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AC-Optimal Power Flow Solutions with Security Constraints from Deep Neural Network Models

Computer Aided Chemical Engineering

Kilwein, Zachary; Boukouvala, Fani; Laird, Carl D.; Castillo, Anya; Blakely, Logan; Eydenberg, Michael S.; Jalving, Jordan H.; Batsch-Smith, Lisa

In power grid operation, optimal power flow (OPF) problems are solved several times per day to find economically optimal generator setpoints that balance given load demands. Ideally, we seek an optimal solution that is also “N-1 secure”, meaning the system can absorb contingency events such as transmission line or generator failure without loss of service. Current practice is to solve the OPF problem and then check a subset of contingencies against heuristic values, resulting in, at best, suboptimal solutions. Unfortunately, online solution of the OPF problem including the full N-1 contingencies (i.e., two-stage stochastic programming formulation) is intractable for even modest sized electrical grids. To address this challenge, this work presents an efficient method to embed N-1 security constraints into the solution of the OPF by using Neural Network (NN) models to represent the security boundary. Our approach introduces a novel sampling technique, as well as a tuneable parameter to allow operators to balance the conservativeness of the security model within the OPF problem. Our results show that we are able to solve contingency formulations of larger size grids than reported in literature using non-linear programming (NLP) formulations with embedded NN models to local optimality. Solutions found with the NN constraint have marginally increased computational time but are more secure to contingency events.

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TYPE Conference Paper YEAR 2021
ScopusOSTIDOI

Scalable preconditioning of block-structured linear algebra systems using ADMM

Computers and Chemical Engineering

Rodriguez, Jose S.; Laird, Carl D.; Zavala, Victor M.

We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation, optimal control, network optimization, and stochastic programming. Our approach uses a Krylov solver (GMRES) that is preconditioned with an alternating method of multipliers (ADMM). We show that this ADMM-GMRES approach overcomes well-known scalability issues of Schur complement decomposition in problems that exhibit a high degree of coupling. The effectiveness of the approach is demonstrated using linear systems that arise in stochastic optimal power flow problems and that contain up to 2 million total variables and 4000 coupling variables. We find that ADMM-GMRES is nearly an order of magnitude faster than Schur complement decomposition. Moreover, we demonstrate that the approach is robust to the selection of the augmented Lagrangian penalty parameter, which is a key advantage over the direct use of ADMM.

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TYPE Journal Article YEAR 2020
ScopusOSTIDOI

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

Process Safety and Environmental Protection

Zhen, Todd; Klise, Katherine A.; Cunningham, Sean; Marszal, Edward; Laird, Carl D.

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. 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.

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TYPE Journal Article YEAR 2019
ScopusOSTIDOI

Evaluating demand response opportunities for power systems resilience using MILP and MINLP Formulations

AIChE Journal

Bynum, Michael L.; Castillo, Anya; Watson, Jean-Paul W.; Laird, Carl D.

While peak shaving is commonly used to reduce power costs, chemical process facilities that can reduce power consumption on demand during emergencies (e.g., extreme weather events) bring additional value through improved resilience. For process facilities to effectively negotiate demand response (DR) contracts and make investment decisions regarding flexibility, they need to quantify their additional value to the grid. We present a grid-centric mixed-integer stochastic programming framework to determine the value of DR for improving grid resilience in place of capital investments that can be cost prohibitive for system operators. We formulate problems using both a linear approximation and a nonlinear alternating current power flow model. Our numerical results with both models demonstrate that DR can be used to reduce the capital investment necessary for resilience, increasing the value that chemical process facilities bring through DR. However, the linearized model often underestimates the amount of DR needed in our case studies. Published 2018. This article is a U.S. Government work and is in the public domain in the USA. AIChE J, 65: e16508, 2019.

