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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 73 records · Page 4

Embedding Equality Constraints of Optimization Problems into a Quantum Annealer

Quantum annealers such as D-Wave machines are designed to propose solutions for quadratic unconstrained binary optimization (QUBO) problems by mapping them onto the quantum processing unit, which tries to find a solution by measuring the parameters of a minimum-energy state of the quantum system. While many NP-hard problems can be easily formulated as binary quadratic optimization problems, such formulations almost always contain one or more constraints, which are not allowed in a QUBO. Embedding such constraints as quadratic penalties is the standard approach for addressing this issue, but it has drawbacks such as the introduction of large coefficients and using too many additional qubits. In this paper, we propose an alternative approach for implementing constraints based on a combinatorial design and solving mixed-integer linear programming (MILP) problems in order to find better embeddings of constraints of the type Σ x i = k for binary variables x i . Our approach is scalable to any number of variables and uses a linear number of ancillary variables for a fixed k.

97 MATHEMATICS AND COMPUTING↗

Linear solvers for power grid optimization problems: A review of GPU-accelerated linear solvers

The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite, and they become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL T decompositions. Here, we benchmark five well known direct linear solver packages on CPU- and GPU-based hardware, using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases. For completeness of the comparison we include results for MA57, which is one of the most efficient and reliable CPU solvers for this class of problem.

97 MATHEMATICS AND COMPUTING↗

A study of the use of linear programming techniques to improve the performance in design optimization problems

This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.

Young, Katherine C.↗

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

Electronic neural network for solving traveling salesman and similar global optimization problems

This invention is a novel high-speed neural network based processor for solving the 'traveling salesman' and other global optimization problems. It comprises a novel hybrid architecture employing a binary synaptic array whose embodiment incorporates the fixed rules of the problem, such as the number of cities to be visited. The array is prompted by analog voltages representing variables such as distances. The processor incorporates two interconnected feedback networks, each of which solves part of the problem independently and simultaneously, yet which exchange information dynamically.

Thakoor, Anilkumar P.↗

Singular perturbation analysis of AOTV-related trajectory optimization problems

The problem of real time guidance and optimal control of Aeroassisted Orbit Transfer Vehicles (AOTV's) was addressed using singular perturbation theory as an underlying method of analysis. Trajectories were optimized with the objective of minimum energy expenditure in the atmospheric phase of the maneuver. Two major problem areas were addressed: optimal reentry, and synergetic plane change with aeroglide. For the reentry problem, several reduced order models were analyzed with the objective of optimal changes in heading with minimum energy loss. It was demonstrated that a further model order reduction to a single state model is possible through the application of singular perturbation theory. The optimal solution for the reduced problem defines an optimal altitude profile dependent on the current energy level of the vehicle. A separate boundary layer analysis is used to account for altitude and flight path angle dynamics, and to obtain lift and bank angle control solutions. By considering alternative approximations to solve the boundary layer problem, three guidance laws were derived, each having an analytic feedback form. The guidance laws were evaluated using a Maneuvering Reentry Research Vehicle model and all three laws were found to be near optimal. For the problem of synergetic plane change with aeroglide, a difficult terminal boundary layer control problem arises which to date is found to be analytically intractable. Thus a predictive/corrective solution was developed to satisfy the terminal constraints on altitude and flight path angle. A composite guidance solution was obtained by combining the optimal reentry solution with the predictive/corrective guidance method. Numerical comparisons with the corresponding optimal trajectory solutions show that the resulting performance is very close to optimal. An attempt was made to obtain numerically optimized trajectories for the case where heating rate is constrained. A first order state variable inequality constraint was imposed on the full order AOTV point mass equations of motion, using a simple aerodynamic heating rate model.

Calise, Anthony J.↗

Efficient Solution Methods for Large-scale Optimization Problems Constrained by Time-dependent Partial Differential Equations (Final Report)

The objectives of this project are to devise and analyze efficient solvers for several classes of PDE- constrained optimization problems. The project was initially focused on, but not restricted to time- dependent PDE-constraints such as parabolic equations, time-dependent fluid flows (Navier-Stokes equations), hyperbolic equations (Burgers equation, shallow water equations). Other constraints considered are PDEs with stochastic coefficients. Additional elements of interest are the handling of problems with control and/or state inequality constraints or non-differentiable regularization terms, and boundary controls. A direction of work not initially listed among the goals, which was triggered by conversations with DOE scientists from the Sandia National Labs, is to develop efficient solvers for optimization- based domain-decomposition PDE-solvers. Also targeted in the project are a number of technical issues necessary for facilitating the integration of the methods resulted from this project with existing high-performance packages developed at DOE national labs; this integration is expected to further enable the scientific community to use the novel methods. An example of such a task is the need to develop algebraic multigrid (AMG) versions of the algorithms. A list of accomplishments in several areas is detailed as well as a list of publications.

