8.0OCFeb 1, 2019
An Adaptive, Multivariate Partitioning Algorithm for Global Optimization of Nonconvex ProgramsHarsha Nagarajan, Mowen Lu, Site Wang et al.
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of piecewise polyhedral relaxation approaches via disjunctive formulations to solve MINLPs to global optimality in contrast to the conventional spatial branch-and-bound approaches. In order to maintain relatively small-scale mixed-integer linear programs at every iteration of the algorithm, we adaptively partition the variable domains appearing in the multi-linear terms. We also provide proofs on convergence guarantees of the proposed algorithm to a global solution. Further, we discuss a few algorithmic enhancements based on the sequential bound-tightening procedure as a presolve step, where we observe the importance of solving piecewise relaxations compared to basic convex relaxations to speed-up the convergence of the algorithm to global optimality. We demonstrate the effectiveness of our disjunctive formulations and the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare with state-of-the-art global optimization solvers. With this novel approach, we solve several large-scale instances which are, in some cases, intractable by the global optimization solver. We also shrink the best known optimality gap for one of the hard, generalized pooling problem instance.
2.4OCJan 29, 2019
Optimization-Based Bound Tightening using a Strengthened QC-Relaxation of the Optimal Power Flow ProblemKaarthik Sundar, Harsha Nagarajan, Sidhant Misra et al.
This article develops a strengthened convex quadratic convex (QC) relaxation of the AC Optimal Power Flow (AC-OPF) problem and presents an optimization-based bound-tightening (OBBT) algorithm to compute tight, feasible bounds on the voltage magnitude variables for each bus and the phase angle difference variables for each branch in the network. Theoretical properties of the strengthened QC relaxation that show its dominance over the other variants of the QC relaxation studied in the literature are also derived. The effectiveness of the strengthened QC relaxation is corroborated via extensive numerical results on benchmark AC-OPF test networks. In particular, the results demonstrate that the proposed relaxation consistently provides the tightest variable bounds and optimality gaps with negligible impacts on runtime performance.
Equitable Routing--Rethinking the Multiple Traveling Salesman ProblemAbhay Singh Bhadoriya, Deepjyoti Deka, Kaarthik Sundar
The Multiple Traveling Salesman Problem (MTSP) extends the traveling salesman problem by assigning multiple salesmen to visit a set of targets from a common depot, with each target visited exactly once while minimizing total tour length. A common variant, the min-max MTSP, focuses on workload balance by minimizing the longest tour, but it is difficult to solve optimally due to weak linear relaxation bounds. This paper introduces two new parametric fairness-driven variants of the MTSP: the $\varepsilon$-Fair-MTSP and the $Δ$-Fair-MTSP, which promote equitable distribution of tour lengths while controlling overall cost. The $\varepsilon$-Fair-MTSP is formulated as a mixed-integer second-order cone program, while the $Δ$-Fair-MTSP is modeled as a mixed-integer linear program. We develop algorithms that guarantee global optimality for both formulations. Computational experiments on benchmark instances and real-world applications, including electric vehicle fleet routing, demonstrate their effectiveness. Furthermore, we show that the algorithms presented for the fairness-constrained MTSP variants can be used to obtain the Pareto front of a bi-objective optimization problem in which one objective minimizes the total tour length and the other balances the lengths of the individual tours. Overall, these fairness-constrained MTSP variants provide a practical and flexible alternative to the min-max MTSP.
