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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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DOE OSTI2025

Improved Guarantees for Optimal Nash Equilibrium Seeking and Bilevel Variational Inequalities

We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes, including the optimal solution selection problem and the optimal Nash equilibrium (NE) seeking problem. Our main contribution is threefold. (i) We consider bilevel VIs with monotone and Lipschitz continuous mappings and devise a single-timescale iteratively regularized extragradient method, named IR-EG 𝚖,𝚖 . We improve the existing iteration complexity results for addressing both bilevel VI and VI-constrained convex optimization problems. (ii) Under the strong monotonicity of the outer-level mapping, we develop a method named IR-EG 𝚜,𝚖 and derive faster guarantees than those in (i). We also study the iteration complexity of this method under a constant regularization parameter. These results appear to be new for both bilevel VIs and VI-constrained optimization. (iii) To our knowledge, complexity guarantees for computing the optimal NE in nonconvex settings do not exist. Motivated by this lacuna, we consider VI-constrained nonconvex optimization problems and devise an inexactly projected gradient method, named IPR-EG, where the projection onto the unknown set of equilibria is performed using IR-EG 𝚜,𝚖 with a prescribed termination criterion and an adaptive regularization parameter. We obtain new complexity guarantees in terms of a residual map and an infeasibility metric for computing a stationary point. Here, we validate the theoretical findings using preliminary numerical experiments for computing the best and the worst NEs.

bilevel optimization↗
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 ↗
DOE OSTI2025

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗
DOE OSTI2026

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗
DOE OSTI2024

Enhancing the cooling performance of thermocouples: a power-constrained topology optimization procedure

Abstract Heat pumping through thermoelectric devices has many advantages over traditional cooling. However, their current efficiency is a limiting factor in their implementation. In this paper, we approach the non-convex topology optimization of thermoelectrical elements for cooling applications through the method of moving asymptotes (MMA) to improve their cooling capabilities per watt usage. The optimization problem is defined for a given power budget, aiming for the minimum temperature with a known heat pumping need. The introduction of power as a constraint justifies the introduction of the voltage gradient across the thermocouple as a design variable to maintain the thermoelectrical device in its optimum power-to-heat extraction ratio. To better understand the convergence of this non-convex problem, we present a two-variable analytical thermoelectric optimization model. This example provides information on how to select the penalty parameters used to scale the three material coefficients involved in the problem to obtain lower objective values and better convergence using MMA. The analytical model shows the non-convexity of the problem and provides the recommendation to use penalization coefficients of the form $$p_k=p_{\sigma }>p_{\alpha }=1$$ p k = p σ > p α = 1 for the thermal conductivity, electrical conductivity, and Seebeck coefficients. We tested these penalization coefficients through optimizations of a model based on the 1MC10-031 commercial thermoelectric-cooler (TEC) using the finite element method (FEM). These penalization coefficients provided local minima without the need for volume constraints. With this procedure, we found designs that provided temperatures close to 10 degrees lower using 60% less semiconductor material volume compared to the initial design.

Gutiérrez, G. Reales↗
DOE OSTI2026

Security Constrained Economic Optimization of Photovoltaic and Other Distributed Assets

The rapid growth of distributed energy resources (DERs), especially photovoltaic (PV) systems, has introduced new complexities in maintaining grid reliability, stability, and cost-effective operation. This project addresses these challenges by developing and demonstrating a scalable GridOS Distributed Energy Resource Management System (DERMS) that enables secure, real-time optimization and control of DERs at the distribution feeder level.

14 SOLAR ENERGY↗
DOE OSTI2025

Large Scale Bilevel Optimization for N-K SCOPF Using Adversarial Robustness

Ensuring a secure dispatch against multiple simultaneous outages has long been desired to maintain grid security in the presence of severe events, such as extreme weather phenomena. Traditionally denoted as N-k security constrained optimal power flow (N-k SCOPF), this problem is intractable to solve due to its size being combinatorial in the number of simultaneous outages and due to the non-convex nature of the AC network constraints. This hinders the use of N-k SCOPF for operating realistic-scale systems. In this paper, we introduce a methodology to scalably solve an AC-feasible dispatch that improves security over k simultaneous outages. Our methodology poses N-k SCOPF as a bilevel optimization problem and solves it using an adversarial robustness approach. We develop new efficient methods to solve each level of the bilevel optimization by employing knowledge of the physics of the underlying system. This yields significant improvements in speed and convergence that enable us to address the N-k SCOPF problem at scale. We demonstrate the effectiveness of our method by conducting a comprehensive analysis of an N-3 SCOPF for a 500-bus network. Furthermore, we emphasize the ability of our physics-driven techniques to handle larger systems by successfully scaling up to 12,000 buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2025

