Quasi-Adam: Accelerating Adam using quasi-Newton approximations
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Mathematics and Computing↗
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Optimal design of acoustic metamaterial cloaks under uncertainty
In this work, we consider the problem of optimal design of an acoustic cloak under uncertainty and develop scalable approximation and optimization methods to solve this problem. The design variable is taken as an infinite-dimensional spatially-varying field that represents the material property, while an additive infinite-dimensional random field represents the variability of the material property or the manufacturing error. Discretization of this optimal design problem results in high-dimensional design variables and uncertain parameters. To solve this problem, we develop a computational approach based on a Taylor approximation and an approximate Newton method for optimization, which is based on a Hessian derived at the mean of the random field. We show our approach is scalable with respect to the dimension of both the design variables and uncertain parameters, in the sense that the necessary number of acoustic wave propagations is essentially independent of these dimensions, for numerical experiments with up to one million design variables and half a million uncertain parameters. Additionally, we demonstrate that, using our computational approach, an optimal design of the acoustic cloak that is robust to material uncertainty is achieved in a tractable manner. The optimal design under uncertainty problem is posed and solved for the classical circular obstacle surrounded by a ring-shaped cloaking region, subjected to both a single-direction single-frequency incident wave and multiple-direction multiple-frequency incident waves. Finally, we apply the method to a deterministic large-scale optimal cloaking problem with complex geometry, to demonstrate that the approximate Newton method’s Hessian computation is viable for large, complex problems.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
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↗
Distributed and communication-efficient solutions to linear equations with special sparse structure
In this paper we report two distributed and communication-efficient algorithms based on the multi-agent system are proposed to solve a system of linear equations with the Laplacian sparse system matrix. One algorithm is based on the gradient descent method in optimization. In this algorithm, the agents only share partial information instead of all of their collective state vectors to save significant communication. The other algorithm is obtained by approximating Newton’s method for a faster convergence rate. Although it requires twice as much communication as the first one, it is still communication-efficient given the low dimension of the information shared among agents. The convergence at a linear rate is proved for both algorithms, and a comprehensive comparison of their convergence rate, communication burden, and computation costs is also performed. The proposed algorithms can be applied to various systems to solve those problems that can be modeled as a system of linear equations with a Laplacian sparse system matrix. Simulation results with the electric power system illustrate their effectiveness.
42 ENGINEERING↗
RegularizedOptimization.jl: A Julia framework for regularized and nonsmooth optimization
RegularizedOptimization.jl is a Julia package that implements families of quadratic regularization and trust-region methods for solving the nonsmooth optimization problem $^{\textrm{minimize}}_{𝑥∈ℝ^𝑛}$ 𝑓(𝑥) + ℎ(𝑥) subject to 𝑐(𝑥) = 0, (1) where 𝑓 ∶ ℝ 𝑛 → ℝ and 𝑐 ∶ ℝ 𝑛 → ℝ 𝑚 are continuously differentiable, and ℎ ∶ ℝ 𝑛 → ℝ∪{+∞} is lower semi-continuous. The nonsmooth objective ℎ can be a regularizer, such as a sparsity inducing penalty, model simple constraints, such as 𝑥 belonging to a simple convex set, or can be a combination of both. All 𝑓, ℎ, and 𝑐 can be nonconvex. RegularizedOptimization.jl provides a modular and extensible framework for solving (1), and developing novel solvers. Currently, the following solvers are implemented: • Trust-region solvers TR and TRDH (Aravkin et al., 2022; Leconte & Orban, 2025) • Quadratic regularization solvers R2, R2DH and R2N (Aravkin et al., 2022; Diouane, Habiboullah, et al., 2024) • Levenberg-Marquardt solvers LM and LMTR (Aravkin et al., 2024) used when 𝑓 is a least-squares residual. • Augmented Lagrangian solver AL (De Marchi et al., 2023). All solvers rely on first derivatives of 𝑓 and 𝑐, and optionally on their second derivatives in the form of Hessian-vector products. If second derivatives are not available, quasi-Newton approximations can be used. In addition, the proximal mapping of the nonsmooth part ℎ, or adequate models thereof, must be evaluated. At each iteration, a step is computed by solving a subproblem of the form (1) inexactly, in which 𝑓, ℎ, and 𝑐 are replaced with appropriate models around the current iterate. The solvers R2, R2DH, and TRDH are particularly well suited to solve the subproblems, though they are general enough to solve (1). All solvers are allocation-free, so re-solves incur no additional allocations. To illustrate our claim of extensibility, a first version of the AL solver was implemented by an external contributor. Furthermore, a nonsmooth penalty approach, described in Diouane, Gollier, et al. (2024), is currently being developed, that relies on the library to efficiently solve the subproblems.
