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Modeling Bilevel Programs in Pyomo

Hart, William E.; Watson, Jean-Paul W.; Siirola, John D.; Chen, Richard L.

We describe new capabilities for modeling bilevel programs within the Pyomo modeling software. These capabilities include new modeling components that represent subproblems, modeling transformations for re-expressing models with bilevel structure in other forms, and optimize bilevel programs with meta-solvers that apply transformations and then perform op- timization on the resulting model. We illustrate the breadth of Pyomo's modeling capabilities for bilevel programs, and we describe how Pyomo's meta-solvers can perform local and global optimization of bilevel programs.

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TYPE SAND Report YEAR 2016
OSTIDOI

Testing contamination source identification methods for water distribution networks

Journal of Water Resources Planning and Management

Seth, Arpan; Klise, Katherine A.; Siirola, John D.; Haxton, Terranna; Laird, Carl D.

In the event of contamination in a water distribution network (WDN), source identification (SI) methods that analyze sensor data can be used to identify the source location(s). Knowledge of the source location and characteristics are important to inform contamination control and cleanup operations. Various SI strategies that have been developed by researchers differ in their underlying assumptions and solution techniques. The following manuscript presents a systematic procedure for testing and evaluating SI methods. The performance of these SI methods is affected by various factors including the size of WDN model, measurement error, modeling error, time and number of contaminant injections, and time and number of measurements. This paper includes test cases that vary these factors and evaluates three SI methods on the basis of accuracy and specificity. The tests are used to review and compare these different SI methods, highlighting their strengths in handling various identification scenarios. These SI methods and a testing framework that includes the test cases and analysis tools presented in this paper have been integrated into EPA's Water Security Toolkit (WST), a suite of software tools to help researchers and others in the water industry evaluate and plan various response strategies in case of a contamination incident. Finally, a set of recommendations are made for users to consider when working with different categories of SI methods.

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TYPE Journal Article YEAR 2016
ScopusOSTIDOI

Evaluating Moving Target Defense with PLADD

Jones, Stephen T.; Outkin, Alexander V.; Gearhart, Jared L.; Hobbs, Jacob A.; Siirola, John D.; Phillips, Cynthia A.; Verzi, Stephen J.; Tauritz, Daniel T.; Mulder, Samuel A.; Naugle, Asmeret B.

This project evaluates the effectiveness of moving target defense (MTD) techniques using a new game we have designed, called PLADD, inspired by the game FlipIt [28]. PLADD extends FlipIt by incorporating what we believe are key MTD concepts. We have analyzed PLADD and proven the existence of a defender strategy that pushes a rational attacker out of the game, demonstrated how limited the strategies available to an attacker are in PLADD, and derived analytic expressions for the expected utility of the game’s players in multiple game variants. We have created an algorithm for finding a defender’s optimal PLADD strategy. We show that in the special case of achieving deterrence in PLADD, MTD is not always cost effective and that its optimal deployment may shift abruptly from not using MTD at all to using it as aggressively as possible. We believe our effort provides basic, fundamental insights into the use of MTD, but conclude that a truly practical analysis requires model selection and calibration based on real scenarios and empirical data. We propose several avenues for further inquiry, including (1) agents with adaptive capabilities more reflective of real world adversaries, (2) the presence of multiple, heterogeneous adversaries, (3) computational game theory-based approaches such as coevolution to allow scaling to the real world beyond the limitations of analytical analysis and classical game theory, (4) mapping the game to real-world scenarios, (5) taking player risk into account when designing a strategy (in addition to expected payoff), (6) improving our understanding of the dynamic nature of MTD-inspired games by using a martingale representation, defensive forecasting, and techniques from signal processing, and (7) using adversarial games to develop inherently resilient cyber systems.

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TYPE Other Report YEAR 2015
OSTIDOI

Modeling Mathematical Programs with Equilibrium Constraints in Pyomo

Hart, William E.; Siirola, John D.

We describe new capabilities for modeling MPEC problems within the Pyomo modeling software. These capabilities include new modeling components that represent complementar- ity conditions, modeling transformations for re-expressing models with complementarity con- ditions in other forms, and meta-solvers that apply transformations and numeric optimization solvers to optimize MPEC problems. We illustrate the breadth of Pyomo's modeling capabil- ities for MPEC problems, and we describe how Pyomo's meta-solvers can perform local and global optimization of MPEC problems.

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TYPE SAND Report YEAR 2015
OSTIDOI
Results 51–75 of 127
Results 51–75 of 127