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Results for “Convergence guarantee”

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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees

Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either parametric likelihoods, or regularized regression/pseudolikelihoods, with the latter having the distinct advantage that they do not explicitly assume Gaussianity. As none of the popular methods proposed for solving pseudolikelihood-based objective functions have provable convergence guarantees, it is not clear whether corresponding estimators exist or are even computable, or if they actually yield correct partial correlation graphs. We propose a new pseudolikelihood-based graphical model selection method that aims to overcome some of the shortcomings of current methods, but at the same time retain all their respective strengths. In particular, we introduce a novel framework that leads to a convex formulation of the partial covariance regression graph problem, resulting in an objective function comprised of quadratic forms. The objective is then optimized via a coordinate wise approach. The specific functional form of the objective function facilitates rigorous convergence analysis leading to convergence guarantees; an important property that cannot be established by using standard results, when the dimension is larger than the sample size, as is often the case in high dimensional applications. These convergence guarantees ensure that estimators are well defined under very general conditions and are always computable. In addition, the approach yields estimators that have good large sample properties and also respect symmetry. Furthermore, application to simulated and real data, timing comparisons and numerical convergence is demonstrated. We also present a novel unifying framework that places all graphical pseudolikelihood methods as special cases of a more general formulation, leading to important insights.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Scalable Plug-and-Play ADMM with Convergence Guarantees

Plug-and-play priors (PnP) is a broadly applicable methodology for solving inverse problems by exploiting statistical priors specified as denoisers. Recent work has reported the state-of-the-art performance of PnP algorithms using pre-trained deep neural nets as denoisers in a number of imaging applications. However, current PnP algorithms are impractical in large-scale settings due to their heavy computational and memory requirements. This work addresses this issue by proposing an incremental variant of the widely used PnP-ADMM algorithm, making it scalable to problems involving a large number measurements. Here, we theoretically analyze the convergence of the algorithm under a set of explicit assumptions, extending recent theoretical results in the area. Additionally, we show the effectiveness of our algorithm with nonsmooth data-fidelity terms and deep neural net priors, its fast convergence compared to existing PnP algorithms, and its scalability in terms of speed and memory.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Hierarchical Network Partitioning for Solution of Potential-Driven, Steady-State Nonlinear Network Flow Equations

The solution of potential-driven steady-state flow in large networks is a task which manifests in various engineering applications, such as transport of natural gas or water through pipeline networks. The resultant system of nonlinear equations depends on the network topology, and in general, there is no numerical algorithm that offers guaranteed convergence to the solution (assuming a solution exists). Some methods offer guarantees in cases where the network topology satisfies certain assumptions, but these methods fail for larger networks. On the other hand, the Newton-Raphson algorithm offers a convergence guarantee if the starting point lies close to the (unknown) solution. It would be advantageous to compute the solution of the large nonlinear system through the solution of smaller nonlinear sub-systems wherein the solution algorithms (Newton-Raphson or otherwise) are more likely to succeed. Here, this letter proposes and describes such a procedure, a hierarchical network partitioning algorithm that enables the solution of large nonlinear systems corresponding to potential-driven steady-state network flow equations.

42 ENGINEERING↗
DOE OSTI2019

A self-correcting variable-metric algorithm framework for nonsmooth optimization

Abstract An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable metric in that, in each iteration, a step is computed using a symmetric positive-definite matrix whose value is updated as in a quasi-Newton scheme. However, unlike previously proposed variable-metric algorithms for minimizing nonsmooth functions, the framework exploits self-correcting properties made possible through Broyden–Fletcher–Goldfarb–Shanno-type updating. In so doing, the framework does not overly restrict the manner in which the step computation matrices are updated, yet the scheme is controlled well enough that global convergence guarantees can be established. The results of numerical experiments for a few algorithms are presented to demonstrate the self-correcting behaviours that are guaranteed by the framework.

