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At least 199 records · Page 11

Layer-Parallel Training of Deep Residual Neural Networks

Residual neural networks (ResNets) are a promising class of deep neural networks that have shown excellent performance for a number of learning tasks, e.g., image classification and recognition. Mathematically, ResNet architectures can be interpreted as forward Euler discretizations of a nonlinear initial value problem whose time-dependent control variables represent the weights of the neural network. Hence, training a ResNet can be cast as an optimal control problem of the associated dynamical system. For similar time-dependent optimal control problems arising in engineering applications, parallel-in-time methods have shown notable improvements in scalability. This paper demonstrates the use of those techniques for efficient and effective training of ResNets. The proposed algorithms replace the classical (sequential) forward and backward propagation through the network layers with a parallel nonlinear multigrid iteration applied to the layer domain. This adds a new dimension of parallelism across layers that is attractive when training very deep networks. From this basic idea, we derive multiple layer-parallel methods. The most efficient version employs a simultaneous optimization approach where updates to the network parameters are based on inexact gradient information in order to speed up the training process. Finally, using numerical examples from supervised classification, we demonstrate that the new approach achieves a training performance similar to that of traditional methods, but enables layer-parallelism and thus provides speedup over layer-serial methods through greater concurrency.

97 MATHEMATICS AND COMPUTING↗

Shortest path network interdiction with asymmetric uncertainty

Abstract This paper considers an extension of the shortest path network interdiction problem that incorporates robustness to account for parameter uncertainty. The shortest path interdiction problem is a game of two players with conflicting agendas and capabilities: an evader, who traverses the arcs of a network from a source node to a sink node using a path of shortest length, and an interdictor, who maximizes the length of the evader's shortest path by interdicting arcs on the network. It is usually assumed that the parameters defining the network are known exactly by both players. We consider the situation where the evader assumes the nominal parameter values while the interdictor uses robust optimization techniques to account for parameter uncertainty or sensor degradation. We formulate this problem as a nonlinear mixed‐integer semi‐infinite bilevel program and show that it can be converted into a mixed‐integer linear program with a second order cone constraint. We use random geometric networks and transportation networks to perform computational studies and demonstrate the unique decision strategies that our variant produces. Solving the shortest path interdiction problem with asymmetric uncertainty protects the interdictor from investing in a strategy that hinges on key interdictions performing as promised. It also provides an alternate strategy that mitigates the risk of these worst‐case possibilities.

Punla‐Green, She'ifa Z.↗

Deep Learning Explicit Differentiable Predictive Control Laws for Buildings

We present a differentiable predictive control (DPC) methodology for learning constrained control laws for unknown nonlinear systems. DPC poses an approximate solution to multiparametric programming problems emerging from explicit nonlinear model predictive control (MPC). Contrary to approximate MPC, DPC does not require supervision by an expert controller. Instead, a system dynamics model is learned from a small dataset of recorded observations of the perturbed system's dynamics and the control law is optimized offline by interaction with the learned system model. The DPC method is based on two sequential steps, i) system identification using a constrained neural state-space model, and ii) optimization of an explicit control law parametrized by another neural network in closed-loop simulation with the identified neural state-space model. The combination of a differentiable closed-loop system and penalty methods for constraint handling of system outputs and inputs allows us to optimize the control law's parameters directly by backpropagating economic MPC loss through the learned system model. By incorporating domain knowledge and leveraging established techniques from optimal control, our method leverages deep neural networks as nonlinear function approximators for system identification and control while avoiding concomitant costs of intractably large datasets, and computationally expensive over-parametrized models. The scalability, data efficiency, and constrained optimal control capability of the proposed DPC method are demonstrated in simulation using a multi-zone building emulator.

Drgona, Jan↗

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

Here, we formulate a nonlinear optimal control problem for intraday operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy–Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between the inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal–dual interior point solver, and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

03 NATURAL GAS↗

KETCHUP: Parameterizing of large-scale kinetic models using multiple datasets with different reference states

