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DOE OSTI2025

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗

NASA NTRS1991

Parallel Methods on Large-Scale Structural Analysis and Physics Applications; Symposium, Hampton, VA, Feb. 5, 6, 1991, Selected Papers

Recent advances in parallel methods and algorithms integrated into large-scale codes are presented. Consideration is given to problem decomposition (substructuring), efficient matrix solution algorithms for shared memory architectures, dynamic and transient analysis algorithms for shared memory architectures, and algorithms for distributed and massively parallel architectures. Particular attention is given to partitioning of unstructured problems for parallel processing, parallel-vector computation for linear-structural analysis and nonlinear unconstraint optimization problems, a parallel-vector equation solver for unsymmetric matrices on supercomputers, parallel nonlinear finite element dynamic response, multigrid algorithms for solving structural mechanics problems on supercomputers, structural analysis on massively parallel computers, explicit finite element methods with contact-impact on SIMD computers, and the impact of mapping and sparsity on parallelized finite element method modules.

Storaasli, Olaf O.↗

DOE OSTI2024

Distributed Augmentation, Hypersweeps, and Branch Decomposition of Contour Trees for Scientific Exploration

Contour trees describe the topology of level sets in scalar fields and are widely used in topological data analysis and visualization. A main challenge of utilizing contour trees for large-scale scientific data is their computation at scale using highperformance computing. To address this challenge, recent work has introduced distributed hierarchical contour trees for distributed computation and storage of contour trees. However, effective use of these distributed structures in analysis and visualization requires subsequent computation of geometric properties and branch decomposition to support contour extraction and exploration. In this work, we introduce distributed algorithms for augmentation, hypersweeps, and branch decomposition that enable parallel computation of geometric properties, and support the use of distributed contour trees as query structures for scientific exploration. Finally, we evaluate the parallel performance of these algorithms and apply them to identify and extract important contours for scientific visualization.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Validation and Demonstration of Control System Functional Capabilities within the IES Plug-and-Play Simulation Environment

The concept of an integrated energy system (IES) is meant to combine different energy technologies in synergistic ways to achieve a more secure and economical energy supply. The RAVEN-based HYBRID framework is used to find the optimal installed capacity and the optimal economical dispatch of each component of the IES. The new RAVEN plugin for grid and capacity optimization (HERON) only addresses the limits that affect the production variables and the corresponding rates of variation (explicit constraints). However, other variables are subject to constraints, and the associated limits should be accounted for (implicit constraints). In particular, for the power dispatch problem, the optimization algorithm takes into account the limits on the electrical power output and the corresponding hourly power variations but does not consider other constraints on process variables whose response affects the service life of the IES. This report describes a scheme that allows accounting for implicit constraints without increasing the size of the optimization problem. To obtain a more accurate approximation of the nonlinear dynamic behavior, a parametric version of the dynamic mode decomposition with control (DMDc) algorithm was developed to derive the state-space representation matrices of the IES components at different scheduling parameter. Thanks to this approach, a more accurate approximation of the system response can be obtained, the limits imposed by thermal mechanical implicit constraints can be translated into power dispatch limits, and the feedbacks to HERON power dispatcher can be provided. To assess the developed methodology, a power dispatching test case composed of three power generating and storage units (Balance of Plant, Secondary Energy Source, Thermal Energy Storage) was developed. The power output of each one of the three units was optimized to meet the imposed time-dependent load demand trajectory and to maximize the IES profitability by meeting both the explicit and implicit constraints.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2025

Graph decomposition techniques for solving combinatorial optimization problems with variational quantum algorithms

