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Two-Level Sketching Alternating Anderson Acceleration for Complex Physics Applications

We present a novel two-level sketching extension of the Alternating Anderson–Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multiphysics simulations governed by discretized PDEs. Our approach combines a static, physics-based projection that reduces the least-squares (LS) problem to the most informative field (e.g., via Schur-complement insight) with a dynamic, algebraic sketching stage driven by a backward stability analysis under Lipschitz continuity. We introduce inexpensive estimators for stability thresholds and cache-aware randomized selection strategies to balance computational cost against memory access overhead. The resulting algorithm solves reduced LS systems in place, minimizes memory footprints, and seamlessly alternates between low-cost Picard updates and Anderson mixing. Implemented in Julia, our two-level sketching AAP achieves up to 50% time-to-solution reductions compared to standard Anderson acceleration—without degrading convergence rates—on benchmark problems including Stokes, 𝑝-Laplacian, bidomain, and Navier–Stokes formulations at varying problem sizes. These results demonstrate the method’s robustness, scalability, and potential for integration into high-performance scientific computing frameworks. Our implementation is available open source in the AAP.jl library.

Barnafi, Nicolas [University of Chile, Santiago]

Data From: "Warming and snow loss increase reliance on old groundwater in a Colorado River headwater"

This repository contains the data and code associated with the paper titled "Warming and snow loss increase reliance on old groundwater in a Colorado River headwater," published in Nature Geoscience, 2026. This study seeks to answer how various ages of groundwater interact with mountainous streamflow in mountainous headwaters such as the East River. It includes various model-data processing scripts, primarily for ParFlow-CLM analysis of simulated water years 2015-2021, and two numerical warming experiments (+2.5 and +4.0 degrees C), including run scripts, forcing scripts, and post-processing, as well as comparison to observation datasets, detailed below. This data requires the use of R (.r, .rmd), Python (.py), Jupyter Notebook or Jupyter Lab (.ipynb), ParFLOW-CLM, EcoSLIM. Further information on the use of all file formats mentioned below (e.g. .tff. .nc) are provided within the associated scripts and directory where the files are located. Contents & Usage ASO/: ​​Contains the bash and python scripts used to convert airborne snow observatory (ASO) data (ASO, 2023) in various data formats (georeferenced tiff file, NetCDF, UTM, and to latitude/longitude) then regrided to the ParFlow equivalent grid. Output data are in regrid_regll_data.zip and subsequently visualized and analyzed in plot_and_compare.py for Supplementary Figures A14 and A15. The wksht_ASO_comparison.xlsx spreadsheet is used to calculate the data for Supplementary Figure A16. EcoSLIM/: Contains the scripts and input files to run the EcoSLIM particle tracking simulations (/run_scripts) and the post-processing python script (/plot_scripts/eco_agedist_plots.ipynb). Jasechko et al./: Contains the jupyter notebook (Extract_Elevation.ipynb) to determine the outlet elevations of the 260 watersheds used in Jasechko et al. (2016), and the corresponding table, Table_S1_Watersheds_alt.csv. Used to create Supplementary Information Figure A2. PLM_Wells/: Contains the QA/QC-ed groundwater level time series of the PLM-1 and PLM-6 Monitoring Wells from Faybishenko et al. (2023), reformatted to water years used for Supplementary Figures A19 and and A20. ParFlow/: Contains the input files and run scripts to run ParFlow-CLM (/run_scripts), the python and tool command language (Tcl) scripts to create and distribute the ParFlow forcing simulation files (/forcing), and various scripts and intermediary files to analyze the model outputs (/post_process). SQUIRE/: Contains the processing scripts and intermediary files for the Surface QUantitatIve pRecipitation Estimation (SQUIRE) data (Grover, 2023) used to generate Supplementary Figure A18. USGS_Streamflow/: Contains the raw and gap-filled United States Geological Survey streamflow data (U.S. Geological Survey, 2026) used at the Almont station (site number 09112500). Gap-filling is performed in the R script with data from the Taylor station (site number 09110000). (/USGS_09112500_EAST_RIVER_AT_ALMONT_GAP_FILLED/code_almont_streamflow_gap_fill.Rmd). discharge/: Contains the gap-filled discharge data at the Watershed Function SFA East River pumphouse site (Newcomer et al., 2022) used to generate Supplementary Figure A13 and to compute hourly Nash-Sutcliffe model efficiency coefficients (NSE) in Table A4. snotel_and_flux_tower/: Contains the snow telemetry data (U.S. Department of Agriculture, 2024) from the Butte (site ID 380) and Schofield (site ID 737) stations, reformatted by water year, accessed with the snotelr R package. Used to create Supplementary Figure A17. Also contains the flux tower observational data (FluxTower_Pumphouse_ESS-DIVE.ET_only.h.txt) from Ryken et al. (2022) and sap flux transpiration data (MaxB_Transpiration_5Sites.daily_sums.h.txt) from Ryken (2021), used to create Supplementary Figures A22 and A23, respectively. Raw EcoSLIM model outputs are in excess of 24TB, and are stored on National Energy Research Scientific Computing Center (NERSC) and publicly available via the external link provided in the paper.

