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At least 109 records · Page 6

Variational Bayesian strategies for high-dimensional, stochastic design problems

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual difficulties encountered in UQ tasks (e.g. the high computational cost of each forward simulation, the large number of random variables) but also by the need to solve a nonlinear optimization problem involving large numbers of design variables and potentially constraints. We propose a framework that is suitable for a class of such problems and is based on the idea of recasting them as probabilistic inference tasks. To that end, we propose a Variational Bayesian (VB) formulation and an iterative VB–Expectation-Maximization scheme that is capable of identifying a local maximum as well as a low-dimensional set of directions in the design space, along which, the objective exhibits the largest sensitivity. We demonstrate the validity of the proposed approach in the context of two numerical examples involving thousands of random and design variables. In all cases considered the cost of the computations in terms of calls to the forward model was of the order of 100 or less. The accuracy of the approximations provided is assessed by information-theoretic metrics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Physics basis for design of 3D coils in tokamaks

Recent progress in 3D tokamak modeling is now leveraged to create a conceptual design of new external 3D field coils for the DIII-D tokamak. In this work generalized perturbed equilibrium code is used to determine optimally efficient spectrum for driving total, core, and edge neoclassical toroidal viscosity torque. These fundamental modes of 3D control are shown to have consistent outboard structures across a wide variety of plasma scenarios and machines. Given these target spectra, the currents and 3D geometry of multiple coils can be optimized to increase efficient drive for the physics of interest without undesired secondary effects. Here, this nonlinear optimization is demonstrated using the flexible optimized coils using space-curves code. The optimized coils are individually distorted in space, creating toroidal 'arrays' containing a variety of shapes that often wrap around a significant poloidal extent of the machine. Importantly, efficient coupling can be maintained even when enforcing large distances between coils and the plasma during the geometric optimization of coil designs. Finally, the physics-driven optimization presented here thus provides a practical path to utilizing coils built on the exterior of the vacuum chamber in future reactors to obtain the powerful 3D field benefits demonstrated on current machines with close, internal coils.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DERMS Online: A New Voltage Sensitivity-Enabled Feedback Optimization Framework

This paper proposes a distributed energy resource management system (DERMS) solution by developing a new voltage sensitivity-enabled feedback optimization framework. The key idea is to adopt a measurement feedback scheme to reformulate the original nonlinear optimization into a linear programming (LP) problem via perturb-and-observe-based voltage sensitivity analysis. The proposed solution eliminates the dependence on load knowledge and can be implemented online thanks to an efficient open-source solver for LP problems. Comparison results with other control methods on a real distribution feeder in Southern California highlight the feasibility as well as benefits for the proposed framework.

distributed energy resource management↗

DERMS Online: A New Voltage Sensitivity-Enabled Feedback Optimization Framework: Preprint

This paper proposes a distributed energy resource management system (DERMS) solution by developing a new voltage sensitivity enabled feedback optimization framework. The key idea is to adopt a measurement feedback scheme to reformulate the original nonlinear optimization into a linear programming (LP) problem via perturb and observe-based voltage sensitivity analysis. The proposed solution eliminates the dependence on load knowledge and can be implemented online thanks to an efficient open-source solver for LP problems. The proposed DERMS online platform is generalizable to deal with various types of distributed energy resources (DERs), including distributed photovoltaics (PVs), energy storage, electric vehicles, demand response, etc. Comparison results with other control methods on a realistic distribution feeder in Southern California highlight the feasibility as well as benefits for the proposed framework.

distributed energy resources management↗

TAS: 89 0227: TAS Recovery Act - Optimization and Control of Electric Power Systems: ARRA

