Rayleigh-Gauss-Newton optimization with enhanced sampling for variational Monte Carlo
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Helicopter trim settings of periodic initial state and control inputs are investigated for convergence of Newton iteration in computing the settings sequentially and in parallel. The trim analysis uses a shooting method and a weak version of two temporal finite element methods with displacement formulation and with mixed formulation of displacements and momenta. These three methods broadly represent two main approaches of trim analysis: adaptation of initial-value and finite element boundary-value codes to periodic boundary conditions, particularly for unstable and marginally stable systems. In each method, both the sequential and in-parallel schemes are used, and the resulting nonlinear algebraic equations are solved by damped Newton iteration with an optimally selected damping parameter. The impact of damped Newton iteration, including earlier-observed divergence problems in trim analysis, is demonstrated by the maximum condition number of the Jacobian matrices of the iterative scheme and by virtual elimination of divergence. The advantages of the in-parallel scheme over the conventional sequential scheme are also demonstrated.
State-of-the-art quasi-Newton unitary optimizer with trust-region (QUOTR) is nearly as efficient as the reference method for simple cases and is more robust for complex cases such as proteins with zero HOMO–LUMO gap in semilocal Kohn–Sham DFT.
Abstract Adaptive protocols enable the construction of more efficient state preparation circuits in variational quantum algorithms (VQAs) by utilizing data obtained from the quantum processor during the execution of the algorithm. This idea originated with Adaptive Derivative-Assembled Problem-Tailored variational quantum eigensolver (ADAPT-VQE), an algorithm that iteratively grows the state preparation circuit operator by operator, with each new operator accompanied by a new variational parameter, and where all parameters acquired thus far are optimized in each iteration. In ADAPT-VQE and other adaptive VQAs that followed it, it has been shown that initializing parameters to their optimal values from the previous iteration speeds up convergence and avoids shallow local traps in the parameter landscape. However, no other data from the optimization performed at one iteration is carried over to the next. In this work, we propose an improved quasi-Newton optimization protocol specifically tailored to adaptive VQAs. The distinctive feature in our proposal is that approximate second derivatives of the cost function are recycled across iterations in addition to optimal parameter values. We implement a quasi-Newton optimizer where an approximation to the inverse Hessian matrix is continuously built and grown across the iterations of an adaptive VQA. The resulting algorithm has the flavor of a continuous optimization where the dimension of the search space is augmented when the gradient norm falls below a given threshold. We show that this inter-optimization exchange of second-order information leads the approximate Hessian in the state of the optimizer to be consistently closer to the exact Hessian. As a result, our method achieves a superlinear convergence rate even in situations where the typical implementation of a quasi-Newton optimizer converges only linearly. Our protocol decreases the measurement costs in implementing adaptive VQAs on quantum hardware as well as the runtime of their classical simulation.
Described herein is a method and system for training nonlinear adaptive filters (or neural networks) which have embedded memory. Such memory can arise in a multi-layer finite impulse response (FIR) architecture, or an infinite impulse response (IIR) architecture. We focus on filter architectures with separate linear dynamic components and static nonlinear components. Such filters can be structured so as to restrict their degrees of computational freedom based on a priori knowledge about the dynamic operation to be emulated. The method is detailed for an FIR architecture which consists of linear FIR filters together with nonlinear generalized single layer subnets. For the IIR case, we extend the methodology to a general nonlinear architecture which uses feedback. For these dynamic architectures, we describe how one can apply optimization techniques which make updates closer to the Newton direction than those of a steepest descent method, such as backpropagation. We detail a novel adaptive modified Gauss-Newton optimization technique, which uses an adaptive learning rate to determine both the magnitude and direction of update steps. For a wide range of adaptive filtering applications, the new training algorithm converges faster and to a smaller value of cost than both steepest-descent methods such as backpropagation-through-time, and standard quasi-Newton methods. We apply the algorithm to modeling the inverse of a nonlinear dynamic tracking system 5, as well as a nonlinear amplifier 6.
An improved method for use of optimization techniques in transonic airfoil design is demonstrated. FLO6QNM incorporates a modified quasi-Newton optimization package, and is shown to be more reliable and efficient than the method developed previously at NASA-Ames, which used the COPES/CONMIN optimization program. The design codes are compared on a series of test cases with known solutions, and the effects of problem scaling, proximity of initial point to solution, and objective function precision are studied. In contrast to the older method, well-converged solutions are shown to be attainable in the context of engineering design using computational fluid dynamics tools, a new result. The improvements are due to better performance by the optimization routine and to the use of problem-adaptive finite difference step sizes for gradient evaluation.
