arXiv subjects

Sungho Shin

Publications and source records attributed to Sungho Shin.

At least 19 recordsLinked to original sources

arXiv2026

Reliability Value of Long-Duration Energy Storage against Extreme Events in High-Renewable Grids: A Full-Year AC-OPF Assessment

Long-duration energy storage (LDES) can mitigate prolonged renewable--load imbalances during Dunkelflaute events, but existing studies rely on zonal or linearized DC network models and inadequately analyze the operational feasibility of the grid across a wide range of full-year renewable, load, and contingency scenarios. To address this gap, this paper introduces a multi-period alternating-current optimal power flow (AC-OPF) formulation that captures the full nonlinear network physics and assesses the reliability value of LDES in high-renewable grids. To evaluate scarcity events spanning multiple days to weeks, full-year operation is modeled as an 8,760-h load-shedding minimization over scenarios sampled from a Gaussian copula model, fitted to 2010--2025 historical wind and bus-level load data, that represents both typical variability and tail events. On a synthetic 200-bus Illinois transmission network, a hybrid fleet of battery energy storage (BESS) and LDES with 50 MW total power reduces annual load shedding by 83.0% on average relative to the base network, versus 68.5% for short-duration BESS alone at equal power. To further account for unexpected line outages throughout the year, the formulation is extended to a multi-day security-constrained AC-OPF. Under N-1contingencies, no feasible operating solution is obtained for the base network, whereas the LDES-equipped network remains feasible in all considered cases, thereby saving the cost of additional generation and transmission capacity. During the contingency period, LDES acts as a backup power supply, requiring only 5.5% more generation on average than the no-contingency base case.

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arXiv2026

ExaModels.jl: an Algebraic Modeling System for Nonlinear Programming on GPUs

Large-scale nonlinear programs almost always exhibit partially separable and repetitive structure, yet most existing algebraic modeling systems do not take advantage of it. A nonlinear optimization solver queries the objective, the constraints, and their derivatives at every iteration, so the speed of these evaluations bears directly on the overall solution time. We present ExaModels.jl, a Julia-based algebraic modeling system that exploits this structure to evaluate the objective, the constraints, and their derivatives in parallel. At its core is a single-instruction, multiple-data abstraction that represents a nonlinear program as a small number of algebraic patterns, each repeated over many data points. Because the patterns are visible at compile time, a specialized model and derivative evaluation kernel is compiled for each pattern. Applying that kernel independently across the data points maps naturally onto GPU parallelism and, with sufficiently many threads, yields O(1) evaluation time regardless of the number of data points. On the largest instances of the Luksan-Vlcek library, GPU execution speeds up sparse Hessian evaluation by 76x over single-threaded CPU evaluation, and by 30x on COPS and 7.3x on PGLIB-OPF.

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arXiv2026

Harnessing GPU Acceleration in Large-Scale Process Optimization

This paper presents a proof-of-concept workflow for equation-oriented process optimization that runs entirely on a GPU. Process optimization models often incorporate complex interconnected unit operations, dynamics, and uncertainties, resulting in large nonlinear programs that can be computationally demanding for conventional CPU-based solvers. Although emerging GPU-based solvers offer substantial computational benefits, their application to process optimization has been limited by the lack of GPU-compatible process modeling tools. We address this gap by prototyping the GPU-compatible process optimization models using an existing GPU-capable optimization software stack, including ExaModels (algebraic modeling system), MadNLP (optimization solver), and cuDSS (linear solver). ExaModels formulates the process optimization problem in a GPU-compatible way by exposing its repeated algebraic structure, while MadNLP and cuDSS solve the resulting nonlinear program on the GPU. This workflow is demonstrated on a CO2 absorber design problem under feed uncertainty, in which a shared column diameter is minimized subject to equilibrium and hydraulic constraints in all scenarios. For the largest case with 5,000 scenarios and 1.5 million variables, the GPU workflow achieves a speedup of approximately 21\times over a single-threaded CPU baseline using JuMP, Ipopt, and MA57.