A time-parallel multiple-shooting method for large-scale quantum optimal control

Quantum optimal control plays a crucial role in quantum computing by providing the interface between compiler and hardware. Solving the optimal control problem is particularly challenging for multi-qubit gates, due to the exponential growth in computational complexity with the system's dimensionality and the deterioration of optimization convergence. To ameliorate the computational complexity of time-integration, this paper introduces a multiple-shooting approach in which the time domain is divided into multiple windows and the intermediate states at window boundaries are treated as additional optimization variables. Further, this enables parallel computation of state evolution across time-windows, significantly accelerating objective function and gradient evaluations. Since the initial state matrix in each window is only guaranteed to be unitary upon convergence of the optimization algorithm, the conventional gate trace infidelity is replaced by a generalized infidelity that is convex for non-unitary state matrices. Continuity of the state across window boundaries is enforced by equality constraints. A quadratic penalty optimization method is used to solve the constrained optimal control problem, and an efficient adjoint technique is employed to calculate the gradients in each iteration. We demonstrate the effectiveness of the proposed method through numerical experiments on quantum Fourier transform gates in systems with 2, 3, and 4 qubits, noting a speedup of 80x for evaluating the gradient in the 4-qubit case, highlighting the method's potential for optimizing control pulses in multi-qubit quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Stellarator optimization with constraints

In this work we consider the problem of optimizing a stellarator subject to hard constraints on the design variables and physics properties of the equilibrium. We survey current numerical methods for handling these constraints, and summarize a number of methods from the wider optimization community that have not been used extensively for stellarator optimization thus far. We demonstrate the utility of new methods of constrained optimization by optimizing a quasi-axisymmetric stellarator for favourable physics properties while preventing strong shaping of the plasma boundary, which can be difficult to create with external current sources.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Tightest Mixed-Integer Programming Formulations for Quadratic SCUC Optimization

In this project, we developed new, tighter Mixed-Integer Programming (MIP) formulations for the combined Alternating Current (AC) Security-Constrained Unit Commitment (SCUC) and Security-Constrained Optimal Power Flow (SCOPF). The work addresses a critical challenge in power system operations: efficiently determining which generation units to commit and how to optimally dispatch them while maintaining network reliability constraints for both normal and contingency scenarios. Our efforts: 1. Advance the Understanding of SCUC/SCOPF Modeling: By introducing tighter MIP formulations and leveraging cutting-edge optimization tools (Julia/JuMP, PowerModels.jl), this project has pushed forward the state of the art in efficient power systems scheduling. 2. Enhance Technical and Economic Feasibility: The methods developed provide more accurate and potentially faster solutions to large-scale, realistic scheduling and dispatch problems in electric power systems, which can translate into improved reliability and potentially lower costs for grid operations. 3. Benefit to the Public: Greater efficiency in power system operations leads to cost savings for utilities and end-users. Improved reliability and integration of advanced modeling approaches can facilitate the adoption of clean energy resources and better accommodate uncertainties in renewable generation. Because this technology could impact bulk power markets and reliability, these innovations have far-reaching public benefits in terms of cost savings, reliability, and sustainability.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2026

An Adaptive Multiparameter Penalty Selection Method for Multiconstraint and Multiblock ADMM

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functions with block matrix components. ADMM is widely used for solving constrained optimization problems in a variety of fields, including signal and image processing. Implementations of ADMM often utilize a single hyperparameter, referred to as the penalty parameter, which needs to be tuned to control the rate of convergence. However, in problems with multiple constraints, ADMM may demonstrate slow convergence regardless of penalty parameter selection due to scale differences between constraints. Accounting for scale differences between constraints to improve convergence in these cases requires introducing a penalty parameter for each constraint. The proposed method is able to adaptively account for differences in scale between constraints, providing robustness with respect to problem transformations and initial selection of penalty parameters. It is also simple to understand and implement. Our numerical experiments demonstrate that the proposed method performs favorably compared to a variety of existing penalty parameter selection methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Valued peaks: Sustainable water allocation for small hydropower plants in an era of explicit ecological needs

Optimizing hydropower operations to balance economic profitability and support functioning ecosystem services is integral to river management policy. In this article, we propose a dynamic, constrained optimization framework for small hydropower plants (SHPs) to evaluate trade-offs between economic profitability and socio-ecological requirements. Specifically, we examine the balance between short-term losses in hydropower generation and the potential for compensatory benefits in the form of revenue from recreational ecosystem services, irrespective of the direct beneficiary. Our framework integrates a fish habitat model, a hydropower optimization model, and a recreational ecosystem service estimate to evaluate different environmental flow scenarios. The optimization process gives three outflow release scenarios, informed by previous streamflow realisations (dam inflow), and designed environmental flow constraints. The framework is applied and tested for the river Kuusinkijoki in North-eastern Finland, which is a habitat for migratory brown trout and grayling populations. We show that the revenue loss due to the environmental flow constraints arises through a reduction in revenue per generated energy unit and through a reduction in turbine efficiency. Additionally, the simulation results reveal that all the designed environmental flow constraints cannot be met simultaneously. Under the environmental flow scenario with both minimum flow and flow ramping rate constraints, the annual hydropower revenue decreases by 16.5 %. An annual increase of 8 % in recreational fishing visits offsets the revenue loss. In conclusion, the developed framework provides knowledge of the costs and benefits of hydropower environmental flow constraints and guides the prioritizing process of environmental measures.

