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Results for “Second-order 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 127 records · Page 7

An efficient level set method for tracking many materials

Here, we present an efficient level set method to track an arbitrary number of materials. The algorithm is optimal in the sense that it only needs to store a single unsigned distance-like function and a single integer indicator function, independent of the number of materials or distinct regions being tracked. Furthermore, for smooth velocity fields and smooth interface shape, arbitrarily high order solutions can be demonstrated. For interfaces that are or become kinked, the solution is limited to second-order convergence rates in the L 1 norm and first-order in the L ∞ norm.

97 MATHEMATICS AND COMPUTING↗

Scattering Processes from Quantum Simulation Algorithms for Scalar Field Theories

We provide practical simulation methods for scalar field theories on a quantum computer that yield improved asymptotics as well as concrete gate estimates for the simulation and physical qubit estimates using the surface code. We achieve these improvements through two optimizations. First, we consider a finite volume approach for estimating the elements of the S-matrix. This approach is appropriate in general for 1+1D and for certain low-energy elastic collisions in higher dimensions. Second, we implement our approach using a series of different fault-tolerant simulation algorithms for Hamiltonians formulated both in the field occupation basis and field amplitude basis. Our algorithms are based on either second-order Trotterization or qubitization. The cost of Trotterization in occupation basis scales as O ( λ N 7 | Ω | 3 / ( M 5 / 2 ϵ 3 / 2 ) ) where λ is the coupling strength, N is the occupation cutoff, | Ω | is the volume of the spatial lattice, M is the mass of the particles and ϵ is the uncertainty in the energy calculation used for the S -matrix determination. Qubitization in the field basis scales as O ( | Ω | 2 ( k 2 Λ + k M 2 ) / ϵ ) , where k is the cutoff in the field and Λ is a scaled coupling constant. We find in both cases that the bounds suggest physically meaningful simulations can be performed using on the order of 4 × 10 6 physical qubits and 10 12 T -gates which corresponds to roughly one day on a superconducting quantum computer with surface code and a cycle time of 100 ns. This places the simulation of scalar field theory within striking distance of the gate counts for the best available chemistry simulation results.

Hardy, Andrew [Toronto U.] (ORCID:0000000235817382↗

Efficient near-field ptychography reconstruction using the Hessian operator

X-ray ptychography is a powerful and robust coherent imaging method providing access to the complex object and probe (illumination). Ptychography reconstruction is typically performed using first-order methods due to their computational efficiency. Higher-order methods, while potentially more accurate, are often prohibitively expensive in terms of computation. In this study, we present a mathematical framework for reconstruction using second-order information derived from an efficient computation of the bilinear Hessian and Hessian operator. The formulation is provided for Gaussian-based models, enabling the simultaneous reconstruction of the object, probe, and object positions. Synthetic data tests, along with experimental near-field ptychography data processing, demonstrate a ten-fold reduction in computation time compared to first-order methods. The derived formulas for computing the Hessians, along with the strategies for incorporating them into optimization schemes, are well-structured and easily adaptable to various ptychography problem formulations.

Carlsson, Marcus [Lund Univ. (Sweden)] (ORCID:0000↗

On optimizing the treatment of exchange perturbations.

Most theories of exchange perturbations would give the exact energy and wave function if carried out to an infinite order. However, the different methods give different values for the second-order energy, and different values for E(1), the expectation value of the Hamiltonian corresponding to the zeroth- plus first-order wave function. In the presented paper, it is shown that the zeroth- plus first-order wave function obtained by optimizing the basic equation which is used in most exchange perturbation treatments is the exact wave function for the perturbation system and E(1) is the exact energy.

Hirschfelder, J. O.↗

Optimal estimation and attitude control of a solar electric propulsion spacecraft

Established procedures of linear, quadratic, Gaussian optimal estimation and control are developed and interpreted for their application to the problem of attitude control of spacecraft with dynamically significant elastic appendages. Results are presented both in general terms and for specific application to a solar electric spacecraft. Comparisons are made between alternative coordinate systems, and a realistic range of design parameters is considered. For single axis control, system evaluation is accomplished by simulation of a fifteenth-order spacecraft plant with alternative second-order, fourth-order, and sixth-order constant gain estimators. Results point out the importance of modeling errors.