Large-scale kinetic models provide the computational means to dynamically link metabolic reaction fluxes to metabolite concentrations and enzyme levels while also conforming to substrate level regulation. However, the development of broadly applicable frameworks for efficiently and robustly parameterizing models remains a challenge. Challenges arise due to both the heterogeneity, paucity, and difficulty in obtaining flux and/or concentration data but also due to the computational difficulties of the underlying parameter identification problem. Both the computational demands for parameterization, degeneracy of obtained parameter solutions and interpretability of results has so far limited widespread adoption of large-scale kinetic models despite their potential. Herein, we introduce the Kinetic Estimation Tool Capturing Heterogeneous Datasets Using Pyomo (KETCHUP), a flexible parameter estimation tool that leverages a primal-dual interior-point algorithm to solve a nonlinear programming (NLP) problem that identifies a set of parameters capable of recapitulating the (non)steady-state fluxes and concentrations in wild-type and perturbed metabolic networks. KETCHUP is benchmarked against previously parameterized large-scale kinetic models demonstrating an at least an order of magnitude faster convergence than the tool K-FIT while at the same time attaining better data fits. Finally, this versatile toolbox accepts different kinetic descriptions, metabolic fluxes, enzyme levels and metabolite concentrations, under either steady-state or instationary conditions to enable robust kinetic model construction and parameterization. KETCHUP supports the SBML format and can be accessed at https://github.com/maranasgroup/KETCHUP.

59 BASIC BIOLOGICAL SCIENCES↗

Preconditioning for Hyper-reduction in Reduced Order Models

Many projection-based reduced order models (pROM) that utilize the governing equation and data to accelerate physical simulations can be applied to nonlinear dynamical systems. To avoid full order model (FOM) scale update for each time step, hyperreduction techniques are developed to sample high dimensional nonlinear terms. Our study aims to investigate if preconditioning the least-squares problem used for the nonlinear approximation can improve the robustness of the condition number of the problem while achieving high accuracy. In our study, we use the row-normalization matrix motivated by the Christoffel function as the preconditioner and solve the corresponding weighted least-squares problem. Numerical results for Lagrangian hydrodynamics examples are analyzed to explore how the preconditioner works compared to existing hyper-reduction techniques.

97 MATHEMATICS AND COMPUTING↗

Quantum Information for Fusion Energy Sciences (Final Technical Report)

The simulation of plasma dynamics is a critical area of Fusion Energy Sciences (FES) due to it’s usefulness in predicting, controlling, and confining plasmas in the context of potential fusion reactors. The simulation of plasmas is a computationally difficult problem in both classical and quantum physics, motivating investigation into the potential of quantum computers to simulate these systems. This project took several concrete steps towards this goal by developing tools for improving the control, characterization, and calibration of quantum gates on a superconducting quantum computer, developing error suppression and mitigation tools to reduce errors on the quantum computer, and utilizing these advancements to simulate reduced models of plasma dynamics on the quantum computer. In order to efficiently simulate plasma physics, an optimal control method which synthesizes, directly at the pulse level, any quantum gate on qubit and qutrit systems was developed. Using four superconducting transmon quantum processors at Rigetti and LLNL, it was demonstrated that any arbitrary quantum gate on qubits and qutrits could be implemented with high fidelity, leading to a significantly reduced length of a gate sequence. A problem of interest in FES is the nonlinear optical process of laser pulse compression within a plasma. Since quantum physics is linear, simulating nonlinear operations is not naturally feasible on a quantum computer, however it is possible to simulated a quantized version of the nonlinear process. A quantization approach to convert nonlinear wave-wave interaction problems to Hamiltonian simulation problems was developed and demonstrated using two qubits on a Rigetti device. In this experiment, a number of error suppression and mitigation techniques were investigated to determine how best to utilize the finite quantum resources. This study provides an example of how plasma problems may be solved on near-term, noisy quantum computing platforms and identified a promising set of techniques. Building on the insights of these experiments, the investigation turned to linear electron-plasma wave physics. A connection was identified between a local one-dimensional lattice spin model and linear wave phenomena, allowing a plasma physics problem to be efficiently mapped to the quantum computer. In this framework, reflection and transmission of plasma waves at a sharp boundary was studied, as well as the propagation of waves through an inhomogeneous plasma medium. In addition to the suite of error suppression and mitigation techniques developed, this experiment introduced the use of a digital-analog gate scheme designed to efficiently simulate the plasma Hamiltonian. With hardware available at the conclusion of the project, simulation at the scale of 9 qubits and 15 timesteps (60 entangling layers) was achieved.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Space-Time Block Preconditioning for Incompressible Flow

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional message passing interface processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time to solution (when applicable). However, the development of fast, scalable all-at-once methods has largely been limited to time-dependent (advection-)diffusion problems. This paper introduces the concept of space-time block preconditioning for the all-at-once solution of incompressible flow. By extending well-known concepts of spatial block preconditioning to the space-time setting, we develop a block preconditioner whose application requires the solution of a space-time (advection-)diffusion equation in the velocity block, coupled with a pressure Schur complement approximation consisting of independent spatial solves at each time-step, and a space-time matrix-vector multiplication. The new method is tested on four classical models in incompressible flow. Finally, the results indicate perfect scalability in refinement of spatial and temporal mesh spacing, perfect scalability in nonlinear Picard iteration count when applied to a nonlinear Navier--Stokes problem, and minimal overhead in terms of number of preconditioner applications compared with sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling↗

