Michael Ferris - Profile on Academia.edu (original) (raw)
Papers by Michael Ferris
IEEE Transactions on Power Systems
We model post-contingency corrective actions in the security-constrained economic dispatch and co... more We model post-contingency corrective actions in the security-constrained economic dispatch and consider multiple stages of rescheduling to meet different security constraints. The resulting linear program is not solvable by traditional LP methods due to its large size. We devise and implement a series of algorithmic enhancements based on the Benders' decomposition method to ameliorate the computational difficulty. These enhancements include reducing the number of subproblems, solving the LPs faster by using appropriate solver options, harnessing parallel computing and treating difficult contingencies separately by integrating an independent “feasibility checker” process in the algorithm. In addition, we propose a set of online measures to diagnose and correct infeasibility issues encountered in the solution process. The overall solution approach, coded directly in GAMS, is able to process the “N-1” contingency list in 10 min for all large network cases (e.g., the Polish 2383-bus...
A multi-player computer game to explore sustainable bioenergy crop production
Background/Question/Methods Scientists in the DOE-funded Great Lakes Bioenergy Research Center (G... more Background/Question/Methods Scientists in the DOE-funded Great Lakes Bioenergy Research Center (GLBRC) are constructing complex economic and ecological models to design sustainable bioenergy cropping systems. In the process, researchers must grapple with the economic and environmental tradeoffs associated with designing cropping systems that can meet future energy needs, support ecosystem services and be economically viable. How can educators engage students in exploring and unraveling these relevant sustainability challenges and real economic tradeoffs? We created a multiplayer, web-based video game for secondary, undergraduate and informal learning environments. Players take on the role farmers working to sustainably grow energy crops, earn income and improve ecosystem services. The game was developed in collaboration with GLBRC scientists and includes realistic, dynamic, agent-based ecological and economic models. As a result, land management and economic decisions by players hav...
This paper uses a bilevel game to model markets for delivery of electrical power on looped transm... more This paper uses a bilevel game to model markets for delivery of electrical power on looped transmission networks. It analyzes the effectiveness of an independent system operator (ISO) when generators (and, in some cases, retailers) with market power bid a single parameter of their linear supply (demand) functions to the ISO. The ISO, taking these bids at face value, maximizes welfare subject to transmission constraints. We find that equilibrium outcomes are sensitive to firms' strategy spaces. Contrary to the results of simpler models and/or published intuitions:
Prioritizing Barrier Removals to Restore Native Fish Migrations in Great Lakes Tributaries
Tributaries to the Great Lakes are highly fragmented by dams and road crossings that act as poten... more Tributaries to the Great Lakes are highly fragmented by dams and road crossings that act as potential barriers to migratory fishes, restricting their access to historical riverine spawning grounds. The removal or modification of barriers can restore migratory pathways for these species, but removal costs and habitat gains differ markedly among potential projects. In the Great Lakes basin, the restoration community lacks a systematic method for comparing these costs and benefits to assess which barrier removal projects would offer the greatest return on investment. To address this problem, we developed a basin-scale mathematical optimization model to prioritize barriers for repair/removal on the basis of upstream breeding habitat. We found that the amount of accessible breeding habitat in the basin can be doubled for an investment of about $80m, a dollar amount well within the range of recent spending on Great Lakes restoration projects. That scenario would involve the removal or upg...
We present a new approach to solving nonlinear complementarity problems based on the normal map a... more We present a new approach to solving nonlinear complementarity problems based on the normal map and adaptations of the projected gradient algorithm. We characterize a Gauss--Newton point for nonlinear complementarity problems and show that it is sufficient to check at most two cells of the related normal manifold to determine such points. Our algorithm uses the projected gradient method on one cell and n rays to reduce the normed residual at the current point. Global convergence is shown under very weak assumptions using a property called nonstationary repulsion. A hybrid algorithm maintains global convergence, with quadratic local convergence under appropriate assumptions. 1 Introduction The nonlinear complementarity problem is to find a vector z 2 IR n satisfying: f(z) 0; z 0; hf(z); zi = 0; (NCP) 1 The work of this author was based on research supported by the National Science Foundation grant CCR-9157632 and the Air Force Office of Scientific Research grant F49620-94-1-0036...
