Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are large-scale nonlinear optimization problems with up to hundreds of millions of variables and constraints. The interior point methods become computationally intractable, mainly due to the solution of large linear systems.
This document addresses the computational bottlenecks of the interior point method during the solution of the security constrained optimal power flow problems by applying reduced space quasi-Newton IPM, which could utilize high-performance computers due to the inherent parallelism in the adjoint method. Reduced space IPM approach and the adjoint method is a novel approach when it comes to solving the (security constrained) optimal power flow problems. These were previously used in the PDE-constrained optimization. The presented methodology is suitable for high-performance architectures due to inherent parallelism in the adjoint method during the gradient evaluation, since the individual contingency scenarios are modeled by independent set of the constraints. Preliminary evaluation of the performance and convergence is performed to study the reduced space approach.
A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start algorithm tailored for inequality-constrained CQPs. The central tool is an exact penalty function scheme equipped with a penalty-parameter updating rule. The feasible-start algorithm merely has to satisfy certain general requirements, and so is the updating rule. Under mild assumptions, the framework is proved to converge on CQPs with both inequality and equality constraints and, at a negligible additional cost per iteration, produces an infeasib…
Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of attention due to increasing demand for large scale optimization in industry and engineering. A parallel interior point method is discussed that exploits the intrinsic structure of large-scale nonlinear optimization problems so that the solution process can employ massively parallel high-performance computing infastructures. Since the overall performance of interi…
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the algorithm. When solving large-scale nonlinear problems, state-of-the art IPM solvers rely on efficient sparse linear solvers to solve the KKT system. Instead, we propose a novel reduced-space IPM algorithm that condenses the KKT system into a dense matrix whose size is proportional to the number of degrees of freedom in the problem. Depending on where the re…
We analyze sequences generated by interior point methods (IPMs) in convex and nonconvex settings. We prove that moving the primal feasibility at the same rate as the barrier parameter $μ$ ensures the Lagrange multiplier sequence remains bounded, provided the limit point of the primal sequence has a Lagrange multiplier. This result does not require constraint qualifications. We also guarantee the IPM finds a solution satisfying strict complementarity if one exists. On the other hand, if the primal feasibility is reduced too slowly, then the algorithm converges to a point of minimal complementar…
We revisit the L2 norm error estimate for the C0 interior penalty analysis of fourth order Dirichlet boundary control problem. The L2 norm estimate for the optimal control is derived under reduced regularity assumption and this analysis can be carried out on any convex polygonal domains. Residual based a-posteriori error bounds are derived for optimal control, state and adjoint state variables under minimal regularity assumptions. The estimators are shown to be reliable and locally efficient. The theoretical findings are illustrated by numerical experiments.
Auxiliary variables are often used to model a convex piecewise linear function in the framework of linear optimization. This work shows that such variables yield a block diagonal plus low rank structure in the reduced KKT system of the dual problem. We show how the structure can be detected efficiently, and derive the linear algebra formulas for an interior point method which exploit such structure. The structure is detected in 36% of the cases in Netlib. Numerical results on the inverse planning problem in radiation therapy show an order of magnitude speed-up compared to the state-of-the-art …
The dynamic response of power grids to small events or persistent stochastic disturbances influences their stable operation. Low-frequency inter-area oscillations are of particular concern due to insufficient damping. This paper studies the effect of the operating point on the linear time-invariant dynamics of power networks. A pertinent metric based on the frequency response of grid dynamics is proposed to quantify power system's stability against inter-area oscillations. We further put forth an optimal power flow formulation to yield a grid dispatch that optimizes this novel stability metric…
The integration of energy systems such as electricity and gas grids and power and thermal grids can bring significant benefits in terms of system security, reliability, and reduced emissions. Another alternative coupling of sectors with large potential benefits is the power and transportation networks. This is primarily due to the increasing use of electric vehicles (EV) and their demand on the power grid. Besides, the production and operating costs of EVs and battery technologies are steadily decreasing, while tax credits for EV purchase and usage are being offered to users in developed count…
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 a SIMD/GPU accelerator locally to accelerate the operations us…
Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting from the receding horizon control formulation. However, they require two matrix factorizations per interior-point method iteration, one each for the computation of the dual and the primal. Recently though an interior point method based on the null-space method has been proposed which requires only a single decomposition per iteration. While the then used null…
An efficient, globally convergent method for optimization under uncertainty using adaptive model reduction and sparse grids
Department of Mathematics, Lawrence Berkeley National Laboratory, University of California, Berkeley（加州大学伯克利分校劳伦斯伯克利国家实验室数学系）；University of California, Berkeley（加州大学伯克利分校）；Department of Aerospace and Mechanical Engineering, University of Notre Dame（圣母院大学航空航天与机械工程系）；University of Notre Dame（圣母院大学）；Sandia National Laboratories（桑迪亚国家实验室）
University of Oslo（奥斯陆大学）；Simula Metropolitan Center for Digital Engineering（Simula大都会数字工程中心）
The power consumption of households has been constantly growing over the years. To cope with this growth, intelligent management of the consumption profile of the households is necessary, such that the households can save the electricity bills, and the stress to the power grid during peak hours can be reduced. However, implementing such a method is challenging due to the existence of randomness in the electricity price and the consumption of the appliances. To address this challenge, we employ a model-free method for the households which works with limited information about the uncertain facto…
In compressed sensing, the sensing matrix is assumed perfectly known. However, there exists perturbation in the sensing matrix in reality due to sensor offsets or noise disturbance. Directions-of-arrival (DoA) estimation with off-grid effect satisfies this situation, and can be formulated into a (non)convex optimization problem with linear inequalities constraints, which can be solved by the interior point method (using the CVX tools), but at a large computational cost. In this work, in order to design efficient algorithms, we consider various alternative formulations, such as unconstrained fo…
Although quantum computers have the potential to efficiently solve certain problems considered difficult by known classical approaches, the design of a quantum circuit remains computationally difficult. It is known that the optimal gate design problem is equivalent to the solution of an associated optimal control problem, the solution to which is also computationally intensive. Hence, in this article, we introduce the application of a class of numerical methods (termed the max-plus curse of dimensionality free techniques) that determine the optimal control thereby synthesizing the desired unit…
We develop an interior-point approach to solve constrained variational inequality (cVI) problems. Inspired by the efficacy of the alternating direction method of multipliers (ADMM) method in the single-objective context, we generalize ADMM to derive a first-order method for cVIs, that we refer to as ADMM-based interior-point method for constrained VIs (ACVI). We provide convergence guarantees for ACVI in two general classes of problems: (i) when the operator is $ξ$-monotone, and (ii) when it is monotone, some constraints are active and the game is not purely rotational. When the operator is, i…
We consider the d-dimensional Boussinesq system defined on a sufficiently smooth bounded domain, with homogeneous boundary conditions, and subject to external sources, assumed to cause instability. The initial conditions for both fluid and heat equations are taken of low regularity. We then seek to uniformly stabilize such Boussinesq system in the vicinity of an unstable equilibrium pair, in the critical setting of correspondingly low regularity spaces, by means of explicitly constructed, feedback controls, which are localized on an arbitrarily small interior subdomain. In addition, they will …
