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Optimization on Manifolds via Graph Gaussian Processes

This paper integrates manifold learning techniques within a Gaussian process upper confidence bound algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of the manifold is not available and querying the objective is expensive. We rely on a point cloud of manifold samples to define a graph Gaussian process surrogate model for the objective. Query points are sequentially chosen using the posterior distribution of the surrogate model given all previous queries. We establish regret bounds in terms of the number of queries and the size of the point cloud. Several numerical examples complement the theory and illustrate the performance of our method.

Bayesian optimization↗

Sci-Fri PM: Radiation Therapy, Planning, Imaging, and Special Techniques - 01: On the use of proton radiography to reduce beam range uncertainties and improve patient positioning accuracy in proton therapy

To present two related developments of proton radiography (pRad) to minimize range uncertainty in proton therapy. The first combines a pRad with an X-ray CT to produce a patient-specific relative stopping power (RSP) map. The second aims to improve the pRad spatial resolution for accurate registration prior to the first. The enhanced-pRad can also be used in a novel proton-CT reconstruction algorithm. Monte Carlo pRad were computed from three phantoms; the Gammex, the Catphan and an anthropomorphic head. An optimized cubic-spline estimator derives the most likely path. The length crossed by the protons voxel-by-voxel was calculated by combining their estimated paths with the CT. The difference between the theoretical (length×RSP) and measured energy loss was minimized through a least squares optimization (LSO) algorithm yielding the RSP map. To increase pRad spatial resolution for registration with the CT, the phantom was discretized into voxels columns. The average column RSP was optimized to maximize the proton energy loss likelihood (MLE). Simulations showed precise RSP (<0.75%) for Gammex materials except low-density lung (<1.2%). For the head, accurate RSP were obtained (µ=−0.10%1.5σ=1.12%) and the range precision was improved (ΔR80 of −0.20±0.35%). Spatial resolution was increased in pRad (2.75 to 6.71 lp/cm) and pCT from MLE-enhanced pRad (2.83 to 5.86 lp/cm). The LSO decreases the range uncertainty (R80σ<1.0%) while the MLE-enhanced pRad spatial resolution (+244%) and is a great candidate for pCT reconstruction.

60 APPLIED LIFE SCIENCES↗

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Improved Algorithms for Accurate Retrieval of UV - Visible Diffuse Attenuation Coefficients in Optically Complex, Inshore Waters

Photochemical processes driven by high-energy ultraviolet radiation (UVR) in inshore, estuarine, and coastal waters play an important role in global bio geochemical cycles and biological systems. A key to modeling photochemical processes in these optically complex waters is an accurate description of the vertical distribution of UVR in the water column which can be obtained using the diffuse attenuation coefficients of down welling irradiance (Kd()). The Sea UV Sea UVc algorithms (Fichot et al., 2008) can accurately retrieve Kd ( 320, 340, 380,412, 443 and 490 nm) in oceanic and coastal waters using multispectral remote sensing reflectances (Rrs(), Sea WiFS bands). However, SeaUVSeaUVc algorithms are currently not optimized for use in optically complex, inshore waters, where they tend to severely underestimate Kd(). Here, a new training data set of optical properties collected in optically complex, inshore waters was used to re-parameterize the published SeaUVSeaUVc algorithms, resulting in improved Kd() retrievals for turbid, estuarine waters. Although the updated SeaUVSeaUVc algorithms perform best in optically complex waters, the published SeaUVSeaUVc models still perform well in most coastal and oceanic waters. Therefore, we propose a composite set of SeaUVSeaUVc algorithms, optimized for Kd() retrieval in almost all marine systems, ranging from oceanic to inshore waters. The composite algorithm set can retrieve Kd from ocean color with good accuracy across this wide range of water types (e.g., within 13 mean relative error for Kd(340)). A validation step using three independent, in situ data sets indicates that the composite SeaUVSeaUVc can generate accurate Kd values from 320 490 nm using satellite imagery on a global scale. Taking advantage of the inherent benefits of our statistical methods, we pooled the validation data with the training set, obtaining an optimized composite model for estimating Kd() in UV wavelengths for almost all marine waters. This optimized composite set of SeaUVSeaUVc algorithms will provide the optical community with improved ability to quantify the role of solar UV radiation in photochemical and photobiological processes in the ocean.

UV↗

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However, the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.

