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At least 19 records

Inexact Newton-CG algorithms with complexity guarantees

Abstract We consider variants of a recently developed Newton-CG algorithm for nonconvex problems (Royer, C. W. & Wright, S. J. (2018) Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization. SIAM J. Optim., 28, 1448–1477) in which inexact estimates of the gradient and the Hessian information are used for various steps. Under certain conditions on the inexactness measures, we derive iteration complexity bounds for achieving $\epsilon $-approximate second-order optimality that match best-known lower bounds. Our inexactness condition on the gradient is adaptive, allowing for crude accuracy in regions with large gradients. We describe two variants of our approach, one in which the step size along the computed search direction is chosen adaptively, and another in which the step size is pre-defined. To obtain second-order optimality, our algorithms will make use of a negative curvature direction on some steps. These directions can be obtained, with high probability, using the randomized Lanczos algorithm. In this sense, all of our results hold with high probability over the run of the algorithm. We evaluate the performance of our proposed algorithms empirically on several machine learning models. Our approach is a first attempt to introduce inexact Hessian and/or gradient information into the Newton-CG algorithm of Royer & Wright (2018, Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization. SIAM J. Optim., 28, 1448–1477).

Mathematics↗

Analysis of the SiMPL Method for Density-Based Topology Optimization

We present a rigorous convergence analysis of a new method for density-based topology optimization that provides pointwise bound-preserving design updates and faster convergence than other popular first-order topology optimization methods. Due to its strong bound preservation, the method is exceptionally robust, as demonstrated in numerous examples here and in the companion article [D. Kim et al., Struct. Multidiscip. Optim., 68 (2025), 74]. Furthermore, it is easy to implement with clear structure and analytical expressions for the updates. Our analysis covers two versions of the method, characterized by the employed line search strategies. We consider a modified Armijo backtracking line search and a Bregman backtracking line search. For both line search algorithms, our algorithm delivers a strict monotone decrease in the objective function and further intuitive convergence properties, e.g., strong and pointwise convergence of the density variables on the active sets, norm convergence to zero of the increments, convergence of the Lagrange multipliers, and more. In addition, the numerical experiments demonstrate apparent mesh-independent convergence of the algorithm. Here, we refer to the new algorithm as the SiMPL method (pronounced “simple”), which stands for Sigmoidal Mirror descent with a Projected Latent variable.

97 MATHEMATICS AND COMPUTING↗

Compact representations of structured BFGS matrices

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, recent structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. Here, this article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described for which extensive numerical results demonstrate the efficacy of the algorithms, including comparisons to IPOPT on large machine learning problems, and to L-BFGS on a real world large scale ptychographic imaging application.

97 MATHEMATICS AND COMPUTING↗

A simple introduction to the SiMPL method for density-based topology optimization

We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as “the simple method”) optimizes a design using only first-order derivative information of the objective function. The bound constraints on the density field are enforced with the help of the (negative) Fermi–Dirac entropy, which is also used to define a non-symmetric distance function called a Bregman divergence on the set of admissible designs. This Bregman divergence leads to a simple update rule that is further simplified with the help of a so-called latent variable. Because the SiMPL method involves discretizing the latent variable, it produces a sequence of pointwise-feasible iterates, even when high-order finite elements are used in the discretization. Numerical experiments demonstrate that the method outperforms other popular first-order optimization algorithms. In conclusion, to outline the general applicability of the technique, we include examples with (self-load) compliance minimization and compliant mechanism optimization problems.

Calculus of Variations and Optimization↗

Geometry-independent microstructure optimization for electron beam powder bed fusion additive manufacturing

The ability to manipulate the formation of microstructure is one of the potential advantages of additive manufacturing. Yet, the additive manufacturing process is riddled with complex interactions between processing parameters, geometry, and spot melting sequence which makes the task of controlling microstructure challenging. This paper proposes a method to solve the microstructure texture optimization problem by leveraging established optimization techniques and increasingly fast and accurate analytical heat transfer models. Respectively, we apply two different optimization algorithms, genetic algorithm and concurrent greedy line search, in order to induce arbitrarily shaped microstructure regions and we use a heat transfer model to evaluate the fitness of solutions in an iterative approach that is far more efficient than pure trial and error. The objective of the optimization algorithm is to control local thermal conditions – hence microstructure formation – during the melting process by manipulating the order and the dwell time of all the points of the infill pattern sequence. We then analyze the optimized sequence to determine important path characteristics that affect the microstructure formation. Through examples, we show that relative order and frequency, as measured by weighted average and variance of spot order, are important factors that influence the final characteristics.