Larson, V.↗

Optimum sensitivity derivatives of objective functions in nonlinear programming

The feasibility of eliminating second derivatives from the input of optimum sensitivity analyses of optimization problems is demonstrated. This elimination restricts the sensitivity analysis to the first-order sensitivity derivatives of the objective function. It is also shown that when a complete first-order sensitivity analysis is performed, second-order sensitivity derivatives of the objective function are available at little additional cost. An expression is derived whose application to linear programming is presented.

Barthelemy, J.-F. M.↗

Efficient calculation of optimum design sensitivity

Two methods for obtaining the sensitivity of an optimized design to changes in problem parameters are presented. The first-order method uses gradient information to estimate the required sensitivity. The second-order method uses second derivatives of the design objective and constraint functions to provide a quadratic approximation to the new design which results from changing the specified parameter. It is shown that the sensitivity of the optimized design may be discontinuous with respect to the new parameter. This discontinuity is accounted for in the present methods. These methods are compared to a previous approach based on the Kuhn-Tucker necessary conditions for optimality. It is shown that the present methods provide the appropriate sensitivity information in an efficient manner. The methods are demonstrated by a structural synthesis example.

Vanderplaats, G. N.↗

A method to stabilize linear systems using eigenvalue gradient information

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

Wieseman, C. D.↗

First and second order convex approximation strategies in structural optimization

In this paper, various methods based on convex approximation schemes are discussed that have demonstrated strong potential for efficient solution of structural optimization problems. First, the convex linearization method (Conlin) is briefly described, as well as one of its recent generalizations, the method of moving asymptotes (MMA). Both Conlin and MMA can be interpreted as first-order convex approximation methods that attempt to estimate the curvature of the problem functions on the basis of semiempirical rules. Attention is next directed toward methods that use diagonal second derivatives in order to provide a sound basis for building up high-quality explicit approximations of the behavior constraints. In particular, it is shown how second-order information can be effectively used without demanding a prohibitive computational cost. Various first-order and second-order approaches are compared by applying them to simple problems that have a closed form solution.

Fleury, C.↗

Integrated analysis and design for controlled nonlinear multibody systems

A hybrid approach for integrated analysis and design of nonlinear multibody systems is proposed. Based on the approach, a general-purpose design tool is developed for nonlinear dynamic systems subjected to nonlinear design constraints. For analysis purposes, second-order nonlinear equations of motion of the system are automatically generated using general-purpose multibody formulations. Once the equations are solved, they are written in first-order form to take advantage of the first-order formulations of design sensitivity analysis for dynamic systems. A nonlinear programming technique is then used to optimize the nonlinear systems, such that a nonlinear cost function is minimized and performance constraints are satisfied. The approach proved to be very general and useful for design and analysis of controlled multibody systems. The approach is applied to the design of passive dynamic controllers for slewing control of multibody systems.

Wu, Shih-Chin↗

Sufficient conditions for a local minimum of the Bolza problem with a scalar terminal point constraint

Sufficient conditions for a weak relative minimum for a form of the Bolza problem of variational calculus are derived. Testing of the second-order conditions requires the backward integration of fewer matrix elements than in the case of most previously published sets of conditions. The derivation is felt to be more complete and straightforward than previous derivations. The variational problem considered is relatively simple, with just a scalar constraint to implicitly or explicitly determine the final time, in order to avoid the complexities associated with controllability considerations. Sufficient conditions for a local minimum for more general optimal control problems can be approached by building upon the derivation and results presented here.

Wood, Lincoln J.↗

An optimized finite-difference scheme for wave propagation problems

Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.

Zingg, D. W.↗

Approximate optimal guidance for the advanced launch system

A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.

Feeley, T. S.↗

Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗

A First and Second Order Moment Approach to Probabilistic Control Synthesis

This paper presents a robust control design methodology based on the estimation of the first two order moments of the random variables and processes that describe the controlled response. Synthesis is performed by solving an multi-objective optimization problem where stability and performance requirements in time- and frequency domains are integrated. The use of the first two order moments allows for the efficient estimation of the cost function thus for a faster synthesis algorithm. While reliability requirements are taken into account by using bounds to failure probabilities, requirements related to undesirable variability are implemented by quantifying the concentration of the random outcome about a deterministic target. The Hammersley Sequence Sampling and the First- and Second-Moment- Second-Order approximations are used to estimate the moments, whose accuracy and associated computational complexity are compared numerically. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Crespo, Luis G.↗