arXiv subjects

Minghua Chen

Publications and source records attributed to Minghua Chen.

At least 37 records · Page 2Linked to original sources

arXiv2023

High-order BDF convolution quadrature for fractional evolution equations with hyper-singular source term

Anomalous diffusion in the presence or absence of an external force field is often modelled in terms of the fractional evolution equations, which can involve the hyper-singular source term. For this case, conventional time stepping methods may exhibit a severe order reduction. Although a second-order numerical algorithm is provided for the subdiffusion model with a simple hyper-singular source term $t^μ$, $-2<μ<-1$ in [arXiv:2207.08447], the convergence analysis remain to be proved. To fill in these gaps, we present a simple and robust smoothing method for the hyper-singular source term, where the Hadamard finite-part integral is introduced. This method is based on the smoothing/ID$m$-BDF$k$ method proposed by the authors [Shi and Chen, SIAM J. Numer. Anal., to appear] for subdiffusion equation with a weakly singular source term. We prove that the $k$th-order convergence rate can be restored for the diffusion-wave case $γ\in (1,2)$ and sketch the proof for the subdiffusion case $γ\in (0,1)$, even if the source term is hyper-singular and the initial data is not compatible. Numerical experiments are provided to confirm the theoretical results.

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arXiv2023

Minimizing Carbon Footprint for Timely E-Truck Transportation: Hardness and Approximation Algorithm

Carbon footprint optimization (CFO) is important for sustainable heavy-duty e-truck transportation. We consider the CFO problem for timely transportation of e-trucks, where the truck travels from an origin to a destination across a national highway network subject to a deadline. The goal is to minimize the carbon footprint by orchestrating path planning, speed planning, and intermediary charging planning. We first show that it is NP-hard even just to find a feasible CFO solution. We then develop a $(1+ε_F, 1+ε_β)$ bi-criteria approximation algorithm that achieves a carbon footprint within a ratio of $(1+ε_F)$ to the minimum with no deadline violation and at most a ratio of $(1+ε_β)$ battery capacity violation (for any positive $ε_F$ and $ε_β$). Its time complexity is polynomial in the size of the highway network, $1/ε_F$, and $1/ε_β$. Such algorithmic results are among the best possible unless P=NP. Simulation results based on real-world traces show that our scheme reduces up to 11\% carbon footprint as compared to baseline alternatives considering only energy consumption but not carbon footprint.

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arXiv2023

Follow the Sun and Go with the Wind: Carbon Footprint Optimized Timely E-Truck Transportation

We study the carbon footprint optimization (CFO) of a heavy-duty e-truck traveling from an origin to a destination across a national highway network subject to a hard deadline, by optimizing path planning, speed planning, and intermediary charging planning. Such a CFO problem is essential for carbon-friendly e-truck operations. However, it is notoriously challenging to solve due to (i) the hard deadline constraint, (ii) positive battery state-of-charge constraints, (iii) non-convex carbon footprint objective, and (iv) enormous geographical and temporal charging options with diverse carbon intensity. Indeed, we show that the CFO problem is NP-hard. As a key contribution, we show that under practical settings it is equivalent to finding a generalized restricted shortest path on a stage-expanded graph, which extends the original transportation graph to model charging options. Compared to alternative approaches, our formulation incurs low model complexity and reveals a problem structure useful for algorithm design. We exploit the insights to develop an efficient dual-subgradient algorithm that always converges. As another major contribution, we prove that (i) each iteration only incurs polynomial-time complexity, albeit it requires solving an integer charging planning problem optimally, and (ii) the algorithm generates optimal results if a condition is met and solutions with bounded optimality loss otherwise. Extensive simulations based on real-world traces show that our scheme reduces up to 28% carbon footprint compared to baseline alternatives. The results also demonstrate that e-truck reduces 56% carbon footprint than internal combustion engine trucks.

