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Results for “non-stationary 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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9 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do not require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Exact Gaussian processes for massive datasets via non-stationary sparsity-discovering kernels

Abstract A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. Its success is largely attributed to the GP’s analytical tractability, robustness, and natural inclusion of uncertainty quantification. Unfortunately, the use of exact GPs is prohibitively expensive for large datasets due to their unfavorable numerical complexity of $$O(N^3)$$ O ( N 3 ) in computation and $$O(N^2)$$ O ( N 2 ) in storage. All existing methods addressing this issue utilize some form of approximation—usually considering subsets of the full dataset or finding representative pseudo-points that render the covariance matrix well-structured and sparse. These approximate methods can lead to inaccuracies in function approximations and often limit the user’s flexibility in designing expressive kernels. Instead of inducing sparsity via data-point geometry and structure, we propose to take advantage of naturally-occurring sparsity by allowing the kernel to discover—instead of induce—sparse structure. The premise of this paper is that the data sets and physical processes modeled by GPs often exhibit natural or implicit sparsities, but commonly-used kernels do not allow us to exploit such sparsity. The core concept of exact, and at the same time sparse GPs relies on kernel definitions that provide enough flexibility to learn and encode not only non-zero but also zero covariances. This principle of ultra-flexible, compactly-supported, and non-stationary kernels, combined with HPC and constrained optimization, lets us scale exact GPs well beyond 5 million data points.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Mitigating the Impacts of Uncertain Geomagnetic Disturbances on Electric Grids: A Distributionally Robust Optimization Approach

Severe geomagnetic disturbances (GMDs) increase the magnitude of the electric field on the Earth’s surface (E-field) and drive geomagnetically-induced currents (GICs) along the transmission lines in electric grids. These additional currents can pose severe risks, such as current distortions, transformer saturation and increased reactive power losses, each of which can lead to system unreliability. Today several mitigation actions (e.g., changing grid topology) exist that can reduce the harmful GIC effects on the grids. Making such decisions can be challenging, however, because the magnitude and direction of the E-field are uncertain and non-stationary. In this paper, we model uncertain E-fields using the distributionally robust optimization (DRO) approach that determines optimal transmission grid operations such that the worst-case expectation of the system cost is minimized. We also capture the effect of GICs on the nonlinear AC power flow equations. For solution approaches, we develop an accelerated column-and-constraint generation (CCG) algorithm by exploiting a special structure of the support set of uncertain parameters representing the E-field. Extensive numerical experiments based on “epri-21” and “uiuc-150” systems, designed for GMD studies, demonstrate (i) the computational performance of the accelerated CCG algorithm, (ii) the superior performance of distributionally robust grid operations that satisfy nonlinear, nonconvex AC power flow equations and GIC constraints, in comparison with standard stochastic programming-based methods during the out-of-sample testing.

42 ENGINEERING↗
DOE OSTI2022

Utilization of the CW magnetrons as coherent RF sources for superconducting RF accelerators

CW magnetrons designed and optimized for industrial heaters, driven by an injection-locking signal, were suggested to power Superconducting RF (SRF) cavities. However, the CW magnetrons, which are regenerative generators, are intended to operate in self-excitation mode, so, for reliable starting they use a large regenerative gain, causing a large regenerative instability in operation. Thus, power supply ripple, even shot noise, etc., lead to multiple sidebands forming a quasi-continuous noise spectrum at the carrier frequency. Therefore, in the traditionally used mode of operation and control, such magnetrons are inapplicable for powering high Q-factor SRF cavities. A new approach to operation and control of CW magnetrons considering non-stationary processes during start-up and operation makes it possible to find a mode of almost coherent RF generation of tubes with a significant reduction in regenerative instability and noise and increased efficiency. In our work is presented substantiation for the newly developed mode with an analysis of the new approach based on experimental results. •In this article, for the first time, non-stationary, regenerative processes are considered during the start-up and operation of CW magnetrons for powering high-Q superconducting RF cavities.•An analytical study, confirmed by experiments, showed that the traditionally used modes of starting and operating CW magnetrons are not suitable for powering high-Q superconducting RF cavities.•In fact, to make CW magnetrons suitable for such cavities, the physics of starting and operating CW magnetrons must be changed. This has been demonstrated in our work.•In developing the Stimulated Coherent Generation Mode [NIM A 980 (2020) 164366], we have shown the suitability of this mode for starting and operating CW magnetrons for high-Q superconducting RF cavities.•Analytical analysis, verified experimentally, substantiates in our article the suitability of the “Mode of stimulated coherent generation” of CW magnetrons for powering high-Q superconducting cavities in pulsed and continuous modes.

