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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

A Lagrangian dual method for two-stage robust optimization with binary uncertainties

This report presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably Benders decomposition and column-and-constraint generation, compute worst-case parameter realizations by solving mixed-integer bilinear optimization subproblems. However, their numerical solution can be computationally expensive not only due to their resulting large size after reformulating the bilinear terms, but also because decision-independent bounds on their variables are typically unknown. We propose an alternative Lagrangian dual method that circumvents these difficulties and is readily integrated in either algorithm. We specialize the method to problems where the binary parameters switch on or off constraints as these are commonly encountered in applications, and discuss extensions to problems that lack relatively complete recourse and to those with integer recourse. Numerical experiments provide evidence of significant computational improvements over existing methods.

42 ENGINEERING↗
DOE OSTI2026

Dynamic Transmission Line Switching Amid Wildfire-Prone Weather Under Decision-Dependent Uncertainty

During dry and windy seasons, environmental conditions significantly increase the risk of wildfires, exposing power grids to disruptions caused by transmission line failures. Wildfire propagation exacerbates grid vulnerability, potentially leading to prolonged power outages. To address this challenge, we propose a multistage optimization model that dynamically adjusts transmission grid topology in response to wildfire propagation, aiming to develop an optimal response policy. By accounting for decision-dependent uncertainty, where line survival probabilities depend on usage, we employ distributionally robust optimization to model uncertainty in line survival distributions. We adapt the stochastic nested decomposition algorithm and derive a deterministic upper bound for its finite convergence. To enhance computational efficiency, we exploit the Lagrangian dual problem structure for a faster generation of Lagrangian cuts. Using realistic data from the California transmission grid, we demonstrate the superior performance of dynamic response policies against two-stage alternatives through a comprehensive case study. In addition, after solving the multistage formulation, we construct easy-to-implement policies that significantly reduce computational burden while maintaining good performance in real-time deployment. History: Accepted by Russell Bent, Area Editor for Network Optimization: Algorithms and Applications. Funding: This work was supported by the U.S. Department of Energy, Office of Electricity [Grant DE-AC02-05CH11231]. The work of R. Jiang was supported in part by the U.S. National Science Foundation, Division of Electrical, Communications and Cyber Systems [Grant ECCS-1845980] and the U.S. Air Force Office of Scientific Research [Grant FA9550-23-1-0323]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2025.1210 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2025.1210 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

Estrada-Garcia, Juan-Alberto↗
DOE OSTI2022

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 be required to execute side payments to participants whose costs are not covered through energy sales as determined via traditional locational marginal pricing schemes. Convex hull pricing minimizes this and other types of side payments while providing uniform (i.e., locationally and temporally consistent) prices. Computing convex hull prices involves solving either a large-scale linear program or the Lagrangian dual of the corresponding non-convex scheduling problem. Further, the former approach requires explicit descriptions of market participants' convex hulls. While linear programs for computing convex hull prices are large, their structure is naturally decomposable by generators. Here, in this work, we propose and empirically analyze a Benders decomposition approach to computing convex hull prices that leverages recent advances in convex hull formulations for thermal generating units. We demonstrate across a large set of test instances that our decomposition approach only requires modest computational effort, obtaining solutions at least an order of magnitude faster than the equivalent large-scale linear programming approach. Overall, we provide a computationally feasible method for computing convex hull prices for industrial scale market clearing problems, enabling the possibility of practical adoption of this advanced pricing mechanism.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
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 OSTI2026

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation↗
NASA NTRS1981

Optimality criteria solution strategies in multiple constraint design optimization

Procedures and solution strategies are described to solve the conventional structural optimization problem using the Lagrange multiplier technique. The multipliers, obtained through solution of an auxiliary nonlinear optimization problem, lead to optimality criteria to determine the design variables. It is shown that this procedure is essentially equivalent to an alternative formulation using a dual method Lagrangian function objective. Although mathematical formulations are straight-forward, successful applications and computational efficiency depend upon execution procedure strategies. Strategies examined, with application examples, include selection of active constraints, move limits, line search procedures, and side constraint boundaries.

