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Results for “Nonconvex Optimization”

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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods↗
DOE OSTI2025

Improved Guarantees for Optimal Nash Equilibrium Seeking and Bilevel Variational Inequalities

We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes, including the optimal solution selection problem and the optimal Nash equilibrium (NE) seeking problem. Our main contribution is threefold. (i) We consider bilevel VIs with monotone and Lipschitz continuous mappings and devise a single-timescale iteratively regularized extragradient method, named IR-EG 𝚖,𝚖 . We improve the existing iteration complexity results for addressing both bilevel VI and VI-constrained convex optimization problems. (ii) Under the strong monotonicity of the outer-level mapping, we develop a method named IR-EG 𝚜,𝚖 and derive faster guarantees than those in (i). We also study the iteration complexity of this method under a constant regularization parameter. These results appear to be new for both bilevel VIs and VI-constrained optimization. (iii) To our knowledge, complexity guarantees for computing the optimal NE in nonconvex settings do not exist. Motivated by this lacuna, we consider VI-constrained nonconvex optimization problems and devise an inexactly projected gradient method, named IPR-EG, where the projection onto the unknown set of equilibria is performed using IR-EG 𝚜,𝚖 with a prescribed termination criterion and an adaptive regularization parameter. We obtain new complexity guarantees in terms of a residual map and an infeasibility metric for computing a stationary point. Here, we validate the theoretical findings using preliminary numerical experiments for computing the best and the worst NEs.

bilevel optimization↗
DOE OSTI2024

Nonconvex Robust Optimization for the Design and Operation of Advanced Energy Systems Using PyROS

This work discusses recent advances of the two-stage robust optimization (RO) solver PyROS and applications to advanced energy systems optimization. To demonstrate the computational performance and reliability of PyROS, a study on a monoethanolamine (MEA)-based CO2 absorption flowsheet is presented. (Near-)robust feasible designs for CO2 absorption flowsheet at high carbon capture are obtained with the PyROS solver. The results demonstrate that the PyROS solver, including recent extensions to multi-stage RO settings, provides a reliable avenue to optimize the design and operation of advanced energy systems subject to various sources of parametric uncertainty.

Sherman, Jason↗
DOE OSTI2025

Optimal Power Management for Large-Scale Battery Energy Storage Systems via Bayesian Inference

Large-scale battery energy storage systems (BESS) have found ever-increasing use across industry and society to accelerate clean energy transition and improve energy supply reliability and resilience. However, their optimal power management poses significant challenges: the underlying high-dimensional nonlinear nonconvex optimization lacks computational tractability in real-world implementation, and the uncertainty of the exogenous power demand makes exact optimization difficult. This paper presents a new solution framework to address these bottlenecks. The solution pivots on introducing power-sharing ratios to specify each cell’s power quota from the output power demand. To find the optimal power-sharing ratios, we formulate a nonlinear model predictive control (NMPC) problem to achieve power-loss-minimizing BESS operation while complying with safety, cell balancing, and power supply-demand constraints. We then propose a parameterized control policy for the power-sharing ratios, which utilizes only three parameters, to reduce the computational demand in solving the NMPC problem. This policy parameterization allows us to translate the NMPC problem into a Bayesian inference problem for the sake of 1) computational tractability, and 2) overcoming the nonconvexity of the optimization problem. We leverage the ensemble Kalman inversion technique to solve the parameter estimation problem. Concurrently, a low-level control loop is developed to seamlessly integrate our proposed approach with the BESS to ensure practical implementation. This low-level controller receives the optimal power-sharing ratios, generates output power references for the cells, and maintains a balance between power supply and demand despite uncertainty in output power. We conduct extensive simulations and experiments on a 20-cell prototype to validate the proposed approach.

Battery energy storage systems (BESSs)↗
DOE OSTI2025

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↗
NASA NTRS1991

New displacement-based methods for optimal truss topology design

Two alternate methods for maximum stiffness truss topology design are presented. The ground structure approach is used, and the problem is formulated in terms of displacements and bar areas. This large, nonconvex optimization problem can be solved by a simultaneous analysis and design approach. Alternatively, an equivalent, unconstrained, and convex problem in the displacements only can be formulated, and this problem can be solved by a nonsmooth, steepest descent algorithm. In both methods, the explicit solving of the equilibrium equations and the assembly of the global stiffness matrix are circumvented. A large number of examples have been studied, showing the attractive features of topology design as well as exposing interesting features of optimal topologies.

Bendsoe, Martin P.↗
DOE OSTI2026

Coupled Lindblad Pseudomode Theory for Simulating Open Quantum Systems

Coupled Lindblad pseudomode theory is a promising approach for simulating non-Markovian quantum dynamics on both classical and quantum platforms, with dynamics that can be realized as a quantum channel. We provide theoretical evidence that the number of coupled pseudomodes only needs to scale as polylog⁡(𝑇/𝜖) in the simulation time 𝑇 and precision 𝜖. Inspired by the realization problem in control theory, we also develop a robust numerical algorithm for constructing the coupled modes that avoid the nonconvex optimization required by existing approaches. We demonstrate the effectiveness of our method by computing population dynamics and absorption spectra for the spin-boson model. Furthermore, this Letter provides a significant theoretical and computational improvement to the coupled Lindblad framework, which impacts a broad range of applications from classical simulations of quantum impurity problems to quantum simulations on near-term quantum platforms.

