Search NASA⌕ Search

SEARCH · Search NASA

Results for “Convex underestimators”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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

7 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Differentiable McCormick relaxations

McCormick's classical relaxation technique constructs closed-form convex and concave relaxations of compositions of simple intrinsic functions. These relaxations have several properties which make them useful for lower bounding problems in global optimization: they can be evaluated automatically, accurately, and computationally inexpensively, and they converge rapidly to the relaxed function as the underlying domain is reduced in size. They may also be adapted to yield relaxations of certain implicit functions and differential equation solutions. However, McCormick's relaxations may be nonsmooth, and this nonsmoothness can create theoretical and computational obstacles when relaxations are to be deployed. This article presents a continuously differentiable variant of McCormick's original relaxations in the multivariate McCormick framework of Tsoukalas and Mitsos. Gradients of the new differentiable relaxations may be computed efficiently using the standard forward or reverse modes of automatic differentiation. Furthermore, extensions to differentiable relaxations of implicit functions and solutions of parametric ordinary differential equations are discussed. A C++ implementation based on the library MC++ is described and applied to a case study in nonsmooth nonconvex optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
DOE OSTI2017

On the piecewise convex or concave nature of ground state energy as a function of fractional number of electrons for approximate density functionals

In this paper, we provide a rigorous proof that the Hartree Fock energy, as a function of the fractional electron number, E(N), is piecewise concave. Moreover, for semi-local density functionals, we show that the piecewise convexity of the E(N) curve, as stated in the literature, is not generally true for all fractions. By an analysis based on exchange-only local density approximation and careful examination of the E(N) curve, we find for some systems, there exists a very small concave region, corresponding to adding a small fraction of electrons to the integer system, while the remaining E(N) curve is convex. Several numerical examples are provided as verification. Although the E(N) curve is not convex everywhere in these systems, the previous conclusions on the consequence of the delocalization error in the commonly used density functional approximations, in particular, the underestimation of ionization potential, and the overestimation of electron affinity, and other related issues, remain unchanged. Finally, this suggests that instead of using the term convexity, a modified and more rigorous description for the delocalization error is that the E(N) curve lies below the straight line segment across the neighboring integer points for these approximate functionals.

74 ATOMIC AND MOLECULAR PHYSICS↗
DOE OSTI2021

A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems

We address the bilevel optimization problem of identifying the most critical attacks to an alternating current (AC) power flow network. The upper-level binary maximization problem consists of choosing an attack that is treated as a parameter in the lower-level defender minimization problem. Instances of the lower-level global minimization problem by themselves are NP-hard due to the nonconvex AC power flow constraints, and bilevel solution approaches commonly apply a convex relaxation or approximation to allow for tractable bilevel reformulations at the cost of underestimating some power system vulnerabilities. Our main contribution is to provide an alternative branch-and-bound algorithm whose upper bounding mechanism (in a maximization context) is based on a reformulation that avoids relaxation of the AC power flow constraints in the lower-level defender problem. Lower bounding is provided with semidefinite programming (SDP) relaxed solutions to the lower-level problem. We establish finite termination with guarantees of either a globally optimal solution to the original bilevel problem, or a globally optimal solution to the SDP-relaxed bilevel problem which is included in a vetted list of upper-level attack solutions, at least one of which is a globally optimal solution to the bilevel problem. We demonstrate through computational experiments applied to IEEE case instances both the relevance of our contribution, and the effectiveness of our contributed algorithm for identifying power system vulnerabilities without resorting to convex relaxations of the lower-level problem. We conclude with a discussion of future extensions and improvements.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A method for convex black-box integer global optimization

Here we study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to (sub)gradients of the objective; such information is unavailable when the objective is a blackbox function. Rather, our underestimator uses secant linear functions that interpolate the objective function at previously evaluated points. These linear mappings are shown to underestimate the objective in disconnected portions of the domain. Therefore, the union of these conditional cuts provides a nonconvex underestimator of the objective. We propose an algorithm that alternates between updating the underestimator and evaluating the objective function. We prove that the algorithm converges to a global minimum of the objective function on the feasible set. We present two approaches for representing the underestimator and compare their computational effectiveness. We also compare implementations of our algorithm with existing methods for minimizing functions on a subset of the integer lattice. We discuss the difficulty of this problem class and provide insights into why a computational proof of optimality is challenging even for moderate problem sizes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

RhizoVision Explorer: open-source software for root image analysis and measurement standardization

Abstract Roots are central to the function of natural and agricultural ecosystems by driving plant acquisition of soil resources and influencing the carbon cycle. Root characteristics like length, diameter and volume are critical to measure to understand plant and soil functions. RhizoVision Explorer is an open-source software designed to enable researchers interested in roots by providing an easy-to-use interface, fast image processing and reliable measurements. The default broken roots mode is intended for roots sampled from pots and soil cores, washed and typically scanned on a flatbed scanner, and provides measurements like length, diameter and volume. The optional whole root mode for complete root systems or root crowns provides additional measurements such as angles, root depth and convex hull. Both modes support providing measurements grouped by defined diameter ranges, the inclusion of multiple regions of interest and batch analysis. RhizoVision Explorer was successfully validated against ground truth data using a new copper wire image set. In comparison, the current reference software, the commercial WinRhizo™, drastically underestimated volume when wires of different diameters were in the same image. Additionally, measurements were compared with WinRhizo™ and IJ_Rhizo using a simulated root image set, showing general agreement in software measurements, except for root volume. Finally, scanned root image sets acquired in different labs for the crop, herbaceous and tree species were used to compare results from RhizoVision Explorer with WinRhizo™. The two software showed general agreement, except that WinRhizo™ substantially underestimated root volume relative to RhizoVision Explorer. In the current context of rapidly growing interest in root science, RhizoVision Explorer intends to become a reference software, improve the overall accuracy and replicability of root trait measurements and provide a foundation for collaborative improvement and reliable access to all.

59 BASIC BIOLOGICAL SCIENCES↗
NASA NTRS1986

Transition mixing study

A computer model capable of analyzing the flow field in the transition liner of small gas turbine engines is developed. A FORTRAN code has been assembled from existing codes and physical submodels and used to predict the flow in several test geometries which contain characteristics similar to transition liners, and for which experimental data was available. Comparisons between the predictions and measurements indicate that the code produces qualitative results but that the turbulence models, both K-E and algebraic Reynolds Stress, underestimate the cross-stream diffusion. The code has also been used to perform a numerical experiment to examine the effect of a variety of parameters on the mixing process in transition liners. Comparisons illustrate that geometries with significant curvature show a drift of the jet trajectory toward the convex wall and weaker wake region vortices and decreased penetration for jets located on the convex wall of the liner, when compared to jets located on concave walls. Also shown were the approximate equivalency of angled slots and round holes and a technique by which jet mixing correlations developed for rectangular channels can be used for can geometries.

Reynolds, R.↗