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TYPE Journal Article YEAR 2019
ScopusOSTIDOI

Global Solution Strategies for the Network-Constrained Unit Commitment Problem with AC Transmission Constraints

IEEE Transactions on Power Systems

Liu, Jianfeng; Laird, Carl D.; Scott, Joseph K.; Watson, Jean-Paul W.; Castillo, Anya

We propose a novel global solution algorithm for the network-constrained unit commitment problem that incorporates a nonlinear alternating current (ac) model of the transmission network, which is a nonconvex mixed-integer nonlinear programming problem. Our algorithm is based on the multi-tree global optimization methodology, which iterates between a mixed-integer lower-bounding problem and a nonlinear upper-bounding problem. We exploit the mathematical structure of the unit commitment problem with ac power flow constraints and leverage second-order cone relaxations, piecewise outer approximations, and optimization-based bounds tightening to provide a globally optimal solution at convergence. Numerical results on four benchmark problems illustrate the effectiveness of our algorithm, both in terms of convergence rate and solution quality.

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TYPE Journal Article YEAR 2019
ScopusOSTIDOI

An Optimization-Based Framework to Define the Probabilistic Design Space of Pharmaceutical Processes with Model Uncertainty

Processes

Laky, Daniel L.; Xu, Shu X.; Rodriguez, Jose S.; Vaidyaraman, Shankar V.; Munoz, Salvador G.; Laird, Carl D.

To increase manufacturing flexibility and system understanding in pharmaceutical development, the FDA launched the quality by design (QbD) initiative. Within QbD, the design space is the multidimensional region (of the input variables and process parameters) where product quality is assured. Given the high cost of extensive experimentation, there is a need for computational methods to estimate the probabilistic design space that considers interactions between critical process parameters and critical quality attributes, as well as model uncertainty. In this paper we propose two algorithms that extend the flexibility test and flexibility index formulations to replace simulation-based analysis and identify the probabilistic design space more efficiently. The effectiveness and computational efficiency of these approaches is shown on a small example and an industrial case study.

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TYPE Journal Article YEAR 2019
OSTIDOI

Evaluation of chlorine booster station placement for water security

Computer Aided Chemical Engineering

Seth, Arpan; Hackebeil, Gaberiel A.; Haxton, Terranna; Murray, Regan; Laird, Carl D.; Klise, Katherine A.

Drinking water utilities use booster stations to maintain chlorine residuals throughout water distribution systems. Booster stations could also be used as part of an emergency response plan to minimize health risks in the event of an unintentional or malicious contamination incident. The benefit of booster stations for emergency response depends on several factors, including the reaction between chlorine and an unknown contaminant species, the fate and transport of the contaminant in the water distribution system, and the time delay between detection and initiation of boosted levels of chlorine. This paper takes these aspects into account and proposes a mixed-integer linear program formulation for optimizing the placement of booster stations for emergency response. A case study is used to explore the ability of optimally placed booster stations to reduce the impact of contamination in water distribution systems.

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TYPE Conference Poster YEAR 2019
ScopusOSTIDOI

Second-Order Multiplier Updates to Accelerate Admm Methods in Optimization Under Uncertainty

Computer Aided Chemical Engineering

Rodriguez, Jose S.; Hackebeil, Gabriel; Siirola, John D.; Zavala, Victor M.; Laird, Carl D.

There is a need for efficient optimization strategies to efficiently solve large-scale, nonlinear optimization problems. Many problem classes, including design under uncertainty are inherently structured and can be accelerated with decomposition approaches. This paper describes a second-order multiplier update for the alternating direction method of multipliers (ADMM) to solve nonlinear stochastic programming problems. We exploit connections between ADMM and the Schur-complement decomposition to derive an accelerated version of ADMM. Specifically, we study the effectiveness of performing a Newton-Raphson algorithm to compute multiplier estimates for the method of multipliers (MM). We interpret ADMM as a decomposable version of MM and propose modifications to the multiplier update of the standard ADMM scheme based on improvements observed in MM. The modifications to the ADMM algorithm seek to accelerate solutions of optimization problems for design under uncertainty and the numerical effectiveness of the approaches is demonstrated on a set of ten stochastic programming problems. Practical strategies for improving computational performance are discussed along with comparisons between the algorithms. We observe that the second-order update achieves convergence in fewer unconstrained minimizations for MM on general nonlinear problems. In the case of ADMM, the second-order update reduces significantly the number of subproblem solves for convex quadratic programs (QPs).