13 HYDRO ENERGY↗
DOE OSTI2026

SENTRA: A Modular Computational Graph Framework for Critical Mineral and Materials Supply Chains: Part I: Network Construction Latent-Quantity Estimation, and Temporal Graph Forecasting

Global supply chains for critical minerals and materials are complex, evolving networks of countries, products, production stages, and trade relationships. Existing analytical approaches are limited by fragmented data and static network representations that do not capture the dynamic production dependencies linking raw materials, intermediate products, and final goods across multiple countries. Trade and production statistics provide only a partial view of domestic production, inventories, and material flows, making it difficult to identify indirect sourcing pathways, hidden dependencies, and embedded foreign exposures. This paper introduces the Supply Chain Exposure Network Tracking and Risk Assessment (SENTRA) framework, a modular graph-based computational framework for constructing, analyzing, and forecasting dynamic supply chain networks. As the first paper in a three-part methodological series, it establishes the computational foundation of SENTRA by constructing a temporal attributed multi-relational graph whose nodes represent product–country pairs and whose edges encode observed trade and within-country value-chain relationships. Statistical estimation and constrained optimization recover latent production, final demand, and product input dependency coefficients while enforcing economic accounting constraints. Graph-derived exposure measures quantify direct, transshipment, value-chain, and multi-hop supply chain dependencies independently of the forecasting model. A temporal graph forecasting architecture based on a relational graph neural network then forecasts the evolution of the graph under mass-balance constraints with distribution-free conformal uncertainty quantification. Validation on the global aluminum supply chain shows that the learned graph representations recover economically meaningful supply chain structure, accurately forecast out-of-sample trade relationships, and produce well-calibrated prediction intervals. Subsequent papers apply this computational foundation to exposure assessment, disruption analysis, and scenario-based policy analysis, and extend the framework to multimaterial supply chain modeling and decision support.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Jensen–Shannon divergence based novel loss functions for Bayesian neural networks

Bayesian neural networks (BNNs) are state-of-the-art machine learning methods that can naturally regularize and systematically quantify uncertainties using their stochastic parameters. Kullback–Leibler (KL) divergence-based variational inference used in BNNs suffer from unstable optimization and challenges in approximating light-tailed posteriors due to the unbounded nature of the KL divergence. To resolve these issues, we formulate a novel loss function for BNNs based on a new modification to the generalized Jensen–Shannon (JS) divergence, which is bounded. In addition, we propose a Geometric JS divergence-based loss, which is computationally efficient since it can be evaluated analytically. We found that the JS divergence-based variational inference is intractable, and hence employed a constrained optimization framework to formulate these losses. Our theoretical analysis and empirical experiments on multiple regression and classification data sets suggest that the proposed losses perform better than the KL divergence-based loss, especially when the data sets are noisy or biased. Specifically, there are approximately 5% and 8% improvements in accuracy for a noise-added CIFAR-10 dataset and a regression dataset, respectively. There is about 13% reduction in false negative predictions of a biased histopathology dataset. Additionally, we quantify and compare the uncertainty metrics for the regression and classification tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Memory-efficient nonsmooth dynamic optimization using adaptive randomized compression

Dynamic optimization problems arise in many applications including flow control, full waveform inversion, and medical imaging. These problems are plagued by significant computational challenges. One such challenge — and the focus of this work — is the memory limitation induced by the size of the underlying dynamical system. In particular, the entire dynamic trajectory is required for derivative computation and therefore must be stored or recomputed using, e.g., checkpointing. Although recent work demonstrated the use of adaptive randomized sketching to overcome the memory challenge, that work only applies to smooth unconstrained problems, prohibiting its use for nonsmooth regularized and constrained problems. The inclusion of nonsmooth regularizers and constraints is critical as they often arise in an attempt to preserve certain physical properties or to promote sparsity. To solve these problems, we introduce a trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function that leverages randomized sketching to compress the dynamical system trajectories and adaptively adjust the sketch rank to satisfy a gradient inexactness condition. We prove convergence of this algorithm and demonstrate that it achieves substantial memory reduction on three discretized PDE-constrained optimization applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗
DOE OSTI2025

Efficient proximal subproblem solvers for a nonsmooth trust-region method

In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures the trial iterate produces sufficient decrease of the subproblem model. In this paper, we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. Finally, we compare algorithm performance on examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