Optimal nonlinear dynamic sparse model selection and Bayesian parameter estimation for nonlinear systems
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Computer Science↗
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Applications of the Dulmage–Mendelsohn decomposition for debugging nonlinear optimization problems
Nonlinear modeling and optimization is a valuable tool for aiding decisions by engineering practitioners, but programming an optimization problem based on a complex electrical, mechanical, or chemical process is a time-consuming and error-prone activity. Therefore, there is a need for model analysis and debugging tools that can detect and diagnose modeling errors. One such tool is the Dulmage–Mendelsohn decomposition, which identifies structurally under- and over-determined subsets in systems of equations and variables by partitioning the bipartite graph of the system. This work provides the necessary background to understand the Dulmage–Mendelsohn decomposition and its application to the analysis of nonlinear optimization problems, demonstrates its use in diagnosing a variety of modeling errors, and introduces software implementations for analyzing nonlinear optimization problems in the Pyomo and JuMP algebraic modeling languages.
42 ENGINEERING↗
Generation of stable subfemtosecond hard x-ray pulses with optimized nonlinear bunch compression
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42 ENGINEERING↗
Nonlinear optimal recovery in Hilbert spaces
Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.
convergence↗
Algorithm for Nonlinear Optimization of Finishing Operations
A model is proposed for nonlinear optimization of final turning. On that basis, an automated computational algorithm is developed. The algorithm maximizes the productivity, while maintaining specified quality of the machined surface.
42 ENGINEERING↗
An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems
We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.
Applied Probability↗
A Julia Framework for Graph-Structured Nonlinear Optimization
Graph theory provides a convenient framework for modeling and solving structured optimization problems. Under this framework, the modeler can arrange/assemble the components of an optimization model (variables, constraints, objective functions, and data) within nodes and edges of a graph, and this representation can be used to visualize, manipulate, and solve the problem. In this work, we present a Julia framework for modeling and solving graph-structured nonlinear optimization problems. Our framework integrates the modeling package Plasmo.jl (which facilitates the construction and manipulation of graph models) and the nonlinear optimization solver MadNLP.jl (which provides capabilities for exploiting graph structures to accelerate solution). We illustrate with a simple example how model construction and manipulation can be performed in an intuitive manner using Plasmo.jl and how the model structure can be exploited by MadNLP.jl. We also demonstrate the scalability of the framework by targeting a large-scale, stochastic gas network problem that contains over 1.7 million variables.
Cole, David↗
A set of test problems for nonlinear optimization
The software is a set of test problems for nonlinear optimization algorithms, including subroutines such as linear algebra routines and automatic differentiation algorithms. The test problems come from chemical engineering open literature, and describe optimization tasks related to the design and operation of processes such as carbon capture, Hydrogen production, heat exchange, and distillation.
Parker, Robert↗
On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.
42 ENGINEERING↗
Storage ring nonlinear dynamics optimization with multi-objective multi-generation Gaussian process optimizer
Nonlinear beam dynamics optimization is essential in a low emittance storage ring design. Multi-objective optimization algorithms are needed in order to simultaneously optimize the dynamic aperture and the momentum aperture. In this study we demonstrate the application of a highly efficient stochastic optimization algorithm, the multi-generation Gaussian process optimizer (MG-GPO), to storage ring nonlinear dynamics optimization by successfully applying the method to the SPEAR3 upgrade lattice. It is shown that the new method, owing to its capability of selecting high rank candidates from a large number of trial solutions, converges significantly faster than the commonly used traditional algorithms, multi-objective genetic algorithms (MOGA) and particle swarm optimization (PSO).
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
Application of multi-objective nonlinear optimization technique for coordinated ramp-metering
This paper aims at developing a multi-objective nonlinear optimization algorithm applied to coordinated motorway ramp metering. The multi-objective function includes two components: traffic and safety. Off-line simulation studies were performed on A4 France Motorway including 4 on-ramps.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Solving Multiperiod SCOPF Problems Via Nonlinear Optimization
We develop a nonlinear solver architecture for multiperiod SCOPF.