The quantum approximate optimization algorithm (QAOA) has the potential to approximately solve complex combinatorial optimization problems in polynomial time. However, current noisy quantum devices cannot solve large problems due to hardware constraints. In this work, we develop an algorithm that decomposes the QAOA input problem graph into a smaller problem and solves MaxCut using QAOA on the reduced graph. The algorithm requires a subroutine that can be classical or quantum—in this work, we implement the algorithm twice on each graph. One implementation uses the classical solver Gurobi in the subroutine and the other uses QAOA. We solve these reduced problems with QAOA. On average, the reduced problems require only approximately 1/10 of the number of vertices than the original MaxCut instances. Furthermore, the average approximation ratio of the original MaxCut problems is 0.75, while the approximation ratios of the decomposed graphs are on average of 0.96 for both Gurobi and QAOA. With this decomposition, we are able to measure optimal solutions for ten 100-vertex graphs by running single-layer QAOA circuits on the Quantinuum trapped-ion quantum computer H1-1, sampling each circuit only 500 times. This approach is best suited for sparse, particularly k-regular graphs, as k-regular graphs on n vertices can be decomposed into a graph with at most $\frac{nk}{k+1}$ vertices in polynomial time. Further reductions can be obtained with a potential trade-off in computational time. In conclusion, while this paper applies the decomposition method to the MaxCut problem, it can be applied to more general classes of combinatorial optimization problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Online randomized interpolative decomposition with a posteriori error estimator for temporal PDE data reduction

Traditional low-rank approximation is a powerful tool for compressing large data matrices that arise in simulations of partial differential equations (PDEs), but suffers from high computational cost and requires several passes over the PDE data. The compressed data may also lack interpretability thus making it difficult to identify feature patterns from the original data. Here, to address these issues, we present an online randomized algorithm to compute the interpolative decomposition (ID) of large-scale data matrices in situ. Compared to previous randomized IDs that used the QR decomposition to determine the column basis, we adopt a streaming ridge leverage score-based column subset selection algorithm that dynamically selects proper basis columns from the data and thus avoids an extra pass over the data to compute the coefficient matrix of the ID. In particular, we adopt a single-pass error estimator based on the non-adaptive Hutch++ algorithm to provide real-time error approximation for determining the best coefficients. As a result, our approach only needs a single pass over the original data and thus is suitable for large and high-dimensional matrices stored outside of core memory or generated in PDE simulations. A strategy to improve the accuracy of the reconstructed data gradient, when desired, within the ID framework is also presented. We provide numerical experiments on turbulent channel flow and ignition simulations, and on the NSTX Gas Puff Image dataset, comparing our algorithm with the offline ID algorithm to demonstrate its utility in real-world applications.

Column subset selection↗

DOE OSTI2025

Improving Runtime Performance of Tensor Computations using Rust From Python

In this work, we investigate improving the runtime performance of key computational kernels in the Python Tensor Toolbox (pyttb), a package for analyzing tensor data across a wide variety of applications. Recent runtime performance improvements have been demonstrated using Rust, a compiled language, from Python via extension modules leveraging the Python C API—e.g., web applications, data parsing, data validation, etc. Using this same approach, we study the runtime performance of key tensor kernels of increasing complexity, from simple kernels involving sums of products over data accessed through single and nested loops to more advanced tensor multiplication kernels that are key in low-rank tensor decomposition and tensor regression algorithms. In numerical experiments involving synthetically generated tensor data of various sizes and these tensor kernels, we demonstrate consistent improvements in runtime performance when using Rust from Python over 1) using Python alone, 2) using Python and the Numba just-in-time Python compiler (for loop-based kernels), and 3) using the NumPy Python package for scientific computing (for pyttb kernels).

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1983

On obtaining the forward phase functions of Saturn ring features from radio occultation observations

It is noted that the near-forward scattering functions of particles in Saturn ring features are related to 3.6 cm radio occultation power spectra by a Fredholm integral equation of the first kind. The equation reduces to an algebraic system of equation whose solution by usual inversion techniques (that is, least mean squares) is ruled out by the near singularity of the forward transformation matrix. A combination of constrained linear inversion and a filtering algorithm based on eigenvector decomposition of the matrix reduces the instabilities; this yields derived phase functions valid over the range of zero to about 12 mrad. It is noted that these functions represent the collective forward diffraction lobe of particles greater than about 1 m in radius. Since multiple scattering of the signal is a significant effect, the measured phase functions must be adjusted to obtain the singly scattered component. This single-scattering correction is examined for two physical models, namely the monolayer and the classical discrete random slab; in addition, the fraction of opacity in submeter particles for each model for particular ring features is estimated.