An improved method for use of optimization techniques in transonic airfoil design is demonstrated. FLO6QNM incorporates a modified quasi-Newton optimization package, and is shown to be more reliable and efficient than the method developed previously at NASA-Ames, which used the COPES/CONMIN optimization problem. The design codes are compared on a series of test cases with known solutions, and the effects of problem scaling, proximity of initial point to solution, and objective function precision are studied. In contrast to the older method, well-converged solutions are shown to be attainable in the context of engineering design using computational fluid dynamics tools, a new result. The improvements are due to better performance by the optimization routine and to the use of problem-adaptive finite difference step sizes for gradient evaluation.
Fixed time fuel optimal control of linear time invariant plant, using Pontryagin minimum principle and Newton method
A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.
The M2.4-7A Arrow Wing HSCT configuration was optimized for straight and level cruise at a Mach number of 2.4 and a lift coefficient of 0.10. A quasi-Newton optimization scheme maximized the lift-to-drag ratio (by minimizing drag-to-lift) using Euler solutions from FL067 to estimate the lift and drag forces. A 1.675% wind-tunnel model of the Opt5 HSCT configuration was built to validate the design methodology. Experimental data gathered at the NASA Langley Unitary Plan Wind Tunnel (UPWT) section #2 facility verified CFL3D Euler and Navier-Stokes predictions of the Opt5 performance at the design point. In turn, CFL3D confirmed the improvement in the lift-to-drag ratio obtained during the optimization, thus validating the design procedure. A data base at off-design conditions was obtained during three wind-tunnel tests. The entry into NASA Langley UPWT section #2 obtained data at a free stream Mach number, M(sub infinity), of 2.55 as well as the design Mach number, M(sub infinity)=2.4. Data from a Mach number range of 1.8 to 2.4 was taken at UPWT section #1. Transonic and low supersonic Mach numbers, M(sub infinity)=0.6 to 1.2, was gathered at the NASA Langley 16 ft. Transonic Wind Tunnel (TWT). In addition to good agreement between CFD and experimental data, highlights from the wind-tunnel tests include a trip dot study suggesting a linear relationship between trip dot drag and Mach number, an aeroelastic study that measured the outboard wing deflection and twist, and a flap scheduling study that identifies the possibility of only one leading-edge and trailing-edge flap setting for transonic cruise and another for low supersonic acceleration.
Combining multiple engineering workstations into a network-based heterogeneous parallel computer allows application of aerodynamic optimization with advance computational fluid dynamics codes, which is computationally expensive in mainframe supercomputer. This paper introduces a nonlinear quasi-Newton optimizer designed for this network-based heterogeneous parallel computer on a software called Parallel Virtual Machine. This paper will introduce the methodology behind coupling a Parabolized Navier-Stokes flow solver to the nonlinear optimizer. This parallel optimization package has been applied to reduce the wave drag of a body of revolution and a wing/body configuration with results of 5% to 6% drag reduction.
Combining multiple engineering workstations into a network-based heterogeneous parallel computer allows application of aerodynamic optimization with advance computational fluid dynamics codes, which is computationally expensive in mainframe supercomputer. This paper introduces a nonlinear quasi-Newton optimizer designed for this network-based heterogeneous parallel computer on a software called Parallel Virtual Machine. This paper will introduce the methodology behind coupling a Parabolized Navier-Stokes flow solver to the nonlinear optimizer. This parallel optimization package has been applied to reduce the wave drag of a body of revolution and a wing/body configuration with results of 5% to 6% drag reduction.
Combining multiple engineering workstations into a network-based heterogeneous parallel computer allows application of aerodynamic optimization with advanced computational fluid dynamics codes, which can be computationally expensive on mainframe supercomputers. This paper introduces a nonlinear quasi-Newton optimizer designed for this network-based heterogeneous parallel computing environment utilizing a software called Parallel Virtual Machine. This paper will introduce the methodology behind coupling a Parabolized Navier-Stokes flow solver to the nonlinear optimizer. This parallel optimization package is applied to reduce the wave drag of a body of revolution and a wing/body configuration with results of 5% to 6% drag reduction.