Levy, R.↗
NASA NTRS1974

Microscopic plasma Hamiltonian

A Hamiltonian for the microscopic plasma model is derived from the Low Lagrangian after the dual roles of the generalized variables are taken into account. The resulting Hamilton equations are shown to agree with the Euler-Lagrange equations of the Low Lagrangian.

Peng, Y.-K. M.↗
NASA NTRS2002

Progress in the Simulation of Steady and Time-Dependent Flows with 3D Parallel Unstructured Cartesian Methods

The proposed paper will present recent extensions in the development of an efficient Euler solver for adaptively-refined Cartesian meshes with embedded boundaries. The paper will focus on extensions of the basic method to include solution adaptation, time-dependent flow simulation, and arbitrary rigid domain motion. The parallel multilevel method makes use of on-the-fly parallel domain decomposition to achieve extremely good scalability on large numbers of processors, and is coupled with an automatic coarse mesh generation algorithm for efficient processing by a multigrid smoother. Numerical results are presented demonstrating parallel speed-ups of up to 435 on 512 processors. Solution-based adaptation may be keyed off truncation error estimates using tau-extrapolation or a variety of feature detection based refinement parameters. The multigrid method is extended to for time-dependent flows through the use of a dual-time approach. The extension to rigid domain motion uses an Arbitrary Lagrangian-Eulerlarian (ALE) formulation, and results will be presented for a variety of two- and three-dimensional example problems with both simple and complex geometry.

Aftosmis, M. J.↗
DOE OSTI2023

Exploring non-invertible symmetries in free theories

Symmetries corresponding to local transformations of the fundamental fields that leave the action invariant give rise to (invertible) topological defects, which obey group-like fusion rules. One can construct more general (codimension-one) topological defects by specifying a map between gauge-invariant operators from one side of the defect and such operators on the other side. In this work, we apply such construction to Maxwell theory in four dimensions and to the free compact scalar theory in two dimensions. In the case of Maxwell theory, we show that a topological defect that mixes the field strength F and its Hodge dual *F can be at most an SO(2) rotation. For rational values of the bulk coupling and the θ-angle we find an explicit defect Lagrangian that realizes values of the SO(2) angle φ such that cos φ is also rational. We further determine the action of such defects on Wilson and ’t Hooft lines and show that they are in general non-invertible. We repeat the analysis for the free compact scalar Φ in two dimensions. In this case we find only four discrete maps: the trivial one, a Z 2 map dΦ → –dΦ, a Τ-duality-like map dΦ → i • dΦ, and the product of the last two.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS1998

A Posteriori Bounds for Linear-Functional Outputs of Crouzeix-Raviart Finite Element Discretizations of the Incompressible Stokes Problem

We present a finite element technique for the efficient generation of lower and upper bounds to outputs which are linear functionals of the solutions to the incompressible Stokes equations in two space dimensions; the finite element discretization is effected by Crouzeix-Raviart elements, the discontinuous pressure approximation of which is central to our approach. The bounds are based upon the construction of an augmented Lagrangian: the objective is a quadratic "energy" reformulation of the desired output; the constraints are the finite element equilibrium equations (including the incompressibility constraint), and the intersubdomain continuity conditions on velocity. Appeal to the dual max-min problem for appropriately chosen candidate Lagrange multipliers then yields inexpensive bounds for the output associated with a fine-mesh discretization; the Lagrange multipliers are generated by exploiting an associated coarse-mesh approximation. In addition to the requisite coarse-mesh calculations, the bound technique requires solution only of local subdomain Stokes problems on the fine-mesh. The method is illustrated for the Stokes equations, in which the outputs of interest are the flowrate past, and the lift force on, a body immersed in a channel.