The name SuperOPF is used to refer several projects, problem formulations and soft-ware tools intended to extend, improve and re-define some of the standard methods of optimizing electric power systems. Our work included applying primal-dual interior point methods to standard AC optimal power flow problems of large size, as well as extensions of this problem to include co-optimization of multiple scenarios. The original SuperOPF problem formulation was based on co-optimizing a base scenario along with multiple post-contingency scenarios, where all AC power flow models and constraints are enforced for each, to find optimal energy contracts, endogenously determined locational reserves and appropriate nodal energy prices for a single period optimal power flow problem with uncertainty. This led to example non-linear programming problems on the order of 1 million constraints and half a million variables. The second generation SuperOPF formulation extends this by adding multiple periods and multiple base scenarios per period. It also incorporates additional variables and constraints to model load following reserves, ramping costs, and storage resources. A third generation of the multi-period SuperOPF, adds both integer variables and a receding horizon framework in which the problem type is more challenging (mixed integer), the size is even larger, and it must be solved more frequently, pushing the limits of currently available algorithms and solvers. The consideration of transient stability constraints in optimal power flow (OPF) problems has become increasingly important in modern power systems. Transient stability constrained OPF (TSCOPF) is a nonlinear optimization problem subject to a set of algebraic and differential equations. Solving a TSCOPF problem can be challenging due to (i) the differential-equation constraints in an optimization problem, (ii) the lack of a true analytical expression for transient stability in OPF. To handle the dynamics in TSCOPF, the set of differential equations can be approximated or converted into equivalent algebraic equations before they are included in an OPF formulation. In Chapter 4, a rigorous evaluation of using a predefined and fixed threshold for rotor angles as a mean to determine transient stability of the system is developed. TSCOPF can be modeled as a large-scale nonlinear programming problem including the constraints of differential-algebraic equations (DAE). Solving a TSCOPF problem can be challenging due to (i) the differential-equation constraints in an optimization problem, (ii) the lack of a true analytical expression for transient stability constraint in OPF. Unfortunately, even the current best TSCOPF solvers still suffer from the curse of dimensionality and unacceptable computational time, especially for large-scale power systems with multiple contingencies. In chapter 5, thse issues will be addressed and a new method to incorporate the transient stability constraints will be presented.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Visualizing and improving the robustness of phase retrieval algorithms

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Automatic Calibration of a Geomechanical Model from Sparse Data for Estimating Stress in Deep Geological Formations

Summary In this study, we demonstrate geomechanical modeling with fully automatic parameter calibration to estimate the full geomechanical stress fields of a prospective US carbon dioxide (CO2) storage site, based on sparse measurement data. The goal is to compute full stress tensor field estimates (principal stresses and orientations) that are maximally compatible with observations within the constraints of the model assumptions, thereby extending pointwise, incomplete partial stress measurement to a simulated full formation stress field, as well as a rough assessment of the associated error. We use the Perch site, located in Otsego County, Michigan, USA, as our case study. The input data consist of partial stress tensor information inferred from in-situ borehole tests, geophysical well logs, and processing of seismic data. A static earth model (SEM) of the site was developed, and geomechanical simulation functionality of the open-source MATLAB Reservoir Simulation Toolbox (MRST) was used to model the stress field. Adjoint-based nonlinear optimization was used to adjust boundary conditions and material properties to calibrate simulated results of observations. Results were interpreted through a Bayesian framework. The focus of this paper is to demonstrate how the fully automatic calibration procedure works and discuss the results obtained; it does not attempt a detailed analysis of the stress field in the context of the proposed CO2 storage initiatives. Our work is part of a larger effort to noninvasively determine in-situ stresses in deep formations considered for CO2 storage. Guided by previously published research on geomechanical model calibration, our work presents a novel calibration approach supporting a potentially large number of linear or nonlinear calibration parameters to produce results optimally agreeing with available measurements and thus extend partial pointwise estimates to full tensor fields compatible with the physics of the site.

Engineering↗

Protection settings optimizer

SAND2023-06672O The Protection Settings Optimizer (PSO) uses system and fault data as inputs to formulate the problem of calculating relay settings as a mixed integer, nonlinear optimization problem (MINLP). The MINLP is solved using a genetic algorithm-based optimizer that attempts to find settings to reduce the relay operating times. The PSO protects the power system by using the steady-state fault voltages and currents, which then calculates the optimal device setting to protect the power system. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Patel, Trupal↗

Communication Lower Bounds and Optimal Algorithms for Symmetric Matrix Computations

In this article, we focus on the communication costs of three symmetric matrix computations: (i) multiplying a matrix with its transpose, known as a symmetric rank-k update (SYRK) (ii) adding the result of the multiplication of a matrix with the transpose of another matrix and the transpose of that result, known as a symmetric rank-2k update (SYR2K) (iii) performing matrix multiplication with a symmetric input matrix (SYMM). All three computations appear in the Level 3 Basic Linear Algebra Subroutines (BLAS) and have wide use in applications involving symmetric matrices. We establish communication lower bounds for these kernels using sequential and distributed-memory parallel computational models, and we show that our bounds are tight by presenting communication-optimal algorithms for each setting. Our lower bound proofs rely on applying a geometric inequality for symmetric computations and analytically solving constrained nonlinear optimization problems. As a result, the symmetric matrix and its corresponding computations are accessed and performed according to a triangular block partitioning scheme in the optimal algorithms.