A Convex Data-Driven Approach for Nonlinear Control Synthesis

We consider a class of nonlinear control synthesis problems where the underlying mathematical models are not explicitly known. We propose a data-driven approach to stabilize the systems when only sample trajectories of the dynamics are accessible. Our method is built on the density-function-based stability certificate that is the dual to the Lyapunov function for dynamic systems. Unlike Lyapunov-based methods, density functions lead to a convex formulation for a joint search of the control strategy and the stability certificate. This type of convex problem can be solved efficiently using the machinery of the sum of squares (SOS). For the data-driven part, we exploit the fact that the duality results in the stability theory can be understood through the lens of Perron–Frobenius and Koopman operators. This allows us to use data-driven methods to approximate these operators and combine them with the SOS techniques to establish a convex formulation of control synthesis. The efficacy of the proposed approach is demonstrated through several examples.

97 MATHEMATICS AND COMPUTING↗

Redshifting the Cosmological Constant in Unimodular Gravity via Nonlinear Quantum Mechanics

The cosmological constant problem represents a profound conflict between quantum field theory and general relativity. Unimodular gravity offers a compelling starting point by de-gravitating the vacuum energy of the Standard Model, but this framework traditionally trades the problem of vacuum energy for a fine-tuning of initial conditions, which manifest as a ``shadow" cosmological constant. In this paper, we resolve this initial conditions problem by proposing a novel modification to gravity based on nonlinear quantum mechanics. We introduce specific state-dependent terms to the Hamiltonian, constructed from expectation values of the metric such as the average Ricci scalar. These terms alter the dynamical equations of gravity such that the shadow energy density associated with unconstrained initial conditions redshifts away with cosmic expansion, rendering it negligible at late times. The resulting cosmology is naturally dominated by matter and radiation without fine-tuning. We demonstrate that this significant infrared modification of gravity is consistent with local and cosmological tests of gravity. We comment on the possibility of testing this solution in cosmological measurements of Newton's constant.

Kaplan, David E. [Johns Hopkins U.; Tokyo U., IPMU↗

Pyomo.GDP: an ecosystem for logic based modeling and optimization development

We present three core principles for engineering-oriented integrated modeling and optimization tool sets—intuitive modeling contexts, systematic computer-aided reformulations, and flexible solution strategies—and describe how new developments in Pyomo.GDP for Generalized Disjunctive Programming (GDP) advance this vision. We describe a new logical expression system implementation for Pyomo.GDP allowing for a more intuitive description of logical propositions. The logical expression system supports automated reformulation of these logical constraints to linear constraints. We also describe two new logic-based global optimization solver implementations built on Pyomo.GDP that exploit logical structure to avoid “zero-flow” numerical difficulties that arise in nonlinear network design problems when nodes or streams disappear. These new solvers also demonstrate the capability to link to external libraries for expanded functionality within an integrated implementation. We present these new solvers in the context of a flexible array of solution paths available to GDP models. Finally, we present results on a new library of GDP models demonstrating the value of multiple solution approaches.

42 ENGINEERING↗

Vehicle-to-manufacturing (V2M) system: A novel approach to improve energy demand flexibility for demand response towards sustainable manufacturing

The U.S. manufacturing sector accounts for 77% of the industrial energy consumption, but its participation in demand response (DR) programs is largely lagged behind. The limited flexibility in production scheduling under high capacity utilization and the lack of DR schemes that incorporate energy demand flexibility measures are deemed as major barriers. In this study, a framework of the interactive vehicles-to-manufacturing (V2M) energy sharing system is proposed to improve the energy demand flexibility of the aggregated system and enhance the DR effectiveness for manufacturers. The V2M-based DR scheme aims to reduce the energy cost by load shifting through joint production and energy sharing control, which can eventually promote manufacturing DR implementation even under high capacity utilization requirements and dynamic real-time electricity prices. The V2M system is modeled based on a discrete-Markov chain considering the complex interconnections among various manufacturing resources and multi-directional energy flows among manufacturing facilities, electric vehicles, and the power grid. Based on the system model, a mixed-integer nonlinear programming (MINLP) problem is formulated to identify the optimal DR scheme. The effectiveness of the proposed approach is validated through comparisons with traditional manufacturing DR schemes. Finally, the results show that a 2.1 to 6.5 times energy demand flexibility improvement and an additional 4.7% to 6.9% energy cost reduction can be achieved by the proposed approach.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗

Fast model-based scenario optimization in NSTX-U enabled by analytic gradient computation