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TYPE Conference Poster YEAR 2019
ScopusOSTIDOI

Quantifying hydraulic and water quality uncertainty to inform sampling of drinking water distribution systems

Journal of Water Resources Planning and Management

Hart, David B.; Rodriguez, J.S.; Burkhardt, Jonathan; Borchers, Brian; Laird, Carl D.; Murray, Regan; Klise, Katherine A.; Haxton, Terranna

Sampling of drinking water distribution systems is performed to ensure good water quality and protect public health. Sampling also satisfies regulatory requirements and is done to respond to customer complaints or emergency situations. Water distribution system modeling techniques can be used to plan and inform sampling strategies. However, a high degree of accuracy and confidence in the hydraulic and water quality models is required to support real-time response. One source of error in these models is related to uncertainty in model input parameters. Effective characterization of these uncertainties and their effect on contaminant transport during a contamination incident is critical for providing confidence estimates in model-based design and evaluation of different sampling strategies. In this paper, the effects of uncertainty in customer demand, isolation valve status, bulk reaction rate coefficient, contaminant injection location, start time, duration, and rate on the size and location of the contaminant plume are quantified for two example water distribution systems. Results show that the most important parameter was the injection location. The size of the plume was also affected by the reaction rate coefficient, injection rate, and injection duration, whereas the exact location of the plume was additionally affected by the isolation valve status. Uncertainty quantification provides a more complete picture of how contaminants move within a water distribution system and more information when using modeling results to select sampling locations.

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TYPE Journal Article YEAR 2019
ScopusOSTIDOI

Benchmarking ADMM in nonconvex NLPs

Computers and Chemical Engineering

Rodriguez, Jose S.; Nicholson, Bethany L.; Laird, Carl D.; Zavala, Victor M.

We study connections between the alternating direction method of multipliers (ADMM), the classical method of multipliers (MM), and progressive hedging (PH). The connections are used to derive benchmark metrics and strategies to monitor and accelerate convergence and to help explain why ADMM and PH are capable of solving complex nonconvex NLPs. Specifically, we observe that ADMM is an inexact version of MM and approaches its performance when multiple coordination steps are performed. In addition, we use the observation that PH is a specialization of ADMM and borrow Lyapunov function and primal-dual feasibility metrics used in ADMM to explain why PH is capable of solving nonconvex NLPs. This analysis also highlights that specialized PH schemes can be derived to tackle a wider range of stochastic programs and even other problem classes. Our exposition is tutorial in nature and seeks to to motivate algorithmic improvements and new decomposition strategies

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TYPE Journal Article YEAR 2018
ScopusOSTIDOI

A multitree approach for global solution of ACOPF problems using piecewise outer approximations

Computers and Chemical Engineering

Liu, Jianfeng; Bynum, Michael L.; Castillo, Anya; Watson, Jean-Paul W.; Laird, Carl D.

Electricity markets rely on the rapid solution of the optimal power flow (OPF) problem to determine generator power levels and set nodal prices. Traditionally, the OPF problem has been formulated using linearized, approximate models, ignoring nonlinear alternating current (AC) physics. These approaches do not guarantee global optimality or even feasibility in the real ACOPF problem. We introduce an outer-approximation approach to solve the ACOPF problem to global optimality based on alternating solution of upper- and lower-bounding problems. The lower-bounding problem is a piecewise relaxation based on strong second-order cone relaxations of the ACOPF, and these piecewise relaxations are selectively refined at each major iteration through increased variable domain partitioning. Our approach is able to efficiently solve all but one of the test cases considered to an optimality gap below 0.1%. Furthermore, this approach opens the door for global solution of MINLP problems with AC power flow equations.

