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DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1991

Aerodynamic shape optimization of arbitrary hypersonic vehicles

A new method was developed to optimize, in terms of aerodynamic wave drag minimization, arbitrary (nonaxisymmetric) hypersonic vehicles in modified Newtonian flow, while maintaining the initial volume and length of the vehicle. This new method uses either a surface fitted Fourier series to represent the vehicle's geometry or an independent point motion algorithm. In either case, the coefficients of the Fourier series or the spatial locations of the points defining each cross section were varied and a numerical optimization algorithm based on a quasi-Newton gradient search concept was used to determine the new optimal configuration. Results indicate a significant decrease in aerodynamic wave drag for simple and complex geometries at relatively low CPU costs. In the case of a cone, the results agreed well with known analytical optimum ogive shapes. The procedure is capable of accepting more complex flow field analysis codes.

Dulikravich, George S.↗

DOE OSTI2024

Efficient quantum circuits based on the quantum natural gradient

Efficient preparation of arbitrary entangled quantum states is crucial for quantum computation. This is particularly important for noisy intermediate-scale quantum simulators relying on variational hybrid quantum-classical algorithms. To that end, we propose symmetry-conserving modified quantum approximate optimization algorithm (SCom-QAOA) circuits. The depths of these circuits depend not only on the desired fidelity to the target state but also on the amount of entanglement the state contains. The parameters of the SCom-QAOA circuits are optimized using the quantum natural gradient method based on the Fubini-Study metric. The SCom-QAOA circuit transforms an unentangled state into a ground state of a gapped one-dimensional Hamiltonian with a circuit depth that depends not on the system size but rather on the finite correlation length. In contrast, the circuit depth grows proportionally to the system size for preparing low-lying states of critical one-dimensional systems. Even in the latter case, SCom-QAOA circuits with depth less than the system size were sufficient to generate states with fidelity in excess of 99%, which is relevant for near-term applications. The proposed scheme enlarges the set of the initial states accessible for variational quantum algorithms and widens the scope of investigation of nonequilibrium phenomena in quantum simulators. Published by the American Physical Society 2024

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2020

Extending XACC for Quantum Optimal Control

Quantum computing vendors are beginning to open up application programming interfaces for direct pulse-level quantum control. With this, programmers can begin to describe quantum kernels of execution via sequences of arbitrary pulse shapes. This opens new avenues of research and development with regards to smart quantum compilation routines that enable direct translation of higher-level digital assembly representations to these native pulse instructions. In this work, we present an extension to the XACC system-level quantum-classical software framework that directly enables this compilation lowering phase via user-specified quantum optimal control techniques. This extension enables the translation of digital quantum circuit representations to equivalent pulse sequences that are optimal with respect to the backend system dynamics. Our work is modular and extensible, enabling third party optimal control techniques and strategies in both C++ and Python. We demonstrate this extension with familiar gradient-based methods like gradient ascent pulse engineering (GRAPE), gradient optimization of analytic controls (GOAT), and Krotov's method. Our work serves as a foundational component of future quantum-classical compiler designs that lower high-level programmatic representations to low-level machine instructions.

Nguyen, Thien↗

NASA NTRS1990

Optimization of linear, controlled structures

An approach to the integrated design of linear controlled structures, which is being investigated as part of NASA's controlled structures interaction (CSI) methodology development program, is presented. The approach is integrated in the sense that the structure and its controller are simultaneously designed. The design methodology uses constrained nonlinear optimization procedures based on analytically obtained gradients of the structural responses. Design of the controller is based on the so-called Q-parameterization theory, which parameterizes all closed-loop input/output maps achievable with stabiizing linear controllers. Very general objective and constraint functions are possible, and structural shape can be included in the design variables. This method has been partially implemented and demonstrated; early findings are reported.

Hunziker, K. Scott↗

NASA NTRS1990

On domains of convergence in optimization problems

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

Diaz, Alejandro R.↗

DOE OSTI2024

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗

DOE OSTI2023

Deep reinforcement learning assisted co-optimization of Volt-VAR grid service in distribution networks