atmospheric warming

Record acceleration of the two-dimensional Ising model using a high-performance wafer-scale engine

The versatility and wide-ranging applicability of the Ising model, originally introduced to study phase transitions in magnetic materials, have made it a cornerstone in statistical physics and a valuable tool for evaluating the performance of emerging computer hardware. Here, we present a novel implementation of the two-dimensional Ising model on Cerebras Wafer-Scale Engine (WSE) – a revolutionary processor that is opening new frontiers in computing. In our deployment of the checkerboard algorithm, we optimized the Ising model to take advantage of the unique WSE architecture. Specifically, we employed a compressed bit representation storing 16 spins on each int16 word, and efficiently distributed the spins over the processing units enabling seamless weak scaling and limiting communications to only immediate neighboring units. Our implementation can handle up to 754 simulations in parallel, achieving an aggregate of over 61.8 trillion flip attempts per second for Ising models with up to 200 million spins. This represents a gain of up to 148 times over previously reported single-devices with a highly optimized implementation on NVIDIA V100 and up to 88 times in productivity compared to NVIDIA H100. Our findings highlight the significant potential of the WSE in scientific computing, particularly in the field of materials modeling.

Ising model

Scalable training of trustworthy and energy-efficient predictive graph foundation models for atomistic materials modeling: a case study with HydraGNN

We present our work on developing and training scalable, trustworthy, and energy-efficient predictive graph foundation models (GFMs) using HydraGNN, a multi-headed graph convolutional neural network architecture. HydraGNN expands the boundaries of graph neural network (GNN) computations in both training scale and data diversity. It abstracts over message passing algorithms, allowing both reproduction of and comparison across algorithmic innovations that define nearest-neighbor convolution in GNNs. This work discusses a series of optimizations that have allowed scaling up the GFMs training to tens of thousands of GPUs on datasets consisting of hundreds of millions of graphs. Our GFMs use multitask learning (MTL) to simultaneously learn graph-level and node-level properties of atomistic structures, such as energy and atomic forces. Using over 154 million atomistic structures for training, we illustrate the performance of our approach along with the lessons learned on two state-of-the-art US Department of Energy (US-DOE) supercomputers, namely the Perlmutter petascale system at the National Energy Research Scientific Computing Center and the Frontier exascale system at Oak Ridge Leadership Computing Facility. The HydraGNN architecture enables the GFM to achieve near-linear strong scaling performance using more than 2000 GPUs on Perlmutter and 16,000 GPUs on Frontier.

97 MATHEMATICS AND COMPUTING

Runtime performance of a GAMESS quantum chemistry application offloaded to GPUs

Summary Computational chemistry is at the forefront of solving urgent societal problems, such as polymer upcycling and carbon capture. The complexity of modeling these processes at appropriate length and time scales is mainly manifested in the number and types of chemical species involved in the reactions and may require models of several thousand atoms and large basis sets to accurately capture the chemical complexity and heterogeneity in the physical and chemical processes. The quantum chemistry package General Atomic and Molecular Electronic Structure System (GAMESS) has a wide array of methods that can efficiently and accurately treat complex chemical systems. In this work, we have used the GAMESS Effective Fragment Molecule Orbital (EFMO) method for electronic structure calculation of a challenging mesoporous silica nanoparticle (MSN) model surrounded by about 4700 water molecules to investigate the strong scaling and GPU offloading on hybrid CPU‐GPU nodes. Experiments were performed on the Perlmutter platform at the National Energy Research Scientific Computing Center. Good strong scaling and load balancing have been observed on up to 88 hybrid nodes for different settings of the execution parameters for the calculation considered here. When GPUs are oversubscribed by offloading work from multiple CPU processes, using the NVIDIA multi‐process service (MPS) has consistently reduced time to solution and energy consumed. Additionally, for some configuration parameter settings, oversubscription with MPS improved performance by up to 5.8% over the case without oversubscription.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Improving Runtime Performance of Tensor Computations using Rust From Python

