Mixed-integer Nonlinear Optimization Research Articles

Mission Planning and Trajectory Optimization in UAV Swarm for Track Deception against Radar Network

In this article, a mission planning and trajectory optimization scheme in unmanned aerial vehicle (UAV) swarm for track deception against radar networks is proposed. The core of this scheme is to formulate the track deception problem as a model with the objective of simultaneously maximizing the number of phantom tracks while minimizing the total flight distance of the UAV swarm, subject to the constraints of UAV kinematic performance, phantom track rotation angles, and a homology test. It is shown that the formulated track deception problem is a mixed-integer programming, multivariable, and non-linear optimization model. By incorporating mission planning based on platform reuse and a particle swarm optimization (PSO) algorithm, a three-stage solution methodology is proposed to tackle the above problem. Through joint optimization for mission planning and flight trajectories of the UAV swarm, a low-speed UAV swarm is capable of generating a number of high-speed phantom tracks. Numerical results demonstrate that the proposed scheme enables a low-speed UAV swarm to generate as many high-speed phantom tracks as possible, effectively achieving track deception against radar network.

Collaborative Optimization for Active Distribution Network with Soft Open Point and Energy Storage

Background: The increasing use of high-penetration distributed clean energy has led to voltage fluctuations in the distribution network that surpass safety limits and pose challenges to economic and low-carbon operation. Traditional voltage regulation devices are unable to meet the real-time high-precision voltage control needs when encountering frequent fluctuations due to physical limitations. The Soft Open Point (SOP) can provide continuous reactive power to achieve rapid voltage regulation. Objective: We propose a collaborative optimization approach that fully considers the regulatory capabilities of SOP and energy storage to eliminate voltage violations and reduce network losses. Methods: This study introduces an active distribution network reactive power voltage optimization approach that incorporates intelligent SOP and energy storage, combining conventional devices (such as on-load tap changers and capacitor banks) with contemporary devices (such as SOP, distributed generators, and energy storage) to establish synergy. A coordinated optimization model was developed, considering various operational constraints to minimize network losses and regulate the voltage of distribution network nodes. By using linearization and quadratic relaxation, the original non-convex mixed-integer non-linear optimization model was transformed into a Mixed-Integer Second-Order Cone Programming (MISOCP) model to meet the requirements of rapid voltage regulation. Results: A case study was conducted on the IEEE 33-node test system, showing that the proposed approach effectively reduces network losses and eliminates voltage violations. Conclusion: The feasibility and effectiveness of the proposed methodology have been validated, confirming its ability to ensure the safe and economic operation of active distribution networks.

Optimal Reconfiguration of Bipolar DC Networks Using Differential Evolution

The search for more efficient power grids has led to the concept of microgrids, based on the integration of new-generation technologies and energy storage systems. These devices inherently operate in DC, making DC microgrids a potential solution for improving power system operation. In particular, bipolar DC microgrids offer more flexibility due to their two voltage levels. However, more complex tools, such as optimal power flow (OPF) analysis, are required to analyze these systems. In line with these requirements, this paper proposes an OPF for bipolar DC microgrid reconfiguration aimed at minimizing power losses, considering dispersed generation (DG) and asymmetrical loads. This is a mixed-integer nonlinear optimization problem in which integer variables are associated with the switch statuses, and continuous variables are associated with the nodal voltages in each pole. The problem is formulated based on current injections and is solved by a hybridization of the differential evolution algorithm (to handle the integer variables) and the interior point method-based OPF (to minimize power losses). The results show a reduction in power losses of approximately 48.22% (33-bus microgrid without DG), 2.87% (33-bus microgrid with DG), 50.90% (69-bus microgrid without DG), and 50.50% (69-bus microgrid with DG) compared to the base case.

Equilibrium Interaction Strategies for Integrated Energy System Incorporating Demand-Side Management Based on Stackelberg Game Approach

This paper analyzes the balanced interaction strategy of an integrated energy system (IES) operator and an industrial user in the operation process of the IES under the demand-side management (DSM) based on game theory. Firstly, we establish an electric–thermal IES, which includes a power grid, a heat grid and a natural gas grid. Secondly, a two-stage Stackelberg dynamic game model is proposed to describe the game behavior of IES operators and industrial users in the process of participating in DSM. The interactions between the IES operator (leader) and the user (follower) are formulated into a one-leader–one-follower Stackelberg game, where optimization problems are formed for each player to help select the optimal strategy. A pricing function is adopted for regulating time-of-use (TOU), which acts as a coordinator, inducing users to join the game. Then, for the complex two-stage dynamic game model established, the lower user-side constraint optimization problem is replaced by its KKT condition, so that the two-stage hierarchical optimization problem is transformed into a single-stage mixed-integer nonlinear optimization model, and the branch-and-bound method is introduced to solve it. Finally, the equilibrium strategies and income values of both sides of the game are obtained through a case simulation, and the dynamic equilibrium strategy curves under different capacity configurations are obtained through the sensitivity analysis of key parameters. The equilibrium income of the IES is USD 93.859, while the equilibrium income of industrial users in the park is USD 92.720. The simulation results show that the proposed method and model are effective.

