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Results for “Global Optimization of Nonlinear Mixed-Integer Programming”

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All sources NASA NTRS DOE OSTI

DOE OSTI2024

Optimal Membrane Cascade Design for Critical Mineral Recovery Through Logic-based Superstructure Optimization

Critical minerals and rare earth elements play an important role in our climate change initiatives, particularly in applications related with energy storage. Here, we use discrete optimization approaches to design a process for the recovery of Lithium and Cobalt from battery recycling, through membrane separation. Our contribution involves proposing a Generalized Disjunctive Programming (GDP) model for the optimal design of a multistage diafiltration cascade for Li-Co separation. By solving the resulting nonconvex mixed-integer nonlinear program model to global optimality, we investigated scalability and solution quality variations with changes in the number of stages and elements per stage. Results demonstrate the computational tractability of the nonlinear GDP formulation for design of membrane separation processes while opening the door for decom-position strategies for multicomponent separation cascades. Future work aims to extend the GDP formulation to account for stage installation and explore various decomposition techniques to enhance solution efficiency.

Ovalle, Daniel↗

DOE OSTI2025

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↗

NASA NTRSDate not supplied

Rolling Horizon with K-Position Search Method for Strategic Deconfliction of Package Delivery UAS

In this research, the strategic deconfliction of unmanned aircraft systems for an urban package delivery environment with two depots and multiple drop-off locations is studied. This research aims to formulate a mathematical model to compute both the departure sequence and scheduled time of departure for each unmanned aircraft system at a depot, considering temporal constraints at en-route crossing waypoints and depots for strategic deconfliction. However, the problem formulation results in an NP-hard mixed-integer nonlinear programming problem for the global optimal solution, so instead, a "rolling horizon with𝑘-position search"heuristic method is developed. The simulation studies show that an increase in the value of𝑘(the parameter used to determine the size of the local neighborhood) reduces the average ground delay at the cost of an increase in the computation time for a given problem size. The study also shows an order of magnitude increase in the maximum number of flights scheduled with the integration of rolling horizon (time decomposition) compared to those without the integration of rolling horizon in the heuristic algorithm for a given computation time cut off.

UTM↗

DOE OSTI2019

A generalized superstructure-based framework for process synthesis

We propose a general framework for the formulation of superstructure-based optimization models for holistic process synthesis. First, we redefine the fundamental problems of reactor, separation, and heat exchanger network synthesis, by presenting generalized problem statements, to make them amenable to seamless integration with each other. Second, we describe the general forms of models that can be developed to address these generalized problems and identify some key characteristics. Notably, for each system, we identify internal variables used only within the system, cost variables used in the objective function, and, importantly, coupling variables for the coupling between systems. Third, we outline some literature models that can be used to address the generalized problems and present new models to couple the three systems. Finally, we show how the individual components (systems and coupling models) can be integrated to formulate a single simultaneous reactor, separation, and heat exchanger network synthesis.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Designing a drone delivery network with automated battery swapping machines

Drones are projected to alter last-mile delivery, but their short travel range is a concern. In this study, we propose a drone delivery network design using automated battery swapping machines (ABSMs) to extend ranges. The design minimizes the long-term delivery costs, including ABSM investment, drone ownership, and cost of the delivery time, and locates ABSMs to serve a set of customers. We build a mixed-integer nonlinear program that captures the nonlinear waiting time of drones at ABSMs. To solve the problem, we create an exact solution algorithm that finds the globally optimal solution using a derivative-supported cutting-plane method. To validate the applicability of our program, we conduct a case study on the Chicago Metropolitan area using cost data from leading ABSM manufacturer and geographical data from the planning and operations language for agent-based regional integrated simulation (more commonly known as POLARIS). A sensitivity analysis identifies that ABSM service times and costs are the key parameters impacting the long-term adoption of drone delivery.