Optimization and Mathematical Modeling in Computer Architecture
Synthesis Lectures on Computer Architecture, 2013
Several new interfaces have recently been developed requiring PATHto solve a mixed complementarit... more Several new interfaces have recently been developed requiring PATHto solve a mixed complementarity problem. To overcome the necessityof maintaining a different version of PATH for each interface, the codewas reorganized using object-oriented design techniques. At the sametime, robustness issues were considered and enhancements made to thealgorithm. In this paper, we document the external interfaces to thePATH code and describe some
Computational Optimization, 1999
Several new interfaces have recently been developed requiring PATH to solve a mixed complementari... more Several new interfaces have recently been developed requiring PATH to solve a mixed complementarity problem. To overcome the necessity of maintaining a different version of PATH for each interface, the code was reorganized using object-oriented design techniques. At the same time, robustness issues were considered and enhancements made to the algorithm. In this paper, we document the external interfaces to the PATH code and describe some of the new utilities using PATH. We then discuss the enhancements made and compare the results obtained from PATH 2.9 to the new version.
Preprocessing Complementarity Problems
Applied Optimization, 2001
CiteSeerX - Document Details (Isaac Councill, Lee Giles): Preprocessing techniques are extensivel... more CiteSeerX - Document Details (Isaac Councill, Lee Giles): Preprocessing techniques are extensively used by the linear and integer programming communities as a means to improve model formulation by reducing size and complexity. Adaptations and extensions of these methods ...
Parallel Genetic Algorithms in Optimization
Informatik-Fachberichte, 1992
After the day-ahead market is cleared and before the real-time market is started, Independent Sys... more After the day-ahead market is cleared and before the real-time market is started, Independent System Operator (ISO) uses a Reserve Adequacy Assessment (RAA) process to determine supplemental unit commitments to meet the hourly forecasted load and reserve requirements for the next operating day. This paper presents a stochastic programming model for the RAA process to manage the net load uncertainty. Due to the large size of ISO systems and the increasing net-load variability caused by increasing penetration of renewable resources, the problem is computationally challenging. We develop an effective scenario reduction technique, Derandomization (or Derand), to identify a small number of scenarios that extract key and unbi-ased information from the distributions of uncertain variables. Numerical testing results show that the stochastic model with only 3 or 5 scenarios outperforms its deterministic counterpart by a significant margin, yielding lower expected cost and fewer constraint vi...
Proceedings of the National Academy of Sciences, 2015
In many large ecosystems, conservation projects are selected by a diverse set of actors operating... more In many large ecosystems, conservation projects are selected by a diverse set of actors operating independently at spatial scales ranging from local to international. Although small-scale decision making can leverage local expert knowledge, it also may be an inefficient means of achieving large-scale objectives if piecemeal efforts are poorly coordinated. Here, we assess the value of coordinating efforts in both space and time to maximize the restoration of aquatic ecosystem connectivity. Habitat fragmentation is a leading driver of declining biodiversity and ecosystem services in rivers worldwide, and we simultaneously evaluate optimal barrier removal strategies for 661 tributary rivers of the Laurentian Great Lakes, which are fragmented by at least 6,692 dams and 232,068 road crossings. We find that coordinating barrier removals across the entire basin is nine times more efficient at reconnecting fish to headwater breeding grounds than optimizing independently for each watershed. Similarly, a one-time pulse of restoration investment is up to 10 times more efficient than annual allocations totaling the same amount. Despite widespread emphasis on dams as key barriers in river networks, improving road culvert passability is also essential for efficiently restoring connectivity to the Great Lakes. Our results highlight the dramatic economic and ecological advantages of coordinating efforts in both space and time during restoration of large ecosystems.
Numerical Studies on Reformulation Techniques for Continuous Network Design with Asymmetric User Equilibria
Parallel Variable Distribution
SIAM Journal on Optimization, 1994
Accessing Realistic Mixed Complementarity Problems within MATLAB
Nonlinear Optimization and Applications, 1996
... Michael C. Ferris1 and Thomas F. Rutherford2 ... MATLAB has several popular orderings include... more ... Michael C. Ferris1 and Thomas F. Rutherford2 ... MATLAB has several popular orderings included in its toolbox, for example the minimum degree ordering and the reverse Cuthill-McKee ordering. The resulting plots from applying 4 Page 5. 0 20 40 60 80 100 120 140 160 0 20 40 ...
