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Nocedal, Jorge

Publications and source records attributed to Nocedal, Jorge.

4 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

An Iterative Approach for Solving the SCOPF Problem Applying LP, SOCP, and NLP Subproblems

We propose to develop efficient algorithms and software for the SCOPF problem. We will employ an iterative approach that will: a) use linear subproblems and other active set filtering techniques to identify the most important contingencies and drastically reduce the SCOPF model size; b) solve SOCP relaxations of the reduced SCOPF to converge to the neighborhood of the global optimal solution and establish a lower bound on the solution, and; c) use a non-convex, nonlinear interior-point solver, Artelys Knitro, to converge quickly to the optimal solution. To identify the most effective approach, we will experiment with several techniques to identify the tradeoffs between contingency subproblem complexity and fast solvability.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2020

An investigation of Newton-Sketch and subsampled Newton methods

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number of variables and data points are both large. In this work, we study two forms of sketching that perform dimensionality reduction in data space: Hessian subsampling and randomized Hadamard transformations. Each has its own advantages, and their relative tradeoffs have not been investigated in the optimization literature. Additionally, our study focuses on practical versions of the two methods in which the resulting linear systems of equations are solved approximately, at every iteration, using an iterative solver. The advantages of using the conjugate gradient method vs. a stochastic gradient iteration are revealed through a set of numerical experiments, and a complexity analysis of the Hessian subsampling method is presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Nonlinear Optimization Methods for Large-Scale Learning

Future advances in large-scale machine learning depend heavily on the availability of new and more powerful nonlinear optimization methods. The goal of this project is to address this challenge by designing new optimization algorithms that can deal with the scale, nonlinearity and stochasticity arising in machine learning models. Our research will provide the theoretical foundations for the new methods, and will involve intensive numerical testing on state-of-the-art machine learning systems. The project is organized into three interrelated projects that constitute a broad research agenda in the area of large-scale stochastic optimization for data science.

97 MATHEMATICS AND COMPUTING↗