Search NASA⌕ Search

SEARCH · Search NASA

Results for “Newton algorithm”

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.

At least 19 records

A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information

We present a structured quasi-Newton algorithm for unconstrained optimization problems that have unavailable second-order derivatives or Hessian terms. We provide a formal derivation of the well-known Broyden--Fletcher--Goldfarb--Shanno (BFGS) secant update formula that approximates only the missing Hessian terms, and we propose a linesearch quasi-Newton algorithm based on a modification of Wolfe conditions that converges to first-order optimality conditions. We also analyze the local convergence properties of the structured BFGS algorithm and show that it achieves superlinear convergence under the standard assumptions used by quasi-Newton methods using secant updates. In conclusion, we provide a thorough study of the practical performance of the algorithm on the CUTEr suite of test problems and show that our structured BFGS-based quasi-Newton algorithm outperforms the unstructured counterpart(s).

97 MATHEMATICS AND COMPUTING↗

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

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↗

Extended Lagrangian Born–Oppenheimer molecular dynamics using a Krylov subspace approximation

It is shown how the electronic equations of motion in extended Lagrangian Born–Oppenheimer molecular dynamics simulations can be integrated using low-rank approximations of the inverse Jacobian kernel. This kernel determines the metric tensor in the harmonic oscillator extension of the Lagrangian that drives the evolution of the electronic degrees of freedom. The proposed kernel approximation is derived from a pseudoinverse of a low-rank estimate of the Jacobian, which is expressed in terms of a generalized set of directional derivatives with directions that are given from a Krylov subspace approximation. The approach allows a tunable and adaptive approximation that can take advantage of efficient preconditioning techniques. The proposed kernel approximation for the integration of the electronic equations of motion makes it possible to apply extended Lagrangian first-principles molecular dynamics simulations to a broader range of problems, including reactive chemical systems with numerically sensitive and unsteady charge solutions. This can be achieved without requiring exact full calculations of the inverse Jacobian kernel in each time step or relying on iterative non-linear self-consistent field optimization of the electronic ground state prior to the force evaluations as in regular direct Born–Oppenheimer molecular dynamics. We note the low-rank approximation of the Jacobian is directly related to Broyden’s class of quasi-Newton algorithms and Jacobian-free Newton–Krylov methods and provides a complementary formulation for the solution of nonlinear systems of equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

TH-AB-202-09: Direct-Aperture Optimization for Combined MV+kV Dose Planning in Fluoroscopic Real-Time Tumor-Tracking Radiation Therapy

Purpose: Real-time kV fluoroscopic tumor tracking has the benefit of direct tumor position monitoring. However, there is clinical concern over the excess kV imaging dose cost to the patient when imaging in continuous fluoroscopic mode. This work addresses this specific issue by proposing a combined MV+kV direct-aperture optimization (DAO) approach to integrate the kV imaging beam into a treatment planning such that the kV radiation is considered as a contributor to the overall dose delivery. Methods: The combined MV+kV DAO approach includes three algorithms. First, a projected Quasi-Newton algorithm (L-BFGS) is used to find optimized fluence with MV+kV dose for the best possible dose distribution. Then, Engel’s algorithm is applied to optimize the total number of monitor units and heuristically optimize the number of apertures. Finally, an aperture shape optimization (ASO) algorithm is applied to locally optimize the leaf positions of MLC. Results: Compared to conventional DAO MV plans with continuous kV fluoroscopic tracking, combined MV+kV DAO plan leads to a reduction in the total number of MV monitor units due to inclusion of kV dose as part of the PTV, and was also found to reduce the mean and maximum doses on the organs at risk (OAR). Compared to conventional DAO MV plan without kV tracking, the OAR dose in the combined MV+kV DAO plan was only slightly higher. DVH curves show that combined MV+kV DAO plan provided about the same PTV coverage as that in the conventional DAO plans without kV imaging. Conclusion: We report a combined MV+kV DAO approach that allows real time kV imager tumor tracking with only a trivial increasing on the OAR doses while providing the same coverage to PTV. The approach is suitable for clinic implementation.