Model-based optimization offers a systematic approach to advanced scenario planning. In this case, the feedforward-control inputs (actuator trajectories) that are needed to attain and sustain a desired scenario are obtained by solving a nonlinear constrained optimization problem. This class of problems generally minimize a cost function that measures the difference between desired and actual plasma states. Several numerical optimization algorithms, such as sequential quadratic programming, require repeated calculation of the cost function gradients with respect to the input trajectories. Calculating these gradients numerically can be computationally intensive, increasing the time needed to solve the feedforward-control optimization problem. Here, this work introduces a method to analytically calculate these cost function gradients from the current profile evolution model. This can significantly reduce the computational time and allow for fast feedforward-control optimization, which would eventually enable optimal scenario planning between discharges. The performance of the feedforward optimizer with analytical gradients is compared to a traditional optimization algorithm based on numerical gradients for different NSTX-U scenarios. The plasma dynamics in the optimization algorithm are simulated using the Control Oriented Transport SIMulator (COTSIM). Results of the work show that analytical gradients consistently reduce the computation time while achieving trajectories that are comparable to those obtained by traditional optimization algorithms based on numerical gradients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

UQpy: A general purpose Python package and development environment for uncertainty quantification

In this paper, we present the UQpy software toolbox, an open-source Python package for general uncertainty quantification (UQ) in mathematical and physical systems. The software serves as both a user-ready toolbox that includes many of the latest methods for UQ in computational modeling and a convenient development environment for Python programmers advancing the field of UQ. The paper presents an introduction to the software's architecture and existing capabilities, divided in the code in a set of modules centered around different UQ tasks such as sampling methods, generation of random processes and random fields, probabilistic inverse modeling, reliability analysis, surrogate modeling, and active learning. The paper also highlights the importance of the RunModel module, which is used to drive simulations in the uncertainty analyses performed in UQpy. This module conveniently allows the user to define computational models directly in Python, or to run simulations from a third-party software in serial or in parallel. To illustrate the various capabilities, two examples are tracked throughout the paper and analyzed repeatedly for various UQ tasks. The first is a Python model solving a nonlinear structural dynamics problem, used to illustrate UQpy's capabilities in sampling and forward propagation of high dimensional random vectors (stochastic processes), and probabilistic inference. The second model is a third-party Abaqus finite element model solving the thermomechanical response of a beam structure. This example is used to illustrate UQpy's capabilities in variance reduction sampling techniques, reliability analysis, surrogate modeling and active learning techniques.

97 MATHEMATICS AND COMPUTING↗

Iterative X-ray spectroscopic ptychography

Spectroscopic ptychography is a powerful technique to determine the chemical composition of a sample with high spatial resolution. In spectro-ptychography, a sample is rastered through a focused X-ray beam with varying photon energy so that a series of phaseless diffraction data are recorded. Each chemical component in the material under investigation has a characteristic absorption and phase contrast as a function of photon energy. Using a dictionary formed by the set of contrast functions of each energy for each chemical component, it is possible to obtain the chemical composition of the material from high-resolution multi-spectral images. This paper presents SPA (spectroscopic ptychography with alternating direction method of multipliers), a novel algorithm to iteratively solve the spectroscopic blind ptychography problem. First, a nonlinear spectro-ptychography model based on Poisson maximum likelihood is designed, and then the proposed method is constructed on the basis of fast iterative splitting operators. SPA can be used to retrieve spectral contrast when considering either a known or an incomplete (partially known) dictionary of reference spectra. By coupling the redundancy across different spectral measurements, the proposed algorithm can achieve higher reconstruction quality when compared with standard state-of-the-art two-step methods. It is demonstrated how SPA can recover accurate chemical maps from Poisson-noised measurements, and its enhanced robustness when reconstructing reduced-redundancy ptychography data using large scanning step sizes is shown.

47 OTHER INSTRUMENTATION↗

Optimal Network Topology for Node-Breaker Representations With AC Power Flow Constraints

It has been demonstrated that network topology optimization (NTO) may change the topology of power system networks, and consequently, provide additional flexibility to reduce network congestion and violations. Most NTO problems are formulated based on the bus-branch model in which it is challenging to represent a realistic picture of all substation configurations. In this paper, we explore advantages of substation reconfiguration modeling based on node-breaker representations for NTO problem with full nonlinear alternating current power flow. It also proposes a tailored solution algorithm to solve this nonconvex mixed-integer nonlinear programming through the outer approximation method. The proposed solution approach iterates between a mixed-integer linear programming and a nonlinear subproblem. Additional enhancements to further accelerate the iteration process are illustrated. Numerical case studies demonstrate the relative economic and operational impact of optimal network topology with node-breaker representations.

42 ENGINEERING↗