Gollier, Maxence [Polytechnique Montréal, QC (Cana↗
Multiphysics coupling plan
In this chapter, multiphysics coupling simulations of nuclear reactor systems are reviewed. On the one hand, the mainstream methods of multiphysics coupling are demonstrated. The fundamental theory and coupling scheme of operator splitting methods, Jacobian-free Newton–Krylov methods, and approximate block Newton methods are summarized and presented. On the other hand, some significant works on neutronic and thermal-hydraulic codes coupling, and large research project, including NURESAFE European project, Multiphysics Object-Oriented Simulation Environment plan, and Consortium for the Advanced Simulation of Light Water Reactors project, are reviewed. This chapter helps the readers have a better understanding on the worldwide current status of multiphysics coupling research.
Gui, Miao↗
Fast Approximation of the Gauss--Newton Hessian Matrix for the Multilayer Perceptron
Not provided.
Mathematics↗
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.
97 MATHEMATICS AND COMPUTING↗
Advancing attenuation estimation through integration of the Hessian in multiparameter viscoacoustic full-waveform inversion
Accurate seismic attenuation models of subsurface structures not only enhance subsequent migration processes by improving fidelity, resolution, and facilitating amplitude-compliant angle gather generation but also provide valuable constraints on subsurface physical properties. Leveraging full-wavefield information, multiparameter viscoacoustic full-waveform inversion ( Q-FWI) simultaneously estimates seismic velocity and attenuation ( Q) models. However, a major challenge in Q-FWI is the contamination of crosstalk artifacts, where inaccuracies in the velocity model are mistakenly mapped to the inverted attenuation model. While incorporating the Hessian is expected to mitigate these artifacts, the explicit implementation is prohibitively expensive due to its formidable computational cost. In this study, we formulate and develop a Q-FWI algorithm via the Newton-conjugate gradient (CG) framework, where the search direction at each iteration is determined through an internal CG loop. In particular, the Hessian is integrated into each CG step in a matrix-free fashion using the second-order adjoint-state method. We find through synthetic experiments that our Newton-CG Q-FWI significantly mitigates crosstalk artifacts compared with the limited-memory Broyden-Fletcher-Goldfarb-Shanno method and the CG method, albeit with a notable computational cost. In the discussion of several key implementation details, we also determine the significance of the approximate Gauss-Newton Hessian, the second-order adjoint-state method, and the two-stage inversion strategy.
Geochemistry & Geophysics↗
A computationally-efficient method for flamelet calculations
A new open-source code for the simulation of the diffusion flamelet equations is proposed. Emphasis is placed on using an approximate Jacobian to reduce the computational cost of the matrix operations. Performance of the proposed solvers is tested by performing flamelet calculations with kinetic mechanisms of varying sizes. For the unity Lewis number equations, the present iterative Newton solver using an approximate Jacobian greatly outperforms direct Newton solvers using exact Jacobians. The computation cost scales linearly with the number of species, leading to a reduction in solution times by two orders of magnitude for mechanisms containing thousands of species. The applicability of the Jacobian approximations to the solution of the non-unity Lewis number flamelet equations is assessed. The approximations are generally inadequate to solve the full non-unity Lewis number equations but can be used in some applications depending on the balance of terms in the flamelet equations. As an example, the flamelet solver is applied to the study of sooting tendencies in laminar co-flow diffusion flames where modified non-unity Lewis number flamelet equations, previously shown to accurately reproduce experimentally-measured Yield Sooting Indices (YSI), are solved. Here, the accelerated flamelet solver is well suited for sensitivity analysis and uncertainty quantification with large detailed kinetic mechanisms, tasks for which the computational cost was previously prohibitive.
42 ENGINEERING↗
FedOSAA: Improving Federated Learning with One-Step Anderson Acceleration
Federated learning (FL) is a distributed machine learning approach that enables multiple local clients and a central server to collaboratively train a model while keeping the data on their own devices. First-order methods, particularly those incorporating variance reduction techniques, are the most widely used FL algorithms due to their simple implementation and stable performance. However, these methods tend to be slow and require a large number of communication rounds to reach the global minimizer. We propose FedOSAA, a novel approach that preserves the simplicity of first-order methods while achieving the rapid convergence typically associated with second-order methods. Our approach applies one Anderson acceleration (AA) step following classical local updates based on first-order methods with variance reduction, such as FedSVRG and SCAFFOLD, during local training. This AA step is able to leverage curvature information from the history points and gives a new update that approximates the Newton-GMRES direction, thereby significantly improving the convergence. We establish a local linear convergence rate to the global minimizer of FedOSAA for smooth and strongly convex loss functions. Numerical comparisons show that FedOSAA substantially improves the communication and computation efficiency of the original first-order methods, achieving performance comparable to second-order methods like GIANT.