Optimization of Gamma Knife Radiosurgery
The Gamma Knife is a highly specialized treatment unit that pro- vides an advanced stereotactic a... more The Gamma Knife is a highly specialized treatment unit that pro- vides an advanced stereotactic approach to the treatment of tumors, vascular malformations, and pain disorders within the head. Inside a shielded treatment unit, beams from 201 radioactive sources are focused so that they intersect at the same location in space, resulting in a spherical region of high dose referred
The influence of fault geometry on small strike-slip fault mechanics
Journal of Structural Geology, 2015
ABSTRACT Meter-scale subvertical strike-slip fault traces in the central Californian Sierra Nevad... more ABSTRACT Meter-scale subvertical strike-slip fault traces in the central Californian Sierra Nevada exhibit geometric complexities that significantly contribute to their mechanical behavior. Sections of faults that opened at depth channelized fluid flow, as evidenced by hydrothermal mineral infillings and alteration haloes. Thin sections show a variation in the style of ductile deformation of infill along the fault, with greater intensities of deformation along restraining bends. Orthorectified photo-mosaics of outcrops provide model geometries and parameter constraints used in a two-dimensional displacement discontinuity model incorporating a complementarity algorithm. Model results show that fault shape influences the distribution of opening, and consequently the spatial distribution of fluid conduits. Geometric irregularities are present at many scales, and sections of opening occur along both releasing and restraining bends. Model sensitivity tests focus on boundary conditions along the fault: frictional properties on closed sections and fluid pressure within sections of opening. The influence of the remote stress state varies along a non-planar fault, complicating the relationships between remote stresses, frictional properties, slip, and opening. Discontinuous sections of opening along model faults are similar in spatial distribution and aperture to the epidote infill assemblages observed in the field.
Solving the Seymour problem
Optimization problems are at the heart of much of operations research and can vary substantially ... more Optimization problems are at the heart of much of operations research and can vary substantially both in complexity and size. In many problems, the sheer size of the instance makes it very difTcult to solve due to time or space limitations. In others, the complexity of the problem (nonlinearities, nonconvexities, or discreteness) can make it difTcult or impossible to solve
Alternative C02 abatement strategies for the European Union
IEEE Transactions on Power Systems
We model post-contingency corrective actions in the security-constrained economic dispatch and co... more We model post-contingency corrective actions in the security-constrained economic dispatch and consider multiple stages of rescheduling to meet different security constraints. The resulting linear program is not solvable by traditional LP methods due to its large size. We devise and implement a series of algorithmic enhancements based on the Benders' decomposition method to ameliorate the computational difficulty. These enhancements include reducing the number of subproblems, solving the LPs faster by using appropriate solver options, harnessing parallel computing and treating difficult contingencies separately by integrating an independent “feasibility checker” process in the algorithm. In addition, we propose a set of online measures to diagnose and correct infeasibility issues encountered in the solution process. The overall solution approach, coded directly in GAMS, is able to process the “N-1” contingency list in 10 min for all large network cases (e.g., the Polish 2383-bus...
A multi-player computer game to explore sustainable bioenergy crop production
Background/Question/Methods Scientists in the DOE-funded Great Lakes Bioenergy Research Center (G... more Background/Question/Methods Scientists in the DOE-funded Great Lakes Bioenergy Research Center (GLBRC) are constructing complex economic and ecological models to design sustainable bioenergy cropping systems. In the process, researchers must grapple with the economic and environmental tradeoffs associated with designing cropping systems that can meet future energy needs, support ecosystem services and be economically viable. How can educators engage students in exploring and unraveling these relevant sustainability challenges and real economic tradeoffs? We created a multiplayer, web-based video game for secondary, undergraduate and informal learning environments. Players take on the role farmers working to sustainably grow energy crops, earn income and improve ecosystem services. The game was developed in collaboration with GLBRC scientists and includes realistic, dynamic, agent-based ecological and economic models. As a result, land management and economic decisions by players hav...