97 MATHEMATICS AND COMPUTING↗

A Hybrid Approach for Solving Optimization Problems on Small Quantum Computers

Solving larger-sized problems is an important area of research in quantum computing. Designing hybrid quantum-classical algorithms is a promising approach to solving this. We discuss decomposition-based hybrid approaches for solving optimization problems and demonstrate them for applications related to community detection.

97 MATHEMATICS AND COMPUTING↗

Comparing three generations of D-Wave quantum annealers for minor embedded combinatorial optimization problems

Abstract Quantum annealing (QA) is a novel type of analog computation that aims to use quantum mechanical fluctuations to search for optimal solutions of Ising problems. QA in the transverse Ising model, implemented on D-Wave quantum processing units, are available as cloud computing resources. In this study we report concise benchmarks across three generations of D-Wave quantum annealers, consisting of four different devices, for the NP-hard discrete combinatorial optimization problems unweighted maximum clique and unweighted maximum cut on random graphs. The Ising, or equivalently quadratic unconstrained binary optimization, formulation of these problems do not require auxiliary variables for order reduction, and their overall structure and weights are not highly variable, which makes these problems simple test cases to understand the sampling capability of current D-Wave quantum annealers. All-to-all minor embeddings of size 52, with relatively uniform chain lengths, are used for a direct comparison across the Chimera, Pegasus, and Zephyr device topologies. A grid-search over annealing times and the minor embedding chain strengths is performed in order to determine the level of reasonable performance for each device and problem type. Experiment metrics that are reported are approximation ratios for non-broken chain samples, chain break proportions, and time-to-solution for the maximum clique problem instances. How fairly the quantum annealers sample optimal maximum cliques, for instances which contain multiple maximum cliques, is quantified using entropy of the measured ground state distributions. The newest generation of quantum annealing hardware, which has a Zephyr hardware connectivity, performed the best overall with respect to approximation ratios and chain break frequencies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

Nguyen, D. T.↗

Distributed Fast Motion Planning for Spacecraft Swarms in Cluttered Environments using Spherical Expansions and Sequence of Convex Optimization Problems

This paper presents a novel guidance algorithm for spacecraft swarms in an environment cluttered with many obstacles like a debris field or the asteroid belt. The objective of this algorithm is to reconfigure the swarm to a desired formation in a distributed manner while minimizing fuel and avoiding collisions among themselves and with the obstacles. The agents first use a spherical-expansion-based sampling algorithm to cooperatively explore the workspace and find paths to the desired terminal positions. Using a distributed assignment algorithm, the agents converge on an optimal assignment of the target locations in the desired formation. Then each agent generates a locally optimal trajectory from its current location to its terminal position by solving a sequence of convex optimization problems. As the agent moves along this trajectory, it receives the position of other agents and updates its trajectory to avoid collisions with other agents and the obstacles. Thus the swarm achieves the desired formation in a distributed manner while avoiding collisions. Moreover, this algorithm is computationally efficient, therefore it can be implemented onboard resource-constrained spacecraft. Simulations results show that the proposed distributed algorithm can be used by a spacecraft swarm to reconfigure a desired formation around an asteroid in a collision-free manner.

Bandyopadhyay, Saptarshi↗

Fast multiscale contrast independent preconditioners for linear elastic topology optimization problems

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an adjoint analysis, which requires the numerical solution of large high-contrast linear elastic problems with features spanning several length scales. The size of the discretized problems forces the utilization of iterative linear solvers with solution time dependent on the quality of the preconditioner. The lack of clear separation between the scales, as well as the high-contrast, imposes severe challenges on the standard preconditioning techniques. Thus, here we propose new methods for the high-contrast elasticity equation with performance independent of the high-contrast and the multi-scale structure of the elasticity problem. The solvers are based on two-levels domain decomposition techniques with a carefully constructed coarse level to deal with the high-contrast and multi-scale nature of the problem. The construction utilizes spectral equivalence between scalar diffusion and each displacement block of the elasticity problems and, in contrast to previous solutions proposed in the literature, is able to select the appropriate dimension of the coarse space automatically. The new methods inherit the advantages of domain decomposition techniques, such as easy parallelization and scalability. Finally, the presented numerical experiments demonstrate the excellent performance of the proposed methods.

97 MATHEMATICS AND COMPUTING↗