Award Abstract # 1819229
RUI: Robust Feasibility and Robust Optimization using Algebraic Topology and Convex Analysis

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: WASHINGTON STATE UNIVERSITY
Initial Amendment Date: August 13, 2018
Latest Amendment Date: August 13, 2018
Award Number: 1819229
Award Instrument: Standard Grant
Program Manager: Yuliya Gorb
ygorb@nsf.gov
 (703)292-2113
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: August 15, 2018
End Date: July 31, 2022 (Estimated)
Total Intended Award Amount: $200,000.00
Total Awarded Amount to Date: $200,000.00
Funds Obligated to Date: FY 2018 = $200,000.00
History of Investigator:
  • Bala Krishnamoorthy (Principal Investigator)
    bkrishna@math.wsu.edu
Recipient Sponsored Research Office: Washington State University
240 FRENCH ADMINISTRATION BLDG
PULLMAN
WA  US  99164-0001
(509)335-9661
Sponsor Congressional District: 05
Primary Place of Performance: Washington State University
14204 NE Salmon Creek Ave
Vancouver
WA  US  98686-9600
Primary Place of Performance
Congressional District:
03
Unique Entity Identifier (UEI): XRJSGX384TD6
Parent UEI:
NSF Program(s): COMPUTATIONAL MATHEMATICS
Primary Program Source: 01001819DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 9229, 9263
Program Element Code(s): 127100
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

Solving systems of equations and optimizing a function over such systems are ubiquitous in computational mathematics. The functions or equations being nonlinear and/or nonconvex often make these tasks challenging. Further, uncertainty in problem parameters adds to the problem complexity. A crucial part of modern society where such problems are prevalent is power systems. Two central computations in power systems operations are power flow (PF) studies and optimal power flow (OPF). PF studies ensure the power grid state (i.e., voltages and flows across the network) will remain within acceptable limits in spite of contingencies (e.g., loss of a generator or a transmission line) and other uncertainties (e.g., shifting demand or renewable sources of power such as wind and solar). OPF seeks further to choose values for controllable assets in the system (e.g., generators whose rate of power production could be controlled) so as to meet demand at minimum cost. These problems have inherent nonlinearities and nonconvexities, making them hard to solve in their natural form. This project uses ideas from algebraic topology and nonlinear analysis to develop efficient algorithms for robust feasibility and robust optimization. In particular, the investigator will develop a framework to derive mathematically rigorous guarantees for robust feasibility and optimization in nonlinear systems using scalable algorithms. The investigator will employ these algorithms to characterize the effects of uncertainties in nonlinear models of power systems. The investigator will also demonstrate the efficacy of the framework by testing it on large scale OPF problems.

The rapid adoption of renewable energy sources such as wind and solar energy is creating increased uncertainty in modern power systems. In this project, the investigator will take a robust viewpoint of uncertainty: the worst-case impact of the uncertainty on feasibility and optimization problems will be quantified. To this end, the investigator will use ideas from algebraic topology and nonlinear analysis -- specifically Borsuk's theorem (a generalization of the intermediate value theorem) and topological degree theory -- to develop efficient algorithms for robust versions of the PF and OPF problems. On the computational side, the investigator will develop efficient implementations of these algorithms capable of scalably solving large instances of PF and OPF problems. The novel framework will combine rigorous guarantees, efficient algorithms, and the ability to handle nonlinearities. Such a framework is critical for operating modern power systems with significant uncertainty. While power systems are used as the main application area, the methods to be develop are fairly general, and could be applied to problems in other domains as well, e.g., gas distribution networks. More broadly, this project could have a direct impact on how complex and large scale infrastructure systems are handled, especially under increasing uncertainties created by the environment.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