A hierarchical optimization approach to maximize hosting capacity for electric vehicles and renewable energy sources through demand response and transmission expansion planning

Within the scope of sustainable development, integrating electric vehicles (EVs) and renewable energy sources (RESs) into power grids offers a number of benefits. These include reducing greenhouse gas emissions, diversifying energy sources, and promoting the use of green energy. Although the literature on hosting capacity (HC) models has grown, there is still a noticeable gap in the discussion of models that successfully handle transmission expansion planning (TEP), demand response (DR), and HC objectives simultaneously. Combining TEP, DR, and HC objectives in one model optimizes resource use, enhances grid stability, supports renewable and EV integration, and aligns with regulatory and market demands, resulting in a more efficient, reliable, and sustainable power system. This research presents an innovative two-layer HC model, including considerations for TEP and DR. The model determines the highest degree of load shifting appropriate for incorporation into power networks in the first layer. Meanwhile, the second layer focuses on augmenting the RES and EVs’ hosting capability and modernizing the network infrastructure. System operators can choose the best scenario to increase the penetration level of EVs and RESs with the aid of the proposed model. The proposed model, which is formulated as a multi-objective mixed-integer nonlinear optimization problem, uses a hierarchical optimization technique to identify effective solutions by combining the particle swarm optimization algorithm and the crayfish optimizer. When compared to traditional methods, the results obtained from implementing the proposed hierarchical optimization algorithm on the Garver network and the IEEE 24-bus system indicated how effective it is at solving the presented HC model. The case studies demonstrated that integrating DR into the HC problem reduced peak load by 10.4–23.25%. The findings also highlighted that DR did not impact the total energy consumed by EVs throughout the day, but it did reshape the timing of EV charging, creating more opportunities for integration during periods of high demand. Implementing DR reduced the number of projects needed and, in some cases, led to cost savings of up to 12.3%.

A centralized EMPC scheme for PV-powered alkaline electrolyzer

Photovoltaic (PV)-powered alkaline electrolyzer system (PVPAES) is an advanced technique to convert the off-grid and intermittent PV-based solar energy into storable and transportable electrolyzer-based hydrogen energy with zero carbon emissions. However, it is difficult to realize the coordinated control of the off-grid PV module and the alkaline electrolyzer, due to the multiple timescale dynamics. To address this challenge, the PVPAES is decomposed into the slow part and fast part based on the dynamic time scale. Exploiting the decomposed subsystems, the slow one is assumed to be managed well by the auxiliary controller. For the fast one, a centralized economic model predictive control (CEMPC) scheme is constituted. This CEMPC integrates the energy management system and local feedback control into a single optimal control framework. A mathematical model of the PVPAES is established, on the basis of which the CEMPC directly adopts the economic indices as the cost function to realize the flexible power point tracking, power supply-demand balance, and dynamic economic optimization. Moreover, the inherent strong nonlinearity of PVPAES results in the nonconvex mixed-integer nonlinear programming optimization problem in the CEMPC. The exhaustive search algorithm utilizing finite converter switching states is adopted to achieve the global economic optimum. The effectiveness of the proposed CEMPC controller is illustrated through simulations under varying irradiance conditions.

Physics-informed deep learning and linear programming for efficient optimization of combined cycle power plants