42 ENGINEERING↗

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Leveraging Multiple Connected Traffic Light Signals in an Energy-Efficient Speed Planner

Connecting automated vehicles to traffic lights can lead to significant energy savings by enabling them to pass through intersections in an energy-efficient way without unnecessary stops. A cellular-based communication system connecting multiple traffic lights can help realize the full potential of energy-efficient driving at intersections. Thus, we propose a hierarchical speed planner that can leverage information from multiple connected traffic lights. The proposed speed planner consists of two modules: a green window selector and a reference trajectory generator. The green window selector, based on Dijkstra’s algorithm, finds a series of "green windows" for connected traffic lights that builds an energy-optimal path for vehicles to follow. The reference trajectory generator finds optimal entering times, based on the selected green window at each intersection, and then computes reference trajectories. Deriving and using analytical optimal entering speeds as a function of entering times allows us to guarantee the computational simplicity suitable for real-time implementation. We also demonstrate how to balance energy and traffic flow perspectives in the reference trajectory generator. Lastly, a high-fidelity simulation framework is used to evaluate the proposed speed planner and quantify the extent to which it can save energy in various real-world urban route scenarios.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Certifiably Correct Range-Aided SLAM

We present the first algorithm capable of efficiently computing certifiably optimal solutions to range-aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation systems are increasingly incorporating point-to-point ranging sensors, leading state estimation which takes the form of RA-SLAM. However, the RA-SLAM problem is more difficult to solve than traditional pose-graph SLAM; ranging sensor models introduce additional non-convexity, unlike pose-pose or pose-landmark measurements, a single range measurement does not uniquely determine the relative transform between the involved sensors, and RA-SLAM inference is highly sensitive to initial estimates. Our approach relaxes the RA-SLAM problem to a semidefinite program (SDP), which we show how to solve efficiently using the Riemannian staircase methodology. The solution of this SDP provides a high-quality initialization for our original RA-SLAM problem, which is subsequently refined via local optimization, as well as a lower-bound on the RA-SLAM problem's optimal value. Our algorithm, named certifiably correct RA-SLAM (CORA), applies to problems comprised of arbitrary pose-pose, pose-landmark, and ranging measurements. Evaluation on simulated and real-world marine examples shows that our algorithm frequently produces certifiably optimal RA-SLAM solutions; moreover, even suboptimal estimates are typically within 1-2\% of the optimal value.

Papalia, Alan↗

Autonomous In-Situ Resources Prospector

This presentation will describe the concept of an autonomous, intelligent, rover-based rapid surveying system to identify and map several key lunar resources to optimize their ISRU (In Situ Resource Utilization) extraction potential. Prior to an extraction phase for any target resource, ground-based surveys are needed to provide confirmation of remote observation, to quantify and map their 3-D distribution, and to locate optimal extraction sites (e.g. ore bodies) with precision to maximize their economic benefit. The system will search for and quantify optimal minerals for oxygen production feedstock, water ice, and high glass-content regolith that can be used for building materials. These are targeted because of their utility and because they are, or are likely to be, variable in quantity over spatial scales accessible to a rover (i.e., few km). Oxygen has benefits for life support systems and as an oxidizer for propellants. Water is a key resource for sustainable exploration, with utility for life support, propellants, and other industrial processes. High glass-content regolith has utility as a feedstock for building materials as it readily sinters upon heating into a cohesive matrix more readily than other regolith materials or crystalline basalts. Lunar glasses are also a potential feedstock for oxygen production, as many are rich in iron and titanium oxides that are optimal for oxygen extraction. To accomplish this task, a system of sensors and decision-making algorithms for an autonomous prospecting rover is described. One set of sensors will be located in the wheel tread of the robotic search vehicle providing contact sensor data on regolith composition. Another set of instruments will be housed on the platform of the rover, including VIS-NIR imagers and spectrometers, both for far-field context and near-field characterization of the regolith in the immediate vicinity of the rover. Also included in the sensor suite are a neutron spectrometer, ground-penetrating radar, and an instrumented cone penetrometer for subsurface assessment. Output from these sensors will be evaluated autonomously in real-time by decision-making software to evaluate if any of the targeted resources has been detected, and if so, to quantify their abundance. Algorithms for optimizing the mapping strategy based on target resource abundance and distribution are also included in the autonomous software. This approach emphasizes on-the-fly survey measurements to enable efficient and rapid prospecting of large areas, which will improve the economics of ISRU system approaches. The mature technology will enable autonomous rovers to create in-situ resource maps of lunar or other planetary surfaces, which will facilitate human and robotic exploration.

Dissly, R. W.↗

K-Spin Hamiltonian for Quantum-Resolvable Markov Decision Processes

The Markov decision process is the mathematical formalization underlying the modern field of reinforcement learning when transition and reward functions are unknown. We derive a pseudo-Boolean cost function that is equivalent to a K-spin Hamiltonian representation of the discrete, finite, discounted Markov decision process with infinite horizon. This K-spin Hamiltonian furnishes a starting point from which to solve for an optimal policy using heuristic quantum algorithms such as adiabatic quantum annealing and the quantum approximate optimization algorithm on near-term quantum hardware. In arguing that the variational minimization of our Hamiltonian is approximately equivalent to the Bellman optimality condition for a prevalent class of environments we establish an interesting analogy with classical field theory. Along with proof-of-concept calculations to corroborate our formulation by simulated and quantum annealing against classical Q-Learning, we analyze the scaling of physical resources required to solve our Hamiltonian on quantum hardware.