Al Daas, Hussam [Rutherford Appleton Laboratory, D↗

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints

Here we present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear solvers, and is suitable for large-scale applications. A key feature of ALESQP is a constraint decomposition strategy that allows it to exploit problem-specific variable scalings and inner products. We analyze convergence of ALESQP under different assumptions. We show that strong accumulation points are stationary. Consequently, in finite dimensions ALESQP converges to a stationary point. In infinite dimensions we establish that weak accumulation points are feasible in many practical situations. Under additional assumptions we show that weak accumulation points are stationary. We present several infinite-dimensional examples where ALESQP shows remarkable discretization-independent performance in all of its iterative components, requiring a modest number of iterations to meet constraint tolerances at the level of machine precision. Also, we demonstrate a fully matrix-free solution of an infinite-dimensional problem with nonlinear inequality constraints.

97 MATHEMATICS AND COMPUTING↗

An Adaptive Newton-Based Free-Boundary Grad–Shafranov Solver

Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the poloidal magnetic flux, commonly known as the Grad–Shafranov equation. It is challenging to develop a scalable and accurate free-boundary Grad–Shafranov solver, since it is a fully nonlinear optimization problem that simultaneously solves for the magnetic field coil current outside the plasma to control the plasma shape. In this work, we develop a Newton-based free-boundary Grad–Shafranov solver using adaptive finite elements and preconditioning strategies. The free-boundary interaction leads to the evaluation of a domain-dependent nonlinear form of which its contribution to the Jacobian matrix is achieved through shape calculus. The optimization problem aims to minimize the distance between the plasma boundary and specified control points while satisfying two nontrivial constraints, which correspond to the nonlinear finite element discretization of the Grad–Shafranov equation and a constraint on the total plasma current involving a nonlocal coupling term. The linear system is solved by a block factorization, and AMG is called for subblock elliptic operators. The unique contributions of this work include the treatment of a global constraint, preconditioning strategies, nonlocal reformulation, and the implementation of adaptive finite elements. Furthermore, it is found that the resulting Newton solver is robust, successfully reducing the nonlinear residual to 1e-6 and lower in a small handful of iterations while addressing the challenging case to find a Taylor state equilibrium where conventional Picard-based solvers fail to converge.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Variational Calculation of the Ground State of Closed-Shell Nuclei Up to $A$ = 40

Variational calculations of ground-state properties of 4He, 16O and 40Ca are carried out employing realistic phenomenological two- and three-nucleon potentials. The trial wave function includes twoand three-body correlations acting on a product of single-particle determinants. Expectation values are evaluated with a cluster expansion for the spin-isospin dependent correlations considering up to five-body cluster terms. The optimal wave function is obtained by minimizing the energy expectation value over a set of up to 20 parameters by means of a nonlinear optimization library. We present results for the binding energy, charge radius, point density, single-nucleon momentum distribution, charge form factor, and Coulomb sum rule. We find that the employed three-nucleon interaction becomes repulsive for A ≥ 16. In 16O the inclusion of such a force provides a better description of the properties of the nucleus. In 40Ca instead, the repulsive behavior of the three-body interaction fails to reproduce experimental data for the charge radius and the charge form factor. We find that the high-momentum region of the momentum distributions, determined by the short-range terms of nuclear correlations, exhibit a universal behavior independent of the particular nucleus. The comparison of the Coulomb sum rules for 4He, 16O, and 40Ca reported in this work will help elucidate in-medium modifications of the nucleon form factors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Automated Design Space Exploration with Aspen

Architects and applications scientists often use performance models to explore a multidimensional design space of architectural characteristics, algorithm designs, and application parameters. With traditional performance modeling tools, these explorations forced users to first develop a performance model and then repeatedly evaluate and analyze the model manually. These manual investigations proved laborious and error prone. More importantly, the complexity of this traditional process often forced users to simplify their investigations. To address this challenge of design space exploration, we extend our Aspen (Abstract Scalable Performance Engineering Notation) language with three new language constructs: user-defined resources, parameter ranges, and a collection of costs in the abstract machine model. Then, we use these constructs to enable automated design space exploration via a nonlinear optimization solver. We show how four interesting classes of design space exploration scenarios can be derived from Aspen models and formulated as pure nonlinear programs. The analysis tools are demonstrated using examples based on Aspen models for a three-dimensional Fast Fourier Transform, the CoMD molecular dynamics proxy application, and the DARPA Streaming Sensor Challenge Problem. Our results show that this approach can compose and solve arbitrary performance modeling questions quickly and rigorously when compared to the traditional manual approach.