Patera, Anthony T.↗
NASA NTRS1989

Quantum disorder, duality, and fractional statistics in 2 + 1 dimensions

A low-energy equivalence between two apparently unrelated Lagrangians with fractional statistics is reported. Exploiting this equivalence, it is possible to study the quantum disordered phase of the nonlinear sigma model with Hopf term. It is found that the quasi-particles in the disordered phase also have fractional statistics. There appears to be a dual relationship between the ordered and disordered phases.

Wen, X. G.↗
NASA NTRS1989

Dynamic analysis of a 6 DOF CKCM robot end-effector for dual-arm telerobot systems

A dynamical analysis is performed for a six DOF robot end-effector built to study telerobotic service and maintenance of NASA hardwares in space. The design of the end-effector is based on the concept of closed-kinematic chain mechanism capable of performing precise motion in a small workspace. After presenting a closed-form solution for the inverse kinematic problem, the Lagrangian approach is used to derive a set of equations of motion for the end-effector where the generalized coordinates are selected to be the Cartesian coordinates. A computer simulation study shows that the centrifugal and Coriolis terms can be neglected for slow motion.

Nguyen, Charles C.↗
NASA NTRS2013

An Investigation of the Kinematic and Microphysical Control of Lightning Rate, Extent and NOx Production using DC3 Observations and the NASA Lightning Nitrogen Oxides Model (LNOM)

The Deep Convective Clouds and Chemistry (DC3) experiment seeks to quantify the relationship between storm physics, lightning characteristics and the production of nitrogen oxides via lightning (LNOx). The focus of this study is to investigate the kinematic and microphysical control of lightning properties, particularly those that may govern LNOx production, such as flash rate, type and extent across Alabama during DC3. Prior studies have demonstrated that lightning flash rate and type is correlated to kinematic and microphysical properties in the mixed‐phase region of thunderstorms such as updraft volume and graupel mass. More study is required to generalize these relationships in a wide variety of storm modes and meteorological conditions. Less is known about the co‐evolving relationship between storm physics, morphology and three‐dimensional flash extent, despite its importance for LNOx production. To address this conceptual gap, the NASA Lightning Nitrogen Oxides Model (LNOM) is applied to North Alabama Lightning Mapping Array (NALMA) and Vaisala National Lightning Detection Network(TM) (NLDN) observations following ordinary convective cells through their lifecycle. LNOM provides estimates of flash rate, flash type, channel length distributions, lightning segment altitude distributions (SADs) and lightning NOx production profiles. For this study, LNOM is applied in a Lagrangian sense to multicell thunderstorms over Northern Alabama on two days during DC3 (21 May and 11 June 2012) in which aircraft observations of NOx are available for comparison. The LNOM lightning characteristics and LNOX production estimates are compared to the evolution of updraft and precipitation properties inferred from dual‐Doppler and polarimetric radar analyses applied to observations from a nearby radar network, including the UAH Advanced Radar for Meteorological and Operational Research (ARMOR). Given complex multicell evolution, particular attention is paid to storm morphology, cell mergers and possible dynamical, microphysical and electrical interaction of individual cells when testing various hypotheses.

Carey, Lawrence↗
NASA NTRS2013

An Investigation of the Kinematic and Microphysical Control of Lightning Rate, Extent and NOX Production using DC3 Observations and the NASA Lightning Nitrogen Oxides Model (LNOM)