60 APPLIED LIFE SCIENCES↗

An algorithm for computing the 2D structure of fast rotating stars

Stars may be understood as self-gravitating masses of a compressible fluid whose radiative cooling is compensated by nuclear reactions or gravitational contraction. The understanding of their time evolution requires the use of detailed models that account for a complex microphysics including that of opacities, equation of state and nuclear reactions. The present stellar models are essentially one-dimensional, namely spherically symmetric. However, the interpretation of recent data like the surface abundances of elements or the distribution of internal rotation have reached the limits of validity of one-dimensional models because of their very simplified representation of large-scale fluid flows. In this article, we describe the ESTER code, which is the first code able to compute in a consistent way a two-dimensional model of a fast rotating star including its large-scale flows. Compared to classical 1D stellar evolution codes, many numerical innovations have been introduced to deal with this complex problem. First, the spectral discretization based on spherical harmonics and Chebyshev polynomials is used to represent the 2D axisymmetric fields. A nonlinear mapping maps the spheroidal star and allows a smooth spectral representation of the fields. The properties of Picard and Newton iterations for solving the nonlinear partial differential equations of the problem are discussed. It turns out that the Picard scheme is efficient on the computation of the simple polytropic stars, but Newton algorithm is unsurpassed when stellar models include complex microphysics. Finally, we discuss the numerical efficiency of our solver of Newton iterations. This linear solver combines the iterative Conjugate Gradient Squared algorithm together with an LU-factorization serving as a preconditioner of the Jacobian matrix.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Wide ranging equation of state with Tartarus: A hybrid Green’s function/orbital based average atom code

Average atom models are widely used to make equation of state tables and for calculating other properties of materials over a wide range of conditions, from zero temperature isolated atom to fully ionized free electron gases. The numerical challenge of making these density functional theory based models work for any temperature, density or nuclear species is formidable. Here we present in detail a hybrid Green’s function/orbital based approach that has proved to be stable and accurate for wide ranging conditions. Algorithmic strategies are discussed. In particular the decomposition of the electron density into numerically advantageous parts is presented and a robust and rapid self consistent field method based on a quasi-Newton algorithm is given. Example application to the equation of state of lutetium (Z = 71) is explored in detail, including the effect of relativity, finite temperature exchange and correlation, and a comparison to a less approximate method. Furthermore, the hybrid scheme is found to be numerically stable and accurate for lutetium over at least 6 orders of magnitude in density and 5 orders of magnitude in temperature.

74 ATOMIC AND MOLECULAR PHYSICS↗

On the Solution of ℓ 0 -Constrained Sparse Inverse Covariance Estimation Problems

The sparse inverse covariance matrix is used to model conditional dependencies between variables in a graphical model to fit a multivariate Gaussian distribution. Estimating the matrix from data are well known to be computationally expensive for large-scale problems. Sparsity is employed to handle noise in the data and to promote interpretability of a learning model. Although the use of a convex ℓ 1 regularizer to encourage sparsity is common practice, the combinatorial ℓ 0 penalty often has more favorable statistical properties. In this paper, we directly constrain sparsity by specifying a maximally allowable number of nonzeros, in other words, by imposing an ℓ 0 constraint. Here, we introduce an efficient approximate Newton algorithm using warm starts for solving the nonconvex ℓ 0 -constrained inverse covariance learning problem. Numerical experiments on standard data sets show that the performance of the proposed algorithm is competitive with state-of-the-art methods.

$\ell_0$-Constrained↗

Benefits of Sparse Tableau Over Nodal Admittance Formulation for Power-Flow Studies

Assembly of power-flow equations has traditionally begun from a nodal analysis formulation of the underlying transmission circuit's behavior. Most power-flow formulations encapsulate network constraints in the bus admittance matrix, Y bus . From a circuit perspective, this admittance representation restricts the network elements to be voltage controlled; resulting drawbacks treating zero-impedance branches in such applications as state estimation have long been recognized. This paper explores the advantages of the alternatives to Y bus -based formulations in power flow. It proposes a sparse tableau formulation (STF), and it demonstrates its computational efficiency, robustness, and generality in detailed comparison to traditional Y bus -based solution algorithms. In the examples of power networks ranging from 1888 to 82 000 buses, computational case studies indicate that STF provides comparable computational speed, while allowing simple treatment of zero-impedance branches and more reliably converging to solutions in many cases for which Y bus -based Newton algorithms diverge.