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arXiv2023

Ensuring DNN Solution Feasibility for Optimization Problems with Convex Constraints and Its Application to DC Optimal Power Flow Problems

Ensuring solution feasibility is a key challenge in developing Deep Neural Network (DNN) schemes for solving constrained optimization problems, due to inherent DNN prediction errors. In this paper, we propose a ``preventive learning'' framework to guarantee DNN solution feasibility for problems with convex constraints and general objective functions without post-processing, upon satisfying a mild condition on constraint calibration. Without loss of generality, we focus on problems with only inequality constraints. We systematically calibrate inequality constraints used in DNN training, thereby anticipating prediction errors and ensuring the resulting solutions remain feasible. We characterize the calibration magnitudes and the DNN size sufficient for ensuring universal feasibility. We propose a new Adversarial-Sample Aware training algorithm to improve DNN's optimality performance without sacrificing feasibility guarantee. Overall, the framework provides two DNNs. The first one from characterizing the sufficient DNN size can guarantee universal feasibility while the other from the proposed training algorithm further improves optimality and maintains DNN's universal feasibility simultaneously. We apply the framework to develop DeepOPF+ for solving essential DC optimal power flow problems in grid operation. Simulation results over IEEE test cases show that it outperforms existing strong DNN baselines in ensuring 100% feasibility and attaining consistent optimality loss ($<$0.19%) and speedup (up to $\times$228) in both light-load and heavy-load regimes, as compared to a state-of-the-art solver. We also apply our framework to a non-convex problem and show its performance advantage over existing schemes.

cs.LG↗

arXiv2023

High-order BDF convolution quadrature for subdiffusion models with a singular source term

Anomalous diffusion is often modelled in terms of the subdiffusion equation, which can involve a weakly singular source term. For this case, many predominant time stepping methods, including the correction of high-order BDF schemes [{\sc Jin, Li, and Zhou}, SIAM J. Sci. Comput., 39 (2017), A3129--A3152], may suffer from a severe order reduction. To fill in this gap, we propose a smoothing method for time stepping schemes, where the singular term is regularized by using a $m$-fold integral-differential calculus and the equation is discretized by the $k$-step BDF convolution quadrature, called ID$m$-BDF$k$ method. We prove that the desired $k$th-order convergence can be recovered even if the source term is a weakly singular and the initial data is not compatible. Numerical experiments illustrate the theoretical results.

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arXiv2022

Optimizing Two-Truck Platooning with Deadlines

We study a transportation problem where two heavy-duty trucks travel across the national highway from separate origins to destinations, subject to individual deadline constraints. Our objective is to minimize their total fuel consumption by jointly optimizing path planning, speed planning, and platooning configuration. Such a two-truck platooning problem is pervasive in practice yet challenging to solve due to hard deadline constraints and enormous platooning configurations to consider. We first leverage a unique problem structure to significantly simplify platooning optimization and present a novel formulation. We prove that the two-truck platooning problem is weakly NP-hard and admits a Fully Polynomial Time Approximation Scheme (FPTAS). The FPTAS can achieve a fuel consumption within a ratio of $(1+ε)$ to the optimal (for any $ε>0$) with a time complexity polynomial in the size of the transportation network and $1/ε$. These results are in sharp contrast to the general multi-truck platooning problem, which is known to be APX-hard and repels any FPTAS. As the FPTAS still incurs excessive running time for large-scale cases, we design an efficient dual-subgradient algorithm for solving large-/national- scale instances. It is an iterative algorithm that always converges. We prove that each iteration only incurs polynomial-time complexity, albeit it requires solving an integer linear programming problem optimally. We characterize a condition under which the algorithm generates an optimal solution and derive a posterior performance bound when the condition is not met. Extensive simulations based on real-world traces show that our joint solution of path planning, speed planning, and platooning saves up to $24\%$ fuel as compared to baseline alternatives.

eess.SY↗

arXiv2022

Optimal Online Peak Minimization Using Energy Storage

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak minimization, under the online setting where irrevocable decisions are sequentially made without knowing future demands. The problem is uniquely challenging due to (i) the coupling of online decisions across time imposed by the inventory constraints and (ii) the noncumulative nature of the peak procurement. We apply the CR-Pursuit framework and address the challenges unique to our minimization problem to design an online algorithm achieving the optimal competitive ratio (CR) among all online algorithms. We show that the optimal CR can be computed in polynomial time by solving a linear number of linear-fractional problems. More importantly, we generalize our approach to develop an \emph{anytime-optimal} online algorithm that achieves the best possible CR at any epoch, given the inputs and online decisions so far. The algorithm retains the optimal worst-case performance and attains adaptive average-case performance. Trace-driven simulations show that our algorithm can decrease the peak demand by an extra 19% compared to baseline alternatives under typical settings.

