
NSF Org: |
DMS Division Of Mathematical Sciences |
Recipient: |
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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: |
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History of Investigator: |
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Recipient Sponsored Research Office: |
240 FRENCH ADMINISTRATION BLDG PULLMAN WA US 99164-0001 (509)335-9661 |
Sponsor Congressional District: |
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Primary Place of Performance: |
14204 NE Salmon Creek Ave Vancouver WA US 98686-9600 |
Primary Place of
Performance Congressional District: |
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Unique Entity Identifier (UEI): |
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Parent UEI: |
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NSF Program(s): | COMPUTATIONAL MATHEMATICS |
Primary Program Source: |
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Program Reference Code(s): |
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Program Element Code(s): |
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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
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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
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