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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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13 records
All sourcesNASA NTRSDOE OSTI
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 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 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 OSTI2025

Genetic algorithm-based geometry calibration for dynamic compression x-ray diffraction experiments

An important component of dynamic compression x-ray diffraction (XRD) experiment analysis is geometry calibration: proper data interpretation requires knowledge of the precise detector position and orientation and, if the experiment involves a single-crystal sample, knowledge of the lattice orientation. The determination of these parameters in the arbitrary three-dimensional (3D) scattering geometries often present in dynamic compression facilities is challenging, as the associated optimization problem can be highly nonlinear, nonsmooth, and discontinuous. We present a genetic algorithm-based approach for performing dynamic compression XRD calibrations that overcomes these obstacles. We provide details regarding the image processing, algorithm implementation, and open-source software deployment and demonstrate the capability of the approach to calibrate the detector and crystal parameters in 3D geometries. Notably, we demonstrate the solver’s capacity to find the crystal orientation without a priori rotation constraints.

Brown, Nathan P. [Sandia National Laboratories (SN↗
DOE OSTI2024

Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements

In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.

Lei, Jinlong↗
DOE OSTI2024

Toward Accelerating Discovery via Physics-Driven and Interactive Multifidelity Bayesian Optimization

Both computational and experimental material discovery bring forth the challenge of exploring multidimensional and often nondifferentiable parameter spaces, such as phase diagrams of Hamiltonians with multiple interactions, composition spaces of combinatorial libraries, processing spaces, and molecular embedding spaces. Often these systems are expensive or time consuming to evaluate a single instance, and hence classical approaches based on exhaustive grid or random search are too data intensive. This resulted in strong interest toward active learning methods such as Bayesian optimization (BO) where the adaptive exploration occurs based on human learning (discovery) objective. However, classical BO is based on a predefined optimization target, and policies balancing exploration and exploitation are purely data driven. In practical settings, the domain expert can pose prior knowledge of the system in the form of partially known physics laws and exploration policies often vary during the experiment. Here, we propose an interactive workflow building on multifidelity BO (MFBO), starting with classical (data-driven) MFBO, then expand to a proposed structured (physics-driven) structured MFBO (sMFBO), and finally extend it to allow human-in-the-loop interactive interactive MFBO (iMFBO) workflows for adaptive and domain expert aligned exploration. These approaches are demonstrated over highly nonsmooth multifidelity simulation data generated from an Ising model, considering spin–spin interaction as parameter space, lattice sizes as fidelity spaces, and the objective as maximizing heat capacity. Detailed analysis and comparison show the impact of physics knowledge injection and real-time human decisions for improved exploration with increased alignment to ground truth. Here, the associated notebooks allow to reproduce the reported analyses and apply them to other systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Semiglobal Safety-Filtered Extremum Seeking With Unknown CBFs

We introduce a safe extremum-seeking (Safe ES) algorithm which achieves the minimization of an unknown objective function while ensuring that an unknown, yet measured, control barrier function (CBF) remains above an arbitrarily small negative value for all time. In other words, “practical safety” is maintained during the entire period of convergence to the constrained extremum. Our design is based on quadratic program (QP) CBF style filters for safety, which is applied in an average and estimated sense. Using nonsmooth analysis tools, we guarantee semiglobal practical asymptotic (SPA) stability of the global constrained optimum, practical convergence to the safe set if starting in a condition violating the CBF, and practical safety for all time—semiglobally—if starting in safe set. The safety result of the paper is analogous with modern notions of SPA stability, guaranteeing that, for any small violation of safety, there exist design coefficients which guarantee that such a small violation is not exceeded. The paper outlines a set of sufficient conditions on the barrier and objective functions, and by way of a Lyapunov argument, we demonstrate that nonconvex constrained optimization problems can be solved. We present these results in the setting of a static map and a dynamical system. A simulation example illustrates the results.

97 MATHEMATICS AND COMPUTING↗