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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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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

Parameter Analysis of the VPIN (Volume synchronized Probability of Informed Trading) Metric

VPIN (Volume synchronized Probability of Informed trading) is a leading indicator of liquidity-induced volatility. It is best known for having produced a signal more than hours before the Flash Crash of 2010. On that day, the market saw the biggest one-day point decline in the Dow Jones Industrial Average, which culminated to the market value of $1 trillion disappearing, but only to recover those losses twenty minutes later (Lauricella 2010). The computation of VPIN requires the user to set up a handful of free parameters. The values of these parameters significantly affect the effectiveness of VPIN as measured by the false positive rate (FPR). An earlier publication reported that a brute-force search of simple parameter combinations yielded a number of parameter combinations with FPR of 7%. This work is a systematic attempt to find an optimal parameter set using an optimization package, NOMAD (Nonlinear Optimization by Mesh Adaptive Direct Search) by Audet, le digabel, and tribes (2009) and le digabel (2011). We have implemented a number of techniques to reduce the computation time with NOMAD. Tests show that we can reduce the FPR to only 2%. To better understand the parameter choices, we have conducted a series of sensitivity analysis via uncertainty quantification on the parameter spaces using UQTK (Uncertainty Quantification Toolkit). Results have shown dominance of 2 parameters in the computation of FPR. Using the outputs from NOMAD optimization and sensitivity analysis, We recommend A range of values for each of the free parameters that perform well on a large set of futures trading records.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Biomimetic model-based advanced control strategy integrated with multi-agent optimization for nonlinear chemical processes

Here, a novel framework is proposed for integrating biomimetic-based advanced control and multi-agent optimization approaches for nonlinear chemical process applications. In particular, a Biologically-Inspired Optimal Control Strategy, denoted as BIO-CS, is combined with multi-agent optimization (MAO) techniques to provide optimal solutions for dynamic systems. In this combined framework, the BIO-CS algorithm employs gradient-based optimal control solvers for the intermediate problems associated with the leader-follower agents’ local interactions. Also, the MAO uses the capabilities of heuristic-based optimization techniques by sharing process information to obtain optimal operating setpoints for the controller considering an overall process objective. The applicability of the proposed method is demonstrated using a nonlinear, multivariable, process model of a fermentation system. Specifically, the optimal operating points are computed by the MAO implementation for setpoint tracking, trajectory tracking and plant-model mismatch scenarios for BIO-CS application. Results of the developed framework are compared to a gradient-based Sequential Quadratic Programming (SQP) technique and a classical proportional-integral (PI) controller in terms of optimization and control studies, respectively. As an additional contribution, BIO-CS is also cast as a model predictive controller (MPC) for the first time and compared to the agent-based BIO-CS approach in terms of computational time and tracking error. Closed-loop control results show up to 46% improvement in tracking performance during transient for the multi-agent BIO-CS when compared to BIO-CS as MPC for additional computational expense. The obtained results illustrate the capabilities of this novel integrated framework including BIO-CS as MPC to achieve desired nonlinear system performance for various scenarios.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Nonlinear programming optimization of a single-stack electrodialysis desalination system for cost efficiency

Electrodialysis (ED) presents a competitive method for desalinating brackish waters. In this work, we perform cost optimization of a single-stack ED system across a range of feed salinities and water recoveries while optimizing operating voltage, number of cell pairs, and cell length. The results of our optimization show that the levelized cost of water (LCOW) increases with an increase in feed salinity. The outcomes of our optimization show that cost-optimal design generally increases cell length while decreasing cell pair number and operating voltage with an increase in salinity. These trends are nonlinear, with the number of cell pairs and applied voltage exhibiting local maxima when operating at low salinity and high recovery. We discuss the underlying mechanism for cell length becoming a leveraging design parameter by inspecting the length-dependent profiles of key electrochemical properties of the ED cell. Finally, we present how increasing performance metrics and decreasing costs impact LCOW, demonstrating that innovations that decrease counter-current diffusion have resulted in the highest decrease of LCOW.

42 ENGINEERING↗
DOE OSTI2018

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion is replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Nonlinear Brightness Optimization in Compton Scattering

In Compton scattering light sources, a laser pulse is scattered by a relativistic electron beam to generate tunable x and gamma rays. Because of the inhomogeneous nature of the incident radiation, the relativistic Lorentz boost of the electrons is modulated by the ponderomotive force during the interaction, leading to intrinsic spectral broadening and brightness limitations. We discuss these effects, along with an optimization strategy to properly balance the laser bandwidth, diffraction, and nonlinear ponderomotive force.

42 ENGINEERING↗
DOE OSTI2020

A survey of nonlinear robust optimization

Robust optimization (RO) has attracted great attention from the optimization community over the past decade. RO is dedicated to solving optimization problems subject to uncertainty: design constraints must be satisfied for all the values of the uncertain parameters within a given uncertainty set. Uncertainty sets may be modeled as deterministic sets (boxes, polyhedra, ellipsoids), in which case the RO problem may be reformulated via worst-case analysis, or as families of distributions. The challenge of RO is to reformulate or approximate robust constraints so that the uncertain optimization problem is transformed into a tractable deterministic optimization problem. Most reformulation methods assume linearity of the robust constraints or uncertainty sets of favorable shape, which represents only a fraction of real-world applications. This survey addresses nonlinear RO and includes problem formulations and applications, solution approaches, and available software with code samples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2011

IMIGO: An Optimal Adaptive Nonlinear Program for Accelerator Optics Modeling and Other Applications

Model-based electron accelerator control is the maintenance of optimal parameters of an electron beam such as its orbit, size, and shape, as well as machine parameters such as tunes. It works well when the model reflects reality. SLAC pioneered this technique in SPEAR about thirty decades ago. Similar techniques are now employed in particle accelerator and synchrotron laboratories around the world. There is still an inherently complex problem related to the employment of such techniques to manage the operation and analysis of accelerators and storage rings. The problem arises from the use by those techniques of complex numerical algorithms commonly known as nonlinear solvers that are difficult to control and operate. Lessons learned at SLAC have led to the development of a new, simple-to-use, and iterative nonlinear solver that holds much promise not only in advancing the derivation of errors in accelerators and storage rings at SLAC, but also in its ability to tackle a range of complex engineering problems. A CRADA project was recently completed to build on this experience at SLAC, and to collaborate with an outside company GO AI Services to further develop and validate this nonlinear solver for robust SLAC accelerator. In this report, we present the project report submitted to DOE and SLAC.

