Search NASASearch

SEARCH · Search NASA

Results for “Nonconvex 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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

Automated Resonance Fitting for Nuclear Data Evaluation

Global and national efforts to deliver high-quality nuclear data to users have a wide-ranging impact, affecting applications in national security, reactor operations, basic science, medicine, and more. Cross section evaluation is a major part of this effort, combining theory and experimentation to produce recommended values and uncertainties for reaction probabilities. Resonance region evaluation is a specialized type of nuclear data evaluation that can require significant manual effort and months of time from expert scientists. In this article, non-convex non-linear optimization methods are combined with concepts of inferential statistics to infer a resonance model from experimental data in an automated manner that is not dependent on prior evaluation(s). This methodology aims to enhance the workflow of a resonance evaluator by minimizing time, effort, and the potential for bias from prior assumptions, while enhancing reproducibility and documentation, thereby addressing well-known challenges in the field.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

Semiglobal Safety-Filtered Extremum Seeking With Unknown CBFs

We introduce a safe extremum-seeking (Safe ES) algorithm which achieves the minimization of an unknown objective function while ensuring that an unknown, yet measured, control barrier function (CBF) remains above an arbitrarily small negative value for all time. In other words, “practical safety” is maintained during the entire period of convergence to the constrained extremum. Our design is based on quadratic program (QP) CBF style filters for safety, which is applied in an average and estimated sense. Using nonsmooth analysis tools, we guarantee semiglobal practical asymptotic (SPA) stability of the global constrained optimum, practical convergence to the safe set if starting in a condition violating the CBF, and practical safety for all time—semiglobally—if starting in safe set. The safety result of the paper is analogous with modern notions of SPA stability, guaranteeing that, for any small violation of safety, there exist design coefficients which guarantee that such a small violation is not exceeded. The paper outlines a set of sufficient conditions on the barrier and objective functions, and by way of a Lyapunov argument, we demonstrate that nonconvex constrained optimization problems can be solved. We present these results in the setting of a static map and a dynamical system. A simulation example illustrates the results.

97 MATHEMATICS AND COMPUTING

Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering

This poster highlights uncertainty and technical risk reduction capabilities in CCSI2, with a focus on robust optimization. It presents recent advances of the two-stage robust optimization (RO) solver PyROS and applications to advanced energy systems optimization. To demonstrate the computational performance and reliability of PyROS, a benchmarking study on a library of over 8,500 small-scale RO problems is presented. Further, PyROS is used to obtain robust system designs of a MEA-based CO2 absorber under uncertainty in the thermodynamic property models for a variety of CO2 capture rate threshold requirements. Overall, the results demonstrate that the PyROS solver, including recent extensions to multi-stage RO settings, provides a reliable avenue to optimize the design and operation of advanced energy systems subject to various sources of parametric uncertainty.

Sherman, Jason

Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering

This poster highlights uncertainty and technical risk reduction capabilities in CCSI2, with a focus on robust optimization. It presents recent advances of the two-stage robust optimization (RO) solver PyROS and applications to advanced energy systems optimization. To demonstrate the computational performance and reliability of PyROS, a benchmarking study on a library of over 8,500 small-scale RO problems is presented. Further, PyROS is used to obtain robust system designs of a MEA-based CO2 absorber under uncertainty in the thermodynamic property models for a variety of CO2 capture rate threshold requirements. Overall, the results demonstrate that the PyROS solver, including recent extensions to multi-stage RO settings, provides a reliable avenue to optimize the design and operation of advanced energy systems subject to various sources of parametric uncertainty.

Sherman, Jason

Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering

The document presents recent algorithmic and implementation advances of the two-stage robust optimization (RO) solver PyROS, and a benchmarking study which demonstrates the utility of PyROS for two-stage RO problems. The advances include extensions of the scope of PyROS to models with uncertain variable bounds, improvements to the initializations of the subproblems used by the underlying cutting set algorithm, and extensions of the uncertainty set interfaces. The benchmarking study is performed on a library of over 8,500 instances, with variations in the nonlinearities, degree-of-freedom partitioning, uncertainty sets, and polynomial decision rule approximations. An amine-based CO2 capture case study is presented to demonstrate the utility of PyROS for large-scale process models. Overall, the results highlight the effectiveness of PyROS for obtaining robust solutions to optimization problems with uncertain equality constraints.