Note:  When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

Madhobi, K and Kamruzzaman, M and Kalyanaraman, A and Lofgren, E and Moehring, R and and Krishnamoorthy, B "A visual analytics framework for analysis of patient trajectories" 10th ACM Conference on Bioinformatics, Computational Biology, and Health Informatics (BCB ?19) , 2019 Citation Details
Le, Hung M. and Kumar, Sushant and May, Nathan and Martinez-Baez, Ernesto and Sundararaman, Ravishankar and Krishnamoorthy, Bala and Clark, Aurora E. "Behavior of Linear and Nonlinear Dimensionality Reduction for Collective Variable Identification of Small Molecule Solution-Phase Reactions" Journal of Chemical Theory and Computation , v.18 , 2022 https://doi.org/10.1021/acs.jctc.1c00983 Citation Details
Kamruzzaman, Methun and Kalyanaraman, Ananth and Krishnamoorthy, Bala and Hey, Stefan and Schnable, Patrick S. "Hyppo-X: A Scalable Exploratory Framework for Analyzing Complex Phenomics Data" IEEE/ACM Transactions on Computational Biology and Bioinformatics , v.18 , 2021 https://doi.org/10.1109/TCBB.2019.2947500 Citation Details
Alvarado, Enrique and Liu, Zhu and Servis, Michael J. and Krishnamoorthy, Bala and Clark, Aurora E. "A Geometric Measure Theory Approach to Identify Complex Structural Features on Soft Matter Surfaces" Journal of Chemical Theory and Computation , v.16 , 2020 10.1021/acs.jctc.0c00260 Citation Details
Alvarado, Enrique G. and Krishnamoorthy, Bala and Vixie, Kevin R. "The Maximum Distance Problem and Minimum Spanning Trees" International Journal of Analysis and Applications , v.19 , 2021 https://doi.org/10.28924/2291-8639-19-2021-633 Citation Details
Ananth Kalyanaraman, Methun Kamruzzaman "Interesting paths in the mapper complex" Journal of computational geometry , v.10 , 2019 10.20382/jocg.v10i1a17 Citation Details
Gupta, Prashant and Krishnamoorthy, Bala "Euler Transformation of Polyhedral Complexes" International Journal of Computational Geometry & Applications , 2021 https://doi.org/10.1142/S0218195920500090 Citation Details
Gupta, Prashant and Krishnamoorthy, Bala and Dreifus, Gregory "Continuous toolpath planning in a graphical framework for sparse infill additive manufacturing" Computer-Aided Design , v.127 , 2020 https://doi.org/10.1016/j.cad.2020.102880 Citation Details
Hu, Yunfeng and Ounkham, Phonemany and Marsalek, Ondrej and Markland, Thomas E. and Krishmoorthy, Bala and Clark, Aurora E. "Persistent Homology Metrics Reveal Quantum Fluctuations and Reactive Atoms in Path Integral Dynamics" Frontiers in Chemistry , v.9 , 2021 https://doi.org/10.3389/fchem.2021.624937 Citation Details
Yunfeng Hu, Matthew Hudelson "Median shapes" Journal of computational geometry , v.10 , 2019 10.20382/jocg.v10i1a12 Citation Details

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

This project studied mathematically rigorous approaches to handle variations or uncertainties in data or parameters associated with complex systems, e.g., the use of renewable energy sources such as wind or solar in the power grid. Meeting all demands for power under such uncertainties while minimizing overall cost is a challenging task. While some success has been achieved in practical setting using direct computational approaches, the combination of mathematical rigor along with efficient computation has been hard to achieve for this challenge.

Intellectual Merit

The PI and team defined a new robustness margin as a measure of robust feasibility of systems of quadratic equations typically encountered in the power grid operations (see Figure for an illustration). They developed approaches based on topological degree theory to estimate bounds on the robustness margin of such systems. They evaluated this approach numerically on standard instances. The team has then extended the framework for robust feasibility to robust optimization by developing a sequential robust convex optimization algorithm (SRCOA) for nonlinear robust optimization. starting with a nominal feasible solution u*, SRCOA builds a convex region around u* that is guaranteed to remain feasible and then optimize for the objective function over this region to move to the next solution iterate. This process is then repeated in a sequential manner. They provided recursive feasibility as well as convergence guarantees for subroutines of SRCOA under exact and approximate oracle models.

The researchers also worked with a collaborator from Electrical Engineering on proving convergence guarantees for a real-time distributed optimization algorithm for the Distribution optimal power flow (OPF) problem. This work contributes a temporal robustness angle to the overall goals of robust feasibility and robust optimization.

Work supported by this project has resulted in 14 publications and/or preprints.

Broader Impact

This grant supported the research and training of four PhD students (one female) and three undergraduate students (one female).  Females are a traditionally underrepresented group of students in Mathematics.  All have been provided with direct experience of developing the mathematical foundations as well as computational approaches for directly applied problem domains. All three undergraduate students joined PhD programs in Engineering or Mathematics disciplines.

Work done in this project promises to push the boundaries of robust nonconvex optimization in a highly constructive fashion. Results on convergence of real-time distributed control for radial power systems promises to motivate analysis of similar systems for more general networks (e.g., non-radial ones).

Results on robust feasibility and optimization as well as real-time distributed control identifies robust solutions to nonlinear systems that are ubiquitous in power grid, gas distribution, and other infrastructure networks. Such solutions in turn could lead to better management of resources in the power grid, and huge cost savings eventually. Results from this project could also guide how infrastructure networks such as the power grid, gas and water networks, etc. are expanded to include renewable energy sources, e.g., wind or solar.


Last Modified: 01/02/2023
Modified by: Bala Krishnamoorthy

Please report errors in award information by writing to: awardsearch@nsf.gov.

Print this page

Back to Top of page