The aerodynamic design procedure for a new blade tip suitable for operation at transonic speeds is illustrated. For the first time, 3 dimensional numerical optimization was applied to rotor tip design, using the recent derivative of the ROT22 code, program R22OPT. Program R22OPT utilized an efficient quasi-Newton optimization algorithm. Multiple design objectives were specified. The delocalization of the shock wave was to be eliminated in forward flight for an advance ratio of 0.41 and a tip Mach number of 0.92 at psi = 90 deg. Simultaneously, it was sought to reduce torque requirements while maintaining effective restoring pitching moments. Only the outer 10 percent of the blade span was modified; the blade area was not to be reduced by more than 3 percent. The goal was to combine the advantages of both sweptback and sweptforward blade tips. A planform that featured inboard sweepback was combined with a sweptforward tip and a taper ratio of 0.5. Initially, the ROT22 code was used to find by trial and error a planform geometry which met the design goals. This configuration had an inboard section with a leading edge sweep of 20 deg and a tip section swept forward at 25 deg; in addition, the airfoils were modified.
A procedure for minimizing total impulsive Delta-V for constrained multiple-flyby trajectories, which was originally developed for application to satellite tours, has been modified for application to interplanetary trajectories. The modification includes adding to the cost function the Delta-V required to escape from a parking orbit about the launch planet and the Delta-V required for insertion into orbit about the arrival planet. The hyperbolic excess velocity vector with respect to the launch planet and the launch date have been added to the set of independent variables for the optimization. Each trajectory originates at departure from the parking orbit rather than at a fixed position in space, as is the case for the satellite tour application. The multi-conic trajectory propagation techniques and the Newton optimization algorithm of the original method have been retained. Examples of the application of this new method are given for several types of Galileo interplanetary trajectory options, including Mars powered flyby, broken plane, VEGA, and Delta VEGA trajectories.
The Newton Modified Barrier Method (NMBM) is applied to structural optimization problems with large a number of design variables and constraints. This nonlinear mathematical programming algorithm was based on the Modified Barrier Function (MBF) theory and the Newton method for unconstrained optimization. The distinctive feature of the NMBM method is the rate of convergence that is due to the fact that the design remains in the Newton area after each Lagrange multiplier update. This convergence characteristic is illustrated by application to structural problems with a varying number of design variables and constraints. The results are compared with those obtained by optimality criteria (OC) methods and by the ASTROS program.
Stratigraphic units can influence the fate and transport of subsurface contaminants within groundwater. Units having coarse-grained sediments act as preferential flow pathways, and therefore can accelerate the transport of contaminants to reach human and ecological receptors. At legacy waste sites, detailed knowledge of subsurface stratigraphy can be used for effective monitoring and remediation planning to help minimize risk to human health and the environment. Airborne electromagnetic (AEM) methods can non-invasively provide information on kilometer-scale or larger subsurface stratigraphic features and fill informational gaps in directly sampled data from sparsely located boreholes. In this paper, we present inversion results of a 412 line-km frequency-domain AEM survey to delineate subsurface stratigraphic features at the Hanford Site, located in southeastern Washington State. The inversion was performed using a massively parallel 3D electromagnetic modeling and inversion code, where the modeling is based on solving frequency-domain Maxwell’s equations using an unstructured-mesh finite-element method and the inversion employs a Gauss-Newton optimization scheme. The results are compared to an underlying geologic framework model (GFM), built by interpolating contact depths of stratigraphic units interpreted from site borehole datasets. In areas with good borehole coverage, the inversion results show a good match with the GFM to a depth of about 60 m. Outside of these areas, the inversion results exhibit inconsistencies from the assumptions made to create the GFM, demonstrating that the AEM survey results can be used to improve the understanding of the geological conceptual model.
Current numerical conformal bootstrap techniques carve out islands in theory space by repeatedly checking whether points are allowed or excluded. We propose a new method for searching theory space that replaces the binary information "allowed"/"excluded" with a continuous "navigator" function that is negative in the allowed region and positive in the excluded region. Such a navigator function allows one to efficiently explore high-dimensional parameter spaces and smoothly sail towards any islands they may contain. The specific functions we introduce have several attractive features: they are well-defined in large regions of parameter space, can be computed with standard methods, and evaluation of their gradient is immediate due to an SDP gradient formula that we provide. The latter property allows for the use of efficient quasi-Newton optimization methods, which we illustrate by navigating towards the 3d Ising island.