25 ENERGY STORAGE↗

DOE OSTI2019

Mixed Integer Nonlinear Programming Approaches to Enhance Resiliency and Response Strategies in Critical Infrastructure

Motivation. Critical infrastructures are large, complex engineered systems that must be operated robustly under abnormal conditions resulting from natural hazards or intentional acts. For example, electric power systems must be robust to line faults, water utilities must rapidly mitigate contamination incidents, and computing networks must adapt to adversarial intrusions to protect critical information. Problem. It is difficult for decision-makers within resiliency analysis in critical infrastructure to optimize designs and develop effective response strategies that can account for uncertainties. Facing incomplete information and the sheer scope that a natural hazard or attack vector may incorporate, response can be ineffective without reliable, scalable decision support tools. These problems are intrinsically nonlinear and involve discrete decisions, and unfortunately, existing off-the-shelf mathematical programming methods cannot support optimization-based decision-making of these nonlinear at scale. Method/Approach and Results. This project emphasized development of fundamental optimization strategies that supported real- time mitigation and response for critical infrastructures. In particular, the project developed multi- tree approaches based on piecewise outer-approximations for solution of mixed-integer nonlinear programming (MINLP) problems. These techniques alternate between an MILP or MISOCP relaxation to obtain a lower bound and candidate discrete solutions and an NLP subproblem to obtain upper bounds. Using tailored relaxations based on problem structure, these methods were used to solve several key applications in resilience and response of critical infrastructure. This work resulted in two open-source, copyrighted software packages: CORAMIN (https://github.com/Coramin/Coramin) -- an object-oriented mathematical programming framework that supports tailored multi-tree algorithms for solution of large- scale mixed-integer nonlinear programming; and EGRET (Electrical Grid Research and Engineering Toolkit) (https://github.com/grid- parity-exchange/Egret) -- a declarative mathematical programming framework built upon CORAMIN and Pyomo for formulation and solution of resilience and operations problems in power grid systems. Furthermore, these tools resulted in several important published results, including the following: The first known global optimization approach that could solve the unit-commitment problem with nonlinear power flow constraints on medium-sized test problems; Improved parallel optimization-based bounds tightening and strengthening of relaxations of AC power flow constraints; and, Optimization-based approaches for improved grid resilience and use of demand response to improve grid resilience with reduction in capital requirements. Result Implications. This project developed first-of-a-kind algorithms for decision-making in critical infrastructure resilience operations and planning, as well as a next-generation toolkit for MINLP researchers. These approaches leveraged high-performance computing architectures to solve some of the largest, most challenging nonlinear discrete optimization problems to global optimality, and these successes were captured in open-source software to enable optimization-based decision-making, and efficient solution of MINLP formulations for electric power transmission grids.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2026

Relaxations of the steady optimal gas flow problem for a non-Ideal gas

Natural gas ranks second in U.S. primary energy consumption. Because most production sites are remote, gas must be transported through pipeline networks equipped with compressors, valves, and other components. For both economic efficiency and system reliability, it is desirable to operate these networks optimally. The governing physics across pipeline components entails nonlinear, non-convex equality and inequality constraints, and the most general steady-flow operations problem is a Mixed-Integer Nonlinear Program (MINLP).This work focuses on one such steady-flow problem-the Optimal Gas Flow (OGF) for a natural gas pipeline network-which minimizes production cost subject to the steady-flow physics. For day-to-day operations, the ability to quickly compute a globally optimal solution and a strong lower bound for varying demand profiles is crucial. A promising strategy is to build tight relaxations of the OGF’s nonlinear constraints. However, many nonlinearities arising from non-ideal equations of state either lack relaxations or have relaxations that do not scale to realistic network sizes. We address this gap by combining recent advances in polyhedral relaxations for univariate functions to construct tight, computationally efficient relaxations of the OGF with a non-ideal equation of state. These relaxations solve within seconds on a standard laptop. In conclusion, we demonstrate their quality through extensive numerical experiments on very large-scale test networks from the literature and find that the proposed approach proves optimality in 92% of tested instances.

