Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic Algorithms”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Optimization-Driven Scenario Grouping

Scenario decomposition algorithms for stochastic programs compute bounds by dualizing all nonanticipativity constraints and solving individual scenario problems independently. Here, we develop an approach that improves on these bounds by reinforcing a carefully chosen subset of nonanticipativity constraints, effectively placing scenarios into groups. Specifically, we formulate an optimization problem for grouping scenarios that aims to improve the bound by optimizing a proxy metric based on information obtained from evaluating a subset of candidate feasible solutions. We show that the proposed grouping problem is NP-hard in general, identify a polynomially solvable case, and present two formulations for solving the problem: a matching formulation for a special case and a mixed-integer programming formulation for the general case. We use the proposed grouping scheme as a preprocessing step for a particular scenario decomposition algorithm and demonstrate its effectiveness in solving standard test instances of two-stage 0–1 stochastic programs. Using this approach, we are able to prove optimality for all previously unsolved instances of a standard test set. Additionally, we implement this scheme as a preprocessing step for PySP, a publicly available and widely used implementation of progressive hedging, and compare this grouping approach with standard grouping approaches on large-scale stochastic unit commitment instances. Finally, the idea is extended to propose a finitely convergent algorithm for two-stage stochastic programs with a finite feasible region.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

Entropy↗
DOE OSTI2020

Stochastic AC optimal power flow: A data-driven approach

There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow (AC-OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. Herein this paper presents a highly scalable data-driven algorithm for stochastic AC-OPF that has extremely low sample requirement. The novelty behind the algorithm’s performance involves an iterative scenario design approach that merges information regarding constraint violations in the system with data-driven sparse regression. Compared to conventional methods with random scenario sampling, our approach is able to provide feasible operating points for realistic systems with much lower sample requirements. Furthermore, multiple sub-tasks in our approach can be easily paralleled and based on historical data to enhance its performance and application. We demonstrate the computational improvements of our approach through simulations on different test cases in the IEEE PES PGLib-OPF benchmark library.

42 ENGINEERING↗
DOE OSTI2018

A new hybrid algorithm combining a new chaos optimization approach with gradient descent for high dimensional optimization problems

Chaos optimization algorithm (COA) is a recently developed method for global optimization based on chaos theory. It has the features of easy implementation, short execution time and robust mechanisms of escaping from local optima compared with the existing stochastic searching algorithm. By integrating the gradient descent method with a new COA approach using new strategies including symmetrization and levelling, a novel hybrid method, called SCGD, is proposed in this paper. The main idea is to combine the good ability of exploitation of the gradient descent with the high ability of exploration of COA. The purpose is to avoid being trapped into local optima and to improve convergence in large space and high-dimension optimization problems. The simulation results based on a set of 50 benchmark functions with diverse properties and different dimensions show the efficiency and the abilities of the proposed method in finding the global optima compared with the existing methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry

The hub location and revenue management problems are two interesting research fields in the transportation and network design studies. The hub location model designs the transportation network structure and the revenue management model allocates the network’s capacity for customer classes based on their sensitivity to prices. In this paper, we consider the integrated hub location and revenue management problem in the airline industry to maximize the revenue of transportation network and minimize hub installation costs. p hubs have been chosen from a set of n nodes and connected to a central node based on star–star network design. The capacity of the installed links between the hubs and the central node and the hubs and non-hub nodes is limited. This limited capacity has been allocated to the stochastic demands of customer classes using the revenue management approach. A two-stage stochastic model has been derived to determine the locations of hubs and protection levels in the ticket sale process, and an efficient modification of genetic algorithm has been proposed for the large-scale problems. Numerical experiments have been carried out to assess the effectiveness of the proposed algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Storage ring nonlinear dynamics optimization with multi-objective multi-generation Gaussian process optimizer

Nonlinear beam dynamics optimization is essential in a low emittance storage ring design. Multi-objective optimization algorithms are needed in order to simultaneously optimize the dynamic aperture and the momentum aperture. In this study we demonstrate the application of a highly efficient stochastic optimization algorithm, the multi-generation Gaussian process optimizer (MG-GPO), to storage ring nonlinear dynamics optimization by successfully applying the method to the SPEAR3 upgrade lattice. It is shown that the new method, owing to its capability of selecting high rank candidates from a large number of trial solutions, converges significantly faster than the commonly used traditional algorithms, multi-objective genetic algorithms (MOGA) and particle swarm optimization (PSO).

