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Results for “Augmented Lagrangian method”

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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1990

The augmented Lagrangian method for parameter estimation in elliptic systems

In this paper a new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

Ito, Kazufumi↗
DOE OSTI2023

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, here we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $\mathscr{O}$(ϵ -3-δ ) , where ϵ > 0 is the expected error of the solution and δ > 0 is a user-defined parameter. If the penalty parameter is chosen to be $\mathscr{O}$(ϵ -1 ), we demonstrate that the result can be improved to $\mathscr{O}$(ϵ -2 ) , which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $\mathscr{O}$(ϵ -1 log(1/ϵ)) complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Application of augmented-Lagrangian methods in meteorology: Comparison of different conjugate-gradient codes for large-scale minimization

A Lagrange multiplier method using techniques developed by Bertsekas (1982) was applied to solving the problem of enforcing simultaneous conservation of the nonlinear integral invariants of the shallow water equations on a limited area domain. This application of nonlinear constrained optimization is of the large dimensional type and the conjugate gradient method was found to be the only computationally viable method for the unconstrained minimization. Several conjugate-gradient codes were tested and compared for increasing accuracy requirements. Robustness and computational efficiency were the principal criteria.

Navon, I. M.↗
DOE OSTI2023

Load Shedding for Voltage Regulation With Probabilistic Agent Compliance

With the increased observability and controllability of distribution systems, the share of behind-the-meter systems is trending upwards rapidly. As a consequence, the impact of human behaviors on system performance can no longer be ignored and should be reflected in the energy management system models. In this paper, we discuss the problem of distribution system voltage control by active power curtailment where the agent compliance of the load curtailment signal is probabilistic. We discuss the modeling of the optimal voltage control problem with probabilistic agent compliance as a chance-constrained optimization problem, its tractable safe approximation using convex restriction, and a scenario-based mixed-integer reformulation as well as the associated solution method based on augmented Lagrangian method. The numerical simulation on IEEE test system validates the effectiveness of the proposed approach in obtaining high-quality feasible load curtailment signal with low computational cost, which makes it a viable tool for real time decision making.

augmented Lagrangian method↗
DOE OSTI2023

Quantum Annealing with Inequality Constraints: The Set Cover Problem

Abstract Quantum annealing is a promising method for solving hard optimization problems by transforming them into quadratic unconstrained binary optimization (QUBO) problems. However, when constraints are involved, particularly multiple inequality constraints, incorporating them into the objective function poses challenges. In this paper, the authors present two novel approaches for solving problems with multiple inequality constraints on a quantum annealer and apply them to the set cover problem (SCP). The first approach uses the augmented Lagrangian method to represent the constraints, while the second approach employs a higher‐order binary optimization (HUBO) formulation. The experiments show that both approaches outperform the standard approach for solving the SCP on the D‐Wave Advantage quantum annealer. The HUBO formulation performs slightly better than the augmented Lagrangian method in solving the SCP, but its scalability in terms of embeddability in the quantum chip is worse. The results demonstrate that the proposed augmented Lagrangian and HUBO methods can successfully implement a large number of inequality constraints, making them applicable to a broad range of constrained problems beyond the SCP.

Djidjev, Hristo N.↗
NASA NTRS1993

Nonrecursive formulations of multibody dynamics and concurrent multiprocessing

Since the late 1980's, research in recursive formulations of multibody dynamics has flourished. Historically, much of this research can be traced to applications of low dimensionality in mechanism and vehicle dynamics. Indeed, there is little doubt that recursive order N methods are the method of choice for this class of systems. This approach has the advantage that a minimal number of coordinates are utilized, parallelism can be induced for certain system topologies, and the method is of order N computational cost for systems of N rigid bodies. Despite the fact that many authors have dismissed redundant coordinate formulations as being of order N(exp 3), and hence less attractive than recursive formulations, we present recent research that demonstrates that at least three distinct classes of redundant, nonrecursive multibody formulations consistently achieve order N computational cost for systems of rigid and/or flexible bodies. These formulations are as follows: (1) the preconditioned range space formulation; (2) penalty methods; and (3) augmented Lagrangian methods for nonlinear multibody dynamics. The first method can be traced to its foundation in equality constrained quadratic optimization, while the last two methods have been studied extensively in the context of coercive variational boundary value problems in computational mechanics. Until recently, however, they have not been investigated in the context of multibody simulation, and present theoretical questions unique to nonlinear dynamics. All of these nonrecursive methods have additional advantages with respect to recursive order N methods: (1) the formalisms retain the highly desirable order N computational cost; (2) the techniques are amenable to concurrent simulation strategies; (3) the approaches do not depend upon system topology to induce concurrency; and (4) the methods can be derived to balance the computational load automatically on concurrent multiprocessors. In addition to the presentation of the fundamental formulations, this paper presents new theoretical results regarding the rate of convergence of order N constraint stabilization schemes associated with the newly introduced class of methods.

