Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

We consider a facility location problem with uncertainty flow customers' demands, which we refer to as stochastic flow capturing location allocation problem (SFCLAP). Potential applications include siting farmers' market, emergency shelters, convenience stores, advertising boards and so on. For this dissertation, electric vehicle charging stations siting with maximum accessibility at lowest cost would be studied. We start with placing charging stations under the assumptions of pre-determined demands and uniform candidate facilities. After this model fails to deal with different scenarios of customers' demands, a two stage flow capturing location allocation programming framework is constructed to incorporate demand uncertainty as SFCLAP. Several extensions are built for various situations, such as secondary coverage and viewing facility's capacity as variables. And then, more capacitated stochastic programming models are considered as systems optimal and user oriented optimal cases. Systems optimal models are introduced with variations which include outsourcing the overflow and alliance within the system. User oriented optimal models incorporate users' choices with system's objectives. After the introduction of various models, an approximation method for the boundary of the problem and also the exact solution method, the L-Shaped method, are presented. As the computation time in the user oriented case surges with the expansion of the network, scenario reduction method is introduced to get similar optimal results within a reasonable time. And then, several cases including testing with different number of scenarios and different sample generating methods are operated for model validation. In the last part, simulation method is operated on the authentic network of the state of Arizona to evaluate the performance of this proposed framework.

Stochastic programming combines ideas from deterministic optimization with probability and statistics to produce more accurate models of optimization problems involving uncertainty. However, due to their size, stochastic programming problems can be extremely difficult to solve and instead approximate solutions are used. Therefore, there is a need for methods that can accurately identify optimal or near optimal solutions. In this dissertation, we focus on improving Monte-Carlo sampling-based methods that assess the quality of potential solutions to stochastic programs by estimating optimality gaps. In particular, we aim to reduce the bias and/or variance of these estimators. We first propose a technique to reduce the bias of optimality gap estimators which is based on probability metrics and stability results in stochastic programming. This method, which requires the solution of a minimum-weight perfect matching problem, can be run in polynomial time in sample size. We establish asymptotic properties and present computational results. We then investigate the use of sampling schemes to reduce the variance of optimality gap estimators, and in particular focus on antithetic variates and Latin hypercube sampling. We also combine these methods with the bias reduction technique discussed above. Asymptotic properties of the resultant estimators are presented, and computational results on a range of test problems are discussed. Finally, we apply methods of assessing solution quality using antithetic variates and Latin hypercube sampling to a sequential sampling procedure to solve stochastic programs. In this setting, we use Latin hypercube sampling when generating a sequence of candidate solutions that is input to the procedure. We prove that these procedures produce a high-quality solution with high probability, asymptotically, and terminate in a finite number of iterations. Computational results are presented.

Stochastic programming is a mathematical technique for decision making under uncertainty using probabilistic statements in the problem objective and constraints. In practice, the distribution of the unknown quantities are often known only through observed or simulated data. This dissertation discusses several methods of using this data to formulate, solve, and evaluate the quality of solutions of stochastic programs. The central contribution of this dissertation is to investigate the use of techniques from simulation and statistics to enable data-driven models and methods for stochastic programming. We begin by extending the method of overlapping batches from simulation to assessing solution quality in stochastic programming. The Multiple Replications Procedure, where multiple stochastic programs are solved using independent batches of samples, has previously been used for assessing solution quality. The Overlapping Multiple Replications Procedure overlaps the batches, thus losing the independence between samples, but reducing the variance of the estimator without affecting its bias. We provide conditions under which the optimality gap estimators are consistent, the variance reduction benefits are obtained, and give a computational illustration of the small-sample behavior. Our second result explores the use of phi-divergences for distributionally robust optimization, also known as ambiguous stochastic programming. The phi-divergences provide a method of measuring distance between probability distributions, are widely used in statistical inference and information theory, and have recently been proposed to formulate data-driven stochastic programs. We provide a novel classification of phi-divergences for stochastic programming and give recommendations for their use. A value of data condition is derived and the asymptotic behavior of the phi-divergence constrained stochastic program is described. Then a decomposition-based solution method is proposed to solve problems computationally. The final portion of this dissertation applies the phi-divergence method to a problem of water allocation in a developing region of Tucson, AZ. In this application, we integrate several sources of uncertainty into a single model, including (1) future population growth in the region, (2) amount of water available from the Colorado River, and (3) the effects of climate variability on water demand. Estimates of the frequency and severity of future water shortages are given and we evaluate the effectiveness of several infrastructure options.