In this work, we investigate improving the runtime performance of key computational kernels in the Python Tensor Toolbox (pyttb), a package for analyzing tensor data across a wide variety of applications. Recent runtime performance improvements have been demonstrated using Rust, a compiled language, from Python via extension modules leveraging the Python C API—e.g., web applications, data parsing, data validation, etc. Using this same approach, we study the runtime performance of key tensor kernels of increasing complexity, from simple kernels involving sums of products over data accessed through single and nested loops to more advanced tensor multiplication kernels that are key in low-rank tensor decomposition and tensor regression algorithms. In numerical experiments involving synthetically generated tensor data of various sizes and these tensor kernels, we demonstrate consistent improvements in runtime performance when using Rust from Python over 1) using Python alone, 2) using Python and the Numba just-in-time Python compiler (for loop-based kernels), and 3) using the NumPy Python package for scientific computing (for pyttb kernels).

97 MATHEMATICS AND COMPUTING

Employing artificial intelligence to steer exascale workflows with colmena

Computational workflows are a common class of application on supercomputers, yet the loosely coupled and heterogeneous nature of workflows often fails to take full advantage of their capabilities. We created Colmena to leverage the massive parallelism of a supercomputer by using Artificial Intelligence (AI) to learn from and adapt a workflow as it executes. Colmena allows scientists to define how their application should respond to events (e.g., task completion) as a series of cooperative agents. In this paper, we describe the design of Colmena, the challenges we overcame while deploying applications on exascale systems, and the science workflows we have enhanced through interweaving AI. The scaling challenges we discuss include developing steering strategies that maximize node utilization, introducing data fabrics that reduce communication overhead of data-intensive tasks, and implementing workflow tasks that cache costly operations between invocations. These innovations coupled with a variety of application patterns accessible through our agent-based steering model have enabled science advances in chemistry, biophysics, and materials science using different types of AI. In conclusion, our vision is that Colmena will spur creative solutions that harness AI across many domains of scientific computing.

Workflows

2D reactive transport model of shale chemical weathering and biogeochemical fluxes along a mountainous hillslope, East River Watershed, Colorado: Input files and simulation results