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arXiv2026

Design of Carbon Capture Processes Under Part-load Operating Conditions

Solvent-based carbon capture can reduce CO2 emissions resulting from a continued reliance on fossil power plants for firm power. These capture processes remove CO2 from flue gases via a solvent. Careful design via process systems optimization can limit the overall cost of carbon capture, which is both capital- and energy intensive. As dispatchable power plants operate to meet varying load demand, the design process needs to account for varying operating points. However, optimizing the design over multiple operating points yields high computational complexity, which is why designs are often based on a single operating point in practice. Here, we identify optimal carbon capture process designs via stochastic optimization, reducing computational complexity through a data-driven approach-to-equilibrium model of the absorption and desorption processes. We represent variable flue gas conditions based on part-load operation data of a representative coal power plant. Accounting for this variability in the design substantially reduces equipment size and total plant cost by 6-9 % at the expense higher operating costs, yielding a reduction in total cost of carbon capture by 0.7-1.7 %. Given the capital intensity of carbon capture, variability of flue gas conditions therefore should be considered at the design stage, particularly if capture is deployed on plants subject to load following.

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arXiv2026

Revisiting Simultaneous Methods for Dynamic Optimization in the GPU Era

We revisit the classical topic in dynamic optimization: sequential vs simultaneous methods for solving DAE-constrained optimization problems, with a particular focus on how graphics processing unit (GPU) computing changes their effectiveness. Sequential methods offer key advantages through adaptive time stepping at the differential-algebraic equation (DAE) solver level, which is especially effective for handling stiff systems. However, long-time-horizon simulations remain a computational bottleneck, as time integration is inherently sequential and limits parallelization within the optimization algorithm. In contrast, simultaneous approaches are well-suited for parallel computing. They address these limitations by exploiting the highly repetitive structure of discretized DAE systems at the function evaluation level and leveraging sparse linear algebra routines that enable elimination tree-level parallelism. Although simultaneous methods typically lack adaptive time stepping, this limitation can often be mitigated by choosing a sufficiently fine initial mesh or iteratively adjusting mesh coarseness in an outer loop. In this work, we revisit the capabilities of the simultaneous approach in a GPU computing environment and assess its performance against a sequential method baseline. We employ a simultaneous approach based on orthogonal collocation within an open-source modeling framework and apply it to parameter estimation benchmarks from systems biology. We evaluate both GPU and CPU solvers on the simultaneous formulation. Our results show that, although less reliable, the simultaneous approach achieves up to 5.4x speedup compared to the sequential baseline among the largest instances where both methods solve successfully. The advantage of the simultaneous method with respect to problem size is more pronounced on GPUs than on CPUs.

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arXiv2026

Watts vs. Bytes: Turning Data Centers into Grid Assets via Storage Compute Co-Optimization

Data center interconnections increasingly face tighter peak-demand and ramp-rate limits while being expected to support grid operations. Satisfying these requirements calls for coordinated computing and energy controls, yet their joint operational and economic implications remain poorly understood. To tackle this problem, we formulate a robust day-ahead co-optimization of computing load scheduling, server dynamic voltage and frequency scaling (DVFS), and co-located battery energy storage system (BESS) dispatch. The resulting mixed-integer linear program hedges against uncertainty in fixed load and ancillary service deployment while enforcing interconnection limits on peak demand and ramp rate, ancillary service capacity commitments in reserve and flexible ramping, and workload execution constraints. Case studies using CAISO and PJM market data of a 100~MW data center with a 36~MWh/12~MW BESS show that workload scheduling, DVFS, and storage provide complementary flexibility. Under binding peak-load limits, increasing the schedulable workload share reduces mean daily operating cost by up to 20.7\%, and the daily value of storage more than doubles relative to operation under less restrictive limits. Under normal conditions, optimal BESS sizing is driven more by capital cost and cycling allowance than by energy duration alone. An 8~MW aggregate ancillary service commitment increases operational cost by only 0.4\%, whereas reserve-only requirements become infeasible at commitments as small as 4~MW. These findings show that coordinated computing and storage controls can support grid services economically under binding interconnection constraints while protecting workload delivery.