Mathematics↗
DOE OSTI2025

Fair Concurrent Training of Multiple Models in Federated Learning

Federated learning (FL) enables collaborative learning across multiple clients. In most FL work, all clients train a single learning task. However, the recent proliferation of FL applications may increasingly require multiple FL tasks to be trained simultaneously, sharing clients’ computing resources, which we call Multiple-Model Federated Learning (MMFL). Current MMFL algorithms use naïve average-based client-task allocation schemes that often lead to unfair performance when FL tasks have heterogeneous difficulty levels, as the more difficult tasks may need more client participation to train effectively. Furthermore, in the MMFL setting, we face a further challenge that some clients may prefer training specific tasks to others, and may not even be willing to train other tasks, e.g., due to high computational costs, which may exacerbate unfairness in training outcomes across tasks. We address both challenges by firstly designing FedFairMMFL, a difficulty-aware algorithm that dynamically allocates clients to tasks in each training round, based on the tasks’ current performance levels. We provide guarantees on the resulting task fairness and FedFairMMFL’s convergence rate. We then propose novel auction designs that incentivizes clients to train multiple tasks, so as to fairly distribute clients’ training efforts across the tasks, and extend our convergence guarantees to this setting. Here, we finally evaluate our algorithm with multiple sets of learning tasks on real world datasets, showing that our algorithm improves fairness by improving the final model accuracy and convergence speed of the worst performing tasks, while maintaining the average accuracy across tasks.

Federated learning↗
DOE OSTI2021

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Nonlinear convergence in contact mechanics: Immersed boundary finite volume

In this report we present an immersed boundary finite volume (IBM) method for simulating quasistatic contact mechanics of linearly elastic domains at small strains. In IBM, all external boundaries and internal contacts of an object are represented by embedded surfaces inside a Cartesian mesh, which need not conform to the grid lines. The contact constraints consist of the non-penetrability condition and Coulomb’s friction law, which are discretized using special interpolation stencils and enforced via penalty parameters. The resulting nonlinear system depends on displacement unknowns only. To solve it, we use the Newton method but find that it diverges frequently. To understand the divergence pattern, we analyze a simplified 2-cell problem and show that the global convergence of Newton cannot be ensured for any choice of penalty parameters. We thus propose a modified Newton solver, which guarantees convergence for the 2-cell problem and is numerically verified to converge for all the challenging simulations considered herein. While both 1 st - and 2 nd -order variants of IBM, in displacement unknowns, are proposed, the modified Newton solver applies only to the 1 st -order variant.

42 ENGINEERING↗
NASA NTRS1992

Discrete time learning control in nonlinear systems

In this paper digital learning control methods are developed primarily for use in single-input, single-output nonlinear dynamic systems. Conditions for convergence of the basic form of learning control based on integral control concepts are given, and shown to be satisfied by a large class of nonlinear problems. It is shown that it is not the gross nonlinearities of the differential equations that matter in the convergence, but rather the much smaller nonlinearities that can manifest themselves during the short time interval of one sample time. New algorithms are developed that eliminate restrictions on the size of the learning gain, and on knowledge of the appropriate sign of the learning gain, for convergence to zero error in tracking a feasible desired output trajectory. It is shown that one of the new algorithms can give guaranteed convergence in the presence of actuator saturation constraints, and indicate when the requested trajectory is beyond the actuator capabilities.

Longman, Richard W.↗
NASA NTRS1988

Semi-discrete approximations to nonlinear systems of conservation laws; consistency and L(infinity)-stability imply convergence

A convergence theory for semi-discrete approximations to nonlinear systems of conservation laws is developed. It is shown, by a series of scalar counter-examples, that consistency with the conservation law alone does not guarantee convergence. Instead, a notion of consistency which takes into account both the conservation law and its augmenting entropy condition is introduced. In this context it is concluded that consistency and L(infinity)-stability guarantee for a relevant class of admissible entropy functions, that their entropy production rate belongs to a compact subset of H(loc)sup -1 (x,t). One can now use compensated compactness arguments in order to turn this conclusion into a convergence proof. The current state of the art for these arguments includes the scalar and a wide class of 2 x 2 systems of conservation laws. The general framework of the vanishing viscosity method is studied as an effective way to meet the consistency and L(infinity)-stability requirements. How this method is utilized to enforce consistency and stability for scalar conservation laws is shown. In this context we prove, under the appropriate assumptions, the convergence of finite difference approximations (e.g., the high resolution TVD and UNO methods), finite element approximations (e.g., the Streamline-Diffusion methods) and spectral and pseudospectral approximations (e.g., the Spectral Viscosity methods).

