Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

The Processing of Aluminum Gasarites via Thermal Decomposition of Interstitial Hydrides

Gasarite structures are a unique type of metallic foam containing tubular pores. The original methods for their production limited them to laboratory study despite appealing foam properties. Thermal decomposition processing of gasarites holds the potential to increase the application of gasarite foams in engineering design by removing several barriers to their industrial scale production. The following study characterized thermal decomposition gasarite processing both experimentally and theoretically. It was found that significant variation was inherent to this process therefore several modifications were necessary to produce gasarites using this method. Conventional means to increase porosity and enhance pore morphology were studied. Pore morphology was determined to be more easily replicated if pores were stabilized by alumina additions and powders were dispersed evenly. In order to better characterize processing, high temperature and high ramp rate thermal decomposition data were gathered. It was found that the high ramp rate thermal decomposition behavior of several hydrides was more rapid than hydride kinetics at low ramp rates. This data was then used to estimate the contribution of several pore formation mechanisms to the development of pore structure. It was found that gas-metal eutectic growth can only be a viable pore formation mode if non-equilibrium conditions persist. Bubble capture cannot be a dominant pore growth mode due to high bubble terminal velocities. Direct gas evolution appears to be the most likely pore formation mode due to high gas evolution rate from the decomposing particulate and microstructural pore growth trends. The overall process was evaluated for its economic viability. It was found that thermal decomposition has potential for industrialization, but further refinements are necessary in order for the process to be viable.

INTERACTIVE EFFECTS OF CLIMATE CHANGE AND FUNGAL COMMUNITIES ON THE DECOMPOSITION OF WOOD-DERIVED CARBON IN FOREST SOILS

Soils are the largest sinks of carbon in terrestrial ecosystems. Soil organic carbon is important for ecosystem balance as it supplies plants with nutrients, maintains soil structure, and helps control the exchange of CO2 with the atmosphere. The processes in which wood carbon is stabilized and destabilized in forest soils is still not understood completely. This study attempts to measure early wood decomposition by different fungal communities (inoculation with pure colonies of brown or white rot, or the original microbial community) under various interacting treatments: wood quality (wood from +CO2, +CO2+O3, or ambient atmosphere Aspen-FACE treatments from Rhinelander, WI), temperature (ambient or warmed), soil texture (loamy or sandy textured soil), and wood location (plot surface or buried 15cm below surface). Control plots with no wood chips added were also monitored throughout the study. By using isotopically-labelled wood chips from the Aspen-FACE experiment, we are able to track wood-derived carbon losses as soil CO2 efflux and as leached dissolved organic carbon (DOC). We analyzed soil water for chemical characteristics such as, total phenolics, SUVA254, humification, and molecular size. Wood chip samples were also analyzed for their proportion of lignin:carbohydrates using FTIR analysis at three time intervals throughout 12 months of decomposition. After two years of measurements, the average total soil CO2 efflux rates were significantly different depending on wood location, temperature, and wood quality. The wood-derived portion soil CO2 efflux also varied significantly by wood location, temperature, and wood quality. The average total DOC and the wood-derived portion of DOC differed between inoculation treatments, wood location, and temperature. Soil water chemical characteristics varied significantly by inoculation treatments, temperature, and wood quality. After 12 months of decomposition the proportion of lignin:carbohydrates varied significantly by inoculation treatment, with white rot having the only average proportional decrease in lignin:carbohydrates. Both soil CO2 efflux and DOC losses indicate that wood location is important. Carbon losses were greater from surface wood chips compared with buried wood chips, implying the importance of buried wood for total ecosystem carbon stabilization. Treatments associated with climate change also had an effect on the level of decomposition. DOC losses, soil water characteristics, and FTIR data demonstrate the importance of fungal community on the degree of decomposition and the resulting byproducts found throughout the soil.

Tail gas catalyzed N2O decomposition over Fe-beta zeolite. On the promoting role of framework connected AlO6 sites in the vicinity of Fe by controlled dealumination during exchange

A novel route to prepare highly active and stable N2O decomposition catalysts is presented, based on Fe-exchanged beta zeolite. The procedure consists of liquid phase Fe(III) exchange at low pH. By varying the pH systematically from 3.5 to 0, using nitric acid during each Fe(III)-exchange procedure, the degree of dealumination was controlled, verified by ICP and NMR. Dealumination changes the presence of neighbouring octahedral Al sites of the Fe sites, improving the performance for this reaction. The so-obtained catalysts exhibit a remarkable enhancement in activity, for an optimal pH of 1. Further optimization by increasing the Fe content is possible. The optimal formulation showed good conversion levels, comparable to a benchmark Fe-ferrierite catalyst. The catalyst stability under tail gas conditions containing NO, O2 and H2O was excellent, without any appreciable activity decay during 70 h time on stream. Based on characterisation and data analysis from ICP, single pulse excitation NMR, MQ MAS NMR, N2 physisorption, TPR(H2) analysis and apparent activation energies, the improved catalytic performance is attributed to an increased concentration of active sites. Temperature programmed reduction experiments reveal significant changes in the Fe(III) reducibility pattern with the presence of two reduction peaks; tentatively attributed to the interaction of the Fe-oxo species with electron withdrawing extraframework AlO6 species, causing a delayed reduction. A low-temperature peak is attributed to Fe-species exchanged on zeolitic AlO4 sites, which are partially charged by the presence of the neighbouring extraframework AlO6 sites. Improved mass transport phenomena due to acid leaching is ruled out. The increased activity is rationalized by an active site model, whose concentration increases by selectively washing out the distorted extraframework AlO6 species under acidic (optimal) conditions, liberating active Fe species.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.