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arXiv2026

Approximate Dynamic Programming for Degradation-aware Market Participation of Battery Energy Storage Systems: Bridging Market and Degradation Timescales

We present an approximate dynamic programming framework for designing degradation-aware market participation policies for battery energy storage systems. The approach employs a tailored value function approximation that reduces the state space to state of charge and battery health, while performing dynamic programming along a pseudo-time axis encoded by state of health. This formulation enables an offline/online computation split that separates long-term degradation dynamics (months to years) from short-term market dynamics (seconds to minutes) -- a timescale mismatch that renders conventional predictive control and dynamic programming approaches computationally intractable. The main computational effort occurs offline, where the value function is approximated via coarse-grained backward induction along the health dimension. Online decisions then reduce to a real-time tractable one-step predictive control problem guided by the precomputed value function. This decoupling allows the integration of high-fidelity physics-informed degradation models without sacrificing real-time feasibility. Backtests on historical market data show that the resulting policy outperforms several benchmark strategies with optimized hyperparameters.

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arXiv2026

CD-FKD: Cross-Domain Feature Knowledge Distillation for Robust Single-Domain Generalization in Object Detection

Single-domain generalization is essential for object detection, particularly when training models on a single source domain and evaluating them on unseen target domains. Domain shifts, such as changes in weather, lighting, or scene conditions, pose significant challenges to the generalization ability of existing models. To address this, we propose Cross-Domain Feature Knowledge Distillation (CD-FKD), which enhances the generalization capability of the student network by leveraging both global and instance-wise feature distillation. The proposed method uses diversified data through downscaling and corruption to train the student network, whereas the teacher network receives the original source domain data. The student network mimics the features of the teacher through both global and instance-wise distillation, enabling it to extract object-centric features effectively, even for objects that are difficult to detect owing to corruption. Extensive experiments on challenging scenes demonstrate that CD-FKD outperforms state-of-the-art methods in both target domain generalization and source domain performance, validating its effectiveness in improving object detection robustness to domain shifts. This approach is valuable in real-world applications, like autonomous driving and surveillance, where robust object detection in diverse environments is crucial.

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arXiv2025

An Augmented Lagrangian Method on GPU for Security-Constrained AC Optimal Power Flow

We present a new algorithm for solving large-scale security-constrained optimal power flow in polar form (AC-SCOPF). The method builds on Nonlinearly Constrained augmented Lagrangian (NCL), an augmented Lagrangian method in which the subproblems are solved using an interior-point method. NCL has two key advantages for large-scale SC-OPF. First, NCL handles difficult problems such as infeasible ones or models with complementarity constraints. Second, the augmented Lagrangian term naturally regularizes the Newton linear systems within the interior-point method, enabling to solve the Newton systems with a pivoting-free factorization that can be efficiently parallelized on GPUs. We assess the performance of our implementation, called MadNCL, on large-scale corrective AC-SCOPFs, with complementarity constraints modeling the corrective actions. Numerical results show that MadNCL can solve AC-SCOPF with 500 buses and 256 contingencies fully on the GPU in less than 3 minutes, whereas Knitro takes more than 3 hours to find an equivalent solution.

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arXiv2025

The value of storage in electricity distribution: The role of markets

Electricity distribution companies deploy battery storage to defer grid upgrades by reducing peak demand. In deregulated jurisdictions, such storage often sits idle because regulatory constraints bar participation in electricity markets. Here, we develop an optimization framework that, to our knowledge, provides the first formal model of market participation constraints within storage investment and operation planning. Applying the framework to a Massachusetts case study, we find that market participation delivers similar savings as peak demand reduction. Under current conditions, market participation does not increase storage investment, but at very low storage costs, could incentivize deployment beyond local distribution needs. This might run contrary to the separation of distribution from generation in deregulated markets. Our framework can mitigate this concern by identifying investment levels appropriate for local distribution needs.

