Branched trajectory optimization by the projected gradient technique
Branched trajectory optimization for split rocket vehicles using projected gradient or steepest descent method
Gera, J.↗
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A mesh gradient technique for numerical optimization
A class of successive-improvement optimization methods in which directions of descent are defined in the state space along each trial trajectory are considered. The given problem is first decomposed into two discrete levels by imposing mesh points. Level 1 consists of running optimal subarcs between each successive pair of mesh points. For normal systems, these optimal two-point boundary value problems can be solved by following a routine prescription if the mesh spacing is sufficiently close. A spacing criterion is given. Under appropriate conditions, the criterion value depends only on the coordinates of the mesh points, and its gradient with respect to those coordinates may be defined by interpreting the adjoint variables as partial derivatives of the criterion value function. In level 2, the gradient data is used to generate improvement steps or search directions in the state space which satisfy the boundary values and constraints of the given problem.
Willis, E. A., Jr.↗
A Dynamic Amplitude-Correcting Gradient Estimation Technique to Align X-ray Focusing Optics
High-brightness X-rays, as produced at synchrotrons and X-ray free electron laser (XFEL) facilities, are used to characterize materials in a variety of scientific experiments. In most cases, effective use of the high-energy light requires precisely-aligned focusing optics; one example being a compound refractive lens (CRL). To align a CRL, the position and rotation must be optimized along four axes. In practice, this is a labor-intensive, time-consuming manual process that can monopolize scarce experimental time at the necessary X-ray facilities. Models of the expected Xray transmission function suggest that this task can be automated; however, the temporally-varying intensity at X-ray free electron laser facilities preclude the direct use of standard implementations of optimization solvers such as steepest descent algorithms. In this paper, we propose a novel technique to estimate the gradient of noisy functions with temporally-varying amplitudes. We construct this dynamicamplitude correction by systematically sampling a fixed central location within the standard finite difference stencil, accounting for the observed changes in time, and normalizing the difference quotients against those fluctuations. In addition to a rigorous error analysis of the sampling technique, we demonstrate its efficacy in stochastic descent optimization methods. Further, we demonstrate how this approach may be implemented to optimize X-ray focusing optics at synchrotrons or XFEL facilities
97 MATHEMATICS AND COMPUTING↗
MimicGAN: Robust Projection onto Image Manifolds with Corruption Mimicking
In the past few years, Generative Adversarial Networks (GANs) have dramatically advanced our ability to represent and parameterize high-dimensional, non-linear image manifolds. As a result, they have been widely adopted across a variety of applications, ranging from challenging inverse problems like image completion, to problems such as anomaly detection and adversarial defense. A recurring theme in many of these applications is the notion of projecting an image observation onto the manifold that is inferred by the generator. In this context, Projected Gradient Descent (PGD) has been the most popular approach, which essentially optimizes for a latent vector that minimizes the discrepancy between a generated image and the given observation. However, PGD is a brittle optimization technique that fails to identify the right projection (or latent vector) when the observation is corrupted, or perturbed even by a small amount. Such corruptions are common in the real world, for example images in the wild come with unknown crops, rotations, missing pixels, or other kinds of non-linear distributional shifts which break current encoding methods, rendering downstream applications unusable. To address this, we propose corruption mimicking—a new robust projection technique, that utilizes a surrogate network to approximate the unknown corruption directly at test time, without the need for additional supervision or data augmentation. The proposed method is significantly more robust than PGD and other competing methods under a wide variety of corruptions, thereby enabling a more effective use of GANs in real-world applications. Finally, more importantly, we show that our approach produces state-of-the-art performance in several GAN-based applications—anomaly detection, domain adaptation, and adversarial defense, that benefit from an accurate projection.
97 MATHEMATICS AND COMPUTING↗
Stochastic Optimization to Find Optimum Beginning-of-Life Core Configuration of Stable Salt Reactor with Online Refueling
A stochastic optimization method has been developed to find an optimum equilibrium cycle core configuration of the waste-burning stable salt reactor, which is a fast-spectrum molten salt reactor with frequent online refueling. An optimum core configuration was determined with the goal of minimizing radial power peaking. Because of the vast number of potential candidate core configurations, stochastic optimization was applied based on simulated annealing and an additional acceleration method, which screened out unpromising core configurations. It has been demonstrated that the developed stochastic optimization method successfully finds the optimal core configuration regardless of the initial guess and outperforms the gradient descent approach. In addition, it has been observed that the use of a so-called out-in core configuration as the initial guess speeds up convergence of the iterative solution more than five times. Based on the searched optimum equilibrium cycle core configuration, new beginning-of-life (BOL) core configurations have been developed. In conclusion, the new BOL core configurations will be used in developing optimum refueling strategies.