The Deep Convective Clouds and Chemistry (DC3) experiment seeks to quantify the relationship between storm physics, lightning characteristics and the production of nitrogen oxides via lightning (LNOx). The focus of this study is to investigate the kinematic and microphysical control of lightning properties, particularly those that may govern LNOx production, such as flash rate, type and extent across Alabama during DC3. Prior studies have demonstrated that lightning flash rate and type is correlated to kinematic and microphysical properties in the mixed‐phase region of thunderstorms such as updraft volume and graupel mass. More study is required to generalize these relationships in a wide variety of storm modes and meteorological conditions. Less is known about the co‐evolving relationship between storm physics, morphology and three‐dimensional flash extent, despite its importance for LNOx production. To address this conceptual gap, the NASA Lightning Nitrogen Oxides Model (LNOM) is applied to North Alabama Lightning Mapping Array (NALMA) and Vaisala National Lightning Detection NetworkTM (NLDN) observations following ordinary convective cells through their lifecycle. LNOM provides estimates of flash rate, flash type, channel length distributions, lightning segment altitude distributions (SADs) and lightning NOx production profiles. For this study, LNOM is applied in a Lagrangian sense to multicell thunderstorms over Northern Alabama on two days during DC3 (21 May and 11 June 2012) in which aircraft observations of NOx are available for comparison. The LNOM lightning characteristics and LNOX production estimates are compared to the evolution of updraft and precipitation properties inferred from dual‐Doppler and polarimetric radar analyses applied to observations from a nearby radar network, including the UAH Advanced Radar for Meteorological and Operational Research (ARMOR). Given complex multicell evolution, particular attention is paid to storm morphology, cell mergers and possible dynamical, microphysical and electrical interaction of individual cells when testing various hypotheses.

Carey, Lawrence↗
NASA NTRS2014

The Kinematic and Microphysical Control of Lightning Rate, Extent and NOX Production

The Deep Convective Clouds and Chemistry (DC3) experiment seeks to quantify the relationship between storm physics, lightning characteristics and the production of nitrogen oxides via lightning (LNOx). The focus of this study is to investigate the kinematic and microphysical control of lightning properties, particularly those that may govern LNOx production, such as flash rate, type and extent across Alabama during DC3. Prior studies have demonstrated that lightning flash rate and type is correlated to kinematic and microphysical properties in the mixed-phase region of thunderstorms such as updraft volume and graupel mass. More study is required to generalize these relationships in a wide variety of storm modes and meteorological conditions. Less is known about the co-evolving relationship between storm physics, morphology and three-dimensional flash extent, despite its importance for LNOx production. To address this conceptual gap, the NASA Lightning Nitrogen Oxides Model (LNOM) is applied to North Alabama Lightning Mapping Array (NALMA) and Vaisala National Lightning Detection Network(TM) (NLDN) observations following ordinary convective cells through their lifecycle. LNOM provides estimates of flash rate, flash type, channel length distributions, lightning segment altitude distributions (SADs) and lightning NOx production profiles. For this study, LNOM is applied in a Lagrangian sense to multicell thunderstorms over Northern Alabama on two days during DC3 (21 May and 11 June 2012) in which aircraft observations of NOx are available for comparison. The LNOM lightning characteristics and LNOX production estimates are compared to the evolution of updraft and precipitation properties inferred from dual-Doppler and polarimetric radar analyses applied to observations from a nearby radar network, including the UAH Advanced Radar for Meteorological and Operational Research (ARMOR). Given complex multicell evolution, particular attention is paid to storm morphology, cell mergers and possible dynamical, microphysical and electrical interaction of individual cells when testing various hypotheses.

Carey, Lawrence↗
NASA NTRS2012

The Kinematic and Microphysical Control of Storm Integrated Lightning Flash Extent