42 ENGINEERING↗

The Thermal Plumbing System of Stromboli Volcano, Aeolian Islands (Italy) Inferred From Electrical Conductivity and Induced Polarization Tomography

Abstract We performed the first 3D island‐scale tomography of the electrical conductivity of Stromboli volcano (Aeolian Islands, Italy) using 2D acquisition lines (37.2 km) and a total of 18,880 measurements and 2,402 unique electrode locations. This 3D data set was inverted using a Gauss‐Newton algorithm, parallel‐processing on an unstructured tetrahedral mesh containing 678,420 finite‐element nodes and 3,580,145 elements to account for the topography of the volcanic island. The tomogram exhibits a conductive body (10 −2 –1.0 S m −1 ) consistent with the location of CO 2 and temperature anomalies observed at the ground surface. It corresponds to the hydrothermal system with high electrical conductivity associated with alteration. In order to confirm this interpretation, a 2.5D large‐scale induced polarization tomography was performed crossing the volcano. The joint interpretation of the conductivity and normalized chargeability is done with a petrophysical model previously tested and verified at both shield‐ and strato‐volcanoes. This model implies that alteration (through the effect of the cation exchange capacity associated with clay minerals and zeolites) plays a strong role in both controlling the electrical conductivity and normalized chargeability at Stromboli volcano. A temperature tomogram, derived from the geoelectrical measurements, is consistent with surface temperature anomalies and the Very Long Period (VLP) seismicity related to the mild‐explosive activity. This survey displays at 600 m a.s.l. a lateral shift in the highest temperature location, also corresponding to the source of VLP seismicity. Structural boundaries have a major role in the hottest hydrothermal fluids rising below the active crater terrace of Stromboli volcano.

58 GEOSCIENCES↗

Quantified Gamow shell model interaction for p s d -shell nuclei

Background: The structure of weakly bound and unbound nuclei close to particle drip lines is one of the major science drivers of nuclear physics. A comprehensive understanding of these systems goes beyond the traditional configuration interaction approach formulated in the Hilbert space of localized states (nuclear shell model) and requires an open quantum system description. The complex-energy Gamow shell model (GSM) provides such a framework as it is capable of describing resonant and nonresonant many-body states on equal footing. Purpose: To make reliable predictions, quality input is needed that allows for the full uncertainty quantification of theoretical results. In this study, we carry out the optimization of an effective GSM (one-body and two-body) interaction in the psdf-shell-model space. The resulting interaction is expected to describe nuclei with 5 ≤ A ≲ 12 at the p-sd-shell interface. Method: The one-body potential of the 4 He core is modeled by a Woods-Saxon + spin-orbit + Coulomb potential, and the finite-range nucleon-nucleon interaction between the valence nucleons consists of central, spin-orbit, tensor, and Coulomb terms. The GSM is used to compute key fit observables. The χ 2 optimization is performed using the Gauss-Newton algorithm augmented by the singular value decomposition technique. The resulting covariance matrix enables quantification of statistical errors within the linear regression approach. Results: The optimized one-body potential reproduces nucleon- 4 He scattering phase shifts up to an excitation energy of 20 MeV. The two-body interaction built on top of the optimized one-body field is adjusted to the bound and unbound ground-state binding energies and selected excited states of the helium, lithium, and beryllium isotopes up to A = 9 . A very good agreement with experimental results was obtained for binding energies. First applications of the optimized interaction include predictions for two-nucleon correlation densities and excitation spectra of light nuclei with quantified uncertainties. In conclusion: The new interaction will enable comprehensive and fully quantified studies of structure and reactions aspects of nuclei from the psd region of the nuclear chart.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

Advanced Newton methods for geodynamical models of Stokes flow with viscoplastic rheologies

