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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

RegularizedOptimization.jl: A Julia framework for regularized and nonsmooth optimization

RegularizedOptimization.jl is a Julia package that implements families of quadratic regularization and trust-region methods for solving the nonsmooth optimization problem $^{\textrm{minimize}}_{𝑥∈ℝ^𝑛}$ 𝑓(𝑥) + ℎ(𝑥) subject to 𝑐(𝑥) = 0, (1) where 𝑓 ∶ ℝ 𝑛 → ℝ and 𝑐 ∶ ℝ 𝑛 → ℝ 𝑚 are continuously differentiable, and ℎ ∶ ℝ 𝑛 → ℝ∪{+∞} is lower semi-continuous. The nonsmooth objective ℎ can be a regularizer, such as a sparsity inducing penalty, model simple constraints, such as 𝑥 belonging to a simple convex set, or can be a combination of both. All 𝑓, ℎ, and 𝑐 can be nonconvex. RegularizedOptimization.jl provides a modular and extensible framework for solving (1), and developing novel solvers. Currently, the following solvers are implemented: • Trust-region solvers TR and TRDH (Aravkin et al., 2022; Leconte & Orban, 2025) • Quadratic regularization solvers R2, R2DH and R2N (Aravkin et al., 2022; Diouane, Habiboullah, et al., 2024) • Levenberg-Marquardt solvers LM and LMTR (Aravkin et al., 2024) used when 𝑓 is a least-squares residual. • Augmented Lagrangian solver AL (De Marchi et al., 2023). All solvers rely on first derivatives of 𝑓 and 𝑐, and optionally on their second derivatives in the form of Hessian-vector products. If second derivatives are not available, quasi-Newton approximations can be used. In addition, the proximal mapping of the nonsmooth part ℎ, or adequate models thereof, must be evaluated. At each iteration, a step is computed by solving a subproblem of the form (1) inexactly, in which 𝑓, ℎ, and 𝑐 are replaced with appropriate models around the current iterate. The solvers R2, R2DH, and TRDH are particularly well suited to solve the subproblems, though they are general enough to solve (1). All solvers are allocation-free, so re-solves incur no additional allocations. To illustrate our claim of extensibility, a first version of the AL solver was implemented by an external contributor. Furthermore, a nonsmooth penalty approach, described in Diouane, Gollier, et al. (2024), is currently being developed, that relies on the library to efficiently solve the subproblems.

Gollier, Maxence [Polytechnique Montréal, QC (Cana↗
NASA NTRS1988

Advances in dual algorithms and convex approximation methods

A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.

Smaoui, H.↗
DOE OSTI2026

SCF Framework, HF Stability, and RPA Correlation for Jordan–Wigner-Transformed Spin Hamiltonians on Arbitrary Coupling Topologies

Mapping spins to fermions via the Jordan–Wigner (JW) transformation can render mean-field (Hartree–Fock, HF) descriptions effective for strongly correlated spin systems. As established in recent work, the application of such approaches is not limited by the nonlocal structure of JW strings or by site ordering because string operators can be absorbed into Thouless rotations of a Slater determinant, and the variational optimization of a unitary Lie-algebraic similarity transformation removes any ordering dependence. Leveraging these ideas, we develop a self-consistent field (SCF) scheme that expresses the mean-field energy as a functional of the single-particle density matrix, providing an alternative to gradient-based optimization of Thouless parameters. We derive the analytical orbital Hessian to diagnose HF stability and compute the ground-state correlation energy through the random-phase approximation (RPA). Benchmark results for the XXZ and J 1 –J 2 model on one- and two-dimensional lattices demonstrate that RPA significantly improves mean-field accuracy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1994

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Nash, Stephen G.↗
DOE OSTI2025

Sensitivity of magnetic islands in permanent magnet stellarators using the gradient and Hessian methods

Stellarator plasmas are known to be very sensitive to perturbations in the magnetic field. The permanent magnet stellarator was in part developed as a solution to high machining tolerances placed on the shape properties of electromagnetic coils in traditional stellarators. However, as a consequence of this high sensitivity to the field structure, sensitivities of permanent magnet stellarator plasmas to perturbations of permanent magnet properties must necessarily be well-understood. The gradient and Hessian matrix methods have been previously demonstrated to be useful sensitivity analysis methods for modular coils. We apply these two methods to the study of island width sensitivities in both the MUSE and PM4STELL permanent magnet stellarator projects. These sensitivity methods were used to determine the relative impacts of permanent magnet parameter perturbations on island widths in the vacuum field approximation of both stellarator equilibria. The square of resonant magnetic field perturbation is used here as a proxy for island width. In particular, gradients of magnetizations of individual magnets were examined in MUSE, as well as gradients of magnet group displacements informed by device design. Three different forms of permanent magnet magnetization perturbations are investigated for MUSE, and the flux surface response to perturbations is demonstrated. The Hessian matrix method is applied to PM4STELL, illustrating the sensitivity of dominant island widths to displacements of toroidal wedge structures. These methods allow for selective direction of experimental resources toward regions of heightened sensitivity, while constraints on less impactful permanent magnet parameters can be relaxed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
DOE OSTI2024

Statistical properties of filaments in the cosmic web

ABSTRACT In the context of the cosmological and constrained Exploring the Local Universe with the reConstructed Initial Density field (ELUCID) simulation, this study explores the statistical characteristics of filaments within the cosmic web, focussing on aspects such as the distribution of filament lengths and their radial density profiles. Using the classification of the cosmic web environment through the Hessian matrix of the density field, our primary focus is on how cosmic structures react to the two variables $R_{\rm s}$ and $\lambda _{\rm th}$. The findings show that the volume fractions of knots, filaments, sheets, and voids are highly influenced by the threshold parameter $\lambda _{\rm th}$, with only a slight influence from the smoothing length $R_{\rm s}$. The central axis of the cylindrical filament is pinpointed using the medial-axis thinning algorithm of the COsmic Web Skeleton (COWS) method. It is observed that median filament lengths tend to increase as the smoothing lengths increase. Analysis of filament length functions at different values of $R_{\rm s}$ indicates a reduction in shorter filaments and an increase in longer filaments as $R_{\rm s}$ increases, peaking around $2.5R_{\rm s}$. The study also shows that the radial density profiles of filaments are markedly affected by the parameters $R_{\rm s}$ and $\lambda _{\rm th}$, showing a valley at approximately $2R_{\rm s}$, with increases in the threshold leading to higher amplitudes of the density profile. Moreover, shorter filaments tend to have denser profiles than their longer counterparts.

Zhang, Youcai (ORCID:0000000319674091)↗