With the increasing penetration of distributed energy resources in distribution networks, Volt-VAR control and optimization (VVC/VVO) have become very important to ensure an acceptable quality of service to all customers. System operators can rely on slow-responding utility devices, including capacitor banks and on-load tap changing transformers, along with fast-responding battery and photovoltaic (PV) inverters for the VVC/VVO implementation. Because of variations in response time of these two classes of devices, and different control actions (discrete versus continuous), coordinated and optimal scheduling and operation have become of utmost importance. Here, this paper develops a look-ahead deep reinforcement learning (DRL)-based multi-objective VVO technique to improve the voltage profile of active distribution networks, decrease network and inverter power loss, and save the operational cost of the grid. It proposes a deep deterministic policy gradient (DDPG)-based approach to schedule the optimal reactive and/or active power set-points of fast-responding inverters, and a deep Q-network (DQN)-based DRL agent to schedule the discrete decisions variables of slow-responding assets. The reactive power output of PV and battery smart inverters are scheduled at 30-minute intervals and the capacitors’ commitment status is scheduled with several hour intervals. The proposed framework is validated on the modified IEEE 34-bus and 123-bus test cases with embedded PV and PV-plus-storage. To validate the efficacy of the proposed VVO, it is compared with several scenarios, including the base case without VVO, localized droop control of DERs, DDPG-only, and twin delayed DDPG (TD3) agent-based DRL techniques. The results justify the superior performance of the proposed method to improve the voltage profile, reduce network power loss, and minimize the look-ahead grid operational cost while minimizing the undesirable power losses in inverters as a result of power factor adjustments.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2024

AI-Driven Detector Design for the EIC (Final Technical Report)

We developed an optimization workflow based on DNN-based fast-simulation and reconstruction algorithms. We used these methods to advance the design of calorimeter systems for the Electron-Ion Collider (EIC). This DNN-driven optimization provides a blueprint for integrating gradient-based methods into detector-design workflows. All software pipelines and methods have been released publicly and incorporated into the EIC collaboration’s physics studies, broadening their impact. Three journal articles detailing the methods developed here serve as a reference for the design and optimal use of next generation high-granularity calorimeter systems in nuclear and particle physics.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2023

Accelerating gradient descent and Adam via fractional gradients

Here we propose a class of novel fractional-order optimization algorithms. We define a fractional-order gradient via the Caputo fractional derivatives that generalizes integer-order gradient. We refer it to as the Caputo fractional-based gradient, and develop an efficient implementation to compute it. A general class of fractional-order optimization methods is then obtained by replacing integer-order gradients with the Caputo fractional-based gradients. To give concrete algorithms, we consider gradient descent (GD) and Adam, and extend them to the Caputo fractional GD (CfGD) and the Caputo fractional Adam (CfAdam). We demonstrate the superiority of CfGD and CfAdam on several large scale optimization problems that arise from scientific machine learning applications, such as ill-conditioned least squares problem on real-world data and the training of neural networks involving non-convex objective functions. Numerical examples show that both CfGD and CfAdam result in acceleration over GD and Adam, respectively. We also derive error bounds of CfGD for quadratic functions, which further indicate that CfGD could mitigate the dependence on the condition number in the rate of convergence and results in significant acceleration over GD.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2003

Aerodynamic Design of Complex Configurations Using Cartesian Methods and CAD Geometry

The objective for this paper is to present the development of an optimization capability for the Cartesian inviscid-flow analysis package of Aftosmis et al. We evaluate and characterize the following modules within the new optimization framework: (1) A component-based geometry parameterization approach using a CAD solid representation and the CAPRI interface. (2) The use of Cartesian methods in the development Optimization techniques using a genetic algorithm. The discussion and investigations focus on several real world problems of the optimization process. We examine the architectural issues associated with the deployment of a CAD-based design approach in a heterogeneous parallel computing environment that contains both CAD workstations and dedicated compute nodes. In addition, we study the influence of noise on the performance of optimization techniques, and the overall efficiency of the optimization process for aerodynamic design of complex three-dimensional configurations. of automated optimization tools. rithm and a gradient-based algorithm.

Nemec, Marian↗

DOE OSTI2023

Latency considerations for stochastic optimizers in variational quantum algorithms

Variational quantum algorithms, which have risen to prominence in the noisy intermediate-scale quantum setting, require the implementation of a stochastic optimizer on classical hardware. To date, most research has employed algorithms based on the stochastic gradient iteration as the stochastic classical optimizer. In this work we propose instead using stochastic optimization algorithms that yield stochastic processes emulating the dynamics of classical deterministic algorithms. This approach results in methods with theoretically superior worst-case iteration complexities, at the expense of greater per-iteration sample (shot) complexities. We investigate this trade-off both theoretically and empirically and conclude that preferences for a choice of stochastic optimizer should explicitly depend on a function of both latency and shot execution times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2026

Supercharging simulation-based inference for Bayesian optimal experimental design

Abstract Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful tools for this regime. However, existing work explicitly connecting SBI and BOED is restricted to a single contrastive EIG bound. We show that the EIG admits multiple formulations which can directly leverage modern SBI density estimators, encompassing neural posterior, likelihood, and ratio estimation. Building on this perspective, we define a novel EIG estimator using neural likelihood estimation. Further, we identify optimization as a key bottleneck of gradient based EIG maximization and show that a simple multi-start parallel gradient ascent procedure can substantially improve reliability and performance. With these innovations, our SBI-based BOED methods are able to match or outperform by up to 22% existing state-of-the-art approaches across standard BOED benchmarks.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2001

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