Hamiltonian↗

Quantum algorithm for electronic band structures with local tight-binding orbitals

While the main thrust of quantum computing research in materials science is to accurately measure the classically intractable electron correlation effects due to Coulomb repulsion, designing optimal quantum algorithms for simpler problems with well-understood solutions is a useful tactic to advance our quantum “toolbox”. With this in mind, we consider the quantum calculation of a periodic system’s single-electron band structure over a path through reciprocal space. Previous efforts have used the Variational Quantum Eigensolver algorithm to solve the energy of each band, which involves numerically optimizing the parameters of a variational quantum circuit to minimize a cost function, constructed as the expectation value of a Hamiltonian operator. Traditionally, a unique Hamiltonian operator is constructed for each k-point, so that many cost functions, each with their own parameter space, must be optimized to generate a single band. Similarly, calculating higher bands than the first has traditionally involved modifying the cost function with additional overlap terms to ensure higher-energy eigenstates are orthogonal to those of lower bands. In this paper, we adopt a direct space approach, using a novel hybrid first/second-quantized qubit mapping which allows us to construct a single Hamiltonian, and a single cost-function, suitable for solving the entire electronic band structure. In contrast to previous approaches, the k-point and the band index are selected by additional parameters in our quantum circuit, rather than through modifications to the cost function. The result is a technically and conceptually simpler approach to band structure calculations on a quantum computer. Moreover, we expect that the tools developed herein will motivate new strategies for tackling highly-correlated materials beyond the grasp of classical computing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Pre-Hardware Optimization of Spacecraft Image Processing Software Algorithms and Hardware Implementation

Spacecraft telemetry rates have steadily increased over the last decade presenting a problem for real-time processing by ground facilities. This paper proposes a solution to a related problem for the Geostationary Operational Environmental Spacecraft (GOES-8) image processing application. Although large super-computer facilities are the obvious heritage solution, they are very costly, making it imperative to seek a feasible alternative engineering solution at a fraction of the cost. The solution is based on a Personal Computer (PC) platform and synergy of optimized software algorithms and re-configurable computing hardware technologies, such as Field Programmable Gate Arrays (FPGA) and Digital Signal Processing (DSP). It has been shown in [1] and [2] that this configuration can provide superior inexpensive performance for a chosen application on the ground station or on-board a spacecraft. However, since this technology is still maturing, intensive pre-hardware steps are necessary to achieve the benefits of hardware implementation. This paper describes these steps for the GOES-8 application, a software project developed using Interactive Data Language (IDL) (Trademark of Research Systems, Inc.) on a Workstation/UNIX platform. The solution involves converting the application to a PC/Windows/RC platform, selected mainly by the availability of low cost, adaptable high-speed RC hardware. In order for the hybrid system to run, the IDL software was modified to account for platform differences. It was interesting to examine the gains and losses in performance on the new platform, as well as unexpected observations before implementing hardware. After substantial pre-hardware optimization steps, the necessity of hardware implementation for bottleneck code in the PC environment became evident and solvable beginning with the methodology described in [1], [2], and implementing a novel methodology for this specific application [6]. The PC-RC interface bandwidth problem for the class of applications with moderate input-output data rates but large intermediate multi-thread data streams has been addressed and mitigated. This opens a new class of satellite image processing applications for bottleneck problems solution using RC technologies. The issue of a science algorithm level of abstraction necessary for RC hardware implementation is also described. Selected Matlab functions already implemented in hardware were investigated for their direct applicability to the GOES-8 application with the intent to create a library of Matlab and IDL RC functions for ongoing work. A complete class of spacecraft image processing applications using embedded re-configurable computing technology to meet real-time requirements, including performance results and comparison with the existing system, is described in this paper.

Kizhner, Semion↗

Massively Parallel Algorithms for Real-Time Wavefront Control of a Dense Adaptive Optics System

In this paper massively parallel algorithms and architectures for real-time wavefront control of a dense adaptive optic system (SELENE) are presented. We have already shown that the computation of a near optimal control algorithm for SELENE can be reduced to the solution of a discrete Poisson equation on a regular domain. Although this represents an optimal computation, due the large size of the system and the high sampling rate requirement, the implementation of this control algorithm poses a computationally challenging problem since it demands a sustained computational throughput of the order of 10 GFlops. We develop a novel algorithm, designated as Fast Invariant Imbedding algorithm, which offers a massive degree of parallelism with simple communication and synchronization requirements. Due to these features, our algorithm is significantly more efficient than other Fast Poisson Solvers for implementation on massively parallel architectures.

massively↗