cs.DS↗

arXiv2022

Key frames assisted hybrid encoding for photorealistic compressive video sensing

Snapshot compressive imaging (SCI) encodes high-speed scene video into a snapshot measurement and then computationally makes reconstructions, allowing for efficient high-dimensional data acquisition. Numerous algorithms, ranging from regularization-based optimization and deep learning, are being investigated to improve reconstruction quality, but they are still limited by the ill-posed and information-deficient nature of the standard SCI paradigm. To overcome these drawbacks, we propose a new key frames assisted hybrid encoding paradigm for compressive video sensing, termed KH-CVS, that alternatively captures short-exposure key frames without coding and long-exposure encoded compressive frames to jointly reconstruct photorealistic video. With the use of optical flow and spatial warping, a deep convolutional neural network framework is constructed to integrate the benefits of these two types of frames. Extensive experiments on both simulations and real data from the prototype we developed verify the superiority of the proposed method.

eess.IV↗

arXiv2022

Modified BDF2 schemes for subdiffusion models with a singular source term

The aim of this paper is to study the time stepping scheme for approximately solving the subdiffusion equation with a weakly singular source term. In this case, many popular time stepping schemes, including the correction of high-order BDF methods, may lose their high-order accuracy. To fill in this gap, in this paper, we develop a novel time stepping scheme, where the source term is regularized by using a $k$-fold integral-derivative and the equation is discretized by using a modified BDF2 convolution quadrature. We prove that the proposed time stepping scheme is second-order, even if the source term is nonsmooth in time and incompatible with the initial data. Numerical results are presented to support the theoretical results.

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arXiv2022

DeepOPF: A Feasibility-Optimized Deep Neural Network Approach for AC Optimal Power Flow Problems

High percentage penetrations of renewable energy generations introduce significant uncertainty into power systems. It requires grid operators to solve alternative current optimal power flow (AC-OPF) problems more frequently for economical and reliable operation in both transmission and distribution grids. In this paper, we develop a Deep Neural Network (DNN) approach, called DeepOPF, for solving AC-OPF problems in a fraction of the time used by conventional solvers. A key difficulty for applying machine learning techniques for solving AC-OPF problems lies in ensuring that the obtained solutions respect the equality and inequality physical and operational constraints. Generalized the 2-stage procedure in [1], [2], DeepOPF first trains a DNN model to predict a set of independent operating variables and then directly compute the remaining dependable ones by solving power flow equations. Such an approach not only preserves the power-flow balance equality constraints but also reduces the number of variables to predict by the DNN, cutting down the number of neurons and training data needed. DeepOPF then employs a penalty approach with a zero-order gradient estimation technique in the training process to preserve the remaining inequality constraints. As another contribution, we drive a condition for tuning the size of the DNN according to the desired approximation accuracy, which measures the DNN generalization capability. It provides theoretical justification for using DNN to solve the AC-OPF problem. Simulation results of IEEE 30/118/300-bus and a synthetic 2000-bus test cases show that DeepOPF speeds up the computing time by up to two orders of magnitude as compared to a state-of-the-art solver, at the expense of $<$0.1% cost difference.

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arXiv2022

DeepOPF-AL: Augmented Learning for Solving AC-OPF Problems with Multiple Load-Solution Mappings

The existence of multiple load-solution mappings of non-convex AC-OPF problems poses a fundamental challenge to deep neural network (DNN) schemes. As the training dataset may contain a mixture of data points corresponding to different load-solution mappings, the DNN can fail to learn a legitimate mapping and generate inferior solutions. We propose DeepOPF-AL as an augmented-learning approach to tackle this issue. The idea is to train a DNN to learn a unique mapping from an augmented input, i.e., (load, initial point), to the solution generated by an iterative OPF solver with the load and initial point as intake. We then apply the learned augmented mapping to solve AC-OPF problems much faster than conventional solvers. Simulation results over IEEE test cases show that DeepOPF-AL achieves noticeably better optimality and similar feasibility and speedup performance, as compared to a recent DNN scheme, with the same DNN size yet elevated training complexity.

