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Results for “Stochastic optimization”

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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

A comparative study of coarse-graining methods for polymeric fluids: Mori-Zwanzig vs. iterative Boltzmann inversion vs. stochastic parametric optimization

We construct effective coarse-grained (CG) models for polymeric fluids by employing two coarse-graining strategies. The first one is a forward-coarse-graining procedure by the Mori-Zwanzig (MZ) projection while the other one applies a reverse-coarse-graining procedure, such as the iterative Boltzmann inversion (IBI) and the stochastic parametric optimization (SPO). More specifically, we perform molecular dynamics (MD) simulations of star polymer melts to provide the atomistic fields to be coarse-grained. Each molecule of a star polymer with internal degrees of freedom is coarsened into a single CG particle and the effective interactions between CG particles can be either evaluated directly from microscopic dynamics based on the MZ formalism, or obtained by the reverse methods, i.e., IBI and SPO. The forward procedure has no free parameters to tune and recovers the MD system faithfully. For the reverse procedure, we find that the parameters in CG models cannot be selected arbitrarily. If the free parameters are properly defined, the reverse CG procedure also yields an accurate effective potential. Moreover, we explain how an aggressive coarse-graining procedure introduces the many-body effect, which makes the pairwise potential invalid for the same system at densities away from the training point. From this work, general guidelines for coarse-graining of polymeric fluids can be drawn.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2018

Chance-Constrained Optimization for Critical Infrastructure Protection

Stochastic optimization deals with making highly reliable decisions under uncertainty. Chance constraints are a crucial tool of stochastic optimization to develop mathematical optimization models; they form the backbone of many important national security data science applications. These include critical infrastructure resiliency, cyber security, power system operations, and disaster relief management. However, existing algorithms to solve chance-constrained optimization models are severely limited by problem size and structure. In this investigative study, we (i) develop new algorithms to approximate chance-constrained optimization models, (ii) demonstrate the application of chance-constraints to a national security problem, and (iii) investigate related stochastic optimization problems. We believe our work will pave way for new research is stochastic optimization as well as secure national infrastructures against unforeseen attacks.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗
DOE OSTI2023

Structure optimization with stochastic density functional theory

Linear-scaling techniques for Kohn–Sham density functional theory are essential to describe the ground state properties of extended systems. Still, these techniques often rely on the localization of the density matrix or accurate embedding approaches, limiting their applicability. In contrast, stochastic density functional theory (sDFT) achieves linear- and sub-linear scaling by statistically sampling the ground state density without relying on embedding or imposing localization. In return, ground state observables, such as the forces on the nuclei, fluctuate in sDFT, making optimizing the nuclear structure a highly non-trivial problem. In this work, we combine the most recent noise-reduction schemes for sDFT with stochastic optimization algorithms to perform structure optimization within sDFT. We compare the performance of the stochastic gradient descent approach and its variations (stochastic gradient descent with momentum) with stochastic optimization techniques that rely on the Hessian, such as the stochastic Broyden–Fletcher–Goldfarb–Shanno algorithm. In conclusion, we further provide a detailed assessment of the computational efficiency and its dependence on the optimization parameters of each method for determining the ground state structure of bulk silicon with varying supercell dimensions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

Stochastic scheduling for commercial building cooling systems: considering uncertainty in zone temperature prediction

Here, this paper presents the first attempt to address the uncertainty in zone temperature prediction with stochastic optimization. The uncertain zone temperature is a process uncertainty and has not been considered in the existing stochastic optimization for building control. To fill this gap, we proposed a novel formulation of stochastic optimization to handle process uncertainty in building control. Specifically, we first examined the accuracy of a typical linear model for predicting zone temperature. We then formulated the scheduling of the building cooling system as a stochastic optimization problem over a 24-hour look-ahead period to minimize the electricity cost of the studied building cooling system. After that, we applied the proposed stochastic load scheduling (SLS) to a direct expansion (DX) cooling system that serves a medium office building. Through simulation with a detailed building energy simulation software, EnergyPlus, we evaluated the operational cost and the thermal comfort compared with a deterministic load scheduling. The operation cost of scheduling was found to vary with the level of zone temperature prediction uncertainty. The proposed SLS can mitigate the impacts of uncertain zone temperature predictions on both operational cost and thermal comfort. The evaluation results indicate that the proposed SLS works better when the uncertainty level is more significant.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2024

Multistart algorithm for identifying all optima of nonconvex stochastic functions

Here, we propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and then starts a local stochastic optimization run from any point that is the "probabilistically best" point in its neighborhood. Under certain conditions, our algorithm is shown to asymptotically identify all local optima with high probability; this holds even though our algorithm is shown to almost surely start only finitely many local stochastic optimization runs. We demonstrate the performance of an implementation of our algorithm on nonconvex stochastic optimization problems, including identifying optimal variational parameters for the quantum approximate optimization algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM

In this paper, we study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation, optimal control, network optimization, and stochastic programming. Our approach uses a Krylov solver (GMRES) that is preconditioned with an alternating method of multipliers (ADMM). We show that this ADMM-GMRES approach overcomes well-known scalability issues of Schur complement decomposition in problems that exhibit a high degree of coupling. The effectiveness of the approach is demonstrated using linear systems that arise in stochastic optimal power flow problems and that contain up to 2 million total variables and 4,000 coupling variables. We find that ADMM-GMRES is nearly an order of magnitude faster than Schur complement decomposition. Moreover, we demonstrate that the approach is robust to the selection of the augmented Lagrangian penalty parameter, which is a key advantage over the direct use of ADMM.

