Solving sparse finite element problems on neuromorphic hardware
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By generalizing the unconstrained p-hub approach for the park-and-ride (P&R) facility location problem under the multinomial logit demand function, the capacitated p-hub approach for the problem under the nested logit demand function captures a broader range of real-world cases. To solve this problem optimally, we introduce a mixed-integer linear program and accelerate its solution by enhancing the branch-and-cut procedure. To address the problem at a large scale, we introduce two other polyhedral approaches: variable neighborhood search (VNS) and adaptive randomized rounding (ARR). Downtown areas in Seoul have a high modal share of public transportation and congested road traffic, yet P&R has not been widely implemented. Therefore, we apply the ARR procedure to solve a real-world problem using traffic and geographic data from the Seoul metropolitan area. ARR performs better than VNS and addresses real-world cases. The solutions obtained by ARR present a phased expansion plan that encourages policymakers to start installing a small number of P&Rs immediately.
The quantum approximate optimization algorithm (QAOA) is a leading candidate algorithm for solving optimization problems on quantum computers. However, the potential of QAOA to tackle classically intractable problems remains unclear. Here, we perform an extensive numerical investigation of QAOA on the low autocorrelation binary sequences (LABS) problem, which is classically intractable even for moderately sized instances. We perform noiseless simulations with up to 40 qubits and observe that the runtime of QAOA with fixed parameters scales better than branch-and-bound solvers, which are the state-of-the-art exact solvers for LABS. The combination of QAOA with quantum minimum finding gives the best empirical scaling of any algorithm for the LABS problem. We demonstrate experimental progress in executing QAOA for the LABS problem using an algorithm-specific error detection scheme on Quantinuum trapped-ion processors. Our results provide evidence for the utility of QAOA as an algorithmic component that enables quantum speedups.
It was shown that the Fixed Point Method (also known as the Rayleigh Quotient Method) is several times faster than the Critical Search Method for solving neutron transport alpha eigenvalue problems. It was also shown that the Fixed Point Method is able to determine the alpha eigenvalues of sub-critical systems that are beyond the reach of the Critical Search Method. Despite these significant advances, the Fixed Point Method remains an unproven algorithm. Here, this report provides a proof.
We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity partial differential equation (PDE) models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into a one-time-only offline phase in which the PDE model is solved a limited number of times (equal to the number of sensors), and an online phase that maps well onto GPUs and computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our ultimate goal is to apply this framework to construct digital twins for subduction zones, including Cascadia, to provide early warning for tsunamis generated by megathrust earthquakes. To this end, we demonstrate how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic–gravity wave equations, to infer the earthquake-induced spatiotemporal seafloor motion (discretized with $\mathscr{O}$ (10 9 ) parameters) and forward predict the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with $\mathscr{O}$ (10 8 ) inversion parameters for which goal-oriented Bayesian inference is accomplished exactly and in real time, that is, in a matter of seconds.
Quantum computing technologies are undergoing rapid development. The different qubit modalities being considered for quantum computing each have their strengths and weaknesses, making it challenging to compare their performance relative to each other and the state-of-the-art in classical high-performance computing. To better understand the utility of a given quantum processor and to assess when and how it will be able to advance the frontiers of computational science, researchers need a robust approach to quantum benchmarking. A variety of approaches have been proposed, many of which characterize the presence of noise in current quantum devices. These efforts include component-level performance metrics, such as randomized benchmarking and gate set tomography; high-level application-dependent metrics; and devicelevel metrics, such as the Quantum Volume. However, it remains unclear how low-level metrics, such as fidelities and decoherence times, and global device metrics, such as Quantum Volume, relate to the computational utility and practical limitations of quantum processors to solve useful problems. In this paper, we describe our Hamiltonian-oriented approach to quantum benchmarking called HamPerf. Where previous application-dependent approaches specify a suite of benchmarking circuits inspired by applications, we place the problem Hamiltonian at the center. Our strategy allows us to probe the computational performance of a quantum processor on standardized and relevant problem sets, agnostic of the algorithms and hardware used to solve them; it also provides fundamental insights into how device characteristics correlate with computational utility.
Abstract Particle accelerator operation requires simultaneous optimization of multiple objectives. Multi-objective optimization (MOO) is particularly challenging due to trade-offs between the objectives. Evolutionary algorithms, such as genetic algorithms (GAs), have been leveraged for many optimization problems, however, they do not apply to complex control problems by design. This paper demonstrates the power of differentiability for solving MOO problems in particle accelerators using a deep differentiable reinforcement learning (DDRL) algorithm. We compare the DDRL algorithm with model-free reinforcement learning (MFRL), GA, and Bayesian optimization (BO) for simultaneous optimization of heat load and trip rates in the continuous electron beam accelerator facility. The underlying problem enforces strict constraints on both individual states and actions as well as cumulative (global) constraints on energy requirements of the beam. Using historical accelerator data, we develop a physics-based surrogate model which is differentiable and allows for back-propagation of gradients. The results are evaluated in the form of a Pareto-front with two objectives. We show that the DDRL outperforms MFRL, BO, and GA on high dimensional problems.