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2020

Demand Driven Cycamore Archetypes

Future nuclear fuel cycle options may present advantages over today’s once-through fuel cycle. Nuclear fuel cycle simulation tools assess the performance of those fuel cycles as well as the dynamics of long-term technology transitions. In many nuclear fuel cycle simulation tools, it has historically been the responsibility of the user to manually define facility deployment schemes and all facility parameters. While this is straightforward in simple fuel cycles, transitions from one fuel cycle to another can be more complex. In particular, deployment schemes for supportive fuel cycle facilities beyond the reactor become complex if the analyst desires to avoid gaps in the nuclear fuel and power supply chain during those transition scenarios. As nuclear fuel cycle analysis approaches questions regarding the feasibility and performance of the deployment schemes and technology choices during technology transition, automation of this historically manual process is necessary. The main objective of this work was to develop and demonstrate Cyclus automation capabilities toward key nuclear fuel cycle transition scenarios. While deploying reactors to meet power demand is trivial, and existed in the earliest versions of CYCLUS, automated, predictive deployment and decommissioning of other facilities is more complex. These include mining, milling, enrichment, fuel fabrication, reprocessing, and others. For example, a balanced closed fuel cycle may require ensuring that there is enough fast reactor fuel for their operation and may drive deployment of a fleet of light water reactors. This concern comprises the main challenge that drove the project effort. The Demand-Driven Cycamore Archetype project (NEUP-FY16-10512) aimed to develop CYCAMORE demand-driven deployment capabilities and thereby automate transition scenario definition. The developed software package, d3ploy, in the form of a CYCLUS Institution agent, deploys Facilities to meet the front-end and back-end demands of the fuel cycle. The University of South Carolina and the University of Illinois applied multiple algorithmic approaches to this challenge. This project developed an in situ demand-driven development schedule calculation through non-optimizing, deterministic-optimizing, and stochastic-optimizing algorithms as CYCLUS archetypes and demonstrated these new archetypes in program-supporting fuel cycle transition scenarios. Both objectives were achieved. This report documents the results and deliverables obtained toward these achievements in detail.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2021

Rodeo Algorithm for Quantum Computing

We present a stochastic quantum computing algorithm that can prepare any eigenvector of a quantum Hamiltonian within a selected energy interval $\ [E-\epsilon, E+\epsilon]$. In order to reduce the spectral weight of all other eigenvectors by a suppression factor δ, the required computational effort scales as $\ O[|\log \delta|/(p \epsilon)]$, where p s the squared overlap of the initial state with the target eigenvector. The method, which we call the rodeo algorithm, uses auxiliary qubits to control the time evolution of the Hamiltonian minus some tunable parameter E . In this manner, we converge to the target eigenvector with exponential accuracy in the number of measurements. In addition to preparing eigenvectors, the method can also compute the full spectrum of the Hamiltonian. We illustrate the performance with several examples. For energy eigenvalue determination with error $\epsilon$, the computational scaling is $\ O[(\log \epsilon)^2/(p \epsilon)]$. For eigenstate preparation, the computational scaling is $\ O(\log \Delta/p)$, where $\Delta$ is the magnitude of the orthogonal component of the residual vector. The speed for eigenstate preparation is exponentially faster than that for phase estimation or adiabatic evolution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Low energy muon neutrino reconstruction in MicroBooNE

MicroBooNE is a Liquid Argon Time Projection Chamber (LArTPC) neutrino experiment on the Booster Neutrino Beamline at the Fermi National Accelerator Laboratory, with an 85-tonne active mass. One of MicroBooNE’s primary physics goals is to investigate the excess of electron neutrino events seen by MiniBooNE in the [200-600] MeV range. MicroBooNE will constrain the intrinsic electron neutrino component of the beam by measuring the muon neutrino spectrum. Several low-energy excess analyses are taking place in parallel, using independent reconstructions and selection schemes. This paper will focus on a low-energy excess analysis that makes use of deep learning algorithms applied to the high-resolution images provided by the MicroBooNE LArTPC. We present a novel 3D event reconstruction based on computer vision tools and a stochastic search algorithm, yielding a 2.2% energy resolution for 1μ1p muon neutrino interactions in the [200-1500] MeV range.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2019