36 MATERIALS SCIENCE↗

Pseudospectral convex optimization for on-ramp merging control of connected vehicles

It can be a daunting task for human drivers to merge into highways because of the intricate vehicle negotiations and potential risk within limited time and space. Connected vehicle (CV) technologies could be a solution to this problem and offer many benefits to the road safety, traffic mobility, and energy efficiency. However, real-time optimal control of CVs is still an open challenge, due to the nonlinear vehicle dynamics, non-convex fuel consumption model, and highly dynamic uncertain inter-vehicle interactions. To tackle these issues, a novel real-time optimal control approach that balances the computational efficiency and solution optimality is proposed for the purpose of onboard application. To this end, the pseudospectral collocation method is integrated with a sequential convex programming approach to develop two new optimization algorithms, which are implemented within a model predictive control (MPC) framework to allow for real-time generation of optimal merging speed profiles. One algorithm leverages the line search technique to improve convergence, and the other benefits from the trust region method for better computational efficiency. The optimality and convergence process of both proposed algorithms are investigated by comparing their solutions with a popular non-linear solver. Furthermore, simulation results show that the proposed methods outperform the benchmark in terms of computational cost, fuel consumption, and traffic efficiency. In particular, the proposed fuel-economy merging rule can save 57.1% fuel consumption on average on four different traffic volumes. Meanwhile, the proposed optimal control algorithms can reduce 2.2% travel time on average comparing to the “first-in-first-out” merging rule.

33 ADVANCED PROPULSION SYSTEMS↗

A memory-distributed quasi-Newton solver for nonlinear programming problems with a small number of general constraints

We approach the problem of parallelizing state-of-the-art nonlinear programming optimization algorithms.Specifically, we focus on parallelizing quasi-Newton interior-point methods that use limited-memory secant Hessian approximations. Such interior-point methods are known to have better convergence properties and to be more effective on large-scale problems than gradient-based and derivative-free optimization algorithms. We target nonlinear and potentially nonconvex optimization problems with an arbitrary number of bound constraints and a small number of general equality and inequality constraints on the optimization variables. These problems occur for example in the form of optimal control, optimal design, and inverse problems governed by ordinary or partial differential equations, whenever they are expressed in a “reduced-space” optimization approach. We introduce and analyze the time and space complexity of a decomposition method for solving the quasi-Newton linear systems that leverages the fact that the quasi-Newton Hessian matrix has a small number of dense blocks that border a low-rank update of a diagonal matrix. This enables an efficient parallelization on memory-distributed computers of the iterations of the optimization algorithm, a state-of-the-art filter line-search interior-point algorithm by Wächter et. al. We illustrate the efficiency of the proposed method by solving structural topology optimization problems on up to 4608 cores on a parallel machine.

97 MATHEMATICS AND COMPUTING↗

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗

Detecting rare neutral atomic-carbon absorbers with a deep neural network

ABSTRACT C i absorbers play an important role as indicators for exploring the presence of cold gas in the interstellar medium of galaxies. However, the current data base of C i absorbers is very limited due to their weak absorption feature and rarity. Here, we report results from a search of C i λλ1560, 1656 absorption lines using Mg ii absorbers as signposts with modified deep learning algorithms, which provides a very quick way to search for weak C i absorber candidates. A total of 107 C i absorbers were detected, which nearly doubles the size of previously known samples. In addition, we found 17 C i absorbers to be associated with 2175 Å dust absorbers (2DAs), i.e. about 16 per cent C i absorbers are associated with 2DAs. Comparing the average dust depletion patterns of C i absorbers with those of damped Lyman α absorbers (DLAs), Mg ii absorbers, Ca ii absorbers, and 2175 Å dust absorbers (2DAs) shows that C i absorbers generally have environments with more dust than DLAs, Mg ii, and Ca ii absorbers, but similar to dust in 2DAs. Similarity between the dust depletion pattern of C i absorbers to that of the warm disc in the Milky Way indicates that C i absorption clouds are possibly associated with disc components in distant galaxies. Therefore, C i absorbers are confirmed to be excellent probes to trace cold gas and dust in the Universe.