cs.LG↗

arXiv2022

Competitive Prediction-Aware Online Algorithms for Energy Generation Scheduling in Microgrids

Online decision-making in the presence of uncertain future information is abundant in many problem domains. In the critical problem of energy generation scheduling for microgrids, one needs to decide when to switch energy supply between a cheaper local generator with startup cost and the costlier on-demand external grid, considering intermittent renewable generation and fluctuating demands. Without knowledge of future input, competitive online algorithms are appealing as they provide optimality guarantees against the optimal offline solution. In practice, however, future input, e.g., wind generation, is often predictable within a limited time window, and can be exploited to further improve the competitiveness of online algorithms. In this paper, we exploit the structure of information in the prediction window to design a novel prediction-aware online algorithm for energy generation scheduling in microgrids. Our algorithm achieves the best competitive ratio to date for this important problem, which is at most $3-2/(1+\mathcal{O}(\frac{1}{w})),$ where $w$ is the prediction window size. We also characterize a non-trivial lower bound of the competitive ratio and show that the competitive ratio of our algorithm is only $9\%$ away from the lower bound, when a few hours of prediction is available. Simulation results based on real-world traces corroborate our theoretical analysis and highlight the advantage of our new prediction-aware design.

eess.SY↗

arXiv2022

Analysis of (shifted) piecewise quadratic polynomial collocation for nonlocal diffusion model

The piecewise quadratic polynomial collocation is used to approximate the nonlocal model, which generally obtain the {\em nonsymmetric indefinite system} [Chen et al., IMA J. Numer. Anal., (2021)]. In this case, the discrete maximum principle is not satisfied, which might be trickier for the stability analysis of the high-order numerical schemes [D'Elia et al., Acta Numer., (2020); Leng et al., SIAM J. Numer. Anal., (2021)]. Here, we present the modified (shifted-symmetric) piecewise quadratic polynomial collocation for solving the linear nonlocal diffusion model, which has the {\em symmetric positive definite system} and satisfies the discrete maximum principle. Using Faulhaber's formula and Riemann zeta function, the perturbation error for symmetric positive definite system and nonsymmetric indefinite systems are given. Then the detailed proof of the convergence analysis for the nonlocal models with the general horizon parameter $δ=\mathcal{O}\left(h^β\right)$, $β\geq0$ are provided. More concretely, the global error is $\mathcal{O}\left(h^{\min\left\{2,1+β\right\}}\right)$ if $δ$ is not set as a grid point, but it shall recover $\mathcal{O}\left(h^{\max\left\{2,4-2β\right\}}\right)$ when $δ$ is set as a grid point. We also prove that the shifted-symmetric scheme is asymptotically compatible, which has the global error $\mathcal{O}\left(h^{\min\left\{2,2β\right\}}\right)$ as $δ,h\rightarrow 0$. The numerical experiments (including two-dimensional case) are performed to verify the convergence.

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arXiv2022

Learning-based AC-OPF Solvers on Realistic Network and Realistic Loads

Deep learning approaches for the Alternating Current-Optimal Power Flow (AC-OPF) problem are under active research in recent years. A common shortcoming in this area of research is the lack of a dataset that includes both a realistic power network topology and the corresponding realistic loads. To address this issue, we construct an AC-OPF formulation-ready dataset called TAS-97 that contains realistic network information and realistic bus loads from Tasmania's electricity network. We found that the realistic loads in Tasmania are correlated between buses and they show signs of an underlying multivariate normal distribution. Feasibility-optimized end-to-end deep neural network models are trained and tested on the constructed dataset. Trained on samples with bus loads generated from a fitted multivariate normal distribution, our learning-based AC-OPF solver achieves 0.13% cost optimality gap, 99.73% feasibility rate, and 38.62 times of speedup on realistic testing samples when compared to PYPOWER.