Quasi-Stochastic Approximation and Off-Policy Reinforcement Learning: Preprint

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning and often an efficient approach to solving (or approximating the solution to) complex optimal control problems. In many cases, however, practitioners are unable to apply these techniques because of an inherent high variance. This paper aims to provide a general foundation for 'quasi-stochastic approximation,' in which all of the processes under consideration are deterministic, much like quasi-Monte Carlo for variance reduction in simulation. The variance reduction can be substantial, subject to tuning of pertinent parameters in the algorithm. This paper introduces a new coupling argument to establish the optimal rate of convergence provided the gain is sufficiently large. These results are established for linear models and tested also in nonideal settings. A major application of these general results is a new class of reinforcement learning algorithms for deterministic state space models. In this setting, the main contribution is a class of algorithms for approximating the value function for a given policy, using a different policy designed to introduce exploration.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Self‐Potential Tomography Preconditioned by Particle Swarm Optimization—Application to Monitoring Hyporheic Exchange in a Bedrock River

Abstract A self‐potential (SP) data‐inversion algorithm was developed and tested on an analytical model of electrical‐potential profile data attributed to single and multiple polarized electrical sources. The developed algorithm was then validated by an application to SP‐monitoring field data measured on the floodplain of East Fork Poplar Creek, Oak Ridge, Tennessee, to image electrical sources in areas conducive to preferential flow into the flood plain from the bedrock‐lined riverbed. The algorithm combined stochastic source‐localization by particle‐swarm‐optimization (PSO) of electrical sources characterized by simplified geometries with source tomography by regularized weighted least‐squares minimization of a quadratic objective function. Prior information was incorporated by preconditioning the tomography algorithm by PSO results. Variable percentages of random noise were added to analytical‐model data to evaluate the algorithm performance. Results indicated that true parameters of single‐source models were inverted and approximated with small residual error, whereas inversion of analytical‐model data representing multiple electrical sources accurately approximated the locations of the sources but miscalculated some parameters because of the non‐uniqueness of the inverse‐model solution. Source tomography applied to analytical model data during testing produced a spatially continuous parameter field that identified the locations of point‐scale synthetic dipole sources of electrical current flow with varying degrees of accuracy depending on the prior information incorporated into the tomography. When applied to SP‐monitoring field data, the algorithm imaged electrical sources within a known fault that intersects the bedrock riverbed and flood plain of East Fork Poplar Creek and depicted dynamic electrical conditions attributed to hyporheic exchange.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Fast and Universal Kohn-Sham Density Functional Theory Algorithm for Warm Dense Matter to Hot Dense Plasma

Understanding many processes, e.g., fusion experiments, planetary interiors, and dwarf stars, depends strongly on microscopic physics modeling of warm dense matter and hot dense plasma. This complex state of matter consists of a transient mixture of degenerate and nearly free electrons, molecules, and ions. This regime challenges both experiment and analytical modeling, necessitating predictive ab initio atomistic computation, typically based on quantum mechanical Kohn-Sham density functional theory (KS-DFT). However, cubic computational scaling with temperature and system size prohibits the use of DFT through much of the warm dense matter regime. A recently developed stochastic approach to KS-DFT can be used at high temperatures, with the exact same accuracy as the deterministic approach, but the stochastic error can converge slowly and it remains expensive for intermediate temperatures (< 50 eV). Here we have developed a universal mixed stochastic-deterministic algorithm for DFT at any temperature. This approach leverages the physics of KS-DFT to seamlessly integrate the best aspects of these different approaches. We demonstrate that this method significantly accelerated self-consistent field calculations for temperatures from 3 to 50 eV, while producing stable molecular dynamics and accurate diffusion coefficients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Optimization and supervised machine learning methods for fitting numerical physics models without derivatives

Here, we address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based training algorithms when dozens, rather than millions or more, of training data are available and when the expense of the model places limitations on the number of concurrent model evaluations that can be performed. As a case study, we consider the Fayans energy density functional model, which has characteristics similar to many model fitting and calibration problems in nuclear physics. We analyze hyperparameter tuning considerations and variability associated with stochastic optimization algorithms and illustrate considerations for tuning in different computational settings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Advising Big Data Transfer Over Dedicated Connections Based on Profiling Optimization