Feng, Xue [University of California, Davis]↗
Development of Segregated Thermal-Hydraulics Solvers in MOOSE
The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.
42 ENGINEERING↗
Development of Segregated Thermal-Hydraulics Solvers in MOOSE
The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.
42 ENGINEERING↗
Solving Coupled Cluster Equations by the Newton Krylov Method
We describe using the Newton Krylov method to solve the coupled cluster equation. The method uses a Krylov iterative method to compute the Newton correction to the approximate coupled cluster amplitude. The multiplication of the Jacobian with a vector, which is required in each step of a Krylov iterative method such as the Generalized Minimum Residual (GMRES) method, is carried out through a finite difference approximation, and requires an additional residual evaluation. The overall cost of the method is determined by the sum of the inner Krylov and outer Newton iterations. We discuss the termination criterion used for the inner iteration and show how to apply pre-conditioners to accelerate convergence. We will also examine the use of regularization technique to improve the stability of convergence and compare the method with the widely used direct inversion of iterative subspace (DIIS) methods through numerical examples.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Dark matter in X-rays: revised XMM-Newton limits and new constraints from eROSITA
We investigate two classes of dark matter (DM) candidates, sub-GeV particles and primordial black holes (PBHs), that can inject low-energy electrons and positrons into the Milky Way and leave observable signatures in the X-ray sky. In the case of sub-GeV DM, annihilation or decay into e + e - contributes to the diffuse sea of cosmic-ray (CR) leptons, which can generate bremsstrahlung and inverse Compton (IC) emission on Galactic photon fields, producing a broad spectrum from X-rays to γ-rays detectable by instruments such as eROSITA and XMM-Newton. For PBHs with masses below ∼10 17 g, Hawking evaporation similarly yields low-energy e ± , leading to comparable diffuse emission. Using the first data release from eROSITA and incorporating up-to-date CR propagation and diffusion parameters, we derive new constraints on both scenarios. For sub-GeV DM, we exclude thermally averaged annihilation cross sections in the range ∼ 10 -27 –10 -25 cm 3 /s and decay lifetimes of ∼ 10 24 –10 25 s for masses between 1 MeV and 1 GeV, with eROSITA outperforming previous X-ray constraints below ∼ 30 MeV. For asteroid-mass PBHs, we set new bounds on the DM fraction based on their Hawking-induced emission. Finally, we revisit previous constraints in 10.1088/1475-7516/2023/07/026JCAP 07 (2023) 026 and consequently 10.3847/1538-4357/ad41e0Astrophys. J. 968 (2024) 46 derived from XMM-Newton, finding that they were approximately four orders of magnitude too stringent due to the use of the instrument's geometric solid angle rather than its exposure-weighted solid angle. Upon using the exposure-weighted solid angle, we show that the revised XMM-Newton limits are slightly weaker than those from eROSITA.
X-rays↗
Large-scale harmonic balance simulations with Krylov subspace and preconditioner recycling
The multi-harmonic balance method combined with numerical continuation provides an efficient framework to compute a family of time-periodic solutions, or response curves, for large-scale, nonlinear mechanical systems. The predictor and corrector steps repeatedly solve a sequence of linear systems that scale by the model size and number of harmonics in the assumed Fourier series approximation. In this paper, a novel Newton–Krylov iterative method is embedded within the multi-harmonic balance and continuation algorithm to efficiently compute the approximate solutions from the sequence of linear systems that arise during the prediction and correction steps. Further, the method recycles, or reuses, both the preconditioner and the Krylov subspace generated by previous linear systems in the solution sequence. A delayed frequency preconditioner refactorizes the preconditioner only when the performance of the iterative solver deteriorates. The GCRO-DR iterative solver recycles a subset of harmonic Ritz vectors to initialize the solution subspace for the next linear system in the sequence. The performance of the iterative solver is demonstrated on two exemplars with contact-type nonlinearities and benchmarked against a direct solver with traditional Newton–Raphson iterations.
97 MATHEMATICS AND COMPUTING↗
Reducing measurement costs by recycling the Hessian in adaptive variational quantum algorithms
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.
Ramôa, Mafalda (ORCID:0000000302187801)↗
Efficient shallow Ritz method for 1D diffusion problems
This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].
Diffusion problems↗