Bienstock, Daniel↗
Nonlinear Optimization Methods for Large-Scale Learning
Future advances in large-scale machine learning depend heavily on the availability of new and more powerful nonlinear optimization methods. The goal of this project is to address this challenge by designing new optimization algorithms that can deal with the scale, nonlinearity and stochasticity arising in machine learning models. Our research will provide the theoretical foundations for the new methods, and will involve intensive numerical testing on state-of-the-art machine learning systems. The project is organized into three interrelated projects that constitute a broad research agenda in the area of large-scale stochastic optimization for data science.
97 MATHEMATICS AND COMPUTING↗
Nonlinear Optimal Control of Electron Dynamics Within Hartree-Fock Theory
Consider the problem of determining the optimal applied electric field to drive a molecule from an initial state to a desired target state. For even moderately sized molecules, solving this problem directly using the exact equations of motion—the time-dependent Schrödinger equation (TDSE)—is numerically intractable. Here, we present a solution of this problem within time-dependent Hartree-Fock (TDHF) theory, a mean field approximation of the TDSE. Optimality is defined in terms of minimizing the total control effort while maximizing the overlap between desired and achieved target states. We frame this problem as an optimization problem constrained by the nonlinear TDHF equations; we solve it using trust region optimization with gradients computed via a custom-built adjoint state method. For three molecular systems, we show that with very small neural network parametrizations of the control, our method yields solutions that achieve desired targets within acceptable constraints and tolerances.
97 MATHEMATICS AND COMPUTING↗
Nonlinear Optimization in "Synchrotron Radiation Workshop" Code
"Synchrotron Radiation Workshop" (SRW) is an open source physical optics computer code for calculation of detailed characteristics of Synchrotron Radiation (SR) generated by relativistic electrons in magnetic fields of arbitrary configuration. SRW also supports high-accuracy simulations of fully- and partially-coherent radiation propagation through X-ray optical beamlines, facilitated by so-called “Virtual Beamline” module. In this present tech note, we discuss the nonlinear optimization features of SRW with emphasis on the optimization library in SRW. This optimization library not only can be used to optimize the simulation beamline in SRW, it also can be integrated with real beamline operations and optimize the parameters based on real measurements. We also show some demos of the optimization library recently developed in SRW.
36 MATERIALS SCIENCE↗
Porting the Nonlinear Optimization Library HiOp to Accelerator-Based Hardware Architectures
While interior point method has been the centerpiece of nonlinear programming tools used in science and engineering, its reliance on linear solvers that can tackle sparse symmetric indefinite and highly ill-conditioned problems made it difficult to implement it effectively on hardware accelerators. HiOp optimization package attempts to provide an implementation of the interior point method suitable for hardware accelerators by compressing the original sparse problem to produce an underlying linear problem that is dense and of manageable size. Implementations of dense linear solvers are more mature and utilize hardware accelerators better than their sparse counterparts. There is a number of important domain problems, such as optimal power flow analysis for power grids, where the sparse problem can be effectively compressed and deploying dense linear solver within the interior point method can improve performance. Here we describe a portable implementation of HiOp optimization engine, which uses a linear solver from Magma library and runs entirely on hardware accelerators. To compress the problem, HiOp uses customized mixed dense-sparse linear algebra. All HiOp kernels are implemented using Umpire and RAJA portability libraries. We describe details of the implementation and discuss trade-offs between performance, portability and development cost.
97 MATHEMATICS AND COMPUTING↗
A Nonlinear Optimal Control Problem Arising from a Sterilization Process for Packaged Foods
In this paper we study an optimization problem arising from a sterilization process for packaged foods by using a microwave heating method. The goal of the optimal control is to find the optimal frequency function such that the temperature profile at the final stage has a relative uniform distribution in the food product. The underlying state variables are electric, magnetic fields and temperature which satisfy the coupled nonlinear Maxwell’s system and a nonlinear heat equation. The control variable for the system is chosen to be the electric frequency function. We show that there exists an optimal frequency which minimizes the cost functional. Moreover, an optimality condition is also derived.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Approaches to the Optimal Nonlinear Analysis of Microcalorimeter Pulses
We consider how to analyze microcalorimeter pulses for quantities that are nonlinear in the data, while preserving the signal-to-noise advantages of linear optimal filtering. We successfully apply our chosen approach to compute the electrothermal feedback energy deficit (the “Joule energy”) of a pulse, which has been proposed as a linear estimator of the deposited photon energy.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