Water supply system planning is concerned about the design of water supply infrastructure for distributing water from sources to users. Population growth, economic development and diminishing freshwater supplies are posing growing challenges for water supply system planning in many urban areas. Besides the need to exploit alternative water sources to the conventional surface and groundwater supplies, such as reclaimed water, a systematic point of view has to be taken for the efficient management of all potential water resources, so that issues of water supply, storage, treatment and reuse are not considered separately, but rather in the context of their interactions. The focus of this dissertation is to develop mathematical models and optimization algorithms for water supply system planning, where the interaction of different system components is explicitly considered. A deterministic nonlinear programming model is proposed at first to decide pipe and pump sizes in a regional water supply system for satisfying given potable and non-potable user demands over a certain planning horizon. A branch-and-bound algorithm based on the reformulation-linearization technique is then developed for solving the model to global optimality. To handle uncertainty in the planning process, a stochastic programming (SP) model and a robust optimization (RO) model are successively proposed to deal with random water supply and demand and the risk of facility failure, respectively. Both models attempt to make the decision of building some additional treatment and recharge facilities for recycling wastewater on-the-site. While the objective of the SP model is to minimize the total system design and expected operation cost, the RO model tries to achieve a favorable trade-off between system cost and system robustness, where the system robustness is defined in terms of meeting given user demands against the worst-case failure mode. The Benders decomposition method is then applied for solving both models by exploiting their special structure.

In optimization problems involving uncertainty, probabilistic constraints are an important tool for defining safety of decisions. In Energy management, many optimization problems have some underlying uncertainty. In particular this is the case of unit commitment problems. In this Thesis, we will investigate probabilistic constraints from a theoretical, algorithmic and applicative point of view. We provide new insights on differentiability of probabilistic constraints and on convexity results of feasible sets. New variants of bundle methods, both of proximal and level type, specially tailored for convex optimization under probabilistic constraints, are given and convergence shown. Both methods explicitly deal with evaluation errors in both the gradient and value of the probabilistic constraint. We also look at two applications from energy management: cascaded reservoir management with uncertainty on inflows and unit commitment with uncertainty on customer load. In both applications uncertainty is dealt with through the use of probabilistic constraints. The presented numerical results seem to indicate the feasibility of solving an optimization problem with a joint probabilistic constraint on a system having up to 200 constraints. This is roughly the order of magnitude needed in the applications. The differentiability results involve probabilistic constraints on uncertain linear and nonlinear inequality systems. In the latter case a convexity structure in the underlying uncertainty vector is required. The uncertainty vector is assumed to have a multivariate Gaussian or Student law. The provided gradient formulae allow for efficient numerical sampling schemes. For probabilistic constraints that can be rewritten through the use of Copulae, we provide new insights on convexity of the feasible set. These results require a generalized concavity structure of the Copulae, the marginal distribution functions of the underlying random vector and of the underlying inequality system. These generalized concavity properties may hold only on specific sets.