97 MATHEMATICS AND COMPUTING↗
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 OSTI2022

Surrogate Hessian accelerated structural optimization for stochastic electronic structure theories

In this work, we present an efficient energy-based method for structural optimization with stochastic electronic structure theories, such as diffusion quantum Monte Carlo (DMC). This method is based on robust line-search energy minimization in reduced parameter space, exploiting approximate but accurate Hessian information from a surrogate theory, such as density functional theory. The surrogate theory is also used to characterize the potential energy surface, allowing for simple but reliable ways to maximize statistical efficiency while retaining controllable accuracy. We demonstrate the method by finding the minimum DMC energy structures of the selected flake-like aromatic molecules, such as benzene, coronene, and ovalene, represented by 2, 6, and 19 structural parameters, respectively. In each case, the energy minimum is found within two parallel line-search iterations. The method is near-optimal for a line-search technique and suitable for a broad range of applications. It is easily generalized to any electronic structure method where forces and stresses are still under active development and implementation, such as diffusion Monte Carlo, auxiliary-field Monte Carlo, and stochastic configuration interaction, as well as deterministic approaches such as the random-phase approximation. Accurate and efficient means of geometry optimization could shed light on a broad class of materials and molecules, showing high sensitivity of induced properties to structural variables.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response

The evolution of the power system to the reliable, effi- cient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of re- newable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distri- bution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for co- optimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this frame- work, microgrids encompass consumers, distributed renewables and storage. The energy management system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the devel- opment of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic op- timization, including decomposition and stochastic dual dynamic programming.

14 SOLAR ENERGY↗
DOE OSTI2022

FORCE-DISPATCHES Integration - Initial Demonstration

Integrated energy systems (IES) combine, in mutually beneficial ways, power from variable renewable energy sources and nuclear power plants (NPP) to improve economic viability under uncertain market and weather conditions. The open-source Framework for Optimization of Resources and Economics (FORCE) tool suite, developed at Idaho National Laboratory (INL), has enabled comprehensive modeling and simulation of IES. The capabilities within FORCE include grid portfolio optimization through the Holistic Energy Resource Optimization Network (HERON) and the transient process model analysis library HYBRID, among others. Continuous efforts and investments from the IES programs have been made to expand and improve the versatility of the FORCE toolset in fiscal year 2022. Code-coupling and cross-tool communication have been important methods for improving this versatility. This report focuses on an additional workflow in the HERON tool for capacity and dispatch stochastic optimization through integration with the external tool Design Integration and Synthesis Platform to Advance Tightly Coupled Hybrid Energy Systems (DISPATCHES). DISPATCHES was primarily developed by the National Energy Technology Laboratory, in collaboration with other national laboratories, which included INL, universities, and industry partners. It is coupled to a library of algebraic models for specific plant components, and to a framework for stochastic optimization different from that provided in the current Risk Analysis Virtual Environment (RAVEN)-running-RAVEN algorithm in HERON. HERON currently conducts stochastic optimization via an outer-inner loop: it optimizes over variable capacity on the outer loop, and at each step within the capacity parameter space, conducts an inner optimization over scenarios (of market signals, demand, and/or weather patterns) and hourly dispatch throughout a user-specified number of years. On the other hand, DISPATCHES conducts stochastic optimization via an “all-at-once” strategy in which capacity variables are optimized at the same level as dispatch variables, as all scenarios are considered at once. The latter method works especially well for projects of limited size and project length, as the necessary computational power and memory increases with the number of variables and scenarios. The new capability to use the DISPATCHES workflow in HERON enhances standalone simulations by leveraging FORCE tools—namely, the economic metrics from the Tool for Economic Analysis (TEAL) and reduced-order model (ROM) sampling from RAVEN. The initial demonstration of the DISPATCHES workflow simulates an existing nuclear-case flowsheet within the DISPATCHES repository—this models a NPP with a secondary revenue stream for hydrogen production. Electrical output from the plant is converted to hydrogen via a proton-exchange membrane (PEM) electrolyzer, hydrogen tanks are used for storage, and an additional turbine is added for hydrogen combustion. Continued work regarding this FORCE-DISPATCHES integration will include automatic generation of DISPATCHES models from HERON inputs, offering analysts the option of using either the RAVEN-runsRAVEN or DISPATCHES workflow to solve technoeconomic optimization problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Improved performance of stellarator coil design optimization