Accelerators↗
DOE OSTI2016

An introduction to optimal power flow: Theory, formulation, and examples

The set of optimization problems in electric power systems engineering known collectively as Optimal Power Flow (OPF) is one of the most practically important and well-researched subfields of constrained nonlinear optimization. OPF has enjoyed a rich history of research, innovation, and publication since its debut five decades ago. Nevertheless, entry into OPF research is a daunting task for the uninitiated--both due to the sheer volume of literature and because OPF's ubiquity within the electric power systems community has led authors to assume a great deal of prior knowledge that readers unfamiliar with electric power systems may not possess. This article provides an introduction to OPF from an operations research perspective; it describes a complete and concise basis of knowledge for beginning OPF research. The discussion is tailored for the operations researcher who has experience with nonlinear optimization but little knowledge of electrical engineering. Topics covered include power systems modeling, the power flow equations, typical OPF formulations, and common OPF extensions.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Online Modelling and Optimization of Nonlinear Integrable Systems

Nonlinear integrable optics was recently proposed as a design approach to increase the limits on beam brightness and intensity imposed by fast collective instabilities. To study these systems experimentally, a new research electron and proton storage ring, the Integrable Optics Test Accelerator, was constructed and recently commissioned at Fermilab. Beam-based diagnostics and online modelling of nonlinear systems presents unique challenges - in this paper, we report on our efforts to develop optimization methods suited for such lattices. We explore the effectiveness of neural networks as fast online surrogate estimators, and integrate them into a beam-based tuning algorithm. We also develop a method of knob dimensionality reduction and subsequent robust multivariate optimization for maximizing key performance metrics under complicated lattice optics constraints.

43 PARTICLE ACCELERATORS↗
DOE OSTI2018

Topology Optimization for Nonlinear Transient Applications Using a Minimally Invasive Approach (LDRD Final Report)

The purpose of this project was to devise, implement, and demonstrate a method that can use Sandia's existing analysis codes (e.g., Sierra, Alegra, the CTH hydro code) with minimal modification to generate objective function gradients for optimization-based design in transient, non-linear, coupled-physics applications. The approach uses a Moving Least Squares representation of the geometry to substantially reduce the number of geometric degrees of freedom. A Multiple-Program Multiple-Data computing model is then used to compute objective gradients via finite differencing. Details of the formulation and implementation are provided, and example applications are presented that show effectiveness and scalability of the approach.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition

In “Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition,” we review the state of the art in practical algorithms for scheduling power-systems operations in the short term and the results of the recent competition organized by the U.S. Advanced Research Projects Agency–Energy. We explain the mixed-integer nonlinear formulation used in the competition for nonspecialists in electrical engineering, the context and organization of the competition, and the performance of competitors. We find that the collective approaches and results of competitors provide support for efforts to move nonlinear optimization techniques into industrial applications, as they have proven to be a robust and efficient alternative to current linear approximation techniques.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO 2 storage monitoring

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. Here, we present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO 2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

42 ENGINEERING↗
DOE OSTI2018

High-precision control of tracked field robots in the presence of unknown traction coefficients

Accurate steering through crop rows that avoids crop damage is one of the most important tasks for agricultural robots utilized in various field operations, such as monitoring, mechanical weeding, or spraying. In practice, varying soil conditions can result in off-track navigation due to unknown traction coefficients so that it can cause crop damage. To address this problem, this work presents the development, application, and experimental results of a real-time receding horizon estimation and control (RHEC) framework applied to a fully autonomous mobile robotic platform to increase its steering accuracy. Recent advances in cheap and fast microprocessors, as well as advances in solution methods for nonlinear optimization problems, have made nonlinear receding horizon control (RHC) and receding horizon estimation (RHE) methods suitable for field robots that require high-frequency (milliseconds) updates. A real-time RHEC framework is developed and applied to a fully autonomous mobile robotic platform designed by the authors for in-field phenotyping applications in sorghum fields. Nonlinear RHE is used to estimate constrained states and parameters, and nonlinear RHC is designed based on an adaptive system model that contains time-varying parameters. The capabilities of the real-time RHEC framework are verified experimentally, and the results show an accurate tracking performance on a bumpy and wet soil field. Finally, the mean values of the Euclidean error and required computation time of the RHEC framework are equal to 0.0423 m and 0.88 ms, respectively.

42 ENGINEERING↗
DOE OSTI2024

Iterative methods in GPU-resident linear solvers for nonlinear constrained optimization

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Designing stellarator coils by a modified Newton method using FOCUS

To find the optimal coils for stellarators, nonlinear optimization algorithms are applied in existing coil design codes. However, none of these codes have used the information from the second-order derivatives. In this paper, we present a modified Newton method in the recently developed code FOCUS. The Hessian matrix is calculated with analytically derived equations. Its inverse is approximated by a modified Cholesky factorization and applied in the iterative scheme of a classical Newton method. Using this method, FOCUS is able to recover the W7-X modular coils starting from a simple initial guess. Results demonstrate significant advantages.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