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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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DOE OSTI2026

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↗
DOE OSTI2025

A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Constraints

Augmented Lagrangian (AL) methods have proven remarkably useful in solving optimization problems with complicated constraints. The last decade has seen the development of overall complexity guarantees for inexact AL variants. Yet, a crucial gap persists in addressing nonsmooth convex constraints. To this end, we present a smoothed augmented Lagrangian (AL) framework where nonsmooth terms are progressively smoothed with a smoothing parameter $\eta _k$ . The resulting AL subproblems are $\eta _k$ -smooth, allowing for leveraging accelerated schemes. By a careful selection of the inexactness level $\epsilon _k$ (for inexact subproblem resolution), the penalty parameter $\rho _k$ , and smoothing parameter $\eta _k$ at epoch k, we derive rate and complexity guarantees of $\tilde{\mathcal {O}}(1/{\varepsilon }^{3/2})$ and $\tilde{\mathcal {O}}(1/{\varepsilon })$ in convex and strongly convex regimes for computing an ${\varepsilon }$ -optimal solution, when $\rho _k$ increases at a geometric rate, a significant improvement over the best available guarantees for AL schemes for convex programs with nonsmooth constraints. Analogous guarantees are developed for settings with $\rho _k = \rho$ as well as $\eta _k = \eta$ . Preliminary numerics on a fused Lasso problem display promise.

augmented Lagrangian↗
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 OSTI2023

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Efficient proximal subproblem solvers for a nonsmooth trust-region method

In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures the trial iterate produces sufficient decrease of the subproblem model. In this paper, we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. Finally, we compare algorithm performance on examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Structure-aware methods for expensive derivative-free nonsmooth composite optimization

We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some known mapping of outputs from a computationally expensive function. We provide accompanying implementations of these methods: in particular, a novel manifold sampling algorithm (MS-P) with subproblems that are in a sense primal versions of the dual problems solved by previous manifold sampling methods and a method (GOOMBAH) that employs more difficult optimization subproblems. For these two methods, we provide rigorous convergence analysis and guarantees. We demonstrate extensive testing of these methods. Open-source implementations of the methods developed in this manuscript can be found at https://github.com/POptUS/ IBCDFO/.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Federated Learning Methods for Nonsmooth, Nonconvex, and Hierarchical Optimization (Final Technical Report)

This final technical report summarizes the outcomes of a DOE-funded project on federated scientific machine learning (FL) under nonsmooth, nonconvex, and hierarchical optimization settings. The project develops new mathematical models, algorithms, and theoretical guarantees for decentralized stochastic, bilevel, and minimax optimization problems arising in DOE mission-relevant applications. A unified framework of randomized and zeroth-order federated optimization methods is introduced, providing provable convergence, communication efficiency, and sample-complexity guarantees. The report documents algorithmic design, theoretical analysis, and empirical validation of the proposed federated learning methods. The project also contributes to workforce development through graduate training and dissemination of results via publications and seminars.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic projective splitting

Here, we present a new, stochastic variant of the projective splitting (PS) family of algorithms for inclusion problems involving the sum of any finite number of maximal monotone operators. This new variant uses a stochastic oracle to evaluate one of the operators, which is assumed to be Lipschitz continuous, and (deterministic) resolvents to process the remaining operators. Our proposal is the first version of PS with such stochastic capabilities. We envision the primary application being machine learning (ML) problems, with the method’s stochastic features facilitating “mini-batch” sampling of datasets. Since it uses a monotone operator formulation, the method can handle not only Lipschitz-smooth loss minimization, but also min–max and noncooperative game formulations, with better convergence properties than the gradient descent-ascent methods commonly applied in such settings. The proposed method can handle any number of constraints and nonsmooth regularizers via projection and proximal operators. We prove almost-sure convergence of the iterates to a solution and a convergence rate result for the expected residual, and close with numerical experiments on a distributionally robust sparse logistic regression problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Open Specy 1.0: Automated (Hyper)spectroscopy for Microplastics

Microplastic spectral analysis is one of the most time-consuming processes in studying microplastic pollution, often requiring days per sample. Researchers are transitioning to automated batch and hyperspectral image analysis techniques to enhance efficiency. Open Specy, initially aimed at manual single-spectrum analysis, has now integrated automated methods. This updated version, Open Specy 1.0, introduces several new features, including two algorithms for automated processing (smoothing and particle compression), an extensive library containing over 40,000 open-source Raman and FTIR spectra, and two machine learning classifiers (logistic regression and k medoids) developed from this library. Furthermore, it includes a revamped user interface, an R package, and a benchmark data set for testing future advancements in automated techniques. Researchers evaluated various configurations for hyperspectral smoothing, particle identification, compression, and splitting, to achieve combined recovery rates between 50 and 150% particle counts, identities, and sizes with a coefficient of variation (CV) of less than 40% (the accredited standard). Mean absorbance times the standard deviation provided a consistent particle identification. Hyperspectral smoothing led to a 96% combined recovery rate and reduced variability (CV = 38%) compared to the 86% recovery (CV = 83%) of nonsmoothed controls. Additionally, compressing spectra for particles was significantly faster (>3x) and showed similar accuracy but with reduced variability than processing each pixel individually. Key challenges persist in automating spectral analysis, particularly in refining particle splitting algorithms, and improving identification routines to minimize false positives and negatives. In conclusion, new methods in sample preparation for better stabilization and dispersion of particles could overcome some of these issues.

13 HYDRO ENERGY↗