Discrete-optimal projection in nonlinear model reduction.
Abstract not provided.
Carlberg, Kevin Thomas↗
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Optimized Wavelength-Tuned Nonlinear Frequency Conversion Using a Liquid Crystal Clad Waveguide
An optimized wavelength-tuned nonlinear frequency conversion process using a liquid crystal clad waveguide. The process includes implanting ions on a top surface of a lithium niobate crystal to form an ion implanted lithium niobate layer. The process also includes utilizing a tunable refractive index of a liquid crystal to rapidly change an effective index of the lithium niobate crystal.
Stephen, Mark A.↗
Variational Trajectory Optimization Tool Set: Technical description and user's manual
The algorithms that comprise the Variational Trajectory Optimization Tool Set (VTOTS) package are briefly described. The VTOTS is a software package for solving nonlinear constrained optimal control problems from a wide range of engineering and scientific disciplines. The VTOTS package was specifically designed to minimize the amount of user programming; in fact, for problems that may be expressed in terms of analytical functions, the user needs only to define the problem in terms of symbolic variables. This version of the VTOTS does not support tabular data; thus, problems must be expressed in terms of analytical functions. The VTOTS package consists of two methods for solving nonlinear optimal control problems: a time-domain finite-element algorithm and a multiple shooting algorithm. These two algorithms, under the VTOTS package, may be run independently or jointly. The finite-element algorithm generates approximate solutions, whereas the shooting algorithm provides a more accurate solution to the optimization problem. A user's manual, some examples with results, and a brief description of the individual subroutines are included.
Bless, Robert R.↗
A memory-distributed quasi-Newton solver for nonlinear programming problems with a small number of general constraints
We approach the problem of parallelizing state-of-the-art nonlinear programming optimization algorithms.Specifically, we focus on parallelizing quasi-Newton interior-point methods that use limited-memory secant Hessian approximations. Such interior-point methods are known to have better convergence properties and to be more effective on large-scale problems than gradient-based and derivative-free optimization algorithms. We target nonlinear and potentially nonconvex optimization problems with an arbitrary number of bound constraints and a small number of general equality and inequality constraints on the optimization variables. These problems occur for example in the form of optimal control, optimal design, and inverse problems governed by ordinary or partial differential equations, whenever they are expressed in a “reduced-space” optimization approach. We introduce and analyze the time and space complexity of a decomposition method for solving the quasi-Newton linear systems that leverages the fact that the quasi-Newton Hessian matrix has a small number of dense blocks that border a low-rank update of a diagonal matrix. This enables an efficient parallelization on memory-distributed computers of the iterations of the optimization algorithm, a state-of-the-art filter line-search interior-point algorithm by Wächter et. al. We illustrate the efficiency of the proposed method by solving structural topology optimization problems on up to 4608 cores on a parallel machine.
97 MATHEMATICS AND COMPUTING↗
Riemannian Optimization Applied to AC Optimal Power Flow
The nonlinear, nonconvex AC optimal power flow problem is of growing importance as the nature of the power grid evolves. This problem can be difficult to solve for interior point methods. However, the advent of optimization algorithms over smooth Riemannian manifolds presents an alternative approach. The nonlinear, nonconvex constraints in the AC power flow problem form an embedded submanifold of Euclidean space. In this paper, the authors explore the performance of Riemannian optimization algorithms for the ACOPF problem where the optimization is performed directly on the AC power flow manifold. This is done by using the Julia programming language and the Julia packages PowerModels.jl and Manopt.jl.
AC optimal power flow↗
Optimal Energy Measurement in Nonlinear Systems: An Application of Differential Geometry
Design of TES microcalorimeters requires a tradeoff between resolution and dynamic range. Often, experimenters will require linearity for the highest energy signals, which requires additional heat capacity be added to the detector. This results in a reduction of low energy resolution in the detector. We derive and demonstrate an algorithm that allows operation far into the nonlinear regime with little loss in spectral resolution. We use a least squares optimal filter that varies with photon energy to accommodate the nonlinearity of the detector and the non-stationarity of the noise. The fitting process we use can be seen as an application of differential geometry. This recognition provides a set of well-developed tools to extend our work to more complex situations. The proper calibration of a nonlinear microcalorimeter requires a source with densely spaced narrow lines. A pulsed laser multi-photon source is used here, and is seen to be a powerful tool for allowing us to develop practical systems with significant detector nonlinearity. The combination of our analysis techniques and the multi-photon laser source create a powerful tool for increasing the performance of future TES microcalorimeters.