Zebker, H. A.↗

NASA NTRS1987

On the reliable and flexible solution of practical subset regression problems

A new algorithm for solving subset regression problems is described. The algorithm performs a QR decomposition with a new column-pivoting strategy, which permits subset selection directly from the originally defined regression parameters. This, in combination with a number of extensions of the new technique, makes the method a very flexible tool for analyzing subset regression problems in which the parameters have a physical meaning.

Verhaegen, M. H.↗

NASA NTRS1987

On the reliable and flexible solution of practical subset regression problems

Verhaegen, M.↗

NASA NTRS1989

On eigensystem assignment with output feedback

A new approach for the eigenvalue assignment of linear, first-order, time-invariant systems using output feedback is developed. The approach can assign the maximum allowable number of closed-loop eigenvalues through output feedback provided that the system is fully controllable and observable, and both the input influence and output influence matrices are full rank. First, a collection of bases for the space of attainable closed-loop eigenvectors is generated using the Singular Value Decomposition or QR Decomposition techniques. Then, an algorithm based on subspace intersections is developed and used to compute the corresponding coefficients of the bases, and the required output feedback gain matrix. Moreover, the additional freedom provided by the multi-inputs and multi-outputs beyond the eigenvalue assignment is characterized for possible exploitation. A numerical example is given to demonstrate the viability of the proposed approach.

Maghami, Peiman G.↗

NASA NTRS1994

A Chebyshev Collocation Method for Moving Boundaries, Heat Transfer, and Convection During Directional Solidification

Free and moving boundary problems require the simultaneous solution of unknown field variables and the boundaries of the domains on which these variables are defined. There are many technologically important processes that lead to moving boundary problems associated with fluid surfaces and solid-fluid boundaries. These include crystal growth, metal alloy and glass solidification, melting and name propagation. The directional solidification of semi-conductor crystals by the Bridgman-Stockbarger method is a typical example of such a complex process. A numerical model of this growth method must solve the appropriate heat, mass and momentum transfer equations and determine the location of the melt-solid interface. In this work, a Chebyshev pseudospectra collocation method is adapted to the problem of directional solidification. Implementation involves a solution algorithm that combines domain decomposition, finite-difference preconditioned conjugate minimum residual method and a Picard type iterative scheme.

Zhang, Yiqiang↗

NASA NTRSDate not supplied

Reduced Dimensionality Analysis of TEMPO Ozone Profile Retrievals Using the Compact Phase Space (CPSR) Algorithm

TEMPO ozone (O 3 ) profile retrievals are expected to have fidelity in the troposphere due the sensitivities of the associated averaging kernels. However, those averaging kernels are severely rank deficiency meaning that a visual inspection of the vertical structure of the averaging kernel profile sensitivities is misleading due linear dependencies in the profile. The Compact Phase Space Retrieval (CPSR) algorithm use singular value decompositions of the averaging kernels and the ‘compressed’ retrieval solution error covariance to project the transformed averaging kernels into a space that removes the linear dependencies and accounts for the solution error uncertainties. In this oral presentation and poster, we apply the CPSR dimensional reduction analysis to TEMPO and TROPOMI O 3 profile retrievals for 13:45 UTC March 29, 2024 to study the phase space characteristics of the transformed averaging kernels as a function of latitude for North America. Our results show that TEMPO generally has more phase space vertical structure in the troposphere than TROPOMI. TEMPO has four to five dominant modes, and TROPOMI has five to six dominant modes. That means that dimensional reduction can reduce the TEMPO resource requirements by ~77% and the TROPOMI requirements by ~81%. Finally, we found that after removing linear dependences and after accounting for solution uncertainties TEMPO still has sensitivities throughout the troposphere.

