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A piecewise linear approximation scheme for hereditary optimal control problems

An approximation scheme based on 'piecewise linear' approximations of L2 spaces is employed to formulate a numerical method for solving quadratic optimal control problems governed by linear retarded functional differential equations. This piecewise linear method is an extension of the so called averaging technique. It is shown that the Riccati equation for the linear approximation is solved by simple transformation of the averaging solution. Thus, the computational requirements are essentially the same. Numerical results are given.

Cliff, E. M.↗

Piecewise linear approximation for hereditary control problems

Finite dimensional approximations are presented for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems when a quadratic cost integral has to be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in case the cost integral ranges over a finite time interval as well as in the case it ranges over an infinite time interval. The arguments in the latter case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense. This feature is established using a vector-component stability criterion in the state space R(n) x L(2) and the favorable eigenvalue behavior of the piecewise linear approximations.

Propst, Georg↗

Piecewise linear approximation with minimum number of linear segments and minimum error: A fast approach to tighten and warm start the hierarchical mixed integer formulation

In several areas of economics and engineering, it is often necessary to fit discrete data points or approximate nonlinear functions with continuous functions. Piecewise linear (PWL) functions are a convenient way to achieve this. PWL functions can be modeled in mathematical problems using only linear and integer variables. Moreover, there is a computational benefit in using PWL functions that have the least possible number of segments. This work proposes a novel hierarchical mixed integer linear programming (MILP) formulation that identifies a continuous PWL approximation with minimum number of linear segments for a given target maximum error. The proposed MILP formulation also identifies the solution with the least maximum error among the solutions with minimum number of segments. Then, this work proposes a fast iterative algorithm that identifies non necessarily continuous PWL approximations by solving O(S log N) linear programming (LP) problems, where N is the number of data points and S is the minimum number of segments in the non necessarily continuous case. This work demonstrates that tight bounds for the MILP problem can be derived from these approximations. Next, a fast algorithm is introduced to transform a non necessarily continuous PWL approximation into a continuous one. Finally, the tight bounds and the continuous PWL approximations are used to tighten and warm start the MILP problem. The tightened formulation is shown in experimental results to be more efficient, especially for large data sets, with a solution time that is up to two orders of magnitude less than the existing literature.

97 MATHEMATICS AND COMPUTING↗

Piecewise linear approximation for hereditary control problems

This paper presents finite-dimensional approximations for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems, when a quadratic cost integral must be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in the case where the cost integral ranges over a finite time interval, as well as in the case where it ranges over an infinite time interval. The arguments in the last case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense.

Propst, Georg↗

Simplifying activations with linear approximations in neural networks

A key step in Neural Networks is activation. Among the different types of activation functions, sigmoid, tanh, and others involve the usage of exponents for calculation. From a hardware perspective, exponential implementation implies the usage of Taylor series or repeated methods involving many addition, multiplication, and division steps, and as a result are power-hungry and consume many clock cycles. We implement a piecewise linear approximation of the sigmoid function as a replacement for standard sigmoid activation libraries. This approach provides a practical alternative by leveraging piecewise segmentation, which simplifies hardware implementation and improves computational efficiency. In this paper, we detail piecewise functions that can be implemented using linear approximations and their implications for overall model accuracy and performance gain. Our results show that for the DenseNet, ResNet, and GoogLeNet architectures, the piecewise linear approximation of the sigmoid function provides faster execution times compared to the standard TensorFlow sigmoid implementation while maintaining comparable accuracy. Specifically, for MNIST with DenseNet, accuracy reaches 99.91% (Piecewise) vs. 99.97% (Base) with up to 1.31x speedup in execution time. For CIFAR-10 with DenseNet, accuracy improves to 98.97% (Piecewise) vs. 99.40% (Base) while achieving 1.24x faster execution. Similarly, for CIFAR-100 with DenseNet, the accuracy is 97.93% (Piecewise) vs. 98.39% (Base), with a 1.18x execution time reduction. These results confirm the proposed method’s capability to efficiently process large-scale datasets and computationally demanding tasks, offering a practical means to accelerate deep learning models, including LSTMs, without compromising accuracy.