Sherman, Jason

Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing

In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.

Guidance

Recent experience in simultaneous control-structure optimization

To show the feasibility of simultaneous optimization as design procedure, low order problems were used in conjunction with simple control formulations. The numerical results indicate that simultaneous optimization is not only feasible, but also advantageous. Such advantages come at the expense of introducing complexities beyond those encountered in structure optimization alone, or control optimization alone. Examples include: larger design parameter space, optimization may combine continuous and combinatoric variables, and the combined objective function may be nonconvex. Future extensions to include large order problems, more complex objective functions and constraints, and more sophisticated control formulations will require further research to ensure that the additional complexities do not outweigh the advantages of simultaneous optimization. Some areas requiring more efficient tools than currently available include: multiobjective criteria and nonconvex optimization. Efficient techniques to deal with optimization over combinatoric and continuous variables, and with truncation issues for structure and control parameters of both the model space as well as the design space need to be developed.

Salama, M.

Enhancing Gaussian Process Surrogates for Optimization and Posterior Approximation via Random Exploration

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical GP-UCB algorithm, but the additional random exploration step accelerates their convergence, nearly achieving the optimal convergence rate. Furthermore, to facilitate Bayesian inference with intractable likelihoods, we propose to utilize optimization iterates for maximum a posteriori estimation to build a Gaussian process surrogate model for the unnormalized log-posterior density. We provide bounds for the Hellinger distance between the true and the approximate posterior distributions in terms of the number of design points. We demonstrate the effectiveness of our Bayesian optimization algorithms in nonconvex benchmark objective functions, in a machine learning hyperparameter tuning problem, and in a black-box engineering design problem. The effectiveness of our posterior approximation approach is demonstrated in two Bayesian inference problems for parameters of dynamical systems.

Bayesian inference

Optimizing dynamic wireless charging for electric buses: A data-driven approach to infrastructure planning

The network configuration significantly impacts the performance of dynamic wireless charging (DWC) technology for electric buses. Here, this study presents a novel approach to planning charging infrastructure for public transit using data-driven nonconvex mixed-integer optimization. Integrating DWC and charging station technologies reveals a trade-off between enroute and stationary charging times. Our framework optimizes bus frequency settings and transmitter coil arrangements to minimize operational and infrastructure costs. A case study in Chattanooga, Tennessee, demonstrates the method's effectiveness in mitigating range anxiety and reducing charging expenses. This research implies that integrating DWC technology into public transit systems can enhance the feasibility and cost-effectiveness of electric bus operations, promoting sustainable urban mobility.

33 ADVANCED PROPULSION SYSTEMS

Lossless Convexification of Control Constraints for a Class of Nonlinear Optimal Control Problems

In this paper we consider a class of optimal control problems that have continuous-time nonlinear dynamics and nonconvex control constraints. We propose a convex relaxation of the nonconvex control constraints, and prove that the optimal solution to the relaxed problem is the globally optimal solution to the original problem with nonconvex control constraints. This lossless convexification enables a computationally simpler problem to be solved instead of the original problem. We demonstrate the approach in simulation with a planetary soft landing problem involving a nonlinear gravity field.

planetary soft landing

Design of structure/control systems with transient response constraints exhibiting relative minima

Structural optimization problems involving dynamic behavior constraints often exhibit nonconvex design spaces. The direct application of a global optimization algorithm requires a large number of function evaluations which in term require a large number of dynamic structural analyses. This work presents a strategy aimed at finding the global optimum for problems with transient dynamic behavior constraints based on approximation concepts. The method consists of generating and solving a sequence of approximate problems using a global optimizer. The approximations are explicit and capture the inherent nonconvexity of the exact functions. A simple example problem is presented.

Sepulveda, A. E.

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

autonomuys vehicles

Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms

The quantum approximate optimization algorithm (QAOA) has enjoyed increasing attention in noisy, intermediate-scale quantum computing with its application to combinatorial optimization problems. QAOA has the potential to demonstrate a quantum advantage for NP-hard combinatorial optimization problems. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem in which the simulation outcomes are attainable only through a quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method derived from a derivative-free, adaptive sampling trust-region optimization method intended to efficiently solve the classical optimization problem in QAOA by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function and a model of the variance of the objective function. Exploiting the variance model allows us to restrict the number of communications with the quantum computer and also helps navigate the nonconvex objective landscapes typical in QAOA optimization problems. In conclusion, we numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit when we consider a metric of computational burden that explicitly accounts for communication costs.