This project aims to develop efficient and robust computational methods for solving the security-constrained unit commitment and alternating current optimal power flow problem (SC-UC-ACOPF). The SC-UC-ACOPF problem is at the center of the short-term operation of the U.S. Power Grid. It is solved every week, every day, and every 10 minutes to plan for the optimal action of electricity generation and consumption by minimizing the generation cost and maintaining power system reliability against potential disruptions of equipment failures. In mathematical terms, SC-UC-ACOPF is a challenging large-scale mixed-integer nonlinear optimization model. This means that the decisions involve both discrete variables, e.g. the turning on and off of generators and switching of transmission lines and transformers, and continuous decisions, e.g. the amount of energy generated by each generator and the power flows in the power grid. The physics of the power flow is described by nonlinear equations involving real and reactive power and bus voltages. Another key feature is the large number of contingencies, i.e. the system needs to stay reliable in face of failure of any one equipment, such as transmission lines and generators. The U.S. power grids are extremely complicated and large scale with more than 5,000 generators, 50,000 buses, and 100,000 high-voltage transmission lines, making the SC-UC-ACOPF a very large-scale computation challenge. The research developed in this project aims to solve the SC-UC-ACOPF problems in the three timescales, i.e. weekly, daily, and every 10-min. The proposed computational methods are built on a principled algorithmic approach of decomposition and penalization. More specifically, the algorithm develops spatial and temporal decomposition by exploiting the strong temporal coupling and weak spatial coupling of the UC problem and the complementary feature, i.e. weak temporal coupling and strong spatial coupling of the ACOPF problem. The algorithm also leverages recent progresses in strong convex relaxation of ACOPF. A unique feature of the proposed approach is that it generates a valid, global upper bound on the optimal maximum profit. In this way, a global optimality gap is available to measure the quality of the solution. To further speed up computation, the research team has developed a plethora of effective heuristics to strengthen the iterative penalty-based decomposition framework. For instance, a heuristic is developed to construct inner approximations of the time coupling constraints within the time decoupled problems. Contingencies are pre-screened and low-rank matrix computation is exploited to find the almost unique solution to each contingency. A novel heuristic for line switching is proposed and tested with positive impacts on instances where line switching is beneficial. Taking a systematic approach and carefully handling every detail of the problem pays off. The TIM-GO’s performance throughout the trials and the final event was stellar. TIM-GO garnered the second highest total prize money and is ranked in the top three positions across all categories of comparison.
Low Gain Avalanche Diodes (LGADs) have become sensors of choice for fast timing of minimum ionizing particles. The current generation of these devices suffer from only moderate radiation hardness, low fill factor, and limited design options. Cactus Materials Inc. proposes to develop sensors with gain layer implants buried beneath the surface which will, with AC coupling developed by Brookhaven National Laboratory (BNL) and University of California Santa Cruz (UC Santa Cruz) solve these problems. Fermilab has a major role in the CMS timing upgrade using the current generation of LGADs and development of AC-coupled, buried layer LGADs will solve some of the central problems inherent in this technology. Annex B included a two-year work plan, deliverables, schedule and funding for the project’s SBIR Phase II award to develop and test prototype LGADs utilizing wafer bonding technology and epitaxial growth, that will allow for fabrication of radiation hard AC coupled devices with 100% fill factor and adjustable operating point.
In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.
ArborX is a performance portable geometric search library developed as part of the Exascale Computing Project (ECP). In this paper, we explore a collaboration between ArborX and a cosmological simulation code HACC. Large cosmological simulations on exascale platforms encounter a bottleneck due to the in-situ analysis requirements of halo finding, a problem of identifying dense clusters of dark matter (halos). This problem is solved by using a density-based DBSCAN clustering algorithm. With each MPI rank handling hundreds of millions of particles, it is imperative for the DBSCAN implementation to be efficient. In addition, the requirement to support exascale supercomputers from different vendors necessitates performance portability of the algorithm. We describe how this challenge problem guided ArborX development, and enhanced the performance and the scope of the library. We explore the improvements in the basic algorithms for the underlying search index to improve the performance, and describe several implementations of DBSCAN in ArborX. Further, we report the history of the changes in ArborX and their effect on the time to solve a representative benchmark problem, as well as demonstrate the real world impact on production end-to-end cosmology simulations.
Alamo is a high-performance scientific code that uses block-structured adaptive mesh refinement to solve such problems as: the ignition and burn of solid rocket propellant, plasticity, damage and fracture in materials undergoing loading, and the interaction of compressible flow with eroding solid materials. Alamo is powered by AMReX, and provides a set of unique methods, models, and algorithms that enable it to solve solid-mechanics problems (coupled to other physical behavior such as fluid flow or thermal diffusion) using the power of block-structured adaptive mesh refinement.