This paper uses a bilevel game to model markets for delivery of electrical power on looped transm... more This paper uses a bilevel game to model markets for delivery of electrical power on looped transmission networks. It analyzes the effectiveness of an independent system operator (ISO) when generators (and, in some cases, retailers) with market power bid a single parameter of their linear supply (demand) functions to the ISO. The ISO, taking these bids at face value, maximizes welfare subject to transmission constraints. We find that equilibrium outcomes are sensitive to firms' strategy spaces. Contrary to the results of simpler models and/or published intuitions:
Prioritizing Barrier Removals to Restore Native Fish Migrations in Great Lakes Tributaries
Tributaries to the Great Lakes are highly fragmented by dams and road crossings that act as poten... more Tributaries to the Great Lakes are highly fragmented by dams and road crossings that act as potential barriers to migratory fishes, restricting their access to historical riverine spawning grounds. The removal or modification of barriers can restore migratory pathways for these species, but removal costs and habitat gains differ markedly among potential projects. In the Great Lakes basin, the restoration community lacks a systematic method for comparing these costs and benefits to assess which barrier removal projects would offer the greatest return on investment. To address this problem, we developed a basin-scale mathematical optimization model to prioritize barriers for repair/removal on the basis of upstream breeding habitat. We found that the amount of accessible breeding habitat in the basin can be doubled for an investment of about $80m, a dollar amount well within the range of recent spending on Great Lakes restoration projects. That scenario would involve the removal or upg...
We present a new approach to solving nonlinear complementarity problems based on the normal map a... more We present a new approach to solving nonlinear complementarity problems based on the normal map and adaptations of the projected gradient algorithm. We characterize a Gauss--Newton point for nonlinear complementarity problems and show that it is sufficient to check at most two cells of the related normal manifold to determine such points. Our algorithm uses the projected gradient method on one cell and n rays to reduce the normed residual at the current point. Global convergence is shown under very weak assumptions using a property called nonstationary repulsion. A hybrid algorithm maintains global convergence, with quadratic local convergence under appropriate assumptions. 1 Introduction The nonlinear complementarity problem is to find a vector z 2 IR n satisfying: f(z) 0; z 0; hf(z); zi = 0; (NCP) 1 The work of this author was based on research supported by the National Science Foundation grant CCR-9157632 and the Air Force Office of Scientific Research grant F49620-94-1-0036...
Optimization and Mathematical Modeling in Computer Architecture
Synthesis Lectures on Computer Architecture, 2013
Several new interfaces have recently been developed requiring PATHto solve a mixed complementarit... more Several new interfaces have recently been developed requiring PATHto solve a mixed complementarity problem. To overcome the necessityof maintaining a different version of PATH for each interface, the codewas reorganized using object-oriented design techniques. At the sametime, robustness issues were considered and enhancements made to thealgorithm. In this paper, we document the external interfaces to thePATH code and describe some
Computational Optimization, 1999
Several new interfaces have recently been developed requiring PATH to solve a mixed complementari... more Several new interfaces have recently been developed requiring PATH to solve a mixed complementarity problem. To overcome the necessity of maintaining a different version of PATH for each interface, the code was reorganized using object-oriented design techniques. At the same time, robustness issues were considered and enhancements made to the algorithm. In this paper, we document the external interfaces to the PATH code and describe some of the new utilities using PATH. We then discuss the enhancements made and compare the results obtained from PATH 2.9 to the new version.
Preprocessing Complementarity Problems
Applied Optimization, 2001
CiteSeerX - Document Details (Isaac Councill, Lee Giles): Preprocessing techniques are extensivel... more CiteSeerX - Document Details (Isaac Councill, Lee Giles): Preprocessing techniques are extensively used by the linear and integer programming communities as a means to improve model formulation by reducing size and complexity. Adaptations and extensions of these methods ...
Parallel Genetic Algorithms in Optimization
Informatik-Fachberichte, 1992
After the day-ahead market is cleared and before the real-time market is started, Independent Sys... more After the day-ahead market is cleared and before the real-time market is started, Independent System Operator (ISO) uses a Reserve Adequacy Assessment (RAA) process to determine supplemental unit commitments to meet the hourly forecasted load and reserve requirements for the next operating day. This paper presents a stochastic programming model for the RAA process to manage the net load uncertainty. Due to the large size of ISO systems and the increasing net-load variability caused by increasing penetration of renewable resources, the problem is computationally challenging. We develop an effective scenario reduction technique, Derandomization (or Derand), to identify a small number of scenarios that extract key and unbi-ased information from the distributions of uncertain variables. Numerical testing results show that the stochastic model with only 3 or 5 scenarios outperforms its deterministic counterpart by a significant margin, yielding lower expected cost and fewer constraint vi...