This data package contains input files and simulation results for a two-dimensional (2D) reactive transport model used to quantitatively analyze the coupled hydrological and biogeochemical processes governing shale weathering and associated biogeochemical fluxes under realistic environmental conditions in the high-elevation East River Watershed. These data support the conclusions presented in Stolze et al. (Water Resources Research, under review), "Model-based interpretation of solute exports and carbon partitioning during shale weathering in a mountainous hillslope". The model simulates atmospheric-subsurface gas exchange, subsurface water flow, and shale weathering processes under dynamic, year-scale conditions along a shale-underlain hillslope located in the East River watershed. The simulations were performed using the PFLOTRAN flow and reactive transport code and executed on the Perlmutter supercomputer to leverage its large-scale parallel computing capabilities. The data package contains two zipped folders, "model_input_files" and "simulation_results", and one readme.txt file. "model_input_files" contains the necessary input files to run the calibrated base-base model presented in Stolze et al. (Water Resources Research, under review). "simulation_results" contains a single hdf5 file ("Output_2D_hillslope_model.h5") which includes the results of simulation performed using the base-case model. This file can be opened with HDFView 3.1.4, Python, or MATLAB. "readme.txt" contains relevant information about the base-case model and provides guidelines on how to run the associated input files provided in the folder "model_input_files". Furthermore, readme.txt provides information regarding the model results provided in "Output_2D_hillslope_model.h5" such as matrix dimensionality and output units. Field datasets used to evaluate model performance were collected at three monitoring wells located along a hillslope transect (PLM1, PLM2, and PLM3). Dissolved ion concentration data were collected from November 2016 to October 2021 for Ca, Mg, DIC, Na, K, SO4 (Dong et al., 2025 - dic_npoc_data_2014_2024.zip - DOI:10.15485/1660459; Williams et al., 2025 - anion_data_2014_2024.zip - DOI:10.15485/1668054; Dong et al., 2025 - cation_data_2014_2024.zip - DOI:10.15485/1668055). Note that we used the files named er_PLM1_xx_yy, er_PLM2_xx_yy, and er_PLM3_xx_yy where xx stands for the name of the aqueous species and yy stands for the depth where the measurements were performed. Soil water content ([0 - 1] m) and water table depth were collected from November 2016 to October 2021 (Wan et al., 2024 - Dynamic_water_table__depthsFig2b.csv and Soil_water_content_Fig4e.csv - DOI:10.15485/2322567). Gaseous CO2 concentration were collected from October 2020 to December 2021(Wan et al., 2024 - Soil_CO2_concentrations_Fig4h.csv - DOI:10.15485/2322567) Gaseous CO2 flux from the subsurface to the atmosphere were collected in the vicinity of PLM2 from October 2019 to May 2022 (Wu et al., 2025). Soil microbial biomass concentration was measured from August 2016 to June 2017 (Sorensen et al., 2019 - 2017_East_River_Pumphouse_Microbial_Biomass__1_.csv - DOI:10.15485/1577267) All field data are published as CSV files compatible with Microsoft Excel, MATLAB, and Python, or as text files. The coordinates of the monitoring wells and the CO2(g) flux sensor in the coordinate system WGS84 are: -PLM1: [38.9197710 ; -106.9492750] -PLM2: [38.9201580 ; -106.9487170] -PLM3: [38.9207843 ; -106.9483668] -PLM4: 38.9210060 ; -106.9479528] -CO2(g) flux sensor: [38.9199180 ; -106.9489906] ------------------------------------------------------------------------------------------- This work was supported by the Watershed Function Science Focus Area at Lawrence Berkeley National Laboratory funded by the US Department of Energy, Office of Science, Biological and Environmental Research under Contract No. DE-AC02-05CH11231. This research used resources of the National Energy Research Scientific Computing Center (NERSC), a Department of Energy User Facility using NERSC award BER-ERCAP 23980, BER-ERCAP 28550, and BER-ERCAP 33789.

54 ENVIRONMENTAL SCIENCES

Open‐Source Anaerobic Digestion Modeling Platform, Anaerobic Digestion Model No. 1 Fast (ADM1F)

An open‐source modeling platform, called Anaerobic Digestion Model No. 1 Fast (ADM1F), is introduced to achieve fast and numerically stable simulations of anaerobic digestion processes. ADM1F is compatible with an iPython interface to facilitate model configuration, simulation, data analysis, and visualization. Faster simulations and more stable results are accomplished by implementing an advanced open‐source library of numerical methods called Portable Extensive Toolkit for Scientific Computation (PETSc) to solve the ADM1 system of equations. Leveraging PETSc, ADM1F can consistently complete a steady‐state simulation under 0.2 s, over 99% faster than a benchmark ADM1 model implemented with MATLAB while achieving agreement of model outputs within 1% of those obtained with the benchmark model. For dynamic simulations, however, ADM1F has a computational speed advantage only when the influent characteristics update more frequently than every 4 h. The ability of ADM1F to be useful as a tool to study anaerobic digestion systems is demonstrated through two example implementations of ADM1F: (1) a two‐phase co‐digestion scenario evaluating the impact of the organic loading rate and the substrate composition on reactor performance and stability, and (2) a conventional digester scenario assessing the effectiveness of recovery strategies after disruptions that led to instability. These examples demonstrate how the high simulation speed and the convenience of the iPython interface allow ADM1F to complete complex analyses within minutes, much faster than computational strategies currently reported in the literature.