Abstract This paper presents a statistical forward model for a Compton imaging system, called Compton imager. This system, under development at the University of Illinois Urbana Champaign, is a variant of Compton cameras with a single type of sensors which can simultaneously act as scatterers and absorbers. This imager is convenient for imaging situations requiring a wide field of view. The proposed statistical forward model is then used to solve the inverse problem of estimating the location and energy of point-like sources from observed data. This inverse problem is formulated and solved in a Bayesian framework by using a Metropolis within Gibbs algorithm for the estimation of the location, and an expectation-maximization algorithm for the estimation of the energy. This approach leads to more accurate estimation when compared with the deterministic standard back-projection approach, with the additional benefit of uncertainty quantification in the low photon imaging setting.
Genetic Programming (GP) is an evolutionary algorithm that generates computer programs, or mathematical expressions, to solve complex problems. In this Guide, we demonstrate how to use GP to develop surrogate models to mitigate the computational costs of modeling atomic nuclei with ever increasing complexity. The computational burden escalates when uncertainty quantification is pursued, or when observables must be globally computed for thousands of nuclei. By studying three models in which the mean field depends on the total particle density self-consistently, we show that by constructing reduced order models supported by GP one can speed up many-body computations by several orders of magnitude with a negligible loss in accuracy.
Our most recent work expands the water desalination case study from 76 variants to 10,897 variants using the equation-oriented model built in Pyomo as part of the PARETO project. Using the discretization formulation presented in Stinchfield (2024a), rather than solving for all 10,897 variants simultaneously, we decompose the formulation into subproblems containing subsets of variants from the process family. We solve the overall problem with Progressive Hedging (PH) deployed in parallel on a distributed HPC cluster using the open-source Python package mpi-sppy (Knueven et al., 2023). This approach allowed us to solve this process family design problem to ~1.5% relative optimality gap in about 5 hours; in comparison, Gurobi reached ~50% relative optimality gap in about 6 hours (Stinchfield et al., 2024b). However, this approach still requires discretization of the common unit module design ranges; additionally, PH acts as a heuristic for MILP’s with gap-closing capabilities. Ideally, we would not have to use ML surrogates or discretization to solve this problem, instead solving the process family design problem with the equation-oriented model directly to achieve the most accurate results. However, recall that we did not consider solving the MINLP directly due to complexity and size. In this work, we aim to decompose and solve this large-scale MINLP using a Structured Nonlinear Global Optimization algorithm presented by Cao and Zavala (2019).
Solving optimization problems is critical across many research domains, but the high dimensionality of parameter spaces often poses significant challenges. The Quantum Approximate Optimization Algorithm (QAOA) has emerged as a promising approach for accelerating optimization in the Noisy Intermediate-Scale Quantum (NISQ) era by leveraging both classical and quantum computational resources. However, its performance can vary depending on the underlying quantum hardware architecture. In this work, we evaluate the performance of QAOA on different quantum hardware platforms, specifically, superconducting transmon qubits and trapped-ion qubits, targetting real-world optimization problems formulated as fully connected Quadratic Unconstrained Binary Optimization (QUBO) instances. We evaluate both the solution quality and time-to-solution using dense QUBO matrices. Furthermore, we show that large-scale problems, such as a 100-bit QUBO instance, can be effectively tackled by integrating quantum computing with high-performance computing (HPC) resources. This study provides practical insights into the strengths and limitations of different qubit technologies and advances the application of quantum computing in solving real-world optimization problems.
Consider the problem of determining the optimal applied electric field to drive a molecule from an initial state to a desired target state. For even moderately sized molecules, solving this problem directly using the exact equations of motion—the time-dependent Schrödinger equation (TDSE)—is numerically intractable. Here, we present a solution of this problem within time-dependent Hartree-Fock (TDHF) theory, a mean field approximation of the TDSE. Optimality is defined in terms of minimizing the total control effort while maximizing the overlap between desired and achieved target states. We frame this problem as an optimization problem constrained by the nonlinear TDHF equations; we solve it using trust region optimization with gradients computed via a custom-built adjoint state method. For three molecular systems, we show that with very small neural network parametrizations of the control, our method yields solutions that achieve desired targets within acceptable constraints and tolerances.
Executing quantum algorithms using Majorana zero modes—a major milestone for the field of topological quantum computing—requires a platform that can be scaled to large quantum registers, can be controlled in real time and space, and a braiding protocol that uses the unique properties of these exotic particles. Here, we demonstrate the first successful simulation of a Majorana-based, fault-tolerant quantum algorithm to solve the Bernstein-Vazirani problem in two-dimensional magnet-superconductor hybrid structures from initialization to read-out of the final many-body state. Utilizing the Majorana zero modes’ topological properties, we introduce an optimized braiding protocol for the algorithm and a scalable architecture for its implementation with an arbitrary number of qubits. We visualize the algorithm protocol in real time and space by computing the non-equilibrium density of states, which is proportional to the time-dependent differential conductance, and the non-equilibrium charge density, which assigns a unique signature to each final state of the algorithm.