Moltex static salt reactor↗
Optimal control of a variable spin speed CMG system for space vehicles
Many future NASA programs require very high accurate pointing stability. These pointing requirements are well beyond anything attempted to date. This paper suggests a control system which has the capability of meeting these requirements. An optimal control law for the suggested system is specified. However, since no direct method of solution is known for this complicated system, a computation technique using successive approximations is used to develop the required solution. The method of calculus of variations is applied for estimating the changes of index of performance as well as those constraints of inequality of state variables and terminal conditions. Thus, an algorithm is obtained by the steepest descent method and/or conjugate gradient method. Numerical examples are given to show the optimal controls.
Liu, T. C.↗
Stochastic projective splitting
Here, we present a new, stochastic variant of the projective splitting (PS) family of algorithms for inclusion problems involving the sum of any finite number of maximal monotone operators. This new variant uses a stochastic oracle to evaluate one of the operators, which is assumed to be Lipschitz continuous, and (deterministic) resolvents to process the remaining operators. Our proposal is the first version of PS with such stochastic capabilities. We envision the primary application being machine learning (ML) problems, with the method’s stochastic features facilitating “mini-batch” sampling of datasets. Since it uses a monotone operator formulation, the method can handle not only Lipschitz-smooth loss minimization, but also min–max and noncooperative game formulations, with better convergence properties than the gradient descent-ascent methods commonly applied in such settings. The proposed method can handle any number of constraints and nonsmooth regularizers via projection and proximal operators. We prove almost-sure convergence of the iterates to a solution and a convergence rate result for the expected residual, and close with numerical experiments on a distributionally robust sparse logistic regression problem.
97 MATHEMATICS AND COMPUTING↗
Accelerating Continuous Variable Coherent Ising Machines Via Momentum
The Coherent Ising Machine (CIM) is a non-conventional architecture that takes inspiration from physical annealing processes to solve Ising problems heuristically. Its dynamics are naturally continuous and described by a set of ordinary differential equations that have been proven to be useful for the optimization of continuous variables nonconvex quadratic optimization problems. The dynamics of such Continuous Variable CIMs (CV-CIM) encourage optimization via optical pulses whose amplitudes are determined by the negative gradient of the objective; however, standard gradient descent is known to be trapped by local minima and hampered by poor problem conditioning. In this work, we propose to modify the CV-CIM dynamics using more sophisticated pulse injections based on tried-and-true optimization techniques such as momentum and Adam. Through numerical experiments, we show that the momentum and Adam updates can significantly speed up the CV-CIM’s convergence and improve sample diversity over the original CV-CIM dynamics. We also find that the Adam-CV-CIM’s performance is more stable as a function of feedback strength, especially on poorly conditioned instances, resulting in an algorithm that is more robust, reliable, and easily tunable. More broadly, we identify the CIM dynamical framework as a fertile opportunity for exploring the intersection of classical optimization and modern analog computing.
Ising Model↗
Efficient QAOA Optimization using Directed Restarts and Graph Lookup
Variational Quantum Algorithms (VQA) aim to enhance the capabilities of Noisy Intermediate-Scale Quantum (NISQ) devices. These algorithms utilize parameterized circuits and classical optimizers to iteratively execute circuits with varying parameters. However, VQA faces computational overheads due to repeated iterations and random restarts. Prior work suggests using basic sub-graphs to transfer parameters for the input graph, reducing optimizer overheads but limiting applicability to structured regular graphs. In real-world applications, random irregular graphs are common, and existing methods are not scalable or practical for such graphs. This paper presents a framework that aims to improve random irregular graphs in VQA. The framework uses graph similarity and important features like total edge counts, average edge counts, and variance. It follows an iterative process to choose basis sub-graphs from a small database and adjust parameters accordingly. Classical optimizers then utilize these parameters to determine when to restart and perform gradient descent. This approach increases the chances of reaching global maximum points.
Wang, Meng↗
Trajectory optimization by a direct descent process.
Space vehicle trajectory optimization using computerized step by step steepest descent to minimum cost, considering cost gradient vs control
Fogarty, L. E.↗
L-BFGS Class Implementation in C++
This report presents a header-only C++ class implementation of the Limited-memory BroydenFletcher-Goldfarb-Shanno (L-BFGS) algorithm. The L-BFGS method is a general purpose quasi-Netwon optimization method that builds an approximation of the descent direction from consecutive iterate and gradient vectors. The limited-memory aspect stems from the replacement of the N × N approximation matrix of the original BFGS method with M vectors of length N. An example usage of the class is included along with the reference source code.