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arXiv2025

ExaModelsPower.jl: A GPU-Compatible Modeling Library for Nonlinear Power System Optimization

As GPU-accelerated mathematical programming techniques mature, there is growing interest in utilizing them to address the computational challenges of power system optimization. This paper introduces ExaModelsPower.jl, an open-source modeling library for creating GPU-compatible nonlinear AC optimal power flow models. Built on ExaModels.jl, ExaModelsPower.jl provides a high-level interface that automatically generates all necessary callback functions for GPU solvers. The library is designed for large-scale problem instances, which may include multiple time periods and security constraints. Using ExaModelsPower.jl, we benchmark GPU and CPU solvers on open-source test cases. Our results show that GPU solvers can deliver up to two orders of magnitude speedups compared to alternative tools on CPU for problems with more than 20,000 variables and a solution precision of up to $10^{-4}$, while performance for smaller instances or tighter tolerances may vary.

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arXiv2025

MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving nonlinear programs, the augmented Lagrangian method is known to offer superior robustness against constraint degeneracies and can rapidly detect infeasibility. We introduce several enhancements to Algorithm NCL, including fusion of the inner and outer loops and use of extrapolation steps, which improve both efficiency and convergence stability. Further, NCL has the key advantage of being well-suited for GPU architectures because of the regularity of the KKT systems provided by quadratic penalty terms. In particular, the NCL subproblem formulation allows the KKT systems to be naturally expressed as either stabilized or condensed KKT systems, whereas the interior-point approach requires aggressive reformulations or relaxations to make it suitable for GPUs. Both systems can be efficiently solved on GPUs using sparse \ldlt factorization with static pivoting, as implemented in NVIDIA cuDSS. Building on these advantages, we examine the KKT systems arising from NCL subproblems. We present an optimized GPU implementation of Algorithm NCL by leveraging MadNLP as an interior-point subproblem solver and utilizing the stabilized and condensed formulations of the KKT systems for computing Newton steps. Numerical experiments on various large-scale and degenerate NLPs, including optimal power flow, COPS benchmarks, and security-constrained optimal power flow, demonstrate that MadNCL operates efficiently on GPUs while effectively managing problem degeneracy, including MPCC constraints.

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arXiv2025

Harnessing Batched BLAS/LAPACK Kernels on GPUs for Parallel Solutions of Block Tridiagonal Systems

Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of estimators and controllers. We present a GPU-based implementation for the factorization and solution of block-tridiagonal symmetric positive definite (SPD) linear systems. Our method employs a recursive Schur-complement reduction, transforming the original system into a hierarchy of smaller, independent systems that can be solved in parallel using batched BLAS/LAPACK routines. Performance benchmarks with our cross-platform (NVIDIA and AMD) implementation, BlockDSS, show substantial speed-ups over state-of-the-art CPU direct solvers, including CHOLMOD and HSL MA57, while remaining competitive with NVIDIA cuDSS. At the same time, the current implementation still invokes batched routines sequentially at each recursion level, and high efficiency requires block sizes large enough to amortize kernel launch overhead.

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arXiv2025

GPU Implementation of Second-Order Linear and Nonlinear Programming Solvers

In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS. This paper provides an overview of the state of the art in GPU-based second-order solvers, focusing on pivoting-free interior-point methods for large and sparse linear and nonlinear programs. We begin by highlighting the capabilities and limitations of the currently available GPU-accelerated sparse linear solvers. Next, we discuss different formulations of the Karush-Kuhn-Tucker systems for second-order methods and evaluate their suitability for pivoting-free GPU implementations. We also discuss strategies for computing sparse Jacobians and Hessians on GPUs for nonlinear programming. Finally, we present numerical experiments demonstrating the scalability of GPU-based optimization solvers. We observe speedups often exceeding 10x compared to comparable CPU implementations on large-scale instances when solved up to medium precision. Additionally, we examine the current limitations of existing approaches.

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arXiv2025

Bang-Ride Optimal Control: Monotonicity, External Positivity, and Fast Battery Charging

This work studies a class of optimal control problems with scalar inputs and general constraints, whose solutions follow a bang-ride pattern that always activates a constraint and enables efficient numerical computation. As a motivating example, fast battery charging leads to computationally demanding optimal control problems when detailed electrochemical models are used. Recently proposed optimization-free heuristics reduce this computational cost while producing input profiles observed in practice, following a bang-ride pattern and applying the maximum feasible input. We investigate when such heuristics satisfy necessary optimality conditions. By leveraging Pontryagin's maximum principle, we unify and formalize existing insights on the bang-ride structure and on the optimal control attaining the maximum feasible input under monotonicity. We further establish a novel connection between the structured optimal control and the external positivity of the costate dynamics. These results provide a rigorous theoretical foundation for heuristic charging strategies and explain the efficiency of optimization-free algorithms.