Nonlinear response↗
Riemannian Optimization Applied to AC Optimal Power Flow: Preprint
The nonlinear, nonconvex AC optimal power flow problem is of growing importance as the nature of the power grid evolves. This problem can be difficult to solve for interior point methods. However, the advent of optimization algorithms over smooth Riemannian manifolds presents an alternative approach. The nonlinear, nonconvex constraints in the AC power flow problem form an embedded submanifold of Euclidean space. In this paper, the authors explore the performance of Riemannian optimization algorithms for the ACOPF problem where the optimization is performed directly on the AC power flow manifold. They demonstrate that these are viable computational alternatives to interior point methods. This is done by using Julia and the packages PowerModels.jl and Manopt.jl.
manifold optimization↗
Solution of nonlinear finite difference ocean models by optimization methods with sensitivity and observational strategy analysis
The paper studies with finite difference nonlinear circulation models the uncertainties in interesting flow properties, such as western boundary current transport, potential and kinetic energy, owing to the uncertainty in the driving surface boundary condition. The procedure is based upon nonlinear optimization methods. The same calculations permit quantitative study of the importance of new information as a function of type, region of measurement and accuracy, providing a method to study various observing strategies. Uncertainty in a model parameter, the bottom friction coefficient, is studied in conjunction with uncertain measurements. The model is free to adjust the bottom friction coefficient such that an objective function is minimized while fitting a set of data to within prescribed bounds. The relative importance of the accuracy of the knowledge about the friction coefficient with respect to various kinds of observations is then quantified, and the possible range of the friction coefficients is calculated.
Schroeter, Jens↗
Fitting aerodynamic forces in the Laplace domain: An application of a nonlinear nongradient technique to multilevel constrained optimization
A technique which employs both linear and nonlinear methods in a multilevel optimization structure to best approximate generalized unsteady aerodynamic forces for arbitrary motion is described. Optimum selection of free parameters is made in a rational function approximation of the aerodynamic forces in the Laplace domain such that a best fit is obtained, in a least squares sense, to tabular data for purely oscillatory motion. The multilevel structure and the corresponding formulation of the objective models are presented which separate the reduction of the fit error into linear and nonlinear problems, thus enabling the use of linear methods where practical. Certain equality and inequality constraints that may be imposed are identified; a brief description of the nongradient, nonlinear optimizer which is used is given; and results which illustrate application of the method are presented.
Tiffany, S. H.↗
Inexact convex relaxations for AC optimal power flow: Towards AC feasibility
Convex relaxations of AC optimal power flow (AC-OPF) problems have attracted significant interest as in several instances they provably yield the global optimum to the original non-convex problem. If, however, the relaxation is inexact, the obtained solution is not AC-feasible. The quality of the obtained solution is essential for several practical applications of AC-OPF, but detailed analyses are lacking in existing literature. Here, this paper aims to cover this gap. We provide an in-depth investigation of the solution characteristics when convex relaxations are inexact, we assess the most promising AC feasibility recovery methods for large-scale systems, and we propose two new metrics that lead to a better understanding of the quality of the identified solutions. We perform a comprehensive assessment on 96 different test cases, ranging from 14 to 3120 buses, and we show the following: (i) Despite an optimality gap of less than 1%, several test cases still exhibit substantial distances to both AC feasibility and local optimality and the newly proposed metrics characterize these deviations. (ii) Penalization methods fail to recover an AC-feasible solution in 15 out of 45 test cases. (iii) The computational benefits of warm-starting non-convex solvers have significant variation, but a computational speedup exists in over 75% of cases.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Constrained minimization under vector-valued criteria in finite dimensional spaces.
Constrained minimization problem extended to necessary conditions for characterizing noninferior points to determine vector-valued criteria in finite dimensional spaces
OPTIMIZATION↗
Structural Optimization for Reliability Using Nonlinear Goal Programming
This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.
El-Sayed, Mohamed E.↗
Optimal control of singularly perturbed nonlinear systems with state-variable inequality constraints
The established necessary conditions for optimality in nonlinear control problems that involve state-variable inequality constraints are applied to a class of singularly perturbed systems. The distinguishing feature of this class of two-time-scale systems is a transformation of the state-variable inequality constraint, present in the full order problem, to a constraint involving states and controls in the reduced problem. It is shown that, when a state constraint is active in the reduced problem, the boundary layer problem can be of finite time in the stretched time variable. Thus, the usual requirement for asymptotic stability of the boundary layer system is not applicable, and cannot be used to construct approximate boundary layer solutions. Several alternative solution methods are explored and illustrated with simple examples.