Spafford, Kyle L.↗

Dynamic real‐time optimization for a CO 2 capture process

Growing awareness of climate change has led to increased focus on new energy processes that mitigate generation of CO 2 , or provide for its efficient capture. To enable the development of these processes, advanced modeling and optimization platforms have been created. New capabilities among platforms include efficient solution strategies for online optimization problems. For real time, dynamic optimization of CO 2 capture processes, we demonstrate the application of the Python‐based Pyomo platform to facilitate realization of Moving Horizon Estimation and Nonlinear Model Predictive Control, through novel nonlinear optimization and sensitivity strategies. This capability allows large scale, first principle models to be applied for online optimization. Here, we introduce the Control and Adaptation with Predictive Sensitivity Enhancements (CAPRESE) framework to demonstrate this framework for advanced energy processes. Moreover, we present two case studies: profile tracking with detailed tray‐by‐tray distillation models and Bubbling Fluidized Bed reactors for CO 2 capture. © 2018 American Institute of Chemical Engineers AIChE J , 65: e16511 2019

Thierry, David↗

Multi-output multilevel best linear unbiased estimators via semidefinite programming

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While computational efficiency is key in this context, multi-output strategies in multilevel/multifidelity methods are either sub-optimal or non-existent. In this paper we extend multilevel best linear unbiased estimators (MLBLUE) to multi-output forward UQ problems and we present new semidefinite programming formulations for their optimal setup. Not only do these formulations yield the optimal number of samples required, but also the optimal selection of low-fidelity models to use. While existing MLBLUE approaches are single-output only and require a non-trivial nonlinear optimization procedure, the new multi-output formulations can be solved reliably and efficiently. Here, we demonstrate the efficacy of the new methods and formulations in practical UQ problems with model heterogeneity.

97 MATHEMATICS AND COMPUTING↗

WE-AB-209-10: Optimizing the Delivery of Sequential Fluence Maps for Efficient VMAT Delivery

Purpose: To develop an optimization model and solution approach for computing MLC leaf trajectories and dose rates for high quality matching of a set of optimized fluence maps to be delivered sequentially around a patient in a VMAT treatment. Methods: We formulate the fluence map matching problem as a nonlinear optimization problem where time is discretized but dose rates and leaf positions are continuous variables. For a given allotted time, which is allocated across the fluence maps based on the complexity of each fluence map, the optimization problem searches for the best leaf trajectories and dose rates such that the original fluence maps are closely recreated. Constraints include maximum leaf speed, maximum dose rate, and leaf collision avoidance, as well as the constraint that the ending leaf positions for one map are the starting leaf positions for the next map. The resulting model is non-convex but smooth, and therefore we solve it by local searches from a variety of starting positions. We improve solution time by a custom decomposition approach which allows us to decouple the rows of the fluence maps and solve each leaf pair individually. This decomposition also makes the problem easily parallelized. Results: We demonstrate method on a prostate case and a head-and-neck case and show that one can recreate fluence maps to high degree of fidelity in modest total delivery time (minutes). Conclusion: We present a VMAT sequencing method that reproduces optimal fluence maps by searching over a vast number of possible leaf trajectories. By varying the total allotted time given, this approach is the first of its kind to allow users to produce VMAT solutions that span the range of wide-field coarse VMAT deliveries to narrow-field high-MU sliding window-like approaches.

60 APPLIED LIFE SCIENCES↗

Parallel Memory-Independent Communication Bounds for SYRK

In this paper, we focus on the parallel communication cost of multiplying a matrix with its transpose, known as a symmetric rank-k update (SYRK). SYRK requires half the computation of general matrix multiplication because of the symmetry of the output matrix. Recent work (Beaumont et al., SPAA '22) has demonstrated that the sequential I/O complexity of SYRK is also a constant factor smaller than that of general matrix multiplication. Inspired by this progress, we establish memory-independent parallel communication lower bounds for SYRK with smaller constants than general matrix multiplication, and we show that these constants are tight by presenting communication-optimal algorithms. The crux of the lower bound proof relies on extending a key geometric inequality to symmetric computations and analytically solving a constrained nonlinear optimization problem. Here, the optimal algorithms use a triangular blocking scheme for parallel distribution of the symmetric output matrix and corresponding computation.

Communication costs↗

CI-MOR Final Report: Analysis and Validation of Critical Infrastructure Models using Model Order Reduction

This report summarizes the research and capabilities developed as part of the project “Analysis and Validation of Critical Infrastructure Models using Model Order Reduction” (CI-MOR) LDRD project. CI-MOR research enables the solution of large, complex optimization models that naturally arise in national security challenges involving critical infrastructures. Specifically, CI-MOR researchers developed methods to (1) rigorously approximate complex, nonlinear optimization formulations, (2) identify alternative near-optimal solutions, (3) accelerate optimization workflows used for complex applications, and (4) rigorously integrate domain knowledge in stochastic-process models. This report provides an overview of the research done in CI-MOR, and we describe application exemplars used to illustrate CI-MOR capabilities. Furthermore, we describe the software developed by CI-MOR that researchers can leverage to analyze new applications.

97 MATHEMATICS AND COMPUTING↗