cs.LG↗

arXiv2022

Variable step-size BDF3 method for Allen-Cahn equation

In this work, we analyze the three-step backward differentiation formula (BDF3) method for solving the Allen-Cahn equation on variable grids. For BDF2 method, the discrete orthogonal convolution (DOC) kernels are positive, the stability and convergence analysis are well established in [Liao and Zhang, \newblock Math. Comp., \textbf{90} (2021) 1207--1226; Chen, Yu, and Zhang, \newblock SIAM J. Numer. Anal., Major Revised]. However, the numerical analysis for BDF3 method with variable steps seems to be highly nontrivial, since the DOC kernels are not always positive. By developing a novel spectral norm inequality, the unconditional stability and convergence are rigorously proved under the updated step ratio restriction $r_k:=τ_k/τ_{k-1}\leq 1.405$ (compared with $r_k\leq 1.199$ in [Calvo and Grigorieff, \newblock BIT. \textbf{42} (2002) 689--701]) for BDF3 method. Finally, numerical experiments are performed to illustrate the theoretical results. To the best of our knowledge, this is the first theoretical analysis of variable steps BDF3 method for the Allen-Cahn equation.

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arXiv2022

Fast algebraic multigrid for block-structured dense and Toeplitz-like-plus-Cross systems arising from nonlocal diffusion problems

Algebraic multigrid (AMG) is one of the most efficient iterative methods for solving large sparse system of equations. However, how to build/check restriction and prolongation operators in practical of AMG methods for nonsymmetric {\em sparse} systems is still an interesting open question [Brezina, Manteuffel, McCormick, Runge, and Sanders, SIAM J. Sci. Comput. (2010); Manteuffel and Southworth, SIAM J. Sci. Comput. (2019)]. This paper deals with the block-structured dense and Toeplitz-like-plus-Cross systems, including {\em nonsymmetric} indefinite, symmetric positive definite (SPD), arising from nonlocal diffusion problem and peridynamic problem. The simple (traditional) restriction operator and prolongation operator are employed in order to handle such block-structured dense and Toeplitz-like-plus-Cross systems, which is convenient and efficient when employing a fast AMG. We focus our efforts on providing the detailed proof of the convergence of the two-grid method for such SPD situations. The numerical experiments are performed in order to verify the convergence with a computational cost of only $\mathcal{O}(N \mbox{log} N)$ arithmetic operations, by using few fast Fourier transforms, where $N$ is the number of the grid points. To the best of our knowledge, this is the first contribution regarding Toeplitz-like-plus-Cross linear systems solved by means of a fast AMG.

math.NA↗

arXiv2022

Competitive Online Optimization with Multiple Inventories: A Divide-and-Conquer Approach

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation constraints and revenue function come online at each slot. The problem is challenging as we need to allocate limited inventories under adversarial revenue functions and allocation constraints, while our decisions are coupled among multiple inventories and different slots. We propose a divide-and-conquer approach that allows us to decompose the problem into several single inventory problems and solve it in a two-step manner with almost no optimality loss in terms of competitive ratio (CR). Our approach provides new angles, insights and results to the problem, which differs from the widely-adopted primal-and-dual framework. Specifically, when the gradients of the revenue functions are bounded in a positive range, we show that our approach can achieve a tight CR that is optimal when the number of inventories is small, which is better than all existing ones. For an arbitrary number of inventories, the CR we achieve is within an additive constant of one to a lower bound of the best possible CR among all online algorithms for the problem. We further characterize a general condition for generalizing our approach to different applications. For example, for a generalized one-way trading problem with price elasticity, where no previous results are available, our approach obtains an online algorithm that achieves the optimal CR up to a constant factor.

cs.PF↗

arXiv2022

Discovery of subdiffusion problem with noisy data via deep learning

Data-driven discovery of partial differential equations (PDEs) from observed data in machine learning has been developed by embedding the discovery problem. Recently, the discovery of traditional ODEs dynamics using linear multistep methods in deep learning have been discussed in [Racheal and Du, SIAM J. Numer. Anal. 59 (2021) 429-455; Du et al. arXiv:2103.11488]. We extend this framework to the data-driven discovery of the time-fractional PDEs, which can effectively characterize the ubiquitous power-law phenomena. In this paper, identifying source function of subdiffusion with noisy data using L1 approximation in deep neural network is presented. In particular, two types of networks for improving the generalization of the subdiffusion problem are designed with noisy data. The numerical experiments are given to illustrate the availability using deep learning. To the best of our knowledge, this is the first topic on the discovery of subdiffusion in deep learning with noisy data.

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