anaerobic co-digestion

Deep learning for time series forecasting: a survey of recent advances

Time series forecasting plays a critical role in numerous real-world applications, such as finance, healthcare, transportation, and scientific computing. In recent years, deep learning has become a powerful tool for modeling complex temporal patterns and improving forecasting accuracy. This survey provides an overview of recent deep learning approaches for time series forecasting, involving various architectures including RNNs, CNNs, GNNs, transformers, large language models, MLP-based models, and diffusion models. We first identify key challenges in the field, such as temporal dependency, efficiency, and cross-variable dependency, which drive the development of forecasting techniques. Then, the general advantages and limitations of each architecture are discussed to contextualize their adaptation in time series forecasting. Furthermore, we highlight promising design trends like multi-scale modeling, decomposition, and frequency-domain techniques, which are shaping the future of the field. This paper serves as a compact reference for researchers and practitioners seeking to understand the current landscape and future trajectory of deep learning in time series forecasting.

97 MATHEMATICS AND COMPUTING

Exact enforcement of temporal continuity in sequential physics-informed neural networks

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are trained to satisfy partial differential equations (PDEs). While this method shows promise, the standard version has been shown to struggle in accurately predicting the dynamic behavior of time-dependent problems. To address this challenge, methods have been proposed that decompose the time domain into multiple segments, employing a distinct neural network in each segment and directly incorporating continuity between them in the loss function of the minimization problem. In this work we introduce a method to exactly enforce continuity between successive time segments via a solution ansatz. This hard constrained sequential PINN (HCS-PINN) method is simple to implement and eliminates the need for any loss terms associated with temporal continuity. The method is tested for a number of benchmark problems involving both linear and non-linear PDEs. Examples include various first order time dependent problems in which traditional PINNs struggle, namely advection, Allen–Cahn, and Korteweg–de Vries equations. Furthermore, second and third order time-dependent problems are demonstrated via wave and Jerky dynamics examples, respectively. Notably, the Jerky dynamics problem is chaotic, making the problem especially sensitive to temporal accuracy. Finally, the numerical experiments conducted with the proposed method demonstrated superior convergence and accuracy over both traditional PINNs and the soft-constrained counterparts.

42 ENGINEERING

DTLMod: A simulation framework for in situ workflow optimization

In situ processing workflows have become essential for coping with the explosion in data volume and velocity in large-scale scientific computing, providing domain scientists with early insights at runtime. Multiple frameworks implement this paradigm through a data transport layer (DTL), offering different data access modes and deployment schemes, but researchers currently lack the appropriate tools to assess design and deployment options before committing to costly real experiments. We introduce DTLMod, an open-source simulated DTL that enables performance evaluation of in situ workflow configurations at scale. Built on SimGrid, it links into any SimGrid-based simulator and is available in C++ and Python. We evaluate DTLMod along four axes: scalability (tens of thousands of simulated processes across interconnected clusters in seconds, with linear memory scaling), versatility (three implementation variants trading fidelity for speed), accuracy (simulated times faithfully reflecting real behavior), and practical utility (two use cases demonstrating evidence-based workflow design decisions).

Suter, Fred [ORNL] (ORCID:0000000319021955)

A nonhydrostatic formulation for MPAS-Ocean

The Model for Prediction Across Scales-Ocean (MPAS-Ocean) is an open-source, global ocean model and is one component of a family of climate models within the MPAS framework, including atmosphere, sea-ice, and land-ice models. Here, in this work, a new formulation for the ocean model is presented that solves the nonhydrostatic, incompressible Boussinesq equations on an unstructured, staggered, z-level grid. The introduction of this nonhydrostatic capability is necessary for the resolution of internal wave dynamics and large eddy simulations. Compared to the standard, hydrostatic formulation, a nonhydrostatic pressure solver and a vertical momentum equation are added, where the PETSc (Portable Extensible Toolkit for Scientific Computation) library is used for the inversion of a large sparse system for the nonhydrostatic pressure. Numerical results on a stratified seiche, internal solitary wave, overflow and lock-exchange test cases are presented, and the parallel efficiency of the code is evaluated using up to 1024 processors.