Anderson impurity model↗
DOE OSTI2025

Randomized Federated Learning Methods for Nonsmooth, Nonconvex, and Hierarchical Optimization (Final Technical Report)

This final technical report summarizes the outcomes of a DOE-funded project on federated scientific machine learning (FL) under nonsmooth, nonconvex, and hierarchical optimization settings. The project develops new mathematical models, algorithms, and theoretical guarantees for decentralized stochastic, bilevel, and minimax optimization problems arising in DOE mission-relevant applications. A unified framework of randomized and zeroth-order federated optimization methods is introduced, providing provable convergence, communication efficiency, and sample-complexity guarantees. The report documents algorithmic design, theoretical analysis, and empirical validation of the proposed federated learning methods. The project also contributes to workforce development through graduate training and dissemination of results via publications and seminars.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Riemannian Optimization Applied to AC Optimal Power Flow: Preprint

The nonlinear, nonconvex AC optimal power flow problem is of growing importance as the nature of the power grid evolves. This problem can be difficult to solve for interior point methods. However, the advent of optimization algorithms over smooth Riemannian manifolds presents an alternative approach. The nonlinear, nonconvex constraints in the AC power flow problem form an embedded submanifold of Euclidean space. In this paper, the authors explore the performance of Riemannian optimization algorithms for the ACOPF problem where the optimization is performed directly on the AC power flow manifold. They demonstrate that these are viable computational alternatives to interior point methods. This is done by using Julia and the packages PowerModels.jl and Manopt.jl.

manifold optimization↗
DOE OSTI2026

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗
DOE OSTI2025

Tightest Mixed-Integer Programming Formulations for Quadratic SCUC Optimization

In this project, we developed new, tighter Mixed-Integer Programming (MIP) formulations for the combined Alternating Current (AC) Security-Constrained Unit Commitment (SCUC) and Security-Constrained Optimal Power Flow (SCOPF). The work addresses a critical challenge in power system operations: efficiently determining which generation units to commit and how to optimally dispatch them while maintaining network reliability constraints for both normal and contingency scenarios. Our efforts: 1. Advance the Understanding of SCUC/SCOPF Modeling: By introducing tighter MIP formulations and leveraging cutting-edge optimization tools (Julia/JuMP, PowerModels.jl), this project has pushed forward the state of the art in efficient power systems scheduling. 2. Enhance Technical and Economic Feasibility: The methods developed provide more accurate and potentially faster solutions to large-scale, realistic scheduling and dispatch problems in electric power systems, which can translate into improved reliability and potentially lower costs for grid operations. 3. Benefit to the Public: Greater efficiency in power system operations leads to cost savings for utilities and end-users. Improved reliability and integration of advanced modeling approaches can facilitate the adoption of clean energy resources and better accommodate uncertainties in renewable generation. Because this technology could impact bulk power markets and reliability, these innovations have far-reaching public benefits in terms of cost savings, reliability, and sustainability.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2026

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

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↗
DOE OSTI2025

Automated Resonance Fitting for Nuclear Data Evaluation

Global and national efforts to deliver high-quality nuclear data to users have a wide-ranging impact, affecting applications in national security, reactor operations, basic science, medicine, and more. Cross section evaluation is a major part of this effort, combining theory and experimentation to produce recommended values and uncertainties for reaction probabilities. Resonance region evaluation is a specialized type of nuclear data evaluation that can require significant manual effort and months of time from expert scientists. In this article, non-convex non-linear optimization methods are combined with concepts of inferential statistics to infer a resonance model from experimental data in an automated manner that is not dependent on prior evaluation(s). This methodology aims to enhance the workflow of a resonance evaluator by minimizing time, effort, and the potential for bias from prior assumptions, while enhancing reproducibility and documentation, thereby addressing well-known challenges in the field.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1989

Recent experience in simultaneous control-structure optimization

To show the feasibility of simultaneous optimization as design procedure, low order problems were used in conjunction with simple control formulations. The numerical results indicate that simultaneous optimization is not only feasible, but also advantageous. Such advantages come at the expense of introducing complexities beyond those encountered in structure optimization alone, or control optimization alone. Examples include: larger design parameter space, optimization may combine continuous and combinatoric variables, and the combined objective function may be nonconvex. Future extensions to include large order problems, more complex objective functions and constraints, and more sophisticated control formulations will require further research to ensure that the additional complexities do not outweigh the advantages of simultaneous optimization. Some areas requiring more efficient tools than currently available include: multiobjective criteria and nonconvex optimization. Efficient techniques to deal with optimization over combinatoric and continuous variables, and with truncation issues for structure and control parameters of both the model space as well as the design space need to be developed.

Salama, M.↗
DOE OSTI2025

Enhancing Gaussian Process Surrogates for Optimization and Posterior Approximation via Random Exploration

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical GP-UCB algorithm, but the additional random exploration step accelerates their convergence, nearly achieving the optimal convergence rate. Furthermore, to facilitate Bayesian inference with intractable likelihoods, we propose to utilize optimization iterates for maximum a posteriori estimation to build a Gaussian process surrogate model for the unnormalized log-posterior density. We provide bounds for the Hellinger distance between the true and the approximate posterior distributions in terms of the number of design points. We demonstrate the effectiveness of our Bayesian optimization algorithms in nonconvex benchmark objective functions, in a machine learning hyperparameter tuning problem, and in a black-box engineering design problem. The effectiveness of our posterior approximation approach is demonstrated in two Bayesian inference problems for parameters of dynamical systems.

Bayesian inference↗
NASA NTRS1992

Design of structure/control systems with transient response constraints exhibiting relative minima

Structural optimization problems involving dynamic behavior constraints often exhibit nonconvex design spaces. The direct application of a global optimization algorithm requires a large number of function evaluations which in term require a large number of dynamic structural analyses. This work presents a strategy aimed at finding the global optimum for problems with transient dynamic behavior constraints based on approximation concepts. The method consists of generating and solving a sequence of approximate problems using a global optimizer. The approximations are explicit and capture the inherent nonconvexity of the exact functions. A simple example problem is presented.

Sepulveda, A. E.↗