks (DNs) can cause voltage fluctuations that have to be mitigated. One of the key utility assets employed to this end are step-voltage regulators (SVRs). It is desirable to include tap selection of SVRs in optimal power flow (OPF) routines, a task that turns out to be challenging because the resultant OPF problem is nonconvex with added complexities stemming from accurate SVR modeling. While several convex relaxations based on semi-definite programming (SDP) have been presented in the literature for optimal tap selection, SDP based schemes do not scale well and are challenging to implement in large-scale planning or operational frameworks. This paper deals with the optimal tap selection (OPTS) problem for wye-connected SVRs using linear approximations of power flow equations. Specifically, the LinDist3Flow model is adopted and the effective SVR ratio is assumed to be continuous–enabling the formulation of a problem called LinDist3Flow-OPTS, which amounts to a linear program. The scalability and optimality gap of LinDist3Flow-OPTS are evaluated with respect to existing SDP-based and nonlinear programming techniques for optimal tap selection in three standard feeders, namely, the IEEE 13-bus, 123-bus, and 8500-node DNs. For all DNs considered, LinDist3Flow-OPTS achieves an optimality gap of approximately 1% or less while significantly lowering the computational burden.

linear approximations↗

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗

Analysis of the SiMPL Method for Density-Based Topology Optimization

We present a rigorous convergence analysis of a new method for density-based topology optimization that provides pointwise bound-preserving design updates and faster convergence than other popular first-order topology optimization methods. Due to its strong bound preservation, the method is exceptionally robust, as demonstrated in numerous examples here and in the companion article [D. Kim et al., Struct. Multidiscip. Optim., 68 (2025), 74]. Furthermore, it is easy to implement with clear structure and analytical expressions for the updates. Our analysis covers two versions of the method, characterized by the employed line search strategies. We consider a modified Armijo backtracking line search and a Bregman backtracking line search. For both line search algorithms, our algorithm delivers a strict monotone decrease in the objective function and further intuitive convergence properties, e.g., strong and pointwise convergence of the density variables on the active sets, norm convergence to zero of the increments, convergence of the Lagrange multipliers, and more. In addition, the numerical experiments demonstrate apparent mesh-independent convergence of the algorithm. Here, we refer to the new algorithm as the SiMPL method (pronounced “simple”), which stands for Sigmoidal Mirror descent with a Projected Latent variable.

97 MATHEMATICS AND COMPUTING↗

Polyhedral Relaxations for Optimal Pump Scheduling of Potable Water Distribution Networks

The classic pump scheduling or optimal water flow (OWF) problem for water distribution networks (WDNs) minimizes the cost of power consumption for a given WDN over a fixed time horizon. In its exact form, the OWF is a computationally challenging mixed-integer nonlinear program (MINLP). It is complicated by nonlinear equality constraints that model network physics, discrete variables that model operational controls, and intertemporal constraints that model changes to storage devices. To address the computational challenges of the OWF, this paper develops tight polyhedral relaxations of the original MINLP, derives novel valid inequalities (or cuts) using duality theory, and implements novel optimization-based bound tightening and cut generation procedures. The efficacy of each new method is rigorously evaluated by measuring empirical improvements in OWF primal and dual bounds over 45 literature instances. The evaluation suggests that our relaxation improvements, model strengthening techniques, and a thoughtfully selected polyhedral relaxation partitioning scheme can substantially improve OWF primal and dual bounds, especially when compared with similar relaxation-based techniques that do not leverage these new methods.

bound tightening↗

Tightest Mixed-Integer Programming Formulations for Quadratic SCUC Optimization

In this project, we developed new, tighter Mixed-Integer Programming (MIP) formulations for the combined Alternating Current (AC) Security-Constrained Unit Commitment (SCUC) and Security-Constrained Optimal Power Flow (SCOPF). The work addresses a critical challenge in power system operations: efficiently determining which generation units to commit and how to optimally dispatch them while maintaining network reliability constraints for both normal and contingency scenarios. Our efforts: 1. Advance the Understanding of SCUC/SCOPF Modeling: By introducing tighter MIP formulations and leveraging cutting-edge optimization tools (Julia/JuMP, PowerModels.jl), this project has pushed forward the state of the art in efficient power systems scheduling. 2. Enhance Technical and Economic Feasibility: The methods developed provide more accurate and potentially faster solutions to large-scale, realistic scheduling and dispatch problems in electric power systems, which can translate into improved reliability and potentially lower costs for grid operations. 3. Benefit to the Public: Greater efficiency in power system operations leads to cost savings for utilities and end-users. Improved reliability and integration of advanced modeling approaches can facilitate the adoption of clean energy resources and better accommodate uncertainties in renewable generation. Because this technology could impact bulk power markets and reliability, these innovations have far-reaching public benefits in terms of cost savings, reliability, and sustainability.

24 POWER TRANSMISSION AND DISTRIBUTION↗