Search NASA⌕ Search

SEARCH · Search NASA

Results for “Quadratic convergence”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗
NASA NTRS1981

Numerical algorithms for finite element computations on arrays of microprocessors

The development of a multicolored successive over relaxation (SOR) program for the finite element machine is discussed. The multicolored SOR method uses a generalization of the classical Red/Black grid point ordering for the SOR method. These multicolored orderings have the advantage of allowing the SOR method to be implemented as a Jacobi method, which is ideal for arrays of processors, but still enjoy the greater rate of convergence of the SOR method. The program solves a general second order self adjoint elliptic problem on a square region with Dirichlet boundary conditions, discretized by quadratic elements on triangular regions. For this general problem and discretization, six colors are necessary for the multicolored method to operate efficiently. The specific problem that was solved using the six color program was Poisson's equation; for Poisson's equation, three colors are necessary but six may be used. In general, the number of colors needed is a function of the differential equation, the region and boundary conditions, and the particular finite element used for the discretization.

Ortega, J. M.↗
DOE OSTI2022

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations

Many applications require minimizing the sum of smooth and nonsmooth functions. For example, basis pursuit denoising problems in data science require minimizing a measure of data misfit plus an $\ell^1$-regularizer. Similar problems arise in the optimal control of partial differential equations (PDEs) when sparsity of the control is desired. Here, we develop a novel trust-region method to minimize the sum of a smooth nonconvex function and a nonsmooth convex function. Our method is unique in that it permits and systematically controls the use of inexact objective function and derivative evaluations. When using a quadratic Taylor model for the trust-region subproblem, our algorithm is an inexact, matrix-free proximal Newton-type method that permits indefinite Hessians. We prove global convergence of our method in Hilbert space and demonstrate its efficacy on three examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

On optimizing the sensor spacing for pressure measurements on wind turbine airfoils

This research article presents a robust approach to optimizing the layout of pressure sensors around an airfoil. A genetic algorithm and a sequential quadratic programming algorithm are employed to derive a sensor layout best suited to represent the expected pressure distribution and, thus, the lift force. The fact that both optimization routines converge to almost identical sensor layouts suggests that an optimum exists and is reached. By comparing against a cosine-spaced sensor layout, it is demonstrated that the underlying pressure distribution can be captured more accurately with the presented layout optimization approach. Conversely, a 39 %–55 % reduction in the number of sensors compared to cosine spacing is achievable without loss in lift prediction accuracy. Given these benefits, an optimized sensor layout improves the data quality, reduces unnecessary equipment and saves cost in experimental setups. While the optimization routine is demonstrated based on the generic example of the IEA 15 MW reference wind turbine, it is suitable for a wide range of applications requiring pressure measurements around airfoils.

17 WIND ENERGY↗
NASA NTRS1989

Approximation in LQG control of a thermoelastic rod

Control and estimator gains are computed for linear-quadratic-Gaussian (LQG) optimal control of the axial vibrations of a thermoelastic rod. The computations are based on a modal approximation of the partial differential equations representing the rod, and convergence of the approximations to control and estimator gains is the main issue.

Gibson, J. S.↗
NASA NTRS1999

Optimized System Identification

In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.

Juang, Jer-Nan↗
DOE OSTI2024

Interpretable, extensible linear and symbolic regression models for charge density prediction using a hierarchy of many-body correlation descriptors

Here, density functional theory (DFT) is routinely used to make electronic structure predictions for high-throughput screening of materials and molecules for technologically relevant areas, like the identification of better catalysts, electronic materials, and drug discovery. However, the DFT formalism is limited by (a) its poor (quadratic-to-quartic) scaling, and (b) the need to perform repeated eigenvalue computations of the electronic Hamiltonian as part of its self-consistent field (SCF) iteration procedure to obtain the converged ground state electron density, ρ (r). Approaches that directly predict ρ (r) of a structure with high accuracy can accelerate conventional SCF calculations and can also be used in linearly scaling methods such as orbital-free DFT. To this end, we present a procedure to predict the ground state electron density of molecular and periodic three-dimensional systems directly from the atomic structure with a particular emphasis on physical interpretability. In our framework, ρ (r) is modeled using many-body correlation descriptors that accurately capture the effects of local atomic arrangements in the neighborhood of a grid point. Our use of a linear regression scheme to fit to charge density data enables transparent analysis of the relative contributions of various types of local atomic correlations. By systematically including increasingly complex correlations, our model is shown to accurately predict ρ (r) for a variety of chemically and electronically diverse systems — amorphous Ge, Al(001) slab, crystalline Ga 2 O 3 , molecular benzene, and polyethylene. We then demonstrate a symbolic regression-based protocol to construct easily computable, interpretable features from lower-order correlations that significantly improves our electron density predictions with effectively no increase in the computational cost.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1979

On reliable control system designs with and without feedback reconfigurations

This paper contains an overview of a theoretical framework for the design of reliable multivariable control systems, with special emphasis on actuator failures and necessary actuator redundancy levels. Using a linear model of the system, with Markovian failure probabilities and quadratic performance index, an optimal stochastic control problem is posed and solved. The solution requires the iteration of a set of highly coupled Riccati-like matrix difference equations; if these converge one has a reliable design; if they diverge, the design is unreliable, and the system design cannot be stabilized. In addition, it is shown that the existence of a stabilizing constant feedback gain and the reliability of its implementation is equivalent to the convergence properties of a set of coupled Riccati-like matrix difference equations. In summary, these results can be used for offline studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗
NASA NTRS1992

Reliable design of H-2 optimal reduced-order controllers via a homotopy algorithm

Due to control processor limitations, the design of reduced-order controllers is an active area of research. Suboptimal methods based on truncating the order of the corresponding linear-quadratic-Gaussian (LQG) compensator tend to fail if the requested controller dimension is sufficiently small and/or the requested controller authority is sufficiently high. Also, traditional parameter optimization approaches have only local convergence properties. This paper discusses a homotopy algorithm for optimal reduced-order control that has global convergence properties. The exposition is for discrete-time systems. The algorithm has been implemented in MATLAB and is applied to a benchmark problem.