Proceedings of the National Academy of Sciences, 2015
In many large ecosystems, conservation projects are selected by a diverse set of actors operating... more In many large ecosystems, conservation projects are selected by a diverse set of actors operating independently at spatial scales ranging from local to international. Although small-scale decision making can leverage local expert knowledge, it also may be an inefficient means of achieving large-scale objectives if piecemeal efforts are poorly coordinated. Here, we assess the value of coordinating efforts in both space and time to maximize the restoration of aquatic ecosystem connectivity. Habitat fragmentation is a leading driver of declining biodiversity and ecosystem services in rivers worldwide, and we simultaneously evaluate optimal barrier removal strategies for 661 tributary rivers of the Laurentian Great Lakes, which are fragmented by at least 6,692 dams and 232,068 road crossings. We find that coordinating barrier removals across the entire basin is nine times more efficient at reconnecting fish to headwater breeding grounds than optimizing independently for each watershed. Similarly, a one-time pulse of restoration investment is up to 10 times more efficient than annual allocations totaling the same amount. Despite widespread emphasis on dams as key barriers in river networks, improving road culvert passability is also essential for efficiently restoring connectivity to the Great Lakes. Our results highlight the dramatic economic and ecological advantages of coordinating efforts in both space and time during restoration of large ecosystems.
Numerical Studies on Reformulation Techniques for Continuous Network Design with Asymmetric User Equilibria
Parallel Variable Distribution
SIAM Journal on Optimization, 1994
Accessing Realistic Mixed Complementarity Problems within MATLAB
Nonlinear Optimization and Applications, 1996
... Michael C. Ferris1 and Thomas F. Rutherford2 ... MATLAB has several popular orderings include... more ... Michael C. Ferris1 and Thomas F. Rutherford2 ... MATLAB has several popular orderings included in its toolbox, for example the minimum degree ordering and the reverse Cuthill-McKee ordering. The resulting plots from applying 4 Page 5. 0 20 40 60 80 100 120 140 160 0 20 40 ...
Optimization of Gamma Knife Radiosurgery
The Gamma Knife is a highly specialized treatment unit that pro- vides an advanced stereotactic a... more The Gamma Knife is a highly specialized treatment unit that pro- vides an advanced stereotactic approach to the treatment of tumors, vascular malformations, and pain disorders within the head. Inside a shielded treatment unit, beams from 201 radioactive sources are focused so that they intersect at the same location in space, resulting in a spherical region of high dose referred
The influence of fault geometry on small strike-slip fault mechanics
Journal of Structural Geology, 2015
ABSTRACT Meter-scale subvertical strike-slip fault traces in the central Californian Sierra Nevad... more ABSTRACT Meter-scale subvertical strike-slip fault traces in the central Californian Sierra Nevada exhibit geometric complexities that significantly contribute to their mechanical behavior. Sections of faults that opened at depth channelized fluid flow, as evidenced by hydrothermal mineral infillings and alteration haloes. Thin sections show a variation in the style of ductile deformation of infill along the fault, with greater intensities of deformation along restraining bends. Orthorectified photo-mosaics of outcrops provide model geometries and parameter constraints used in a two-dimensional displacement discontinuity model incorporating a complementarity algorithm. Model results show that fault shape influences the distribution of opening, and consequently the spatial distribution of fluid conduits. Geometric irregularities are present at many scales, and sections of opening occur along both releasing and restraining bends. Model sensitivity tests focus on boundary conditions along the fault: frictional properties on closed sections and fluid pressure within sections of opening. The influence of the remote stress state varies along a non-planar fault, complicating the relationships between remote stresses, frictional properties, slip, and opening. Discontinuous sections of opening along model faults are similar in spatial distribution and aperture to the epidote infill assemblages observed in the field.
Solving the Seymour problem
Optimization problems are at the heart of much of operations research and can vary substantially ... more Optimization problems are at the heart of much of operations research and can vary substantially both in complexity and size. In many problems, the sheer size of the instance makes it very difTcult to solve due to time or space limitations. In others, the complexity of the problem (nonlinearities, nonconvexities, or discreteness) can make it difTcult or impossible to solve
Alternative C02 abatement strategies for the European Union