Following up on earlier work which demonstrated an improved numerical stellarator coil design optimization performance by the use of stochastic optimization (Lobsien et al., Nucl. Fusion, vol. 58 (10), 2018, 106013), it is demonstrated here that significant further improvements can be made – lower field errors and improved robustness – for a Wendelstein 7-X test case. This is done by increasing the sample size and applying fully three-dimensional perturbations, but most importantly, by changing the design sequence in which the optimization targets are applied: optimization for field error is conducted first, with coil shape penalties only added to the objective function at a later step in the design process. A robust, feasible coil configuration with a local maximum field error of 3.66 % and an average field error of 0.95 % is achieved here, as compared to a maximum local field error of 6.08 % and average field error of 1.56 % found in our earlier work. These new results are compared to those found without stochastic optimization using the FOCUS and ONSET suites. The relationship between local minima in the optimization space and coil shape penalties is also discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2023

Enhancing flexibility for climate change using seasonal energy storage (aquifer thermal energy storage) in distributed energy systems

Long-term energy storage is expected to play a vital role in the deep decarbonization of building energy sectors, while enhancing the flexibility of buildings to withstand future climate variations. However, it is challenging to design distributed multi-energy systems (DMES) while taking into account the uncertainties introduced by climate change, since stochastic optimization of such systems is difficult. The present study introduces a stochastic optimization model to address this bottleneck, taking into account DMES including aquifer thermal energy storage (ATES) as the long-term thermal storage. For the first time, a novel optimization algorithm links ATES with the DMES optimization model with the support of a simplified geotechnical model. Subsequently, a case study was conducted, focusing on a residential district in Chicago where the impact of future climate condition, energy demand, and solar and wind energy potentials were evaluated using Weather Research and Forecasting (WRF) data (up to 2080) and the EnergyPlus model. The study revealed that ATES is an attractive way to improve the renewable energy penetration level and minimize the dependence on fossil fuels with reasonable support from the grid to assist the fluctuations in both demand and generation. Furthermore, ATES notably reduces fuel consumption and dependence while greatly enhancing the flexibility of the energy system to withstand fluctuations in demand and renewable energy generation brought by future climate variations. These qualities will make ATES an important part of distributed energy systems, even though it is not currently the lowest cost alternative due to lack of technology maturity. Furthermore, the design platform introduced in the present study can be used to design DMES enhancing flexibility to accommodate future climate variations.

25 ENERGY STORAGE↗
DOE OSTI2016

Learning Weight Uncertainty with Stochastic Gradient MCMC for Shape Classification

Learning the representation of shape cues in 2D & 3D objects for recognition is a fundamental task in computer vision. Deep neural networks (DNNs) have shown promising performance on this task. Due to the large variability of shapes, accurate recognition relies on good estimates of model uncertainty, ignored in traditional training of DNNs, typically learned via stochastic optimization. This paper leverages recent advances in stochastic gradient Markov Chain Monte Carlo (SG-MCMC) to learn weight uncertainty in DNNs. It yields principled Bayesian interpretations for the commonly used Dropout/DropConnect techniques and incorporates them into the SG-MCMC framework. Extensive experiments on 2D & 3D shape datasets and various DNN models demonstrate the superiority of the proposed approach over stochastic optimization. Our approach yields higher recognition accuracy when used in conjunction with Dropout and Batch-Normalization.

convolutional neural network↗
DOE OSTI2022

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound↗
DOE OSTI2018

Stochastic Programming Approach for Resource Selection under Demand Uncertainty

Cost-efficient selection and scheduling of a subset of geographically distributed resources to meet the demands of a scientific workflow is a challenging problem. The problem is exacerbated by uncertainties in demand and availability of resources. In this paper, we present a stochastic optimization based framework for robust decision making in the selection of distributed resources over a planning horizon under demand uncertainty. We present a novel two-stage stochastic programming model for resource selection, and implement an L-shaped decomposition algorithm to solve this model. A Sample Average Approximation algorithm is integrated to enable stochastic optimization to solve problems with a large number of scenarios. Using the metric of stochastic solution, we demonstrate up to 30% cost reduction relative to solutions without explicit consideration of demand uncertainty for a 24-month problem. We also demonstrate up to 54% cost reduction relative to a previously developed solution for a 36-month problem. We further argue that the composition of resources selected is superior to solutions computed without explicit consideration of uncertainties. Given the importance of resource selection and scheduling of complex scientific workflows, especially in the context of commercial cloud computing, we believe that our novel stochastic programming framework will benefit many researchers as well as users of distributed computing resources.

scientific workflows, task scheduling, optimizatio↗
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↗