Ge, Jian↗

Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.

97 MATHEMATICS AND COMPUTING↗

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗

Force-Free Identification of Minimum-Energy Pathways and Transition States for Stochastic Electronic Structure Theories

Here, the accurate mapping of potential energy surfaces (PESs) is crucial to our understanding of the numerous physical and chemical processes mediated by atomic rearrangements, such as conformational changes and chemical reactions, and the thermodynamic and kinetic feasibility of these processes. Stochastic electronic structure theories, e.g., Quantum Monte Carlo (QMC) methods, enable highly accurate total energy calculations that in principle can be used to construct the PES. However, their stochastic nature poses a challenge to the computation and use of forces and Hessians, which are typically required in algorithms for minimum-energy pathway (MEP) and transition state (TS) identification, such as the nudged elastic band (NEB) algorithm and its climbing image formulation. Here, we present strategies that utilize the surrogate Hessian line-search method, previously developed for QMC structural optimization, to efficiently identify MEP and TS structures without requiring force calculations at the level of the stochastic electronic structure theory. By modifying the surrogate Hessian algorithm to operate in path-orthogonal subspaces and at saddle points, we show that it is possible to identify MEPs and TSs by using a force-free QMC approach. We demonstrate these strategies via two examples, the inversion of the ammonia (NH 3 ) molecule and the nucleophilic substitution (S N 2) reaction F – + CH 3 F → FCH 3 + F – . We validate our results using Density Functional Theory (DFT)- and Coupled Cluster (CCSD, CCSD(T))-based NEB calculations. We then introduce a hybrid DFT-QMC approach to compute thermodynamic and kinetic quantities, free energy differences, rate constants, and equilibrium constants that incorporates stochastically optimized structures and their energies, and show that this scheme improves upon DFT accuracy. Our methods generalize straightforwardly to other systems and other high-accuracy theories that similarly face challenges computing energy gradients, paving the way for highly accurate PES mapping, transition state determination, and thermodynamic and kinetic calculations at significantly reduced computational expense.

Iyer, Gopal R.↗

Efficient optimization method for finding minimum energy paths of magnetic transitions

Here, efficient algorithms for the calculation of minimum energy paths of magnetic transitions are implemented within the geodesic nudged elastic band (GNEB) approach. While an objective function is not available for GNEB and a traditional line search can, therefore, not be performed, the use of limited memory Broyden–Fletcher–Goldfarb–Shanno (LBFGS) and conjugate gradient algorithms in conjunction with orthogonal spin optimization (OSO) approach is shown to greatly outperform the previously used velocity projection and dissipative Landau–Lifschitz dynamics optimization methods. The implementation makes use of energy weighted springs for the distribution of the discretization points along the path and this is found to improve performance significantly. The various methods are applied to several test problems using a Heisenberg-type Hamiltonian, extended in some cases to include Dzyaloshinskii–Moriya and exchange interactions beyond nearest neighbours. Minimum energy paths are found for magnetization reversals in a nano-island, collapse of skyrmions in two-dimensional layers and annihilation of a chiral bobber near the surface of a three-dimensional magnet. The LBFGS-OSO method is found to outperform the dynamics based approaches by up to a factor of 8 in some cases.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

via machinae : Searching for stellar streams using unsupervised machine learning

ABSTRACT We develop a new machine learning algorithm, via machinae, to identify cold stellar streams in data from the Gaia telescope. via machinae is based on ANODE, a general method that uses conditional density estimation and sideband interpolation to detect local overdensities in the data in a model agnostic way. By applying ANODE to the positions, proper motions, and photometry of stars observed by Gaia, via machinae obtains a collection of those stars deemed most likely to belong to a stellar stream. We further apply an automated line-finding method based on the Hough transform to search for line-like features in patches of the sky. In this paper, we describe the via machinae algorithm in detail and demonstrate our approach on the prominent stream GD-1. Though some parts of the algorithm are tuned to increase sensitivity to cold streams, the via machinae technique itself does not rely on astrophysical assumptions, such as the potential of the Milky Way or stellar isochrones. This flexibility suggests that it may have further applications in identifying other anomalous structures within the Gaia data set, for example debris flow and globular clusters.