The objective of this preliminary study is to investigate the kinematic and microphysical control of lightning properties, particularly those that may govern the production of nitrogen oxides (NOx) in thunderstorms, such as flash rate, type and extent. The mixed-phase region is where the noninductive charging (NIC) process is thought to generate most storm electrification during rebounding collisions between ice particles in the presence of supercooled water. As a result, prior radar-based studies have demonstrated that lightning flash rate is well correlated to kinematic and microphysical properties in the mixed-phase region of thunderstorms such as updraft volume, graupel mass, or ice mass flux. There is also some evidence that lightning type is associated with the convective state. Intracloud (IC) lightning tends to dominate during the updraft accumulation of precipitation ice mass while cloud-to-ground (CG) lightning is more numerous during the downdraft-driven descent of radar echo associated with graupel and hail. More study is required to generalize these relationships, especially regarding lightning type, in a wide variety of storm modes and meteorological conditions. Less is known about the co-evolving relationship between storm kinematics, microphysics, morphology and three-dimensional flash extent, despite its importance for lightning NOx production. To address this conceptual gap, the NASA MSFC Lightning Nitrogen Oxides Model (LNOM) is applied to North Alabama Lightning Mapping Array (NALMA) and Vaisala National Lightning Detection NetworkTM (NLDN) observations following ordinary convective cells through their lifecycle. LNOM provides estimates of flash type, channel length distributions, lightning segment altitude distributions (SADs) and lightning NOx production profiles. For this study, LNOM is applied in a Lagrangian sense to well isolated convective cells on 3 April 2007 (single cell and multi-cell hailstorm, non-severe multicell) and 6 July 2007 (non-severe multi-cell) over Northern Alabama. The LNOM lightning characteristics are compared to the evolution of updraft and precipitation properties inferred from dual-Doppler and polarimetric radar analyses applied to observations from a nearby Doppler radar network, including the UA Huntsville Advanced Radar for Meteorological and Operational Research (ARMOR, C-band, polarimetric). The LNOM estimated SAD and lightning NOx production profiles are placed in the context of radar derived profiles of vertical motion, precipitation types and amounts. Finally, these analyses are used to determine if storm integrated flash channel extent is as well correlated to volumetric updraft and precipitation ice characteristics in the mixed phase region as flash rate for these individual convective cells.

Carey, Lawrence↗
DOE OSTI2024

Interacting chiral form field theories and $$ T\overline{T} $$-like flows in six and higher dimensions

Abstract In this paper we initiate the study of six-dimensional non-linear chiral two-form gauge theories as deformations of free chiral two-form gauge theories driven by stress-tensor$$ T\overline{T} $$ T T ¯ -like flows. To lay the background for this study, we elaborate on the relationship between different Lagrangian formulations of duality-invariantp-form theories and corresponding$$ T\overline{T} $$ T T ¯ -like flows in various dimensions. To this end we propose a new formulation which (i) is a generalization of the four-dimensional construction by Ivanov, Nurmagambetov and Zupnik (INZ) and (ii) turns into the PST formulation upon integrating out an auxiliary self-dual field. We elucidate space-time covariant properties of the PST formulation by clarifying and making use of its relation to the INZ-type formulation and to a so-called “clone” construction.

Physics↗
DOE OSTI2023

Spinor-helicity formalism for massive and massless amplitudes in five dimensions

Five-dimensional gauge and gravity theories are known to exhibit striking properties. D = 5 is the lowest dimension where massive tensor states appear naturally, providing a testing ground for perturbative insights into six-dimensional tensor theories. Five-dimensional supergravities are highly constrained and admit elegant geometric and algebraic formulations, with global symmetries manifest at the Lagrangian level. In this paper, we take a step towards the systematic investigation of amplitudes in five dimensions, and present a five-dimensional version of the spinor-helicity formalism, applicable to massless, massive and supersymmetric states. We give explicit representations for on-shell spinor and polarization variables such that the little-group symmetry and gauge redundancy are manifest. Massive self-dual tensor states are discussed in some detail, as well as all the on-shell supermultiplets that can appear in matter-coupled gauge and supergravity theories. As a byproduct of considering supersymmetry in the presence of central charge, we obtain massless ten-dimensional Majorana-Weyl spinors as products of five-dimensional massive spinors. We present compact expressions for superamplitudes at multiplicity three and four, including several novel superamplitudes that either do not straightforwardly uplift to six dimensions, or have not appeared in the six-dimensional literature. We discuss several examples of five-dimensional double-copy constructions in the context of gravitational theories with massive vectors and tensors, illustrating that the formalism we construct can also be used to considerably streamline the double-copy construction of $\mathcal{N}$ = 2 Maxwell-Einstein supergravities.

79 ASTRONOMY AND ASTROPHYSICS↗