5.6OCJul 24, 2024
$A^*$ for Graphs of Convex SetsKaarthik Sundar, Sivakumar Rathinam
We present a novel algorithm that fuses the existing convex-programming based approach with heuristic information to find optimality guarantees and near-optimal paths for the Shortest Path Problem in the Graph of Convex Sets (SPP-GCS). Our method, inspired by $A^*$, initiates a best-first-like procedure from a designated subset of vertices and iteratively expands it until further growth is neither possible nor beneficial. Traditionally, obtaining solutions with bounds for an optimization problem involves solving a relaxation, modifying the relaxed solution to a feasible one, and then comparing the two solutions to establish bounds. However, for SPP-GCS, we demonstrate that reversing this process can be more advantageous, especially with Euclidean travel costs. In other words, we initially employ $A^*$ to find a feasible solution for SPP-GCS, then solve a convex relaxation restricted to the vertices explored by $A^*$ to obtain a relaxed solution, and finally, compare the solutions to derive bounds. We present numerical results to highlight the advantages of our algorithm over the existing approach in terms of the sizes of the convex programs solved and computation time.
8.3SYApr 20
Simulating Arbitrage Optimization for Market Monitoring in Gas and Electricity Transmission NetworksNoah Rhodes, Sachin Shivakumar, Luke S. Baker et al.
We examine market outcomes in energy transport networks with a focus on gas-fired generators, which are producers in a wholesale electricity market and consumers in the natural gas market. Market administrators monitor bids to determine whether a participant wields market power to manipulate the price of energy, reserves, or financial transmission rights. If economic or physical withholding of generation from the market is detected, mitigation is imposed by replacing excessive bids with reference level bids to prevent artificial supply shortages. We review market monitoring processes in the power grid, and present scenarios in small interpretable test networks to show how gas-fired generators can bid in the gas market to alter outcomes in a power market. We develop a framework based on DC optimal power flow (OPF) and steady-state optimal gas flow (OGF) formulations to represent two interacting markets with structured exchange of price and quantity bids. We formulate optimization-based methods to identify market power in a power grid, as well as to identify market conditions that indicate market power being exerted by a generator using gas market bids.
2.2ROApr 9, 2024
Deep Reinforcement Learning-Based Approach for a Single Vehicle Persistent Surveillance Problem with Fuel ConstraintsManav Mishra, Hritik Bana, Saswata Sarkar et al.
This article presents a deep reinforcement learning-based approach to tackle a persistent surveillance mission requiring a single unmanned aerial vehicle initially stationed at a depot with fuel or time-of-flight constraints to repeatedly visit a set of targets with equal priority. Owing to the vehicle's fuel or time-of-flight constraints, the vehicle must be regularly refueled, or its battery must be recharged at the depot. The objective of the problem is to determine an optimal sequence of visits to the targets that minimizes the maximum time elapsed between successive visits to any target while ensuring that the vehicle never runs out of fuel or charge. We present a deep reinforcement learning algorithm to solve this problem and present the results of numerical experiments that corroborate the effectiveness of this approach in comparison with common-sense greedy heuristics.
3.0ROJan 24, 2021
Deployable, Data-Driven Unmanned Vehicle Navigation System in GPS-Denied, Feature-Deficient EnvironmentsSohum Misra, Kaarthik Sundar, Rajnikant Sharma et al.
This paper presents a novel data-driven navigation system to navigate an Unmanned Vehicle (UV) in GPS-denied, feature-deficient environments such as tunnels, or mines. The method utilizes landmarks that vehicle can deploy and measure range from to enable localization as the vehicle traverses its pre-defined path through the tunnel. A key question that arises in such scenario is to estimate and reduce the number of landmarks that needs to be deployed for localization before the start of the mission, given some information about the environment. The main focus is to keep the maximum position uncertainty at a desired value. In this article, we develop a novel vehicle navigation system in GPS-denied, feature-deficient environment by combining techniques from estimation, machine learning, and mixed-integer convex optimization. This article develops a novel, systematic method to perform localization and navigate the UV through the environment with minimum number of landmarks while maintaining desired localization accuracy. We also present extensive simulation experiments on different scenarios that corroborate the effectiveness of the proposed navigation system.
1.2SYNov 20, 2020
Chance-Constrained Unit Commitment with N-1 Security and Wind UncertaintyKaarthik Sundar, Harsha Nagarajan, Line Roald et al.