97 MATHEMATICS AND COMPUTING↗
Quantum optimization algorithms: Energetic implications
Since the dawn of quantum computing (QC), theoretical developments like Shor's algorithm proved the conceptual superiority of QC over traditional computing. However, such quantum supremacy claims are difficult to achieve in practice because of the technical challenges of realizing noiseless qubits. In the near future, QC applications will need to rely on noisy quantum devices that offload part of their work to classical devices. One way to achieve this is by using parameterized quantum circuits in optimization or even in machine learning tasks. The energy requirements of quantum algorithms have not yet been studied extensively. Here in this article, we explore several optimization algorithms using both theoretical insights and numerical experiments to understand their impact on energy consumption. Specifically, we highlight why and how algorithms like quantum natural gradient descent, simultaneous perturbation stochastic approximations or circuit learning methods, are at least 2x to 4x more energy efficient than their classical counterparts; why feedback-based quantum optimization is energy-inefficient; and how techniques like Rosalin can improve the energy efficiency of other algorithms by a factor of ≥2 0 x. Finally, we use the NchooseK high-level programming model to run optimization problems on both gate-based quantum computers and quantum annealers. Empirical data indicate that these optimization problems run faster, have better success rates, and consume less energy on quantum annealers than on their gate-based counterparts.
97 MATHEMATICS AND COMPUTING↗
Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum
This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.
97 MATHEMATICS AND COMPUTING↗
Stochastic minibatch approach to the ptychographic iterative engine
The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.
47 OTHER INSTRUMENTATION↗
Real time on-chip sequential adaptive principal component analysis for data feature extraction and image compression
In this paper, we present a new, simple, and optimized hardware architecture sequential learning technique for adaptive Principle Component Analysis (PCA) which will help optimize the hardware implementation in VLSI and to overcome the difficulties of the traditional gradient descent in learning convergence and hardware implementation.
PCA feature extraction image compression real time↗
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements
In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.
Lei, Jinlong↗
An Adaptive Optimizer for Measurement-Frugal Variational Algorithms
Variational hybrid quantum-classical algorithms (VHQCAs) have the potential to be useful in the era of near-term quantum computing. However, recently there has been concern regarding the number of measurements needed for convergence of VHQCAs. Here, we address this concern by investigating the classical optimizer in VHQCAs. We introduce a novel optimizer called individual Coupled Adaptive Number of Shots (iCANS). This adaptive optimizer frugally selects the number of measurements (i.e., number of shots) both for a given iteration and for a given partial derivative in a stochastic gradient descent. We numerically simulate the performance of iCANS for the variational quantum eigensolver and for variational quantum compiling, with and without noise. In all cases, and especially in the noisy case, iCANS tends to out-perform state-of-the-art optimizers for VHQCAs. We therefore believe this adaptive optimizer will be useful for realistic VHQCA implementations, where the number of measurements is limited.
97 MATHEMATICS AND COMPUTING↗
Single-shot in-line x-ray phase-contrast imaging of void-shockwave interactions in fusion energy materials
Recent breakthroughs in nuclear fusion, specifically the report of reactions exceeding scientific breakeven at the National Ignition Facility (NIF), highlight the potential of inertial fusion energy (IFE) as a sustainable and virtually limitless energy source. However, further progress in IFE requires characterization of defects in ablator materials and how they affect fuel capsule compression. Voids within the ablator can degrade energy yield, but their impact on the density distribution has primarily been studied through simulations, with limited high-resolution experimental validation. To address this, we used the x-ray free-electron laser (XFEL) at the matter in extreme conditions (MECs) instrument at the Linac coherent light source (LCLS) to capture 2D x-ray phase-contrast (XPC) images of a void-bearing sample with a composition similar to inertial confinement fusion (ICF) ablators. By driving a compressive shockwave through the sample using MEC's long-pulse laser system, we analyzed how voids influence shockwave propagation and density distribution during compression. To quantify this impact, we extracted phase information using two phase retrieval algorithms. First, we applied the contrast transfer function (CTF) method, paired with Tikhonov regularization and a fast optimization approach to generate an initial phase estimate. We then refined the result using a projected gradient descent (PGD) method that works directly with the sample's refractive index. Comparing these results with radiation adaptive grid Eulerian (xRAGE) radiation hydrodynamic simulations enables identification of model validation needs or improvements. By calculating phase maps in situ, it becomes possible to reconstruct areal density maps, improving understanding of laser-capsule interactions and advancing IFE research.
Hodge, D. S. [Colorado State Univ., Fort Collins, ↗