TEMPO↗

DOE OSTI2022

Integrating a ponderomotive guiding center algorithm into a quasi-static particle-in-cell code based on azimuthal mode decomposition

High fidelity modeling of plasma based acceleration (PBA) requires the use of three dimensional, fully nonlinear, and kinetic descriptions based on the particle-in-cell (PIC) method. In PBA an intense particle beam or laser (driver) propagates through a tenuous plasma whereby it excites a plasma wave wake. Three-dimensional PIC algorithms based on the quasi-static approximation (QSA) have been successfully applied to efficiently model the interaction between relativistic charged particle beams and plasma. In a QSA PIC algorithm, the plasma response to a charged particle beam or laser driver is calculated based on forces from the driver and self-consistent forces from the QSA form of Maxwell's equations. These fields are then used to advance the charged particle beam or laser forward by a large time step. Since the time step is not limited by the regular Courant-Friedrichs-Lewy (CFL) condition that constrains a standard 3D fully electromagnetic PIC code, a 3D QSA PIC code can achieve orders of magnitude speedup in performance. Recently, a new hybrid QSA PIC algorithm that combines another speedup technique known as an azimuthal Fourier decomposition has been proposed and implemented. This hybrid algorithm decomposes the electromagnetic fields, charge and current density into azimuthal harmonics and only the Fourier coefficients need to be updated, which can reduce the algorithmic complexity of a 3D code to that of a 2D code. Modeling the laser-plasma interaction in a full 3D electromagnetic PIC algorithm is very computationally expensive due the enormous disparity of physical scales to be resolved. In the QSA the laser is modeled using the ponderomotive guiding center (PGC) approach. We describe how to implement a PGC algorithm compatible for the QSA PIC algorithms based on the azimuthal mode expansion. Here this algorithm permits time steps orders of magnitude larger than the cell size and it can be asynchronously parallelized. Details on how this is implemented into the QSA PIC code that utilizes an azimuthal mode expansion, QPAD, are also described. Benchmarks and comparisons between a fully 3D explicit PIC code (OSIRIS), as well as a few examples related to laser wakefield acceleration, are presented.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1976

Recursive partitioned inversion of large (1500 x 1500) symmetric matrices

A recursive algorithm was designed to invert large, dense, symmetric, positive definite matrices using small amounts of computer core, i.e., a small fraction of the core needed to store the complete matrix. The described algorithm is a generalized Gaussian elimination technique. Other algorithms are also discussed for the Cholesky decomposition and step inversion techniques. The purpose of the inversion algorithm is to solve large linear systems of normal equations generated by working geodetic problems. The algorithm was incorporated into a computer program called SOLVE. In the past the SOLVE program has been used in obtaining solutions published as the Goddard earth models.

Putney, B. H.↗

NASA NTRS1990

Concurrent Algorithm For Particle-In-Cell Simulations

Separate decompositions used for particle-motion and field calculations. General Concurrent Particle-in-Cell (GCPIC) algorithm used to implement motions of individual plasma particles (ions and electrons) under influence of particle-in-cell (PIC) computer codes on concurrent processors. Simulates motions of individual plasma particles under influence of electromagnetic fields generated by particles themselves. Performed to study variety of nonlinear problems in plasma physics, including magnetic and inertial fusion, plasmas in outer space, propagation of electron and ion beams, free-electron lasers, and particle accelerators.

Liewer, Paulett C.↗

DOE OSTI2020

Efficient Quantum Circuit Decompositions via Intermediate Qudits

Many quantum algorithms make use of ancilla, additional qubits used to store temporary information during computation, to reduce the total execution time. Quantum computers will be resource-constrained for years to come so reducing ancilla requirements is crucial. In this work, we give a method to generate ancilia out of idle qubits by placing some in higher-value states, called qudits. Here, we show how to take a circuit with many O(n) ancilla and design an ancilla-free circuit with the same asymptotic depth. Using this, we give a circuit construction for an in-place adder and a constant adder both with O(log n) depth using temporary qudits and no ancilla.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