03 NATURAL GAS↗

DOE OSTI2022

Generalized optimization-based synthesis of membrane systems for multicomponent gas mixture separation

Synthesizing a membrane system to separate multicomponent gas mixture is challenging due to the combinatorial number of feasible configurations and the difficulties in describing the multicomponent permeators. Here we present a mixed-integer nonlinear programming (MINLP) model for synthesizing membrane systems for multicomponent gas mixture separation. The approach employs a richly connected superstructure to represent numerous potential system configurations, and different physics-based surrogate permeator models, such as countercurrent flow or crossflow, to be used in each stage. Moreover, to describe realistic systems, pressure drop equations can be included. We also present solution methods to accelerate the solution process. Through a case study of natural gas sweetening, we demonstrate that the proposed approach is able to obtain good solutions using an off-the-shelf global optimization solver. Finally, we expand the conventional membrane system synthesis problem by introducing feed variability in our model through a case study of an integrated reactor-separation system.

42 ENGINEERING↗

DOE OSTI2019

A mathematical programming approach for the optimal placement of flame detectors in petrochemical facilities

Flame detectors provide an important layer of protection for personnel in petrochemical plants, but effective placement can be challenging. A mixed-integer nonlinear programming formulation is proposed for optimal placement of flame detectors while considering non-uniform probabilities of detection failure. We show that this approach allows for the placement of fire detectors using a fixed sensor budget and outperforms models that do not account for imperfect detection. In this study, we develop a linear relaxation to the formulation and an efficient solution algorithm that achieves global optimality with reasonable computational effort. We integrate this problem formulation into the Python package, Chama, and demonstrate the effectiveness of this formulation on a small test case and on two real-world case studies using the fire and gas mapping software, Kenexis Effigy.

47 OTHER INSTRUMENTATION↗

DOE OSTI2020

Piecewise polyhedral formulations for a multilinear term

Herein, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex-hull representation. Based on the PPR’s solution, we also present a MILP formulation whose solutions are feasible for nonconvex, multilinear equations. We then present computational results showing the effectiveness of proposed formulations on standard benchmark nonlinear programs (NLPs) with multilinear terms and compare with a traditional formulation that is built using recursive bilinear groupings of multilinear terms.

42 ENGINEERING↗

DOE OSTI2023

Integrated membrane material design and system synthesis

In designing membrane systems, the synergy between membrane materials and the process design is often overlooked. In this paper, we present a mixed-integer nonlinear programming (MINLP) model for synthesizing membrane systems while simultaneously designing the respective membrane materials for multicomponent gas separation. The approach considers superstructure representations for systems with: (1) same, (2) potentially different, and (3) property-targeting membrane materials. In the first two systems, the selection of membrane material is a decision, while in the final type, membrane permeances are subject to optimization. Physics-based surrogate models are used to describe permeation in crossflow and countercurrent flow permeators. We show that, through a case study of biogas upgrading, our approach obtains high quality solutions. Furthermore, we use the proposed approach while considering permeance-based production cost to find the optimal membrane.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

Disjunctive linear separation conditions and mixed-integer formulations for aircraft conflict resolution

In this paper, we address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive linear separation conditions. We first examine the two-dimensional aircraft conflict resolution problem with speed and heading control represented as continuous decision variables. We show that the proposed disjunctive linear separation conditions are equivalent to the classical nonlinear conditions for aircraft separation. Further, we characterise conflict-free trajectories based on aircraft velocity bounds and propose a simple pre-processing algorithm to identify aircraft pairs which are either always conflict-free, or which cannot be separated using speed and heading control only. We then incorporate altitude control and propose a lexicographic optimisation formulation that aims to minimise the number of flight level changes before resolving outstanding conflicts via two-dimensional velocity control. The proposed mixed-integer programming formulations are nonconvex, and we propose convex relaxations, decomposition methods and constraint generation algorithms to solve the two-dimensional and lexicographic optimisation formulations to guaranteed optimality. Numerical experiments on four types of conflict resolution benchmarking instances are conducted to test the performance of the proposed mixed-integer formulations. Further, the proposed method is compared against two benchmarks based on state-of-the-art approaches for the aircraft conflict resolution problem. Our numerical results show that the proposed method largely outperforms both benchmarks in terms of runtime and is able to solve significantly more instances to global optimality.

97 MATHEMATICS AND COMPUTING↗