3D Poisson equation

Bayesian Optimized Deep Ensemble for Uncertainty Quantification of Deep Neural Networks: a System Safety Case Study on Sodium Fast Reactor Thermal Stratification Modeling

Deep neural networks (DNNs) are increasingly important to scientific computing and engineering system simulations. Accurate uncertainty quantification (UQ) for DNNs is critical in safety-sensitive engineering domains. Traditional Deep Ensemble (DE) methods, while easy to implement, frequently suffer from poorly calibrated uncertainty estimates and limited predictive accuracy due to reliance on fixed architectures with varied weight initializations. To address these issues, we introduce a workflow that combines Bayesian Optimization (BO) and DE. The workflow is modular, scalable, and integrates parallel BO initialized with Sobol sequences to individually optimize the hyperparameters of each ensemble member. This method enhances ensemble diversity, improves predictive accuracy, and provides reliable uncertainty estimates. We evaluate the proposed BODE approach in a sodium fast reactor thermal stratification modeling case study, where we used a densely connected convolutional neural network to predict turbulent viscosity during the reactor transient with consideration of data noise. We benchmark its performance against several optimization approaches, including baseline deep ensemble, evolutionary algorithm-optimized ensemble, ensemble formed via random search combined with greedy selection, and a BO ensemble using random initialization. Here, our results demonstrate superior performance of the developed BODE approach. In noise-free scenarios, BODE notably reduces incorrect aleatoric uncertainty and significantly enhances predictive accuracy. Under conditions of 5% and 10% Gaussian noise, BODE adaptively quantifies uncertainty proportional to data noise, achieving up to an 80% reduction in root mean square error compared to baseline methods and producing well-calibrated prediction intervals.

Bayesian optimization

Parametric matrix models

We present a general class of machine learning algorithms called parametric matrix models. In contrast with most existing machine learning models that imitate the biology of neurons, parametric matrix models use matrix equations that emulate physical systems. Similar to how physics problems are usually solved, parametric matrix models learn the governing equations that lead to the desired outputs. Parametric matrix models can be efficiently trained from empirical data, and the equations may use algebraic, differential, or integral relations. While originally designed for scientific computing, we prove that parametric matrix models are universal function approximators that can be applied to general machine learning problems. After introducing the underlying theory, we apply parametric matrix models to a series of different challenges that show their performance for a wide range of problems. For all the challenges tested here, parametric matrix models produce accurate results within an efficient and interpretable computational framework that allows for input feature extrapolation.

Computational science

Integration of multiple coinflip devices for high-quality random sampling

Artificial intelligence, scientific computing, and probabilistic computing use random sampling to approximate solutions to various problems, with larger models requiring a substantial quantity of random numbers. To generate the required vast quantity of random numbers at high rates, we explore so-called “coinflip” devices, which are stochastic microelectronic devices ideally capable of independently generating random bits with a tunable weight at a high rate. However, coinflip devices are inherently analog and demonstrate nonidealities, like temperature dependence and drift, that can introduce determinism into the outputs. We present important considerations for building systems of multiple coinflip devices to produce high-quality bitstreams with low error and little dependency on previous bits. Using tunnel diodes as coinflip devices, we implement a control loop to adapt to temperature dependence and generate fair bitstreams with each device. While this can lead to dependencies between bits in a single bitstream, we demonstrate that combining results generated in parallel with individual tunnel diodes can produce fair and unpredictable bitstreams. The suitability of these bitstreams for use in probabilistic computing is then demonstrated through a Monte Carlo approximation of π.

Taylor, Brady Garland [Sandia National Laboratorie

Extending GPU-accelerated Gaussian integrals in the TeraChem software package to f type orbitals: Implementation and applications

Here, the increasing availability of graphics processing units (GPUs) for scientific computing has prompted interest in accelerating quantum chemical calculations through their use. However, the complexity of integral kernels for high angular momentum basis functions often limits the utility of GPU implementations with large basis sets or for metal containing systems. In this work, we report the implementation of f function support in the GPU-accelerated TeraChem software package through the development of efficient kernels for the evaluation of Hamiltonian integrals. The high efficiency of the resulting code is demonstrated through density functional theory (DFT) calculations on increasingly large organic molecules and transition metal complexes, as well as coupled cluster singles and doubles calculations on water clusters. Preliminary investigations into Ni(I) catalysis with DFT and the photochemistry of MnH(CH 3 ) with complete active space self-consistent field are also carried out. Overall, our GPU-accelerated software appears to be well-suited for fast simulation of large transition metal containing systems, as well as organic molecules.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods