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Results for “Stochastic optimization”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
NASA NTRS2014

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

autonomous↗
DOE OSTI2024

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
NASA NTRS2004

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Newman, Perry A.↗
NASA NTRS1983

Fixed-order dynamic compensation through optimal projection

This paper reviews a formulation for the design of fixed-order dynamic compensation for flexible mechanical systems which is based upon explicit optimality conditions derived under the minimum data/maximum entropy stochastic modelling approach. The optimality conditions give rise to the novel concept of "optimal projection' which provides significant insight with regard to the compensator structure and permits earlier, more restricted and/or ad hoc design schemes to be seen as special cases of the present formulation.

Hyland, D. C.↗
NASA NTRS1971

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Parrish, R. V.↗
NASA NTRSDate not supplied

Optimization of the Lunar Icecube Trajectory Using Stochastic Global Search and Multi-Point Shooting

Lunar IceCube is a 6U cubesat that will launch on NASA’s Artemis 1 mission in 2021. Lunar IceCube will separate from Artemis 1 shortly after trans-lunar injection (TLI) and travel to its science orbit about the moon using its Busek Ion Thruster 3 (BIT-3) propulsion system. This paper describes a technique to rapidly design Lunar IceCube trajectories using the monotonic basin hopping (MBH) stochastic global search algorithm, along with low- and high-fidelity multi-point shooting transcriptions. This technique allows the Lunar IceCube team to rapidly adapt to changing initial conditions, spacecraft properties, and operational constraints.

optimization↗
NASA NTRS1984

Quadratic optimal cooperative control synthesis with flight control application

An optimal control-law synthesis approach is presented that involves simultaneous solution for two cooperating controllers operating in parallel. One controller's structure includes stochastic state estimation and linear feedback of the state estimates, while the other controller involves direct linear feedback of selected system output measurements. This structure is shown to be optimal under the constraint of linear feedback of system outputs in one controller. Furthermore, it is appropriate for flight control synthesis where the full-state optimal stochastic controller can be adjusted to be representative of an optimal control model of the human pilot in a stochastic regulation task. The method is experimentally verified in the case of the selection of pitch-damper gain for optimum pitch tracking, where optimum implies the best subjective pilot rating in the task. Finally, results from application of the method to synthesize a controller for a multivariable fighter aircraft are presented, and implications of the results of this method regarding the optimal plant dynamics for tracking are discussed.

Schmidt, D. K.↗
NASA NTRS2014

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using MBH have become well developed during the past decade. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing RVs from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by Englander significantly improves MBH performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness, where efficiency is finding better solutions in less time, and robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive RWs originally developed in the field of statistical physics.

mission design↗
NASA NTRS1977

Information distribution in distributed microprocessor based flight control systems

This paper presents an optimal control theory that accounts for variable time intervals in the information distribution to control effectors in a distributed microprocessor based flight control system. The theory is developed using a linear process model for the aircraft dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved that provides the control law that minimizes the expected value of a quadratic cost function. An example is presented where the theory is applied to the control of the longitudinal motions of the F8-DFBW aircraft. Theoretical and simulation results indicate that, for the example problem, the optimal cost obtained using a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained using a known uniform information update interval.

Montgomery, R. C.↗
DOE OSTI2025

Criticality analysis of nuclear binding energy neural networks

Machine learning methods, in particular deep learning methods such as artificial neural networks (ANNs) with many layers, have become widespread and useful tools in nuclear physics. However, these ANNs are typically treated as ‘black boxes’, with their architecture (width, depth, and weight/bias initialization) and the training algorithm and parameters chosen empirically by optimizing learning based on limited exploration. We test a non-empirical approach to understanding and optimizing nuclear physics ANNs by adapting a criticality analysis based on renormalization group flows in terms of the hyperparameters for weight/bias initialization, training rates, and the ratio of depth to width. This treatment utilizes the statistical properties of neural network initialization to find a generating functional for network outputs at any layer, allowing for a path integral formulation of the ANN outputs as a Euclidean statistical field theory. We use a prototypical example to test the applicability of this approach: a simple ANN for nuclear binding energies. We find that with training using a stochastic gradient descent optimizer, the predicted criticality behavior is realized, and optimal performance is found with critical tuning. However, the use of an adaptive learning algorithm leads to somewhat superior results without concern for tuning and thus obscures the analysis. Nevertheless, the criticality analysis offers a way to look within the black box of ANNs, which is a first step towards potential improvements in network performance beyond using adaptive optimizers.

artificial neural network↗
DOE OSTI2024

Engineering Microgrids Amid the Evolving Electrical Distribution System

Non-wires alternatives and microgrid technologies are maturing and present great opportunities for electric utilities to increase the benefits they offer to their customers. They have the potential to decrease the cost of resolving traditional electrical system loading issues, contribute to carbon emissions reductions, and improve the electrical distribution system’s resilience to extreme weather events. The authors of this manuscript present a review of the research on microgrids and their practical applications. This is leveraged with the past work of the authors of this manuscript and other authors to develop specific objectives for microgrids, practical criteria for engineers to consider when deploying microgrids, stochastic methods to optimize microgrid designs, and black start requirements. This guidance is then used for the design of actual networked microgrids being deployed with adaptive boundaries.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Cloud Fusion of Big Data and Multi-Physics Models using Machine Learning for Discovery, Exploration, and Development of Hidden Geothermal Resources

The primary goals of this project are identifying hidden geothermal resources in the USA and designing profitable enhanced geothermal systems (EGS). Many non-obvious processes and parameters could characterize geothermal resources and could control the ultimate energy potential of geothermal fields. Diverse datasets (e.g., geology, geochemistry, geophysics, satellite, airborne geophysics) are available to help characterize geothermal resources, but this data is sparse and multi-scale. This has hindered attempts to leverage the datasets for geothermal exploration and profitable EGS design. Recent advancements in machine learning (ML) give promise to overcome these issues. Modern ML methods and tools can (1) analyze large datasets, (2) assimilate model ensembles that include a multitude of inputs and outputs, (3) process sparse datasets, (4) perform transfer learning between sites with different data quality, (5) extract hidden geothermal signatures from field and simulation data, (6) label geothermal resources and processes, (7) identify high-value data acquisition targets, and (8) guide geothermal exploration and production by selecting optimal exploration, production, and drilling strategies. In this work, we implement ML-based geothermal exploration and an enhanced geothermal systems (EGS) design tool to achieve the above goals. Our exploration tool is GeoThermalCloud (GTC) EGS design tool is GeoDT-ML. GTC (github.com/SmartTensors/GeoThermalCloud.jl) utilizes a LANL unsupervised ML platform called SmartTensors (https://tensors.lanl.gov/) to automate data analyses and interpretations by extracting hidden signatures to identify geothermal prospects. It enables the identification of critical measurements needed to identify geothermal resource signatures. GeoDT-ML (github.com/SmartTensors/GeoThermalCloud.jl/tree/master/) adds coupling to GeoDT (https://github.com/GeoDesignTool/GeoDT.git) for stochastic EGS design optimization and performance prediction. GeoDT-ML leverages recent advances in deep learning and high-performance computing. Contributors to this effort include LANL, PNNL, Google, Stanford, and Julia Computing.

15 GEOTHERMAL ENERGY↗