43 PARTICLE ACCELERATORS↗
DOE OSTI2020

Optimizing Individualized Treatment Planning for Parkinson’s Disease Using Deep Reinforcement Learning

More than one million people currently live with Parkinson's Disease (PD) in the U.S. alone. Medications, such as levodopa, can help manage PD symptoms. However, medication treatment planning is generally based on patient history and limited interaction between physicians and patients during office visits. This limits the extent of benefit that may be derived from the treatment as disease/patient characteristics are generally non-stationary. Wearable sensors that provide continuous monitoring of various symptoms, such as bradykinesia and dyskinesia, can enhance symptom management. However, using such data to overhaul the current static medication treatment planning approach and prescribe personalized medication timing and dosage that accounts for patient/care-giver/physician feedback/preferences remains an open question. We develop a model to prescribe timing and dosage of medications, given the motor fluctuation data collected using wearable sensors in real-time. We solve the resulting model using deep reinforcement learning (DRL). The prescribed policy determines the optimal treatment plan that minimizes patient's symptoms. Our results show that the model-prescribed policy outperforms the static a priori treatment plan in improving patients' symptoms, providing a proof-of-concept that DRL can augment medical decision making for treatment planning of chronic disease patients.

Watts, Jeremy↗
DOE OSTI2024

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven↗
DOE OSTI2018

Narrowing Frequency Probability Density Function for Achieving Minimized Uncertainties in Power Systems Operation – a Stochastic Distribution Control Perspective

With the increased penetration of renewables and other distributed energy resources (DERs), the frequency response in power systems exhibits stochastic nature, where the standard deterministic swing equation should be either represented or transferred into an Ito stochastic differential equation whose solution should be the non-stationary transient behavior of the probability density function (PDF) of the frequency. This transfers the frequency quality control for power systems into a stochastic distribution control problem, where the shape of the frequency distribution, namely the frequency PDF, needs to be directly controlled. In this context, this requires the development of control strategies via controlling the power balance so that the PDF of the frequency is made as narrow as possible whilst centered at its required mean value simple because such a sharp distribution shape means less uncertainties or randomness for the frequency response. In this paper, the formulation of the stochastic swing equation will be made first taking into account of DERs. This will then be followed by the development of stochastic distribution control model that links the power sources with the PDF of the frequency using Fokker Planck Kolmogorov (FPK) equations. A generic constrained optimization problem will be formulated where the cost function is composed of a functional distance between the actual and the desired PDFs of the frequency. A feasible solution using B-spine Neural Networks based stochastic distribution control model will be described. Using the obtained stochastic distribution control model, a set of control algorithms will be described that uses available power sources to shape the PDF of the frequency or to minimize the randomness of the frequency via minimized entropy approach. Future directions will be discussed in the later part of the paper

Swing equation, Power Systems, stchastic distribut↗
DOE OSTI2025

Universal method for the optimization of HDC coating uniformity on non-planar, non-stationary substrates for inertial confinement fusion targets

The thickness uniformity of chemical vapor deposited (CVD) diamond coatings on non-planar, non-stationary substrates depends on both the intrinsic instantaneous coating thickness distribution (ICTD) of the coating conditions used and, if applicable, on the frequency of substrate reorientation. While important for many CVD diamond applications, the relative impact of the ICTD and substrate reorientation on the coating thickness uniformity has not been studied. In this work, we systematically investigate the effect of these factors for microwave-plasma chemical vapor deposition (MPCVD) of diamond (referred to as high density carbon (HDC) in the inertial confinement fusion (ICF) community) coatings on spherical, rolling substrates. This coating technique is used to fabricate capsules for ICF experiments, which require extreme coating uniformity with <0.3 % thickness variation (so-called Mode 1 or M1) to ensure symmetric compression of imploding targets. To extract the otherwise unobservable reorientation timescale (Δt), Monte Carlo simulations were performed using experimental ICTD data as input. This combined approach confirms scaling relationships between the substrate reorientation timescale as well as coating thickness and coating uniformity, as expected from a 3D random walk. Simulations confirm that M1 is Rayleigh-distributed and scales as (Δt) 1/2 , consistent with the randomization of two angles that determine orientation of a sphere. We also demonstrate that, under the conditions studied, Δt is the dominant factor in determining thickness uniformity while the intrinsic ICTD has minimal impact. Finally, experiments show that Δt can be affected by total batch size under constant agitation conditions due to space constraints that limit the capsule reorientation kinetics. In conclusion, this study highlights the utility of a combined experiment-simulation approach as a general methodology for understanding and improving coating uniformity on non-planar, non-stationary substrates.

Capsule↗
DOE OSTI2024

Non-smooth Bayesian optimization in tuning scientific applications

Tuning algorithmic parameters to optimize the performance of large, complicated computational codes is an important problem involving finding the optima and identifying regimes defined by non-smooth boundaries in black-box functions. Within the Bayesian optimization framework, the Gaussian process surrogate model produces smooth mean functions, but functions in the tuning problem are often non-smooth, which is exacerbated by the fact that we usually have limited sequential samples from the black-box function. Here, motivated by these issues encountered in tuning, we propose a novel Gaussian process model called a clustered Gaussian process (cGP), where the components are dynamically updated by clustering. In our studies, the performance of cGP can be better than stationary GPs in nearly 90% of the experiments and better than non-stationary GPs in nearly 70% of the repeated experiments while requiring less computational cost. cGP provides a novel approach for dynamic GP, computes more efficiently than recursive partitioning, and discovers non-smoothness regimes. We provide extensive experiments including high-performance computing (HPC) and industrial simulation functions to show the effectiveness of our methods.

97 MATHEMATICS AND COMPUTING↗