This thesis is a study of the geometric design of solar concentrating collectors. In this work, a numerical optimization methodology was developed and applied to various problems in linear solar concentrator design, in order to examine overall optimization success as well as the effect of various strategies for improving computational efficiency. Optimization is performed with the goal of identifying the concentrator geometry that results in the greatest fraction of incoming solar radiation absorbed at the receiver surface, for a given collector configuration. Surfaces are parametrically represented in two-dimensions, and objective function evaluations are performed using various Monte Carlo ray-tracing techniques. Design optimization is performed using a gradient-based search scheme, with the gradient approximated through finite-difference estimation and updates based on the direction of steepest-descent. The developed geometric optimization methodology was found to perform with mixed success for the given test problems. In general, in every case a significant improvement in performance was achieved over that of the initial design guess, however, in certain cases, the quality of the identified optimal geometry depended on the quality of the initial guess. It was found that, through the use of randomized quasi-Monte Carlo, instead of traditional Monte Carlo, overall computational time to converge is reduced significantly, with times typically reduced by a factor of four to six for problems assuming perfect optics, and by a factor of about 2.5 for problems assuming realistic optical properties. It was concluded that the application of numerical optimization to the design of solar concentrating collectors merits additional research, especially given the improvements possible through quasi-Monte Carlo techniques.

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The release of flammable and toxic chemicals in petrochemical facilities is a major concern when designing modern process safety systems. While the proper selection of the necessary types of gas detectors needed is important, appropriate placement of these detectors is required in order to have a well-functioning gas detection system. However, the uncertainty in leak locations, gas composition, process and weather conditions, and process geometries must all be considered when attempting to determine the appropriate number and placement of the gas detectors. Because traditional approaches are typically based on heuristics, there exists the need to develop more rigorous optimization based approaches to handling this problem. This work presents several mixed-integer programming formulations to address this need. First, a general mixed-integer linear programming problem is presented. This formulation takes advantage of precomputed computational fluid dynamics (CFD) simulations to determine a gas detector placement that minimizes the expected detection time across all scenarios. An extension to this formulation is added that considers the overall coverage in a facility in order to improve the detector placement when enough scenarios may not be available. Additionally, a formulation considering the Conditional-Value-at-Risk is also presented. This formulation provides some control over the shape of the tail of the distribution, not only minimizing the expected detection time across all scenarios, but also improving the tail behavior. In addition to improved formulations, procedures are introduced to determine confidence in the placement generated and to determine if enough scenarios have been used in determining the gas detector placement. First, a procedure is introduced to analyze the performance of the proposed gas detector placement in the face of “unforeseen” scenarios, or scenarios that were not necessarily included in the original formulation. Additionally, a procedure for determine the confidence interval on the optimality gap between a placement generated with a sample of scenarios and its estimated performance on the entire uncertainty space. Finally, a method for determining if enough scenarios have been used and how much additional benefit is expected by adding more scenarios to the optimization is proposed. Results are presented for each of the formulations and methods presented using three data sets from an actual process facility. The use of an off-the-shelf toolkit for the placement of detectors in municipal water networks from the EPA, known as TEVA-SPOT, is explored. Because this toolkit was not designed for placing gas detectors, some adaptation of the files is necessary, and the procedure for doing so is presented.

In this thesis, we propose a stochastic power management strategy for in-wheel motor electric vehicles (IWM-EVs) to optimize energy consumption and to increase driving range. The driving range for EVs is a critical issue since the battery is the only source of energy. Considering the unpredictable nature of the driver’s power demand, a stochastic dynamic programing (SDP) control scheme is employed. The Policy Iteration Algorithm, one of the efficient SDP algorithms for infinite horizon problems, is used to calculate the optimal policies which are time-invariant and can be implemented directly in real-time application. Applying this control package to a high-fidelity model of an in-wheel motor electric vehicle developed in the Autonomie/Simulink environment results in considerable battery charge economy performance, while it is completely free to launch since it does not need further sensor and communication system. In addition, a skid avoidance algorithm is integrated to the power management strategy to maintain the wheels’ slip ratios within the desired values. Undesirable slip ratio causes poor brake and traction control performances and therefore should be avoided. The simulation results with the integrated power management and skid avoidance systems show that this system improves the braking performance while maintaining the power efficiency of the power management system.