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Results for “sparse Hessian computation”

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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5 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

On efficient Hessian computation using the edge pushing algorithm in Julia

Evaluating the Hessian matrix of second-order derivatives at a sequence of points can be costly when applying second-order methods for nonlinear optimization. In this work, we discuss our experiences implementing the recently proposed Edge Pushing (EP) method in Julia as an experimental replacement for the current colouring-based methods used by JuMP, an open-source algebraic modelling language. We propose an alternative data structure for sparse Hessians to avoid the use of hash tables and analyse the space and time complexity of EP method. In our benchmarks, we find that EP is very competitive in terms of both preprocessing time and Hessian evaluation time. As a result, we identify cases where EP closes the performance gap between JuMP's previous implementation and the implementation in AMPL, a commercial software package with similar functionality.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. In this work, we develop reduced compact representations of the limited-memory inverse BFGS Hessian to compute search directions efficiently when the constraint Jacobian is sparse. Orthogonal projections are implemented by a sparse QR factorization or a preconditioned LSQR iteration. In numerical experiments two proposed trust-region algorithms improve in computation times, often significantly, compared to previous implementations of related algorithms and compared to IPOPT.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

Application of symbolic computations to the constitutive modeling of structural materials

In applications involving elevated temperatures, the derivation of mathematical expressions (constitutive equations) describing the material behavior can be quite time consuming, involved and error-prone. Therefore intelligent application of symbolic systems to faciliate this tedious process can be of significant benefit. Presented here is a problem oriented, self contained symbolic expert system, named SDICE, which is capable of efficiently deriving potential based constitutive models in analytical form. This package, running under DOE MACSYMA, has the following features: (1) potential differentiation (chain rule), (2) tensor computations (utilizing index notation) including both algebraic and calculus; (3) efficient solution of sparse systems of equations; (4) automatic expression substitution and simplification; (5) back substitution of invariant and tensorial relations; (6) the ability to form the Jacobian and Hessian matrix; and (7) a relational data base. Limited aspects of invariant theory were also incorporated into SDICE due to the utilization of potentials as a starting point and the desire for these potentials to be frame invariant (objective). The uniqueness of SDICE resides in its ability to manipulate expressions in a general yet pre-defined order and simplify expressions so as to limit expression growth. Results are displayed, when applicable, utilizing index notation. SDICE was designed to aid and complement the human constitutive model developer. A number of examples are utilized to illustrate the various features contained within SDICE. It is expected that this symbolic package can and will provide a significant incentive to the development of new constitutive theories.

Arnold, Steven M.↗
DOE OSTI2020

Nonlinear sparse Bayesian learning for physics-based models

This paper addresses the issue of overfitting while calibrating unknown parameters of over-parameterized physics-based models with noisy and incomplete observations. Here, a semi-analytical Bayesian framework of nonlinear sparse Bayesian learning (NSBL) is proposed to identify sparsity among model parameters during Bayesian inversion. NSBL offers significant advantages over machine learning algorithm of sparse Bayesian learning (SBL) for physics-based models, such as 1) the likelihood function or the posterior parameter distribution is not required to be Gaussian, and 2) prior parameter knowledge is incorporated into sparse learning (i.e. not all parameters are treated as questionable). NSBL employs the concept of automatic relevance determination (ARD) to facilitate sparsity among questionable parameters through parameterized prior distributions. The analytical tractability of NSBL is enabled by employing Gaussian ARD priors and by building a Gaussian mixture-model approximation of the posterior parameter distribution that excludes the contribution of ARD priors. Subsequently, type-II maximum likelihood is executed using Newton's method whereby the evidence and its gradient and Hessian information are computed in a semi-analytical fashion. We show numerically and analytically that SBL is a special case of NSBL for linear regression models. Subsequently, a linear regression example involving multimodality in both parameter posterior pdf and model evidence is considered to demonstrate the performance of NSBL in cases where SBL is inapplicable. Next, NSBL is applied to identify sparsity among the damping coefficients of a mass-spring-damper model of a shear building frame. These numerical studies demonstrate the robustness and efficiency of NSBL in alleviating overfitting during Bayesian inversion of nonlinear physics-based models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Approximate Bayesian Model Inversion for PDEs with Heterogeneous and State-Dependent Coefficients

We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and state-dependent parameters. We demonstrate that these methods provide accurate and cost-effective alternatives to Markov Chain Monte Carlo simulation. We assume a parameterized Gaussian prior on the unknown functions, and approximate the posterior density by a parameterized multivariate Gaussian density. The parameters of the prior and posterior are estimated from sparse observations of the PDE model's states and the unknown functions themselves by maximizing the evidence lower bound (ELBO), a lower bound on the log marginal likelihood of the observations. The first method, Laplace-EM, employs the expectation maximization algorithm to maximize the ELBO, with a Laplace approximation of the posterior on the E-step, and minimization of a Kullback-Leibler divergence on the M-step. The second method, DSVI-EB, employs the doubly stochastic variational inference (DSVI) algorithm, in which the ELBO is maximized via gradient-based stochastic optimization, with nosiy gradients computed via simple Monte Carlo sampling and Gaussian backpropagation. We apply these methods to identifying diffusion coefficients in linear and nonlinear diffusion equations, and we find that both methods provide accurate estimates of posterior densities and the hyperparameters of Gaussian priors. While the Laplace-EM method is more accurate, it requires computing Hessians of the physics model. The DSVI-EB method is found to be less accurate but only requires gradients of the physics model.

approximate Bayesian inference, model inversion, v↗