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Results for “multilevel 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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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Development and Analysis of Optimal Multilevel Solvers on Advanced Computers. Final Report

Constrained optimization in the context of time dependent, partial differential equations (PDE) leads to a symmetric, block-tridiagonal system of nonlinear equations that must be solved repeatedly in an iterative solution strategy. The blocks represent spatial discretization, while the connection between the blocks represents a forward and backward integration in time. The focus of this project is to apply a parallel-in-time (PiT) solution technique to the large block-triangular system.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Multilevel Combinatorial Optimization across Quantum Architectures

Emerging quantum processors provide an opportunity to explore new approaches for solving traditional problems in the post Moore’s law supercomputing era. However, the limited number of qubits makes it infeasible to tackle massive real-world datasets directly in the near future, leading to new challenges in utilizing these quantum processors for practical purposes. Furthermore, hybrid quantum-classical algorithms that leverage both quantum and classical types of devices are considered as one of the main strategies to apply quantum computing to large-scale problems. In this article, we advocate the use of multilevel frameworks for combinatorial optimization as a promising general paradigm for designing hybrid quantum-classical algorithms. To demonstrate this approach, we apply this method to two well-known combinatorial optimization problems, namely, the Graph Partitioning Problem, and the Community Detection Problem. We develop hybrid multilevel solvers with quantum local search on D-Wave’s quantum annealer and IBM’s gate-model based quantum processor. We carry out experiments on graphs that are orders of magnitude larger than the current quantum hardware size, and we observe results comparable to state-of-the-art solvers in terms of quality of the solution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

PAO 1.0: A Python Library for Adversarial Optimization

PAO is a Python-based package for Adversarial Optimization. The goal of this package is to provide a general modeling and analysis capability for bilevel, trilevel and other multilevel optimization forms that express adversarial dynamics. PAO integrates two different modeling abstractions: 1. Algebraic models extend the modeling concepts in the Pyomo algebraic modeling language to express problems with an intuitive algebraic syntax. Thus, we expect that this modeling abstraction will commonly be used by PAO end-users. 2. Compact models express objective and constraints in a manner that is typically used to express the mathematical form of these problems (e.g. using vector and matrix data types). PAO denes custom Multilevel Problem Representations (MPRs) that simplify the implementation of solvers for bilevel, trilevel and other multilevel optimization problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. Here we present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore chooses shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation, and that these shifts can be used for multiple configurations within the same ensemble with no penalty to performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗
DOE OSTI2018

System and method for optimizing fundamental frequency modulation for a cascaded multilevel inverter

A system and a method for optimizing fundamental frequency modulation in a cascaded multilevel inverter (CMI) are provided. The CMI includes at least a first H-bridge module and a second H-bridge module connected in series with the first H-bridge module. The first H-bridge module is operated according to a first duty cycle and the second H-bridge module is operated according to a second duty cycle. The first duty cycle is greater than the second duty cycle. The first and second H-bridge modules are controlled utilizing fundamental frequency modulation. A portion of the first duty cycle is transferred to the second duty cycle thereby optimizing fundamental frequency modulation by at least improving power sharing between the first and second H-bridge modules and improving equalization of DC capacitor currents and voltage ripples while maintaining the same fundamental modulation to the output voltage waveform.

42 ENGINEERING↗
DOE OSTI2018

Scaling Structured Multigrid to 500K+ Cores Through Coarse-Grid Redistribution

The effcient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for common discretizations makes them a good candidate for an efficient parallel solver. Yet, modern architectures for high-performance computing systems continue to challenge the parallel scalability of multilevel solvers. While algebraic multigrid methods are robust for solving a variety of problems, the increasing importance of data locality and cost of data movement in modern architectures motivates the need to carefully exploit structure in the problem. Robust logically structured variational multigrid methods, such as Black Box Multigrid (BoxMG), maintain structure throughout the multigrid hierarchy. This avoids indirection and increased coarse- grid communication costs typical in parallel algebraic multigrid. Nevertheless, the parallel scalability of structured multigrid is challenged by coarse-grid problems where the overhead in communication dominates computation. In this paper, an algorithm is introduced for redistributing coarse-grid problems through incremental agglomeration. Guided by a predictive performance model, this algorithm provides robust redistribution decisions for structured multilevel solvers. A two-dimensional diffusion problem is used to demonstrate the significant gain in performance of this algorithm over the previous approach that used agglomeration to one processor. In addition, the parallel scalability of this approach

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Optimal Submodule Capacitor Sizing for Modular Multilevel Converters with Common Mode Voltage Injection and Circulating Current Control

Abstract - Modular multilevel converters (MMCs), with the filterless and transformer-less features, are considered as a promising topology for high-efficiency medium voltage (MV) high voltage (HV) drive systems. However, at low frequencies (< 30 Hz), a large current ripple flowing through the capacitors of each submodule will cause significant capacitor voltage fluctuation. This paper proposes an optimal submodule capacitor selection based on the common mode voltage injection. The proposed sizing model includes two functions: a) accurately estimating the capacitor voltage ripple based on the drive system parameters; and b) identifying the minimum capacitance of the submodule capacitors based on the allowed maximum capacitor voltage fluctuations. Simulation and hardware-in-the-loop (HIL) test results show that the error between the actual and estimated values of the voltage fluctuation is within 3% using the proposed model.

Capacitor Sizing↗
DOE OSTI2024

Multilevel Monte Carlo Estimators For Derivative-Free Optimization Under Uncertainty

Optimization is a key tool for scientific and engineering applications; however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest. Optimization under uncertainty (OUU) deals with this endeavor and requires uncertainty quantification analyses at several design locations; i.e., its overall computational cost is proportional to the cost of performing a forward uncertainty analysis at each design location. An OUU workflow has two main components: an inner loop strategy for the computation of statistics of the quantity of interest, and an outer loop optimization strategy tasked with finding the optimal design, given a merit function based on the inner loop statistics. Here, in this work, we propose to alleviate the cost of the inner loop uncertainty analysis by leveraging the so-called multilevel Monte Carlo (MLMC) method, which is able to allocate resources over multiple models with varying accuracy and cost. The resource allocation problem in MLMC is formulated by minimizing the computational cost given a target variance for the estimator. We consider MLMC estimators for statistics usually employed in OUU workflows and solve the corresponding allocation problem. For the outer loop, we consider a derivative-free optimization strategy implemented in the SNOWPAC library; our novel strategy is implemented and released in the Dakota software toolkit. We discuss several numerical test cases to showcase the features and performance of our approach with respect to its Monte Carlo single fidelity counterpart.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