79 ASTRONOMY AND ASTROPHYSICS↗

Detection of Anomalies in Gamma Background Radiation Data with K-Means and Self-Organizing Map Clustering Algorithms (Consortium on Nuclear Security Technologies (CONNECT) Q1 Report)

Environmental screening of gamma radiation consists of detecting weak nuisance and anomaly signal in the presence of strong and highly varying background. In a typical scenario, a mobile detector-spectrometer continuously measures gamma radiation spectra in short, e.g., one-second, signal acquisition intervals. The measurement data is a 2D matrix, where one dimension is gamma ray energy, and the other dimension is the number of measurements or total time. In principle, gamma radiation sources can be detected and identified from the measured data by their unique spectral lines. Detecting sources from data measured in a search scenario is difficult due to the highly varying background because of naturally occurring radioactive material (NORM), and low signal-to-noise ratio (S/N) of spectral signal measured during one-second acquisition intervals. The objective of this work is to explore unsupervised machine learning (ML) algorithms for detection and identification of weak nuisances and anomalies events in the presence of highly fluctuating background. The challenge is that spectral lines of isotopes are difficult to observe in one-second measurements. Averaging over the entire measurement campaign data set reveals spectral lines of most common background isotopes. Spectral lines of orphan sources, which might appear only in a few measurements during the campaign, will be washed out if averaging is performed over the entire measurement data set. The approach we have explored consists of extracting one-second measurements containing weak spectral features through data clustering. Averaging one-second spectra in a cluster should reveal the presence of anomaly sources. We created two ML models using K-means clustering and Neural Network Self-organizing Map (SOM). Performance of these ML models was benchmarked using search data. One data set contained 137 Cs source, and another dataset contained 131 I source.

61 RADIATION PROTECTION AND DOSIMETRY↗

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

Multi-genome Phage Annotation Toolkit and Evaluator

Summary: To address the need for improved tools for annotation and comparative genomics of bacteriophage genomes, we developed multiPhATE2. As an extension of the multiPhATE code, multiPhATE2 includes comparative genomics codes for gene matching among sets of input bacteriophage genomes, and scales well to large input data sets due to incorporation of multiprocessing in the functional annotation and comparative genomics subsystems. Furthermore, additional search algorithms and databases have been added to the functional annotation subsystem. MultiPhATE2 was implemented in Python 3.7, and runs as a command-line code under Linux or MAC-OS.

Kimbrel, JeffreyA.↗

Galaxy and Mass Assembly: A Comparison between Galaxy–Galaxy Lens Searches in KiDS/GAMA

Strong gravitational lenses are a rare and instructive type of astronomical object. Identification has long relied on serendipity, but different strategies—such as mixed spectroscopy of multiple galaxies along the line of sight, machine-learning algorithms, and citizen science—have been employed to identify these objects as new imaging surveys become available. We report on the comparison between spectroscopic, machine-learning, and citizen-science identification of galaxy–galaxy lens candidates from independently constructed lens catalogs in the common survey area of the equatorial fields of the Galaxy and Mass Assembly survey. In these, we have the opportunity to compare high completeness spectroscopic identifications against high-fidelity imaging from the Kilo Degree Survey used for both machine-learning and citizen-science lens searches. We find that the three methods—spectroscopy, machine learning, and citizen science—identify 47, 47, and 13 candidates, respectively, in the 180 square degrees surveyed. These identifications barely overlap, with only two identified by both citizen science and machine learning. We have traced this discrepancy to inherent differences in the selection functions of each of the three methods, either within their parent samples (i.e., citizen science focuses on low redshift) or inherent to the method (i.e., machine learning is limited by its training sample and prefers well-separated features, while spectroscopy requires sufficient flux from lensed features to lie within the fiber). These differences manifest as separate samples in estimated Einstein radius, lens stellar mass, and lens redshift. The combined sample implies a lens candidate sky density of ∼0.59 deg{sup −2} and can inform the construction of a training set spanning a wider mass–redshift space. A combined approach and refinement of automated searches would result in a more complete sample of galaxy–galaxy lens candidates for future surveys.

79 ASTRONOMY AND ASTROPHYSICS↗