Calise, A. J.↗
Optimization-Based Approach for Joint X-Ray Fluorescence and Transmission Tomographic Inversion
Fluorescence tomographic reconstruction, based on the detection of photons coming from fluorescent emission, can be used for revealing the internal elemental composition of a sample. On the other hand, conventional X-ray transmission tomography can be used for reconstructing the spatial distribution of the absorption coefficient inside a sample. In this work, we integrate both X-ray fluorescence and X-ray transmission data modalities and formulate a nonlinear optimization-based approach for reconstruction of the elemental composition of a given object. This model provides a simultaneous reconstruction of both the quantitative spatial distribution of all elements and the absorption effect in the sample. Mathematically speaking, we show that compared with the single-modality inversion (i.e., the X-ray transmission or fluorescence alone), the joint inversion provides a better-posed problem, which implies a better recovery. Therefore, the challenges in X-ray fluorescence tomography arising mainly from the effects of self-absorption in the sample are partially mitigated. The use of this technique is demonstrated on the reconstruction of several synthetic samples.
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning
We present a mathematical framework and computational methods for optimally designing a finite sequence of experiments. This sequential optimal experimental design (sOED) problem is formulated as a finite-horizon partially observable Markov decision process (POMDP) under a Bayesian setting and with information-theoretic utilities. The formulation is general and may accommodate continuous random variables, non-Gaussian posteriors, and nonlinear forward models. The sOED design policy incorporates elements of feedback and lookahead simultaneously, and we show it to generalize the commonly-used batch and greedy design strategies. We solve for the sOED policy using the policy gradient (PG) method from reinforcement learning, and provide a derivation for the PG expression in the sOED context. Adopting an actor-critic approach, the policy and value functions are parameterized using deep neural networks and improved via PG estimates produced from simulated episodes of designs and observations. The new PG-sOED algorithm is first validated on a linear-Gaussian benchmark, and then compared against other design baselines on a sensor movement problem for contaminant source inversion in a convection-diffusion field. As a result, we provide explanation for the policy behaviors using knowledge of the underlying physical process.
97 MATHEMATICS AND COMPUTING↗
Application of multivariable search techniques to the optimization of airfoils in a low speed nonlinear inviscid flow field
Multivariable search techniques are applied to a particular class of airfoil optimization problems. These are the maximization of lift and the minimization of disturbance pressure magnitude in an inviscid nonlinear flow field. A variety of multivariable search techniques contained in an existing nonlinear optimization code, AESOP, are applied to this design problem. These techniques include elementary single parameter perturbation methods, organized search such as steepest-descent, quadratic, and Davidon methods, randomized procedures, and a generalized search acceleration technique. Airfoil design variables are seven in number and define perturbations to the profile of an existing NACA airfoil. The relative efficiency of the techniques are compared. It is shown that elementary one parameter at a time and random techniques compare favorably with organized searches in the class of problems considered. It is also shown that significant reductions in disturbance pressure magnitude can be made while retaining reasonable lift coefficient values at low free stream Mach numbers.
Hague, D. S.↗
Investigating nonlinear magnetohydrodynamics in an optimized, reactor-scale quasi-axisymmetric stellarator
We use the new simulation capabilities of the extended-magnetohydrodynamic (MHD) code, M3D-C1, to investigate the nonlinear MHD properties of a reactor-scale quasisymmetric stellarator equilibrium. Our model captures the self-consistent evolution of the magnetic field, temperature, density, and flow profiles without imposing restrictions on the structure of the first. We include the effects of resistivity using a realistic temperature-dependent Spitzer model, along with a model for heat transport that captures the key physical characteristic, namely, strongly anisotropic diffusion in directions perpendicular and parallel to the magnetic field. We consider a quasi-axisymmetric, finite-pressure equilibrium that was optimized for self-consistent bootstrap current, quasi-symmetry, and energetic particle confinement. Our assessment finds that the equilibrium is highly unstable to interchange-like pressure-driven instabilities near the plasma edge. The initially unstable modes rapidly destabilize other modes in the direction of the N-fold rotational symmetry (toroidal, in this case). For this equilibrium, N = 2, meaning destabilization of a large number of even-numbered toroidal Fourier modes. Thus, field-periodicity is likely to be an important factor in the nonlinear MHD stability characteristics of optimized stellarators.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
A hybrid nonlinear programming method for design optimization
Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.
Rajan, S. D.↗