Tadmor, Eitan↗
NASA NTRS1993

A homotopy algorithm for digital optimal projection control GASD-HADOC

The linear-quadratic-gaussian (LQG) compensator was developed to facilitate the design of control laws for multi-input, multi-output (MIMO) systems. The compensator is computed by solving two algebraic equations for which standard closed-loop solutions exist. Unfortunately, the minimal dimension of an LQG compensator is almost always equal to the dimension of the plant and can thus often violate practical implementation constraints on controller order. This deficiency is especially highlighted when considering control-design for high-order systems such as flexible space structures. This deficiency motivated the development of techniques that enable the design of optimal controllers whose dimension is less than that of the design plant. A homotopy approach based on the optimal projection equations that characterize the necessary conditions for optimal reduced-order control. Homotopy algorithms have global convergence properties and hence do not require that the initializing reduced-order controller be close to the optimal reduced-order controller to guarantee convergence. However, the homotopy algorithm previously developed for solving the optimal projection equations has sublinear convergence properties and the convergence slows at higher authority levels and may fail. A new homotopy algorithm for synthesizing optimal reduced-order controllers for discrete-time systems is described. Unlike the previous homotopy approach, the new algorithm is a gradient-based, parameter optimization formulation and was implemented in MATLAB. The results reported may offer the foundation for a reliable approach to optimal, reduced-order controller design.

Collins, Emmanuel G., Jr.↗
NASA NTRS2010

Uncertainties Associated with Theoretically Calculated N2-Broadened Half-Widths of H2O Lines

With different choices of the cut-offs used in theoretical calculations, we have carried out extensive numerical calculations of the N2-broadend Lorentzian half-widths of the H2O lines using the modified Robert-Bonamy formalism. Based on these results, we are able to thoroughly check for convergence. We find that, with the low-order cut-offs commonly used in the literature, one is able to obtain converged values only for lines with large half-widths. Conversely, for lines with small half-widths, much higher cut-offs are necessary to guarantee convergence. We also analyse the uncertainties associated with calculated half-widths, and these are correlated as above. In general, the smaller the half-widths, the poorer the convergence and the larger the uncertainty associated with them. For convenience, one can divide all H2O lines into three categories, large, intermediate, and small, according to their half-width values. One can use this division to judge whether the calculated half-widths are converged or not, based on the cut-offs used, and also to estimate how large their uncertainties are. We conclude that with the current Robert- Bonamy formalism, for lines in category lone can achieve the accuracy requirement set by HITRAN, whereas for lines in category 3, it 'is impossible to meet this goal.

Ma, Q.↗
DOE OSTI2026

Adaptive Model-Free Vehicle Path-Tracking via Fast-Converging Prescribed-Time Newton-Based Extremum-Seeking Control

Model-free control (MFC) offers a simple and effective approach to automated vehicle path-tracking without requiring an explicit plant model for control law design. However, gain tuning in MFC is typically carried out through trial-and-error, which can be time-consuming and may lead to suboptimal performance. To address this limitation, extremum-seeking-based adaptive MFC has shown promise by enabling real-time adaptation of control gains, without relying on a predefined vehicle model. Nonetheless, existing ESC approaches often suffer from slow convergence. This paper integrates MFC, employing longitudinal and lateral ultra-local models of a rear-wheel-drive vehicle, with a novel prescribed-time (PT) Newton-based extremum-seeking control (ESC) strategy that ensures rapid convergence of control gains within the prescribed time. Unlike conventional gradient-based ESC methods, the PT Newton-based ESC leverages artificial delays and time-periodic gains, not only to guarantee convergence within the specified time, but also to compensate for feedback delays. Simulation results demonstrate that the proposed approach significantly improves gain adaptation speed and tracking accuracy. This work advances adaptive model-free vehicle control by offering a high-performance, delay-resilient alternative to existing ESCMFC frameworks.

