Publications

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We present scalable stochastic optimization approaches for improving power systems' resilience to extreme weather events. We consider both proactive redispatch and transmission line hardening as alternatives for mitigating expected load shed due to extreme weather, resulting in large-scale stochastic linear programs (LPs) and mixed-integer linear programs (MILPs). We solve these stochastic optimization problems with progressive hedging (PH), a parallel, scenario-based decomposition algorithm. Our computational experiments indicate that our proposed method for enhancing power system resilience can provide high-quality solutions efficiently. With up to 128 scenarios on a 2,000-bus network, the operations (redispatch) and investment (hardening) resilience problems can be solved in approximately 6 min and 2 h of wall-clock time, respectively. Additionally, we solve the investment problems with up to 512 scenarios, demonstrating that the approach scales very well with the number of scenarios. Moreover, the method produces high quality solutions that result in statistically significant reductions in expected load shed. Our proposed approach can be augmented to incorporate a variety of other operational and investment resilience strategies, or a combination of such strategies.

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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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This report summarizes the goals and findings of eight research projects conducted under the Computing and Information Sciences (CIS) Research Foundation and related to the COVID- 19 pandemic. The projects were all formulated in response to Sandia's call for proposals for rapid-response research with the potential to have a positive impact on the global health emergency. Six of the projects in the CIS portfolio focused on modeling various facets of disease spread, resource requirements, testing programs, and economic impact. The two remaining projects examined the use of web-crawlers and text analytics to allow rapid identification of articles relevant to specific technical questions, and categorization of the reliability of content. The portfolio has collectively produced methods and findings that are being applied by a range of state, regional, and national entities to support enhanced understanding and prediction of the pandemic's spread and its impacts.

Advances in sensor technology have increased our ability to monitor a wide range of environments. However, even as the cost of sensors decline, only a limited number of sensors can be installed at any given site. The physical placement of sensors, along with the sensor technology and operating conditions, can have a large impact on our ability to adequately monitor environmental change. This paper introduces a new open-source Python package, called Chama, that determines optimal sensor placement and technology to improve a sensor network's detection capabilities. The methods are demonstrated using site-specific methane emission scenarios that capture uncertainty in wind conditions and emission characteristics. Mixed-integer linear programming formulations are used to determine sensor locations and detection thresholds that maximize detection of the emission scenarios. The optimized sensor networks consistently increase the ability to detect leaks, as compared to sensors placed near each potential emission source or along the perimeter of the site.

Sandia National Laboratories currently has 27 COVID-related Laboratory Directed Research & Development (LDRD) projects focused on helping the nation during the pandemic. These LDRD projects cross many disciplines including bioscience, computing & information sciences, engineering science, materials science, nanodevices & microsystems, and radiation effects & high energy density science.

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.

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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