Kurdila, Andrew J.↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network incorporating soft and hard knowledge constraints

Neural Networks (NNs) have been widely used in supervised learning due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs (BNNS) could help measure the uncertainty by considering the distributions of the NN model parameters. Besides, domain knowledge is commonly available and could improve the performance of BNNs if it can be appropriately incorporated. In this work, we propose a novel Posterior-Regularized Bayesian Neural Network (PR-BNN) model by incorporating different types of knowledge constraints, such as the soft and hard constraints, as a posterior regularization term. Furthermore, we propose to combine the augmented Lagrangian method and the existing BNN solvers for efficient inference. Furthermore, the experiments in simulation and two case studies about aviation landing prediction and solar energy output prediction have shown the knowledge constraints and the performance improvement of the proposed model over traditional BNNs without the constraints.

14 SOLAR ENERGY↗
DOE OSTI2026

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗
DOE OSTI2024

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability↗
NASA NTRS1998

A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

We give a pattern search adaptation of an augmented Lagrangian method due to Conn, Gould, and Toint. The algorithm proceeds by successive bound constrained minimization of an augmented Lagrangian. In the pattern search adaptation we solve this subproblem approximately using a bound constrained pattern search method. The stopping criterion proposed by Conn, Gould, and Toint for the solution of this subproblem requires explicit knowledge of derivatives. Such information is presumed absent in pattern search methods; however, we show how we can replace this with a stopping criterion based on the pattern size in a way that preserves the convergence properties of the original algorithm. In this way we proceed by successive, inexact, bound constrained minimization without knowing exactly how inexact the minimization is. So far as we know, this is the first provably convergent direct search method for general nonlinear programming.

Lewis, Robert Michael↗
NASA NTRS1994

Numerical methods for multibody systems

This article gives a brief summary of some results obtained by Nasser on modeling and simulation of inequality problems in multibody dynamics. In particular, the augmented Lagrangian method discussed here is applied to a constrained motion problem with impulsive inequality constraints. A fundamental characteristic of the multibody dynamics problem is the lack of global convexity of its Lagrangian. The problem is transformed into a convex analysis problem by localization (piecewise linearization), where the augmented Lagrangian has been successfully used. A model test problem is considered and a set of numerical experiments is presented.

Glowinski, Roland↗
NASA NTRS1983

Finite element methods for nonlinear elastostatic problems in rubber elasticity

A number of finite element methods for the analysis of nonlinear problems in rubber elasticity are outlined. Several different finite element schemes are discussed. These include the augmented Lagrangian method, continuation or incremental loading methods, and associated Riks-type methods which have the capability of incorporating limit point behavior and bifurcations. Algorithms for the analysis of limit point behavior and bifurcations are described and the results of several numerical experiments are presented. In addition, a brief survey of some recent work on modelling contact and friction in elasticity problems is given. These results pertain to the use of new nonlocal and nonlinear friction laws.

Oden, J. T.↗
NASA NTRS1998

The Role of Multiphysics Simulation in Multidisciplinary Analysis

This article describes the applications of the Spectrum(Tm) Solver in Multidisciplinary Analysis (MDA). Spectrum, a multiphysics simulation software based on the finite element method, addresses compressible and incompressible fluid flow, structural, and thermal modeling as well as the interaction between these disciplines. Multiphysics simulation is based on a single computational framework for the modeling of multiple interacting physical phenomena. Interaction constraints are enforced in a fully-coupled manner using the augmented-Lagrangian method. Within the multiphysics framework, the finite element treatment of fluids is based on Galerkin-Least-Squares (GLS) method with discontinuity capturing operators. The arbitrary-Lagrangian-Eulerian method is utilized to account for deformable fluid domains. The finite element treatment of solids and structures is based on the Hu-Washizu variational principle. The multiphysics architecture lends itself naturally to high-performance parallel computing. Aeroelastic, propulsion, thermal management and manufacturing applications are presented.