Big data transfer in next-generation scientific applications is currently commonly carried out over dedicated channels in high-performance networks (HPNs), where transport protocols play a critical role in maximizing application-level throughput. Optimizing the performance of these protocols is challenging: i) transport protocols perform differently in various network environments, and the protocol choice is not straightforward; ii) even for a given protocol in a given environment, different parameter settings of the protocol may lead to significantly different performance and oftentimes the default setting does not yield the best performance. However, it is prohibitively time-consuming to conduct exhaustive transport profiling due to the large parameter space. In this paper, we propose a PRofiling Optimization Based DAta Transfer Advisor (ProbData) to help end users determine the most effective transport method with the most appropriate parameter settings to achieve satisfactory performance for big data transfer over dedicated connections in HPNs. ProbData employs a fast profiling scheme based on the Simultaneous Perturbation Stochastic Approximation algorithm, namely, FastProf, to accelerate the exploration of the optimal operational zones of various transport methods to improve profiling efficiency. We first present a theoretical background of the optimized profiling approach in ProbData and then detail its design and implementation. The advising procedure and performance benefits of FastProf and ProbData are illustrated and evaluated by both extensive emulations based on real-life performance measurements and experiments over various physical connections in existing production HPNs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗
DOE OSTI2019

Stochastic self-tuning hybrid algorithm for reaction-diffusion systems

Many biochemical phenomena involve reactants with vastly different concentrations, some of which are amenable to continuum-level descriptions, while the others are not. We present a hybrid self-tuning algorithm to model such systems. The method combines microscopic (Brownian) dynamics for diffusion with mesoscopic (Gillespie-type) methods for reactions and remains efficient in a wide range of regimes and scenarios with large variations of concentrations. Furthermore, its accuracy, robustness, and versatility are balanced by redefining propensities and optimizing the mesh size and time step. We use a bimolecular reaction to demonstrate the potential of our method in a broad spectrum of scenarios: from almost completely reaction-dominated systems to cases where reactions rarely occur or take place very slowly. The simulation results show that the number of particles present in the system does not degrade the performance of our method. This makes it an accurate and computationally efficient tool to model complex multireaction systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

A Monte Carlo Rectangle Packing Algorithm for Identifying Likely Spatial Distributions of Final Closure Cap Subsidence in the E-Area Low-Level Waste Facility

A Monte Carlo rectangle packing algorithm, summarized in Figure ES-1, has been developed to provide insights into the likely spatial distribution of subsided areas or holes in the final closure cap for the E-Area Low-Level Waste Facility (ELLWF) resulting from the placement of non-crushable waste containers within slit and engineered trench disposal units. Using historical records provided by Solid Waste Management as an indicator of future waste streams, a probability distribution of unique waste containers was constructed, and Monte Carlo sampling was used to sequentially select waste containers for placement in a rectangular region bounded by the disposal unit footprint. Within this Monte Carlo approach, the probability of any container type being selected is weighted by the fractional abundance relative to all other container types. For each Monte Carlo realization, the frequency of non-crushable waste containers appearing at each location on a spatially discretized mesh is updated. After many realizations, the location(s) with the highest frequencies of non-crushable waste containers are regarded as the most likely locations to experience subsidence (i.e., for a hole to form). Utilizing this approach has enabled the down-selection of a computationally intractable set of subsidence hole combinations to be explored in three-dimensional finite element groundwater flow and contaminant transport models. Such an approach can be applied to a number of different packaging problems.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2020

A light weight regularization for wave function parameter gradients in quantum Monte Carlo

The parameter derivative of the expectation value of the energy, ∂E/∂p, is a key ingredient in variational Monte Carlo (VMC) wave function optimization methods. In some cases, a naïve estimate of this derivative suffers from an infinite variance, which inhibits the efficiency of optimization methods that rely on a stable estimate of the derivative. In this work, we derive a simple regularization of the naïve estimator, which is trivial to implement in existing VMC codes, has finite variance, and a negligible bias, which can be extrapolated to zero bias with no extra cost. We use this estimator to construct an unbiased, finite variance estimation of ∂E/∂p for a multi-Slater–Jastrow trial wave function on the LiH molecule and in the optimization of a multi-Slater–Jastrow trial wave function on the CuO molecule. This regularized estimator is a simple and efficient estimator of ∂E/∂p for VMC optimization techniques.

36 MATERIALS SCIENCE↗