As renewable wind energy penetration rates continue to increase, one of the major challenges facing grid operators is the question of how to control transmission grids in a reliable and a cost-efficient manner. The stochastic nature of wind forces an alteration of traditional methods for solving day-ahead and look-ahead unit commitment and dispatch. In particular, the variability of wind generation increases the risk of unexpected overloads and cascading events. To address these questions, we present an N-1 Security and Chance-Constrained Unit Commitment (SCCUC) that includes models of generation reserves that respond to wind fluctuations and component outages. We formulate the SCCUC as a mixed-integer, second-order cone problem that limits the probability of failure. We develop a modified Benders decomposition algorithm to solve the problem to optimality and present detailed case studies on the IEEE RTS-96 three-area and the IEEE 300 NESTA test systems. The case studies assess the economic impacts of contingencies and various degrees of wind power penetration and demonstrate the effectiveness and scalability of the algorithm.
9.6ROMay 11, 2018
Cooperative Planning for Fuel-constrained Aerial Vehicles and Ground-based Refueling Vehicles for Large-Scale CoverageParikshit Maini, Kaarthik Sundar, Sivakumar Rathinam et al.
Low cost Unmanned Aerial Vehicles (UAVs) need multiple refuels to accomplish large area coverage. The number of refueling stations and their placement plays a vital role in determining coverage efficiency. In this paper, we propose the use of a ground-based refueling vehicle (RV) to increase the operational range of a UAV in both spatial and temporal domains. Determining optimal routes for the UAV and RV, and selecting optimized locations for refueling to aid in minimizing coverage time is a challenging problem due to different vehicle speeds, coupling between refueling location placement, and the coverage area at each location. We develop a two-stage strategy for coupled route planning for UAV and RV to perform a coverage mission. The first stage computes a minimal set of refueling sites that permit a feasible UAV route. In the second stage, multiple Mixed-Integer Linear Programming (MILP) formulations are developed to plan optimal routes for the UAV and the refueling vehicle taking into account the feasible set of refueling sites generated in stage one. The performance of different formulations is compared empirically. In addition, computationally efficient heuristics are developed to solve the routing problem. Extensive simulations are conducted to corroborate the effectiveness of proposed approaches.
3.2ROAug 10, 2017
Routing Unmanned Vehicles in GPS-Denied EnvironmentsKaarthik Sundar, Sohum Misra, Sivakumar Rathinam et al.
Most of the routing algorithms for unmanned vehicles, that arise in data gathering and monitoring applications in the literature, rely on the Global Positioning System (GPS) information for localization. However, disruption of GPS signals either intentionally or unintentionally could potentially render these algorithms not applicable. In this article, we present a novel method to address this difficulty by combining methods from cooperative localization and routing. In particular, the article formulates a fundamental combinatorial optimization problem to plan routes for an unmanned vehicle in a GPS-restricted environment while enabling localization for the vehicle. We also develop algorithms to compute optimal paths for the vehicle using the proposed formulation. Extensive simulation results are also presented to corroborate the effectiveness and performance of the proposed formulation and algorithms.
1.2SYMay 31, 2017
An Exact Algorithm for a Fuel-Constrained Autonomous Vehicle Path Planning ProblemKaarthik Sundar, Saravanan Venkatachalam, Sivakumar Rathinam
This paper addresses a fuel-constrained, autonomous vehicle path planning problem in the presence of multiple refueling stations. We are given a set of targets, a set of refueling stations, and a depot where $m$ vehicles are stationed. The vehicles are allowed to refuel at any refueling station, and the objective of the problem is to determine a route for each vehicle starting and terminating at the depot, such that each target is visited by at least one vehicle, the vehicles never run out of fuel while traversing their routes, and the total travel cost of all the routes is a minimum. We present four new mixed-integer linear programming formulations for the problem. These formulations are compared both analytically and empirically, and a branch-and-cut algorithm is developed to compute an optimal solution. Extensive computational results on a large class of test instances that corroborate the effectiveness of the algorithm are also presented.