Activation function↗

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↗

A Theoretical and Computational Revisit of Conversions Between Whitham’s F-Function and Equivalent Area

This paper proves mathematically that the integral transforms between Whitham’s F-function and equivalent area are the inverse transforms of each other if and only if the slope of the equivalent area at the origin is zero. This mathematical fact contradicts the accepted unconditional inverse relation between Whitham’s F-function and equivalent area in the sonic boom research literature. Piecewise linear approximations of an F-function and of the second derivative of an equivalent area are used to derive numerical formulas for conversions between Whitham’s F-function and equivalent area. Numerical results are included to show convergence of the numerical conversions as the maximum length of the segments for piecewise linear approximations goes to zero. These numerical conversions are approximately the inverse transforms of each other when the second derivative of an equivalent area is continuous and the slope of the equivalent area at the origin is zero.

Whitham's F-function↗

On approximating hereditary dynamics by systems of ordinary differential equations

The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.

Cliff, E. M.↗

On High-Order Upwind Methods for Advection

In the fourth installment of the celebrated series of five papers entitled "Towards the ultimate conservative difference scheme", Van Leer (1977) introduced five schemes for advection, the first three are piecewise linear, and the last two, piecewise parabolic. Among the five, scheme I, which is the least accurate, extends with relative ease to systems of equations in multiple dimensions. As a result, it became the most popular and is widely known as the MUSCL scheme (monotone upstream-centered schemes for conservation laws). Schemes III and V have the same accuracy, are the most accurate, and are closely related to current high-order methods. Scheme III uses a piecewise linear approximation that is discontinuous across cells, and can be considered as a precursor of the discontinuous Galerkin methods. Scheme V employs a piecewise quadratic approximation that is, as opposed to the case of scheme III, continuous across cells. This method is the basis for the on-going "active flux scheme" developed by Roe and collaborators. Here, schemes III and V are shown to be equivalent in the sense that they yield identical (reconstructed) solutions, provided the initial condition for scheme III is defined from that of scheme V in a manner dependent on the CFL number. This equivalence is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The finding also shows a key connection between the approaches of discontinuous and continuous polynomial approximations. In addition to the discussed equivalence, a framework using both projection and interpolation that extends schemes III and V into a single family of high-order schemes is introduced. For these high-order extensions, it is demonstrated via Fourier analysis that schemes with the same number of degrees of freedom 𝐾 per cell, in spite of the different piecewise polynomial degrees, share the same sets of eigenvalues and thus, have the same stability and accuracy. Moreover, these schemes are accurate to order 2𝐾−1, which is higher than the expected order of 𝐾.

high-order methods↗

Local bilinear computation of Jacobi sets

Abstract We propose a novel method for the computation of Jacobi sets in 2D domains. The Jacobi set is a topological descriptor based on Morse theory that captures gradient alignments among multiple scalar fields, which is useful for multi-field visualization. Previous Jacobi set computations use piecewise linear approximations on triangulations that result in discretization artifacts like zig-zag patterns. In this paper, we utilize a local bilinear method to obtain a more precise approximation of Jacobi sets by preserving the topology and improving the geometry. Consequently, zig-zag patterns on edges are avoided, resulting in a smoother Jacobi set representation. Our experiments show a better convergence with increasing resolution compared to the piecewise linear method. We utilize this advantage with an efficient local subdivision scheme. Finally, our approach is evaluated qualitatively and quantitatively in comparison with previous methods for different mesh resolutions and across a number of synthetic and real-world examples.

