Presenter: Victor Zavala, Argonne National Laboratory Date: 1/21/2014 Time: 10 AM Central Time Topic: Stochastic Optimal Control for Gas Networks Flyer: http://apmonitor.com/wiki/uploads/Main/WebCAST_Victor_Zavala.pdf Abstract: We present a stochastic optimal control model to optimize gas network inventories in the face of system uncertainties. The model captures detailed network dynamics and operational constraints and uses a weighted risk-mean objective. We perform a degrees-of-freedom analysis to assess operational flexibility and to determine conditions for model consistency. We compare the control policies obtained with the stochastic model against those of deterministic and robust counterparts. In addition, we demonstrate that the use of risk metrics can help operators to systematically mitigate system volatility. Moreover, we discuss computational scalability issues and effects of discretization resolution on economic performance. Bio: Victor M. Zavala is an assistant computational mathematician in the Mathematics and Computer Science Division at Argonne National Laboratory and he is a fellow in the Computation Institute at the University of Chicago. He received his B.Sc. degree from Universidad Iberoamericana (2003) and his Ph.D. degree from Carnegie Mellon University (2008), both in chemical engineering. He is currently a recipient of the DOE Office of Science Early Career Award under which he develops scalable algorithms for optimization under uncertainty. He also leads an advanced grid modeling project funded by DOE Office of Electricity to develop and test large-scale power grid models and he participates in the Multifaceted Mathematics for Complex Energy Systems project funded by DOE Office of Science. His research interests are in the areas of mathematical modeling of energy and power systems, uncertainty modeling, stochastic optimization, and real-time operations. Join the WebEx meeting here (limited to 100 participants, no password or registration required): https://meetings.webex.com/collabs/meetings/join?uuid=M601J50Q2N45WNOSSBU03LJSIB-18BV Meeting number: 197 736 033 Phone audio connection +1-415-655-0001, Access code: 197 736 033 Upcoming Sessions: http://apmonitor.com/wiki/index.php/Main/ApplicationWebinars Robert Fourer New Interface Developments with the AMPL Modeling Language & System Jan 28, 2014 11 AM Eastern Northwestern University Martha Grover Feedback Control of Stochastic Self-Assembly Feb 11, 2014 11 AM Eastern Georgia Tech Jeff Kelly Industrial Flowsheet Optimization and Estimation using IMPL (Industrial Modeling & Programming Language) Feb 18, 2014 11 AM Eastern Industrial Algorithms Martin Schlueter Global Optimization of MINLP by Evolutionary Algorithms Feb 25, 2014 5 PM Eastern Hokkaido University, Japan (MIDACO) Carl Laird Parallel Optimization Mar 4, 2014 11 AM Eastern Texas A&M Jeff Renfro Progress and Challenges in Equation Oriented Dynamic Modeling Mar 18, 2014 11 AM Eastern Honeywell Process Solutions Anshul Agarwal John Wassick Supply Chain Optimization in Dow Chemical Mar 25, 2014 11 AM Eastern Dow Chemical Krystian Perez Reduced Order Modeling of Residential Buildings from Smart Meter Data Apr 15, 2014 11 AM Eastern University of Texas at Austin 3 Minute Speed Networking Apr 22, 2014 11 AM Eastern Sign up here: https://docs.google.com/spreadsheet/ccc?key=0AiFb4B-lVvk-dHNHQXEyaHk0Zk9LNFI3aklxZ1o1YWc&usp=sharing Ali Cinar Control of Artificial Pancreas Systems Sept 16, 2014 11 AM Eastern Illinois Institute of Technology Pieter Schmal Dynamic Modeling and Optimization Advances with gPROMS Oct 14, 2014 11 AM Eastern PSE