Efficient operation of combined cycle power plants (CCPP) involves solving mixed-integer nonlinear optimization problems, constrained by thermodynamic differential equations, thermal constraints, and temporal dependencies between variables. The optimization problem aims to maximize profit for day-ahead operation by minimizing short-term and long-term costs, and accounting for volatility in ambient conditions and energy price. In operational terms, the challenge lies in developing an efficient and robust optimization algorithm capable of determining optimal values for thousands of temporal variables. It must also have the capacity to evaluate a multitude of scenarios encompassing various weather and market conditions. To address this challenge, this paper proposes a hybrid optimizer that utilizes deep learning models trained on historical operational data of a real CCPP, along with a surrogate physics-driven piecewise-linear model of CCPP, to determine the optimal values of thousands of control setpoints, with strong temporal co-dependencies, within a two-minute runtime required by industry constraints. A multi-resolution architecture is proposed to efficiently implement this optimizer. The algorithm sequentially solves the problem in coarse and fine resolutions to accelerate convergence. Final results are checked for feasibility using pre-trained deep learning models, ensuring accuracy and validity. The study shows that the proposed model provides comparable results to the exact solution while reducing computational costs, up to 95%. This research has practical implications for power plant system operators, as well as traders and dispatchers, enabling them to make optimal decisions for day-ahead contracting purposes and CCPP operation in a reasonable time, ultimately leading to more efficient and cost-effective power plant management. Furthermore, the methodology introduced in this work could potentially be extended to other industrial applications that require large-scale, complex optimizations, where the precise governing principles of a process can be approximated by piecewise-linear functions.

Second‐order cone programming models for the unitary weighted Weber problem and for the minimum sum of the squares clustering problem

AbstractIn this work, new mixed integer nonlinear optimization models are proposed for two clustering problems: the unitary weighted Weber problem and the minimum sum of squares clustering. The proposed formulations are convex quadratic models with linear and second‐order cone constraints that can be efficiently solved by interior point algorithms. Their continuous relaxation is convex and differentiable. The numerical experiments show the proposed models are more efficient than some classical models for these problems known in the literature.

A novel solution methodology for electrical vehicles charging schedule in coordinated with full flexible resources in microgrid

This paper proposes a new model for the day-ahead Electric Vehicle charging schedule in Microgrids (MGs) with flexible resources such as Wind Turbine (WT) and Photovoltaic (PV) electrical power, Combined Heat and Power (CHP), Energy Storage Source (ESS), and load Demand Responses (DR). The proposed Mixed Integer Nonlinear Multi-Objective Optimization (MINMO) model considers uncertainty properties with optimal operation objects. The cost function, and power loss minimization are the proposed model's objects for considering optimal operation objects. This model is solved by a three-level decomposition method in master-sub problem presentation and Binary-Continues PSO algorithm (BC PSO) to quickly calculate the optimal solution. In the first layer, the main constraint of electric vehicle aggregators (EVAs) is satisfied by the binary PSO algorithm. According to the top-layer solution, flexible recourses are managed to satisfy the operation objects by the Bi-level Continues PSO algorithm in the second layer. Then, after converging to the optimum solution of these two layers, Electric Vehicles (EVs) charging stations are solved at the last layer by algebraic equations. Finally, the efficiency of the proposed method is illustrated via its application in IEEE 33-bus MG system. The numerical results show that the proposed solution methodology reduces the runtime of the problem up to 95 % compared to intelligence-based and full Newton–Raphson AC power flow method. Also, numerical results illustrate that considering CHP and DR in addition to the other flexible resources reduces the operation cost and power loss up to 21 % and 5 % respectively. In top of that the minimum total cost for day-ahead EV charging schedule by the proposed model and solution methodology is 578,312.7$.

An optimal approach of pure/mixed CO2 sequestration with producing hydrated natural gas: Physical insights and validation

In this contribution, an optimal approach is developed to sequestrate pure/mixed CO2 by dislodging the hydrated natural gas, the cleanest fossil fuel, thereby catching two birds by one stone. For depicting its intricacies, a transient thermo-kinetic swapping model is developed with considering first time the effect of permeability and water saturation, along with porosity involved in sediments of hydrate reservoir. The formulation takes into account various fundamental issues having practical relevance, like porous particles with uneven size and shape, surface dynamics involved in phase transformation, non-unity reaction order (i.e., nth order), among others. A mixed-integer nonlinear multi-objective sequential optimization (MOSO) problem is articulated within the framework of a robust global optimizer (i.e., nondominated sorting genetic algorithm II) to deal with two conflicting objectives, concerning minimization of absolute average relative deviation and maximization of swapping efficiency. This optimal approach is validated with laboratory and field data, showing its outperformance over the latest models at diverse geological conditions. The proposed model framework is employed for lab-scale cases to identify the optimal guest gas (CO2/N2) ratio that secures the maximum swapping efficiency. Simulation results suggest that the presented theoretical model is rigorous in interpreting these swapping dynamics in hydrates.