Collins, Emmanuel G.↗
NASA NTRS2004

Observers for Systems with Nonlinearities Satisfying an Incremental Quadratic Inequality

We consider the problem of state estimation for nonlinear time-varying systems whose nonlinearities satisfy an incremental quadratic inequality. These observer results unifies earlier results in the literature; and extend it to some additional classes of nonlinearities. Observers are presented which guarantee that the state estimation error exponentially converges to zero. Observer design involves solving linear matrix inequalities for the observer gain matrices. Results are illustrated by application to a simple model of an underwater.

observers↗
DOE OSTI2024

Mixed Stochastic-Deterministic Approach for Many-Body Perturbation Theory Calculations

Here, we present an approach for GW calculations of quasiparticle energies with quasi-quadratic scaling by approximating high-energy contributions to the Green's function in its Lehmann representation with effective stochastic vectors. The method is easy to implement without altering the GW code, converges rapidly with stochastic parameters, and treats systems of various dimensionality and screening response. Our calculations on a 5.75° twisted MoS 2 bilayer show how large-scale GW methods include geometry relaxations and electronic correlations on an equal basis in structurally nontrivial materials.

36 MATERIALS SCIENCE↗
NASA NTRS1975

A variable-metric algorithm employing linear and quadratic penalties

A variable-metric algorithm is described that uses both linear and quadratic penalty terms for handling nonlinear constraints. Quadratic penalty coefficients are adjusted in a process which maintains a positive-definite matrix of second partial derivatives of the function without generating the large positive eigenvalues which cause zigzagging and slow convergence. The schemes suggested use inferred second-order properties not only in terms of the variable metric of the Davidson-Fletcher-Powell algorithm (or its relatives) but by estimating of second directional derivatives by fitting cubics to various functions along search directions.

Kelley, H. J.↗
DOE OSTI2022

Adaptive Conformer Sampling for Property Prediction Using the Conductor-like Screening Model for Real Solvents

The valorization of lignocellulose-derived bioproducts requires effective separation from excessive water. Liquid–liquid extraction is a promising low-energy separation technology, but effective extraction requires solvent selection based on the thermodynamic properties of the bioproduct and solvent components. We propose a computational framework for predicting such properties by developing an adaptive conformer selection approach for use with COSMO-RS (conductor-like screening model for real solvents) calculations. In this framework, molecular dynamics simulations are used to generate many molecular structures (conformers) at representative temperatures in varying solvent environments. Conformers are then clustered based on structural metrics in a low-dimensional space and selected using a mixed-integer quadratic programming problem to iteratively insert a sampled conformer. At each iteration, we determine bioproduct properties using COSMO-RS. Here, we demonstrate the capability of the proposed framework on representative bioproducts to show convergence of the adaptive sampling toward experimentally measured properties with fewer calculations than required by random conformer sampling, enabling the improved screening of solvent systems for liquid-phase separation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

A variational mimetic finite difference method for elliptic interface problems on non-matching polytopal meshes with geometric interface inconsistencies

A new variational mimetic finite difference method for elliptic interface problems with perfect and imperfect thermal contacts on non-matching polytopal meshes with geometric interface inconsistencies is developed and analyzed theoretically and numerically. The method is defined on multiple non-matching submeshes with gaps and overlaps along their interfaces. The discrete equations are derived from a minimization problem for the augmented Dirichlet functional. For a perfect thermal contact, the functional uses a modified mimetic gradient with extended stencil which couples unknowns from both sides of an interface, as well as penalty terms to enforce weak continuity of temperature across the interface. The method leads to a symmetric positive definite matrix for any scaling of the penalty terms. For an imperfect thermal contact, the Dirichlet functional is supplemented with a quadratic jump term along the interface related to the interface thermal resistance. We prove that the method conserves the total heat flux across each interface. In conclusion, the obtained results are verified with numerical experiments showing convergence in the discrete L 2 and L ∞ norms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

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

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

derivative-free trust-region methods↗
NASA NTRS1989

An adaptive guidance law for single stage to low earth orbit

An adaptive guidance algorithm based on a cubic spline representation of the ascent profile and imposition of a dynamic pressure constraint is studied for a single stage to low earth orbit. The flight path is divided into initial and terminal phases. In the initial phase, fully adaptive, and in the terminal phase, semi-adaptive, guidance schemes are used. The cubic spline paqrameters are determined by gradient optimization for maximum payload to orbit. In the terminal phase, a linear quadratic regulator is used to derive the optimal feedback gains to keep the vehicle close to the nominal path. The computational aspects of the guidance algorithm are examined and criteria are developed to ensure stability and convergence.

Pamadi, Bandu N.↗
NASA NTRS1974

Estimation of structural parameters from dynamic test data

Parameters for a lumped linear model approximating a distributed elastic structure are determined from dynamic test data comprised of several mode shapes and frequencies. Measurement errors, nonlinear response, and nonmeasurable quantities such as mode slope components are accommodated. Some mass and stiffness parameters may be known accurately, whereas the remainder are to be estimated. The method entails minimizing a quadratic function of the difference between corresponding modes and frequencies of the theoretical model and the test specimen. This technique was applied to some actual vibration test data, and the special techniques that are required to overcome convergence problems are described.

Hall, B. M.↗
NASA NTRS1978

A study of parameter identification

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

Herget, C. J.↗