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TYPE Journal Article YEAR 2018
ScopusOSTIDOI

Robust state estimation of feeding–blending systems in continuous pharmaceutical manufacturing

Chemical Engineering Research and Design

Liu, Jianfeng; Su, Qinglin; Moreno, Mariana; Laird, Carl D.; Nagy, Zoltan; Reklaitis, Gintaras

State estimation is a fundamental part of monitoring, control, and real-time optimization in continuous pharmaceutical manufacturing. For nonlinear dynamic systems with hard constraints, moving horizon estimation (MHE) can estimate the current state by solving a well-defined optimization problem where process complexities are explicitly considered as constraints. Traditional MHE techniques assume random measurement noise governed by some normal distributions. However, state estimates can be unreliable if noise is not normally distributed or measurements are contaminated with gross or systematic errors. To improve the accuracy and robustness of state estimation, we incorporate robust estimators within the standard MHE skeleton, leading to an extended MHE framework. The proposed MHE approach is implemented on two pharmaceutical continuous feeding–blending system (FBS) configurations which include loss-in-weight (LIW) feeders and continuous blenders. Numerical results show that our MHE approach is robust to gross errors and can provide reliable state estimates when measurements are contaminated with outliers and drifts. Moreover, the efficient solution of the MHE realized in this work, suggests feasible application of on-line state estimation on more complex continuous pharmaceutical processes.

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TYPE Journal Article YEAR 2018
ScopusOSTIDOI

Strengthened SOCP Relaxations for ACOPF with McCormick Envelopes and Bounds Tightening

Computer Aided Chemical Engineering

Bynum, Michael L.; Castillo, Anya; Watson, Jean-Paul W.; Laird, Carl D.

The solution of the Optimal Power Flow (OPF) and Unit Commitment (UC) problems (i.e., determining generator schedules and set points that satisfy demands) is critical for efficient and reliable operation of the electricity grid. For computational efficiency, the alternating current OPF (ACOPF) problem is usually formulated with a linearized transmission model, often referred to as the DCOPF problem. However, these linear approximations do not guarantee global optimality or even feasibility for the true nonlinear alternating current (AC) system. Nonlinear AC power flow models can and should be used to improve model fidelity, but successful global solution of problems with these models requires the availability of strong relaxations of the AC optimal power flow constraints. In this paper, we use McCormick envelopes to strengthen the well-known second-order cone (SOC) relaxation of the ACOPF problem. With this improved relaxation, we can further include tight bounds on the voltages at the reference bus, and this paper demonstrates the effectiveness of this for improved bounds tightening. We present results on the optimality gap of both the base SOC relaxation and our Strengthened SOC (SSOC) relaxation for the National Information and Communications Technology Australia (NICTA) Energy System Test Case Archive (NESTA). For the cases where the SOC relaxation yields an optimality gap more than 0.1 %, the SSOC relaxation with bounds tightening further reduces the optimality gap by an average of 67 % and ultimately reduces the optimality gap to less than 0.1 % for 58 % of all the NESTA cases considered. Stronger relaxations enable more efficient global solution of the ACOPF problem and can improve computational efficiency of MINLP problems with AC power flow constraints, e.g., unit commitment.

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TYPE Conference Poster YEAR 2018
ScopusOSTIDOI

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

Journal of Loss Prevention in the Process Industries

Liu, Jianfeng; Laird, Carl D.

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem that requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This paper was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.

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TYPE Journal Article YEAR 2018
ScopusOSTIDOI

Sensor Placement Optimization using Chama

Klise, Katherine A.; Laird, Carl D.; Nicholson, Bethany L.

Continuous or regularly scheduled monitoring has the potential to quickly identify changes in the environment. However, even with low - cost sensors, only a limited number of sensors can be deployed. The physical placement of these sensors, along with the sensor technology and operating conditions, can have a large impact on the performance of a monitoring strategy. Chama is an open source Python package which includes mixed - integer, stochastic programming formulations to determine sensor locations and technology that maximize monitoring effectiveness. The methods in Chama are general and can be applied to a wide range of applications. Chama is currently being used to design sensor networks to monitor airborne pollutants and to monitor water quality in water distribution systems. The following documentation includes installation instructions and examples, description of software features, and software license. The software is intended to be used by regulatory agencies, industry, and the research community. It is assumed that the reader is familiar with the Python Programming Language. References are included for addit ional background on software components. Online documentation, hosted at http://chama.readthedocs.io/, will be updated as new features are added. The online version includes API documentation .

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TYPE SAND Report YEAR 2017
OSTIDOI
90 Results
90 Results