Subgradient-based Decomposition Methods for Stochastic Mixed-integer Programs with Special Structures

The focus of this dissertation is solution strategies for stochastic mixed-integer programs with special structures. Motivation for the methods comes from the relatively sparse number of algorithms for solving stochastic mixed-integer programs. Two stage models with finite support are assumed throughout. The first contribution introduces the nodal decision framework under private information restrictions. Each node in the framework has control of an optimization model which may include stochastic parameters, and the nodes must coordinate toward a single objective in which a single optimal or close-to-optimal solution is desired. However, because of competitive issues, confidentiality requirements, incompatible database issues, or other complicating factors, no global view of the system is possible. An iterative methodology called the nodal decomposition-coordination algorithm (NDC) is formally developed in which each entity in the cooperation forms its own nodal deterministic or stochastic program. Lagrangian relaxation and subgradient optimization techniques are used to facilitate negotiation between the nodal decisions in the system without any one entity gaining access to the private information from other nodes. A computational study on NDC using supply chain inventory coordination problem instances demonstrates that the new methodology can obtain good solution values without violating private information restrictions. The results also show that the stochastic solutions outperform the corresponding expected value solutions. The next contribution presents a new algorithm called scenario Fenchel decomposition (SFD) for solving two-stage stochastic mixed 0-1 integer programs with special structure based on scenario decomposition of the problem and Fenchel cutting planes. The algorithm combines progressive hedging to restore nonanticipativity of the first-stage solution, and generates Fenchel cutting planes for the LP relaxations of the subproblems to recover integer solutions. A computational study SFD using instances with multiple knapsack constraint structure is given. Multiple knapsack constrained problems are chosen due to the advantages they provide when generating Fenchel cutting planes. The computational results are promising, and show that SFD is able to find optimal solutions for some problem instances in a short amount of time, and that overall, SFD outperforms the brute force method of solving the DEP

Modeling single-phase flow and solute transport across scales

textFlow and transport phenomena in the subsurface often span a wide range of length (nanometers to kilometers) and time (nanoseconds to years) scales, and frequently arise in applications of CO₂ sequestration, pollutant transport, and near-well acid stimulation. Reliable field-scale predictions depend on our predictive capacity at each individual scale as well as our ability to accurately propagate information across scales. Pore-scale modeling (coupled with experiments) has assumed an important role in improving our fundamental understanding at the small scale, and is frequently used to inform/guide modeling efforts at larger scales. Among the various methods, there often exists a trade-off between computational efficiency/simplicity and accuracy. While high-resolution methods are very accurate, they are computationally limited to relatively small domains. Since macroscopic properties of a porous medium are statistically representative only when sample sizes are sufficiently large, simple and efficient pore-scale methods are more attractive. In this work, two Eulerian pore-network models for simulating single-phase flow and solute transport are developed. The models focus on capturing two key pore-level mechanisms: a) partial mixing within pores (large void volumes), and b) shear dispersion within throats (narrow constrictions connecting the pores), which are shown to have a substantial impact on transverse and longitudinal dispersion coefficients at the macro scale. The models are verified with high-resolution pore-scale methods and validated against micromodel experiments as well as experimental data from the literature. Studies regarding the significance of different pore-level mixing assumptions (perfect mixing vs. partial mixing) in disordered media, as well as the predictive capacity of network modeling as a whole for ordered media are conducted. A mortar domain decomposition framework is additionally developed, under which efficient and accurate simulations on even larger and highly heterogeneous pore-scale domains are feasible. The mortar methods are verified and parallel scalability is demonstrated. It is shown that they can be used as “hybrid” methods for coupling localized pore-scale inclusions to a surrounding continuum (when insufficient scale separation exists). The framework further permits multi-model simulations within the same computational domain. An application of the methods studying “emergent” behavior during calcite precipitation in the context of geologic CO₂ sequestration is provided.Petroleum and Geosystems Engineerin