Strain localization and resulting plasticity and failure play an important role in the evolution of the lithosphere. These phenomena are commonly modeled by Stokes flows with viscoplastic rheologies. The nonlinearities of these rheologies make the numerical solution of the resulting systems challenging, and iterative methods often converge slowly or not at all. Yet accurate solutions are critical for representing the physics. Moreover, for some rheology laws, aspects of solvability are still unknown. We study a basic but representative viscoplastic rheology law. The law involves a yield stress that is independent of the dynamic pressure, referred to as von Mises yield criterion. Two commonly used variants, perfect/ideal and composite viscoplasticity, are compared. We derive both variants from energy minimization principles, and we use this perspective to argue when solutions are unique. We propose a new stress-velocity Newton solution algorithm that treats the stress as an independent variable during the Newton linearization but requires solution only of Stokes systems that are of the usual velocity-pressure form. To study different solution algorithms, we implement 2-D and 3-D finite element discretizations, and we generate Stokes problems with up to 7 orders of magnitude viscosity contrasts, in which compression or tension results in significant nonlinear localization effects. Comparing the performance of the proposed Newton method with the standard Newton method and the Picard fixed-point method, we observe a significant reduction in the number of iterations and improved stability with respect to problem nonlinearity, mesh refinement, and the polynomial order of the discretization.

Rudi, Johann↗

A hybrid optimization algorithm to explore atomic configurations of TiO 2 nanoparticles

Here in this paper we present a hybrid algorithm comprised of differential evolution, coupled with the Broyden–Fletcher–Goldfarb–Shanno quasi-Newton optimization algorithm, for the purpose of identifying a broad range of (meta)stable Ti n O 2 n nanoparticles, as an example system, described by Buckingham interatomic potential. The potential and its gradient are modified to be piece-wise continuous to enable use of these continuous-domain, unconstrained algorithms, thereby improving compatibility. To measure computational effectiveness a regression on known structures is used. This approach defines effectiveness as the ability of an algorithm to produce a set of structures whose energy distribution follows the regression as the number of Ti n O 2n increases such that the shape of the distribution is consistent with the algorithm’s stated goals. Our calculation demonstrates that the hybrid algorithm finds global minimum configurations more effectively than the differential evolution algorithms, widely employed in the field of materials science. Specifically, the hybrid algorithm is shown to reproduce the global minimum energy structures reported in the literature up to n = 5, and retains good agreement with the regression up to n = 25. For 25 < n < 100, where literature structures are unavailable, the hybrid effectively obtains structures that are in lower energies per TiO 2 unit as the system size increases.

36 MATERIALS SCIENCE↗

A direct-adjoint approach for material point model calibration with application to plasticity

Here, this paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a single material point serve as constraints. The objective function quantifies the mismatch between the stress predicted by the model and corresponding experimental measurements. To improve calibration efficiency, a novel direct-adjoint approach is presented to compute the Hessian of the objective function, which enables the use of second-order optimization algorithms. Automatic differentiation is used for gradient and Hessian computations. Two numerical examples are employed to validate the Hessian matrices and to demonstrate that the Newton–Raphson algorithm consistently outperforms gradient-based algorithms such as L-BFGS-B.

36 MATERIALS SCIENCE↗

A trust region algorithm for PDE-constrained optimization with bound constraints using reduced order modeling

This paper presents a novel trust region algorithm that relies on proper orthogonal de-composition techniques to construct accurate reduced order models during optimization.The algorithm samples high fidelity snapshots to compute the POD functions that are used to generate reduced order models. The reduced order models are used to replace the computationally intensive high fidelity finite element evaluations during optimization.The proposed algorithm employs a trust region framework to detect loss in predictive ac-curacy in the reduced order model and automatically update the POD functions during optimization. The trust region framework allows the algorithm to use sound mathematical metrics to effectively improve the accuracy and robustness of the reduced order models during optimization. The algorithm also employs a projected gradient algorithm to model bound constraints and compute optimal and feasible controls.This paper also presents an accurate Hessian formulation for topology optimization problems. The proposed trust region framework relies on a quadratic model to update the control. This quadratic model needs reliable second order derivative information to predict the behavior of the objective function within a suitable trust region. If a nonlinear Hessian formulation is used, the computational effort increases due to additional finite element evaluations. The proposed linear Hessian formulation reduces the computational effort and enables the calculation of the second order derivative information without additional finite element model evaluations. Examples in topology optimization are presented to demonstrate the applicability of the proposed algorithm and linear Hessian formulation for large-scale PDE-constrained optimization.

bound constraints↗