Waleed khan, Muhammad [The University of Texas at ↗
NASA NTRS1989

Editing wild points in isolation - Fast agreement for reliable systems (Preliminary version)

Consideration is given to the intuitively appealing notion of discarding sensor values which are strongly suspected of being erroneous in a modified approximate agreement protocol. Approximate agreement with editing imposes a time bound upon the convergence of the protocol - no such bound was possible for the original approximate agreement protocol. This new approach is potentially useful in the construction of asynchronous fault tolerant systems. The main result is that a wild-point replacement technique called t-worst editing can be shown to guarantee convergence of the approximate agreement protocol to a valid agreement value. Results are presented for a four-processor synchronous system in which a single processor may be faulty.

Kearns, Phil↗
DOE OSTI2017

Spectral partitioning with blends of eigenvectors

We report many common methods for data analysis rely on linear algebra. We provide new results connecting data analysis error to numerical accuracy in the context of spectral graph partitioning. We provide pointwise convergence guarantees so that spectral blends (linear combinations of eigenvectors) can be employed to solve data analysis problems with confidence in their accuracy. We apply this theory to an accessible model problem, the ring of cliques, by deriving the relevant eigenpairs and finding necessary and sufficient solver tolerances. Analysis of the ring of cliques provides an upper bound on eigensolver tolerances for graph partitioning problems. These results bridge the gap between linear algebra based data analysis methods and the convergence theory of iterative approximation methods. These results explain how the combinatorial structure of a problem can be recovered much faster than numerically accurate solutions to the associated linear algebra problem.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2001

Modeling and Analysis of Wrinkled Membranes: An Overview

Thin-film membranes are basic elements of a variety of space inflatable/deployable structures. Wrinkling degrades the performance and reliability of these membrane structures, and hence has been a topic of continued interest. Wrinkling analysis of membranes for general geometry and arbitrary boundary conditions is quite challenging. The objective of this presentation is two-fold. Firstly, the existing models of wrinkled membranes and related numerical solution methods are reviewed. The important issues to be discussed are the capability of a membrane model to characterize taut, wrinkled and slack states of membranes in a consistent and physically reasonable manner; the ability of a wrinkling analysis method to predict the formation and growth of wrinkled regions, and to determine out-of-plane deformation and wrinkled waves; the convergence of a numerical solution method for wrinkling analysis; and the compatibility of a wrinkling analysis with general-purpose finite element codes. According to this review, several opening issues in modeling and analysis of wrinkled membranes that are to be addressed in future research are summarized, The second objective of this presentation is to discuss a newly developed membrane model of two viable parameters (2-VP model) and associated parametric finite element method (PFEM) for wrinkling analysis are introduced. The innovations and advantages of the proposed membrane model and PFEM-based wrinkling analysis are: (1) Via a unified stress-strain relation; the 2-VP model treat the taut, wrinkled, and slack states of membranes consistently; (2) The PFEM-based wrinkling analysis has guaranteed convergence; (3) The 2-VP model along with PFEM is capable of predicting membrane out-of-plane deformations; and (4) The PFEM can be integrated into any existing finite element code. Preliminary numerical examples are also included in this presentation to demonstrate the 2-VP model and PFEM-based wrinkling analysis approach.

Yang, B.↗
DOE OSTI2026

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗
DOE OSTI2021

Contingency Analysis Based on Partitioned and Parallel Holomorphic Embedding

In the steady-state contingency analysis, the traditional Newton-Raphson method suffers from non-convergence issues when solving post-outage power flow problems, which hinders the integrity and accuracy of security assessment. In this paper, we propose a novel robust contingency analysis approach based on holomorphic embedding (HE). Here, the HE-based simulator provides theoretical convergence guarantee, which is desirable because it avoids the influence of numerical issues and provides a credible security assessment conclusion. In addition, based on the multi-area characteristics of real-world power systems, a partitioned HE (PHE) method is proposed with an interfacebased partitioning of HE formulation. The PHE method does not undermine the numerical robustness of HE and significantly reduces the computation burden in large-scale contingency analysis. The PHE method is further enhanced by parallel or distributed computation to become parallel PHE (P2HE). Tests on a 458-bus system, a synthetic 419-bus system and a large-scale 21447-bus system demonstrate the advantages of the proposed methods in robustness and efficiency.

42 ENGINEERING↗