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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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11 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

An Interior-Point Solver for Optimal Power Flow Problem Considering Distributed FACTS Devices

In this paper, we propose an AC optimal power flow (ACOPF) model considering distributed flexible AC transmission system (D-FACTS) devices, in which the reactance of D-FACTS equipped lines are introduced as decision variables. This is motivated by increasing interests in using D-FACTS devices to address system operational and cyber-security concerns. First, D-FACTS devices can be incorporated in real-time operations for economic benefits such as managing power congestions and reducing system losses. Second, D-FACTS devices can be utilized by moving target defense (MTD), an emerging concept against cyber-attacks, to prevent attackers from knowing true system configurations. Therefore, system operators can use the proposed ACOPF model to achieve economic benefits and provide the setpoints of D-FACTS devices for MTD at the same time. In addition, we rigorously derive the gradient and Hessian matrices of the objective function and constraints, which are further used to build an interior-point solver of the proposed ACOPF. Numerical results on the IEEE 118-bus transmission system show the validity of the proposed ACOPF model as well as the efficacy of the interior-point solver in minimizing system losses and generation costs.

Liu, Bo↗
DOE OSTI2024

Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures

Here, we investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-point algorithm into two successive operations: the evaluation of the derivatives and the solution of the associated Karush-Kuhn-Tucker (KKT) linear system. Our method accelerates both operations using two levels of parallelism. First, we distribute the computations on multiple processes using coarse parallelism. Second, each process uses SIMD/GPU accelerators locally to accelerate the operations using fine-grained parallelism. The KKT system is reduced by eliminating the inequalities and the state variables from the corresponding equations. We demonstrate our method's capability on the supercomputer Polaris, a testbed for the future exascale Aurora system. Each node is equipped with four GPUs, a setup amenable to our two-level approach. Our experiments on the stochastic optimal power flow problem show that the reduction method is 50x faster than the sparse linear solver HSL MA57 running in serial on the CPU, and 6x faster than Pardiso running in parallel on CPU on the same number of processes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Homotopy Solver

This software implements parallel versions of an interior-point solver, based on the publicly available ipopt solver. Here we have full control over the linear solver and our algorithm is fully parallel thus enabling scalability to large-scale optimization problems. This package also has a parallel implementation of a homotopy solver developed under the scalable methods for contact LDRD project 23-ERD-017. This solver is an mfem-based implementation of algorithm described in ``A filter trust-region Newton continuation method for nonlinear complementarity problems''. Cosmin G. Petra, Nai-Yuan Chiang, Jingyi Wang, Tucker Hartland, and Michael Puso (submitted), LLNL-JRNL-869761.

Hartland, Tucker [Lawrence Livermore National Labo↗
DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗
DOE OSTI2024

An Iterative Approach for Solving the SCOPF Problem Applying LP, SOCP, and NLP Subproblems

We propose to develop efficient algorithms and software for the SCOPF problem. We will employ an iterative approach that will: a) use linear subproblems and other active set filtering techniques to identify the most important contingencies and drastically reduce the SCOPF model size; b) solve SOCP relaxations of the reduced SCOPF to converge to the neighborhood of the global optimal solution and establish a lower bound on the solution, and; c) use a non-convex, nonlinear interior-point solver, Artelys Knitro, to converge quickly to the optimal solution. To identify the most effective approach, we will experiment with several techniques to identify the tradeoffs between contingency subproblem complexity and fast solvability.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2026

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↗
DOE OSTI2020

A Two-Stage Decomposition Approach for AC Optimal Power Flow

The alternating current optimal power flow (AC-OPF) problem is critical to power system operations and planning, but it is generally hard to solve due to its nonconvex and large-scale nature. Furthermore, this paper proposes a scalable decomposition approach in which the power network is decomposed into a master network and a number of subnetworks, where each network has its own AC-OPF subproblem. This formulates a two-stage optimization problem and requires only a small amount of communication between the master and subnetworks. The key contribution is a smoothing technique that renders the response of a subnetwork differentiable with respect to the input from the master problem, utilizing properties of the barrier problem formulation that naturally arises when subproblems are solved by a primal-dual interior-point algorithm. Consequently, existing efficient nonlinear programming solvers can be used for both the master problem and the subproblems. The advantage of this framework is that speedup can be obtained by processing the subnetworks in parallel, and it has convergence guarantees under reasonable assumptions. The formulation is readily extended to instances with stochastic subnetwork loads. Numerical results show favorable performance and illustrate the scalability of the algorithm which is able to solve instances with more than 11 million buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

Scalable Techniques for Stochastic Power Flow Problems (Final Report)

The proposed research focuses on developing scalable algorithms for two-stage security-constrained OPF problems with AC power flow constraints, a class of problems complicated by (i) scale arising from a scenario representation; and (ii) the presence of nonlinearity, nonconvexity, and possibly second-stage discreteness or complementarity. Unfortunately, most existing solvers cannot contend with both challenges simultaneously; accordingly, the proposed research focuses on developing solution techniques that can both scale with the number of scenarios and contend with nonconvexity and second-stage complementarity. We consider three avenues for addressing such problems: (i) Variable sample-size SQP (VS-SQP) methods that combine sparse Quasi-Newton updates with a scalable variance-reduced stochastic gradient scheme for stochastic QP subproblems, allowing for contending with second-stage complementarity via regularization; (ii) Variable sample-size stochastic Interior-point (VS-sIP) schemes that propose a sampling-based regularized (to allow for contending with complementarity) interior-point schemes in which a Schur-complement technique is employed for decomposing the Newton direction computation step; (iii) Variable sample-size tractable ADMM (VS-tADMM) schemes combine variable sample-sizes with carefully designed techniques for resolving each of the nonconvex updates (by leveraging the QCQP structures). We intend to compare the three schemes using performance profiles in terms of solution quality, scalability, etc. and then select one scheme which will then be developed and further refined in Python for purposes of the GO competition.

42 ENGINEERING↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
DOE OSTI2026

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