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maestro

MÆSTRO stands for Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization and it is a plug n play derivate fee stochastic optimization solver. The problem being considered in MÆSTRO involves fitting Monte Carlo simulations that describe complex phenomena to experiments. This is done by finding parameters of the resource intensive and noisy simulation that yield the least squares objective function value to the noisy experimental data. This problem is solved using a stochastic trust-region optimization algorithm where in each iteration, a local approximation of the simulation signal and of the simulation noise is constructed over data, which is obtained by running the simulation at strategically placed design points within the trust-region around the current iterate. Then the simulation components of the objective are replaced by their approximations and this analytical and closed-form optimization problem is solved to find the next iterate within the trust-region. Then the trust region is moved and the iterations continue until a satisfactory convergence criteria is met.

KRISHNAMOORTHY, MOHAN↗

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↗

Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗

LaSDI: Parametric Latent Space Dynamics Identification

Enabling fast and accurate physical simulations with data has become an important area of computational physics to aid in inverse problems, design-optimization, uncertainty quantification, and other various decision-making applications. This paper presents a data-driven framework for parametric latent space dynamics identification procedure that enables fast and accurate simulations. The parametric model is achieved by building a set of local latent space model and designing an interaction among them. An individual local latent space dynamics model achieves accurate solution in a trust region. By letting the set of trust region to cover the whole parameter space, our model shows an increase in accuracy with an increase in training data. Herein we introduce two different types of interaction mechanisms, i.e., point-wise and region-based approach. Both linear and nonlinear data compression techniques are used. We illustrate the framework of Latent Space Dynamics Identification (LaSDI) enable a fast and accurate solution process on various partial differential equations, i.e., Burgers’ equations, radial advection problem, and nonlinear heat conduction problem, achieving 0 (100)x speed-up and 0 (1)% relative error with respect to the corresponding full order models.

97 MATHEMATICS AND COMPUTING↗