97 MATHEMATICS AND COMPUTING↗

Modeling the AC Power Flow Equations with Optimally Compact Neural Networks: Application to Unit Commitment

Nonlinear power flow constraints render a variety of power system optimization problems computationally intractable. Emerging research shows, however, that the nonlinear AC power flow equations can be successfully modeled using neural networks. These neural networks can be exactly transformed into mixed integer linear programs and embedded inside challenging optimization problems, thus replacing nonlinearities that are intractable for many applications with tractable piecewise linear approximations. Such approaches, though, suffer from an explosion of the number of binary variables needed to represent the neural network. Accordingly, this paper develops a technique for training an "optimally compact'' neural network, i.e., one that can represent the power flow equations with a sufficiently high degree of accuracy while still maintaining a tractable number of binary variables. We demonstrate the use of this neural network as an approximator of the nonlinear power flow equations by embedding it in the AC unit commitment problem, transforming the problem from a mixed integer nonlinear program into a more manageable mixed integer linear program. We use the 14-, 57-, and 89-bus networks as test cases and compare the AC-feasibility of commitment decisions resulting from the neural network, DC, and linearized power flow approximations. Our results show that the neural network model outperforms both the DC and linearized power flow approximations when embedded in the unit commitment problem. The neural network formulation most often selects a feasible unit commitment schedule, and furthermore, it only s

AC power flow↗

NREL Price Series Developed for the ARPA-E FLECCS Program

The price data for four regions (CAISO, ERCOT, MISO-W, and PJM-W) are developed using the ReEDS to PLEXOS conversion as described in (Gagnon et al. 2020). The reference ReEDS case chosen is based on the 2020 Standard Scenario Mid-case, which uses the 2020 ReEDS model version (Cole et al. 2020; Ho et al. 2021). All ReEDS model inputs use 2020 Standard Scenarios Mid-case assumptions except for CO2 prices, which are implemented as linearly increasing CO2 price trajectories beginning at $0/tCO2 in 2020 and ending at either $100/tCO2 or $150/tCO2 in 2035 to dive capacity expansion towards a low-carbon system that could support CCS deployment. However, these scenarios also prohibit CCS deployment in this time frame so that resulting price data are not influenced by the deployment and operation of CCS itself. Implementing the ReEDS to PLEXOS conversion tool, PLEXOS is then simulated using the 2035 ReEDS infrastructure for both CO2 price scenarios, with the following model version and setup: PLEXOS Version: 8.2 Solver: Xpress-MP 35.01.01 Mixed integer optimization relative gap 1% System configuration: • Total number of nodes: 134 (consistent with ReEDS balancing areas) • Line losses enforced using piecewise linear approximation • Energy dump was enabled Price data is aggregated to the ISO/RTO level using load-weighted averages. References: Cole, Wesley, Sean Corcoran, Nathaniel Gates, Daniel Mai, Trieu, and Paritosh Das. 2020. “2020 Standard Scenarios Report: A U.S. Electricity Sector Outlook.” NREL/TP-6A20-77442. Golden, CO: National Renewable Energy Laboratory. https://www.nrel.gov/docs/fy21osti/77442.pdf. Gagnon, Pieter, Will Frazier, Elaine Hale, and Wesley Cole. 2020. “Cambium Documentation: Version 2020.” NREL/TP-6A20-78239. National Renewable Energy Lab. (NREL), Golden, CO (United States). https://doi.org/10.2172/1734551. Ho, Jonathan, Jonathon Becker, Maxwell Brown, Patrick Brown, Ilya (ORCID:0000000284917814) Chernyakhovskiy, Stuart Cohen, Wesley (ORCID:000000029194065X) Cole, et al. 2021. “Regional Energy Deployment System (ReEDS) Model Documentation: Version 2020.” NREL/TP-6A20-78195. Golden, CO: National Renewable Energy Laboratory. https://doi.org/10.2172/1788425.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Orbit-determination performance of Doppler data for interplanetary cruise trajectories. Part 1: Error analysis methodology