Rifai, Steven M.↗
DOE OSTI2025

Extended FFT-based micromechanical formulation to consider general non-periodic boundary conditions

Here, this paper presents a new approach for applying non-periodic boundary conditions in the context of FFT-based methods to solve micromechanical problems in heterogeneous solids. The domain of the original problem is extended to satisfy the periodicity requirements at the boundary of the extended domain. The velocity constraint on the boundary of the original domain is replaced by a corresponding constraint on the velocity gradient in the extended volume, and a two-level augmented Lagrangian method is used to enforce the constraint. The proposed method is implemented as an extension of the large-strain elasto-viscoplastic FFT-based (LS-EVPFFT) model of Zecevic et al. (2022). The proposed method is verified in the cases of fully imposed velocity boundary conditions and mixed velocity/traction-free boundary conditions. The accuracy and convergence of the method are studied next, followed by applications to bending and indentation of polycrystals that illustrate the extended capabilities of the proposed formulation.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Stress‐constrained topology optimization of structures subjected to nonproportional loading

Abstract This work considers the topology optimization of hyperelastic structures for maximum stiffness (minimum compliance) subject to constraints on their volume and maximum stress. In contrast to almost all previous works, we subject the structures to nonproportional loading, wherein the maximum stress does not necessarily occur at the final load step. As such, the stress is constrained at each load step. The augmented Lagrangian method is used to formulate the optimization problem with its many constraints. In numerical examples, we investigate different load trajectories for the same terminal load and compare the optimized designs and their performances. The results show the importance of considering the entire load trajectory as the load history significantly influences the optimized designs.

42 ENGINEERING↗
DOE OSTI2024

Pressure stability in explicitly coupled simulations of poromechanics with application to CO 2 sequestration

We study in detail the pressure stabilizing effects of the non-iterated fixed-stress splitting in poromechanical problems which are nearly undrained and incompressible. When applied in conjunction with a spatial discretization which does not satisfy the discrete inf–sup condition, namely a mixed piecewise linear–piecewise constant spatial discretization, the explicit fixed-stress scheme can have a pressure stabilizing effect in transient problems. This effect disappears, however, upon time step refinement or the attainment of steady state. The interpretation of the scheme as an Augmented Lagrangian method similar to Uzawa iteration for incompressible flow helps explain these results. Moreover, due to the slowly evolving solution within undrained seal regions, we show that the explicit fixed-stress scheme requires very large time steps to reveal its pressure stabilizing effect in examples of geologic CO 2 sequestration. We note that large time steps can result in large errors in drained regions, such as the aquifer or reservoir regions of these examples, and can prevent convergence of nonlinear solvers in the case of multiphase flows, which can make the explicit scheme an unreliable source of pressure stabilization. We conclude by demonstrating that pressure jump stabilization is as effective in the explicit fixed-stress setting as in the fully implicit setting for undrained problems, while maintaining the stability and convergence of the fixed-stress split for drained problems.

58 GEOSCIENCES↗
DOE OSTI2023

Nonlinear, real-time optimization for actuator management in tokamaks

Experiments in DIII-D have been carried out to test a novel actuator management approach in tokamaks. Here, the actuator management scheme is posed as a nonlinear-optimization problem in which the actuator commands are calculated in real time according to the changing control priorities, plasma state, and actuator availability. Such optimization problem is solved using the augmented Lagrangian method, combined with a gradient projection method and a conjugate-gradient iteration algorithm. The algorithmic approach followed in this work does not depend on the particular control objectives or actuators considered, which facilitates its integration with other independently-designed control components within a plasma-control system. In addition, the actuator-management algorithm is able to handle the optimization problem in a computationally efficient manner, making it suitable for real-time implementations. Initial DIII-D results in the steady-state high-q min scenario have demonstrated the capabilities of the actuator manager to perform both simultaneous multiple mission and repurposing sharing, which will be required in ITER.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