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Results for “Randomized sketching”

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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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗
DOE OSTI2025

Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems

Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the fact that the user needs to set various algorithm-specific tuning parameters which are different from those used in traditional NLA. This paper demonstrates how a surrogate-based autotuning approach can be used to address fundamental problems of parameter selection in RandNLA algorithms. In particular, we provide a detailed investigation of surrogate-based autotuning for sketch-and-precondition (SAP)-based randomized least squares methods, which have been one of the great success stories in modern RandNLA. Empirical results show that our surrogate-based autotuning approach can achieve near-optimal performance with much less tuning cost than a random search (up to about 7.6x fewer trials of different parameter configurations). Moreover, while our experiments focus on least squares, our results demonstrate a general-purpose autotuning pipeline applicable to any kind of RandNLA algorithm.

Cho, Younghyun↗
DOE OSTI2023

An inexact semismooth Newton method with application to adaptive randomized sketching for dynamic optimization

In many applications, one can only access the inexact gradients and inexact hessian times vector products. Thus it is essential to consider algorithms that can handle such inexact quantities with a guaranteed convergence to solution. An inexact adaptive and provably convergent semismooth Newton method is considered to solve constrained optimization problems. In particular, dynamic optimization problems, which are known to be highly expensive, are the focus. A memory efficient semismooth Newton algorithm is introduced for these problems. The source of efficiency and inexactness is the randomized matrix sketching. Further, applications to optimization problems constrained by partial differential equations are also considered.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PDE constraints such as optimal flow control, full waveform inversion, and optical tomography. In these problems, PDE constraints uniquely determine the state of a physical system for a given control; the goal is to find the value of the control that minimizes an objective. While the control is often low dimensional, the state is typically more expensive to store. This paper suggests using randomized matrix approximation to compress the state as it is generated and shows how to use the compressed state to reliably solve the original dynamic optimization problem. Concretely, the compressed state is used to compute approximate gradients and to apply the Hessian to vectors. The approximation error in these quantities is controlled by the target rank of the sketch. This approximate first- and second-order information can readily be used in any optimization algorithm. As an example, we develop a sketched trust-region method that adaptively chooses the target rank using a posteriori error information and provably converges to a stationary point of the original problem. Numerical experiments with the sketched trust-region method show promising performance on challenging problems such as the optimal control of an advection-reaction-diffusion equation and the optimal control of fluid flow past a cylinder.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Get Non-Real: Randomized Sketching for High-Dimensional Non-Real Valued Data (Final Report)

In our final report for DE-C0022186, we describe the work we did on this grant towards the goals we proposed. Our first goal was characterizing fundamental limits for sketching of discrete high-dimensional matrices with low-dimensional structures. Our second main goal was designing algorithms for data reconstruction from sketches. We focus on approaches that are either specifically designed for non-real-valued data (binary, finite field) or that will translate more readily to that setting.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Parallel Randomized Tucker Decomposition Algorithms

The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. Here, we propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two algorithms that scale to large data and many processors, significantly reduce both computation and communication cost compared to previous deterministic and randomized approaches, and obtain nearly the same approximation errors. The key idea in our algorithms is to perform randomized sketches with Kronecker-structured random matrices, which reduces computation compared to unstructured matrices and can be implemented using a fundamental tensor computational kernel. We provide probabilistic error analysis of our algorithms and implement a new parallel algorithm for the structured randomized sketch. Our experimental results demonstrate that our combination of randomization and parallelization achieves accurate Tucker decompositions much faster than alternative approaches. We observe up to a 16X speedup over the fastest deterministic parallel implementation on 3D simulation data.

Tucker decompositions↗
DOE OSTI2025

Randomized Algorithms for Linear Solvers

Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Memory-efficient nonsmooth dynamic optimization using adaptive randomized compression

Dynamic optimization problems arise in many applications including flow control, full waveform inversion, and medical imaging. These problems are plagued by significant computational challenges. One such challenge — and the focus of this work — is the memory limitation induced by the size of the underlying dynamical system. In particular, the entire dynamic trajectory is required for derivative computation and therefore must be stored or recomputed using, e.g., checkpointing. Although recent work demonstrated the use of adaptive randomized sketching to overcome the memory challenge, that work only applies to smooth unconstrained problems, prohibiting its use for nonsmooth regularized and constrained problems. The inclusion of nonsmooth regularizers and constraints is critical as they often arise in an attempt to preserve certain physical properties or to promote sparsity. To solve these problems, we introduce a trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function that leverages randomized sketching to compress the dynamical system trajectories and adaptively adjust the sketch rank to satisfy a gradient inexactness condition. We prove convergence of this algorithm and demonstrate that it achieves substantial memory reduction on three discretized PDE-constrained optimization applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Subsampling of Parametric Models with Bifidelity Boosting

Least squares regression is a ubiquitous tool for building emulators (a.k.a. surrogate models) of problems across science and engineering for purposes such as design space exploration and uncertainty quantification. When the regression data are generated using an experimental design process (e.g., a quadrature grid) involving computationally expensive models, or when the data size is large, sketching techniques have shown promise at reducing the cost of the construction of the regression model while ensuring accuracy comparable to that of the full data. However, random sketching strategies, such as those based on leverage scores, lead to regression errors that are random and may exhibit large variability. To mitigate this issue, we present a novel boosting approach that leverages cheaper, lower-fidelity data of the problem at hand to identify the best sketch among a set of candidate sketches. This in turn specifies the sketch of the intended high-fidelity model and the associated data. We provide theoretical analyses of this bifidelity boosting (BFB) approach and discuss the conditions the low- and high-fidelity data must satisfy for a successful boosting. In doing so, we derive a bound on the residual norm of the BFB sketched solution relating it to its ideal, but computationally expensive, high-fidelity boosted counterpart. Finally, empirical results on both manufactured and PDE data corroborate the theoretical analyses and illustrate the efficacy of the BFB solution in reducing the regression error, as compared to the nonboosted solution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Augmenting subspace optimization methods with linear bandits

In this work, we consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analysed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1967

Concepts for a theoretical and experimental study of lifting rotor random loads and vibrations, Phase 1

A number of lifting rotor conditions with random inputs are discussed. The present state of random process theory, applicable to lifting rotor problems is sketched. Possible theories of random blade flapping and random blade flap-bending are outlined and their limitations discussed. A plan for preliminary experiments to study random flapping motions of a see-saw rotor is developed.

Hohenemser, K. H.↗