An error covariance analysis methodology is used to investigate different weighting schemes for two-way (coherent) Doppler data in the presence of transmission-media and observing-platform calibration errors. The analysis focuses on orbit-determination performance in the interplanetary cruise phase of deep-space missions. Analytical models for the Doppler observable and for transmission-media and observing-platform calibration errors are presented, drawn primarily from previous work. Previously published analytical models were improved upon by the following: (1) considering the effects of errors in the calibration of radio signal propagation through the troposphere and ionosphere as well as station-location errors; (2) modelling the spacecraft state transition matrix using a more accurate piecewise-linear approximation to represent the evolution of the spacecraft trajectory; and (3) incorporating Doppler data weighting functions that are functions of elevation angle, which reduce the sensitivity of the estimated spacecraft trajectory to troposphere and ionosphere calibration errors. The analysis is motivated by the need to develop suitable weighting functions for two-way Doppler data acquired at 8.4 GHz (X-band) and 32 GHz (Ka-band). This weighting is likely to be different from that in the weighting functions currently in use; the current functions were constructed originally for use with 2.3 GHz (S-band) Doppler data, which are affected much more strongly by the ionosphere than are the higher frequency data.

Ulvestad, J. S.↗

Accurate upwind-monotone (nonoscillatory) methods for conservation laws

The well known MUSCL scheme of Van Leer is constructed using a piecewise linear approximation. The MUSCL scheme is second order accurate at the smooth part of the solution except at extrema where the accuracy degenerates to first order due to the monotonicity constraint. To construct accurate schemes which are free from oscillations, the author introduces the concept of upwind monotonicity. Several classes of schemes, which are upwind monotone and of uniform second or third order accuracy are then presented. Results for advection with constant speed are shown. It is also shown that the new scheme compares favorably with state of the art methods.

Huynh, Hung T.↗

Systems and methods for direct estimation of battery parameters using only charge/discharge curves

Electrochemical models for the lithium-ion battery are useful in predicting and controlling its performance. The values of the parameters in these models are vital to their accuracy. However, not all parameters can be measured precisely, especially when destructive methods are prohibited. In some embodiments of the present disclosure, a parameter estimation approach is used to estimate the open circuit potential of the positive electrode (Up) using piecewise linear approximation together with all the other parameters of a single particle model. Up and 10 more parameters may be estimated from a single discharge curve without knowledge of the electrode chemistry using a technique such as a genetic algorithm. Different case studies were presented for estimating Up with different types of parameters of the battery model. The estimated parameters were then validated by comparing simulations at different discharge rates with experimental data.

Qi, Yanbo↗

Elastic interaction of a crack with a microcrack array. I - Formulation of the problem and general form of the solution. II - Elastic solution for two crack configurations (piecewise constant and linear approximations)

The elastic interactions of a two-dimensional configuration consisting of a crack with an array of microcracks located near the tip are studied. The general form of the solution is based on the potential representations and approximations of tractions on the microcracks by polynomials. In the second part, the technique is applied to two simple two-dimensional configurations involving one and two microcracks. The problems of stress shielding and stress amplification (the reduction or increase of the effective stress intensity factor due to the presence of microcracks) are discussed, and the refinements introduced by higher order polynomial approximations are illustrated.

Chudnovsky, A.↗

Spinning mode acoustic radiation from the flight inlet

A mathematical model was developed for spinning mode acoustic radiation from a thick wall duct without flow. This model is based on a series of experiments (with and without flow). A nearly pure azimuthal spinning mode was isolated and then reflection coefficients and far field pressure (amplitude and phase) were measured. In our model the governing boundary value problem for the Helmholtz equation is first converted into an integral equation for the unknown acoustic pressure over a disk, S1, near the mouth of the duct and over the exterior surface, S2, of the duct. Assuming a pure azimuthal mode excitation, the azimuthal dependence is integrated out which yields an integral equation over the generator C1 of S1 and the generator C2 of S2. The sound pressure on C1 was approximated by a truncated modal expansion of the interior acoustic pressure. Piecewise linear spline approximation on C2 was used.

Moss, W. F.↗