Optimizing tensile strength and energy consumption for FDM through Mixed-Integer Nonlinear Multi-objective optimization and design of experiments

This study presents a methodology for optimizing key parameters of a fused deposition modeling (FDM) printer to minimize energy consumption (EC) while exceeding a specified tensile strength (TS) threshold. Employing Design of Experiments (DoE) with Taguchi and Response Surface analysis, we identify influential parameters affecting TS and EC. A Mixed-Integer Nonlinear Multi-Objective Optimization model is then utilized to balance TS and EC, resulting in optimal parameter values. Validation using fabricated specimens demonstrates less than 5 % error in Tensile Strength and less than 2 % error in Energy Consumption, confirming the efficacy of the proposed methodology.

Design and operation of modular biorefinery supply chain under uncertainty using generalized Benders decomposition

AbstractBiomass supply chain performance is heavily affected by uncertainties stemming from supply, demand, or unexpected disruptions. Unlike petrochemical plants that use crude oil, biorefineries often have to deal with the uneven spatial‐temporal distribution of feedstock supply. The modular production strategy provides more flexibility in chemical manufacturing by allowing fast capacity expansion and unit movement. However, modeling and optimizing modular biomass supply chain under uncertainties becomes challenging due to high dimensionality and the existence of discrete decisions. This work optimizes the multiperiod biomass supply chain using the rolling horizon planning and two‐stage stochastic programming framework. We then applied generalized Benders decomposition to reduce the computational complexity of the stochastic mixed integer nonlinear programming supply chain optimization. Furthermore, the solution of the stochastic programming could be used to quantitatively describe the life‐cycle assessment uncertainties of the biomass supply chain performance, demonstrating seasonality and random variability.

Mixed-integer Nonlinear Optimization: A Hatchery for Modern Mathematics

Mixed-integer nonlinear programming (MINLP) is concerned with finding optimal solutions to mathematical formulations of optimization problems combining discrete and nonlinear phenomena. The scientific program was organized around three areas: convex envelopes and relaxation hierarchies, mixed-integer optimal control, and current trends. These topics were addressed with a variety of tutorials, talks, and short research announcements.

Optimizing large-scale hydrogen storage: A novel hybrid genetic algorithm approach for efficient pipeline network design

As hydrogen production technologies continue to advance, efficient and high-capacity hydrogen storage solutions become increasingly crucial. To address the complex optimization challenges in the design of large-scale hydrogen storage pipeline networks, the study introduces a mixed integer nonlinear optimization model inspired by hydrogen pipeline design optimization theory. The model not only focuses on optimizing network design parameters but also aims to minimize investment costs. To achieve this, the study proposes an innovative hybrid genetic algorithm that combines the Modified Feasible Directions Method (MFDM) and Genetic Algorithm Theory (GAT), specifically targeting the optimization of pipeline diameter's discrete distribution challenges. Comparative analyses with SUMT and GA algorithms demonstrate the superiority of the approach. In continuous space, the algorithm achieves a lower convergence cost of 232.4437 × 104 Yuan, while in discrete space, the cost further decreases to 212.1636 × 104 Yuan. Additionally, the study delves into the sensitivity of the HGA-MFDM algorithm to ambient temperature and wellhead temperature in hydrogen storage facilities. The analysis reveals that wellhead temperature has a more significant impact on pipeline network investment, whereas ambient temperature exhibits a more pronounced effect on iteration curves. The findings provide valuable insights for the precise adjustment and optimization of hydrogen storage pipeline networks in practical applications.

On Constrained Mixed-Integer DR-Submodular Minimization

Diminishing returns (DR)–submodular functions encompass a broad class of functions that are generally nonconvex and nonconcave. We study the problem of minimizing any DR-submodular function with continuous and general integer variables under box constraints and, possibly, additional monotonicity constraints. We propose valid linear inequalities for the epigraph of any DR-submodular function under the constraints. We further provide the complete convex hull of such an epigraph, which, surprisingly, turns out to be polyhedral. We propose a polynomial-time exact separation algorithm for our proposed valid inequalities with which we first establish the polynomial-time solvability of this class of mixed-integer nonlinear optimization problems. Funding: This work was supported by the Office of Naval Research Global [Grant N00014-22-1-2602].

OPTIMAL SINGLE-STORY STEEL BUILDINGS UNDER HIGH LOADS

This paper presents the parametric optimization of single-story steel buildings subjected to high loads. In the parametric study, high loads of snow and wind are determined for different altitudes up to 3000 meters above sea level. The Alpine region and the Eurocode 1 standard are considered. The discrete mixed-integer non-linear programming optimization is performed for different altitude alternatives. The optimization model for the steel structure is developed and used. The mass objective function of the structure is subjected to dimensioning and deflection constraints defined by the Eurocode standards. The modified outer-approximation and equality-relaxation algorithm is applied. The optimal results obtained include the minimal possible mass of the structure, the optimal topology, the steel sections and the steel grade. In the case of a medium-sized single-story steel building, it was found that the structural mass increases by 2.7 times and the number of main portal frames increases by 80 % when the altitude of the building site is increased from 500 to 3000 meters above sea level. The optimal results clearly show how the structural mass and cross-sections increase with increasing load.

