Publications

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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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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.

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.

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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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.

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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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