Derivative-free Optimization

Comparing a Coevolutionary Genetic Algorithm for Multiobjective Optimization

We present results from a study comparing a recently developed coevolutionary genetic algorithm (CGA) against a set of evolutionary algorithms using a suite of multiobjective optimization benchmarks. The CGA embodies competitive coevolution and employs a simple, straightforward target population representation and fitness calculation based on developmental theory of learning. Because of these properties, setting up the additional population is trivial making implementation no more difficult than using a standard GA. Empirical results using a suite of two-objective test functions indicate that this CGA performs well at finding solutions on convex, nonconvex, discrete, and deceptive Pareto-optimal fronts, while giving respectable results on a nonuniform optimization. On a multimodal Pareto front, the CGA finds a solution that dominates solutions produced by eight other algorithms, yet the CGA has poor coverage across the Pareto front.

Lohn, Jason D.

Optimal Membrane Cascade Design for Critical Mineral Recovery Through Logic-based Superstructure Optimization

Critical minerals and rare earth elements play an important role in our climate change initiatives, particularly in applications related with energy storage. Here, we use discrete optimization approaches to design a process for the recovery of Lithium and Cobalt from battery recycling, through membrane separation. Our contribution involves proposing a Generalized Disjunctive Programming (GDP) model for the optimal design of a multistage diafiltration cascade for Li-Co separation. By solving the resulting nonconvex mixed-integer nonlinear program model to global optimality, we investigated scalability and solution quality variations with changes in the number of stages and elements per stage. Results demonstrate the computational tractability of the nonlinear GDP formulation for design of membrane separation processes while opening the door for decom-position strategies for multicomponent separation cascades. Future work aims to extend the GDP formulation to account for stage installation and explore various decomposition techniques to enhance solution efficiency.

Ovalle, Daniel

Optimality of Gradient-MUSIC for Spectral Estimation

We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine grid, Gradient-MUSIC is significantly more efficient and eliminates the need for discretization over a fine grid by using optimization techniques. It coarsely scans the 1D landscape to find initialization simultaneously for all frequencies followed by parallelizable local refinement via gradient descent. We also analyze its performance when the noise level is sufficiently small and the signal frequencies are separated by at least 8π/m, where π/m is the standard resolution of this problem. Even though the 1D landscape is nonconvex, we prove a global convergence result for Gradient-MUSIC: coarse scanning provably finds suitable initialization and gradient descent converges at a linear rate. In addition to convergence results, we also upper bound the error between the true signal frequencies and amplitudes with those found by Gradient-MUSIC. For example, if the noise has $\ell^\infty$ norm at most ϵ, then the frequencies and amplitudes are recovered up to error at most Cϵ/m and Cϵ respectively, which are minimax optimal in m and ϵ. Our theory can also handle stochastic noise with performance guarantees under nonstationary independent Gaussian noise. Our main approach is a comprehensive geometric analysis of the landscape, a perspective that has not been explored before.

97 MATHEMATICS AND COMPUTING

An Active Subspace Method for Accelerating Convergence in Delaunay-Based Optimization via Dimension Reduction

Delaunay-based derivative-free optimization, ∆DOGS, is an efficient and provably-convergent global optimization method for the problems which has computationally expensive objection function and the analytical expression for the objective function is not available. ∆-DOGS is a novel optimization scheme in the family of response surface methods (RSMs); however, it suffers from the curse of dimensionality since the computational cost increases dramatically as the number of design parameters increases. As a result, the number of design parameters in ∆-DOGS algorithm is relatively low (n.10). To avoid such problems, this paper proposes a combination of derivative-free optimization, seeking the global minimizer of an expensive and nonconvex objective function f(x) and active subspace method, detecting the directions of the most variability using evaluations of the gradient. The contribution of other directions to the objective function is bounded by a sufficiently small constant. This new algorithm iteratively applied Delaunay-based derivative-free optimization to seek the minimizer on the d-dimensional active subspace that has most function variation. Inverse mapping is needed to project data from active subspace to full-model for evaluating function values. This task is overcome by solving an inequality constrained problem that curves the response surface of the objective function. The test results show that this strategy is effective on a handful of optimization problems.

Bewley, Thomas R.