A distributed randomized method for the identification of switched ARX systems

SummaryThe identification of switched systems amounts to a mixed integer nonlinear optimization problem, where the continuous variables are associated to the model parameterizations of the different modes, and the discrete ones are related to the switching signal (each data sample is assigned to a mode, and switching occurs when the mode assignment changes over time). In the batch form of the identification problem, the combinatorial complexity increases exponentially with the size of the training set, which makes the precise identification of the switching signal the most challenging task in the identification problem. To tackle this complexity we propose a distributed optimization approach, based on the solution of multiple instances of a much simpler problem, where switching can occur only at specific time instants (different for each subproblem), and an information sharing mechanism that preserves likely switching times to improve the local solutions. We employ an adapted version of a previously developed randomized algorithm to solve the individual subproblems. Another important feature of the proposed method is an a posteriori heuristic correction method, that is applied to further refine the switching locations based on the estimated local models before the information sharing phase. The performance of the proposed algorithm is analyzed and compared with other methods on synthetic datasets.

Model predictive control of bidirectional heat transfer in prosumer-based solar district heating networks

District heating networks with decentralized heat production are ideally suited to include a high share of renewable energy sources for heat production in urban areas with limited space. A new concept is a prosumer-based district heating network in which some or even all buildings are equipped with decentralized building-level heat storages and heat generation plants. To exploit the full potential of the interconnected heating network, buildings with surplus heat are intended to transfer heat to buildings with heating demands to prevent the activation of the central heating plant. This work presents an initial feasibility study on using a model predictive control strategy to manage bidirectional heat transfer between buildings in a district heating network. We formulate this problem as an optimal control problem, incorporating binary decision variables for each potential heat transfer connection. This results in a mixed-integer nonlinear optimization problem that is hard to solve. The problem is solved with a fast gradient-based optimization algorithm in combination with a combinatorial integral approximation strategy. A case study concerning a residential heating network with building-level solar thermal collectors and storage tanks is carried out. The optimized operation is compared to the real operation obtained from one month of measurements. The results show that the optimized strategy with bidirectional heat transfer can exploit the total heat generated in the whole network. The central heating provider is only required when the heat produced or stored by all the buildings is insufficient to meet the total heat demand within the network. In the case study, this leads to a reduction of almost 75% of the required thermal energy from the central heat provider.

Lua APIs for mathematical optimization

In this paper we present our Lua programming language libraries that enable modeling and solving mixed integer linear and nonlinear mathematical optimization problems. On one side, these libraries provide a framework for developing algorithms written in Lua that use certain well known solvers within more complex procedures. On the other side, they facilitate the transformation of both input and output data of a mathematical programming problem, in order to compute the standardized coefficients that have to be transmitted to the solvers or prepare solution of solved problems for further data processing. Both of these use cases, together with Lua programming language simplicity, versatility and performance, make Lua a suitable programming language for use in scientific and engineering researches.

Exploring optimal pathways of the high-CO2 content natural gas source to chemicals and fuels using superstructure multi-objective optimization

This study aims to develop a mathematical formulation of superstructure multi-objective optimization to find optimal pathways of high-CO2 natural gas and PV-hydrogen to chemicals and fuels integrated with CO2 sequestration. A mixed-integer nonlinear programming optimization model is used to compete along 56 pathways in the superstructure optimization network. The model was developed with the general algebraic modeling system and computed with the standard branch and bound (SBB) solver to maximize annual net profit and minimize annual net CO2 emissions. The result shows the selected products in 2020 are liquefied natural gas, methanol, dimethyl ether, formic acid, and acetic acid, with annual net profits and net CO2 emissions of 38.17 million $/year and −8.47 million tons of CO2/year, respectively. In the projection analysis, the annual net profit growth results at a compounding annual growth rate of 7.85% per year between 2020 and 2060, while annual net CO2 emissions decrease until −16.37 million tons of CO2/year in 2060. In 2030, blue acetic acid will be selected via all separation processes. For 2050, the synfuel via partial membrane separation is selected. The other products, formic acid, methanol, and acetic acid via membrane separation (full and partial), will always be selected between 2020 and 2060. Therefore, this could be a future strategy for monetizing high–CO2–content natural gas sources with low-carbon process development.