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arXiv2024

Curriculum Fine-tuning of Vision Foundation Model for Medical Image Classification Under Label Noise

Deep neural networks have demonstrated remarkable performance in various vision tasks, but their success heavily depends on the quality of the training data. Noisy labels are a critical issue in medical datasets and can significantly degrade model performance. Previous clean sample selection methods have not utilized the well pre-trained features of vision foundation models (VFMs) and assumed that training begins from scratch. In this paper, we propose CUFIT, a curriculum fine-tuning paradigm of VFMs for medical image classification under label noise. Our method is motivated by the fact that linear probing of VFMs is relatively unaffected by noisy samples, as it does not update the feature extractor of the VFM, thus robustly classifying the training samples. Subsequently, curriculum fine-tuning of two adapters is conducted, starting with clean sample selection from the linear probing phase. Our experimental results demonstrate that CUFIT outperforms previous methods across various medical image benchmarks. Specifically, our method surpasses previous baselines by 5.0%, 2.1%, 4.6%, and 5.8% at a 40% noise rate on the HAM10000, APTOS-2019, BloodMnist, and OrgancMnist datasets, respectively. Furthermore, we provide extensive analyses to demonstrate the impact of our method on noisy label detection. For instance, our method shows higher label precision and recall compared to previous approaches. Our work highlights the potential of leveraging VFMs in medical image classification under challenging conditions of noisy labels.

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arXiv2024

Improved Approximation Bounds for Moore-Penrose Inverses of Banded Matrices with Applications to Continuous-Time Linear Quadratic Control

We present improved approximation bounds for the Moore-Penrose inverses of banded matrices, where the bandedness is induced by a metric on the index set. We show that the pseudoinverse of a banded matrix can be approximated by another banded matrix, and the error of approximation is exponentially small in the ratio of the bandwidth of the approximation to that of the original matrix. An intuitive corollary can be obtained: the off-diagonal blocks of the pseudoinverse decay exponentially with the distance between the node sets associated with row and column indices, on the given metric space. Our bounds are expressed in terms of the bound of singular values of the system. For saddle point systems, commonly encountered in optimization, we provide the bounds of singular values associated under standard regularity conditions. Remarkably, our bounds improve previously reported ones and allow us to establish a perturbation bound for continuous-domain optimal control problems by analyzing the asymptotic limit of their finite difference discretization, which has been challenging with previously reported bounds.

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arXiv2024

Condensed Interior-Point Methods for Scalable Nonlinear Programming on GPUs

This paper explores two variants of condensed-space interior-point methods designed for GPUs - HyKKT and LiftedKKT - by analyzing their numerical properties through error analysis and assessing their real-world performance via extensive numerical experiments with a fully GPU-resident software implementation. Traditional implementations of interior-point methods (IPMs) involve solving indefinite augmented KKT systems repeatedly by utilizing direct sparse solvers based on the LBL factorization with sophisticated numerical pivoting strategies. While this method achieves high performance and robustness on CPUs, the serial nature of numerical pivoting presents challenges for effective implementation on GPUs. Recently, multiple condensed-space IPM strategies have emerged to address this issue by transforming the KKT system into a symmetric positive-definite matrix, which is more suitable for factorization on GPUs. In this study, we demonstrate that although the condensed systems show increased ill-conditioning, the inherent structures of the condensed KKT system effectively counterbalance potential accuracy loss in the IPM. Furthermore, we provide numerical results that thoroughly assess the capabilities of a fully GPU-resident nonlinear programming software stack, comprising MadNLP (a filter line-search IPM solver), cuDSS (a direct sparse solver leveraging Cholesky factorization), and ExaModels (a modeling framework), by benchmarking their performance against the pglib-opf and CUTEst libraries. Our findings suggest that the GPU framework holds promise for solving highly sparse large-scale nonlinear programs, such as optimal power flow instances, except for diminished robustness and limited speedups for edge cases observed within CUTEst instances.

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