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At least 307 records · Page 17

Jensen–Shannon divergence based novel loss functions for Bayesian neural networks

Bayesian neural networks (BNNs) are state-of-the-art machine learning methods that can naturally regularize and systematically quantify uncertainties using their stochastic parameters. Kullback–Leibler (KL) divergence-based variational inference used in BNNs suffer from unstable optimization and challenges in approximating light-tailed posteriors due to the unbounded nature of the KL divergence. To resolve these issues, we formulate a novel loss function for BNNs based on a new modification to the generalized Jensen–Shannon (JS) divergence, which is bounded. In addition, we propose a Geometric JS divergence-based loss, which is computationally efficient since it can be evaluated analytically. We found that the JS divergence-based variational inference is intractable, and hence employed a constrained optimization framework to formulate these losses. Our theoretical analysis and empirical experiments on multiple regression and classification data sets suggest that the proposed losses perform better than the KL divergence-based loss, especially when the data sets are noisy or biased. Specifically, there are approximately 5% and 8% improvements in accuracy for a noise-added CIFAR-10 dataset and a regression dataset, respectively. There is about 13% reduction in false negative predictions of a biased histopathology dataset. Additionally, we quantify and compare the uncertainty metrics for the regression and classification tasks.

97 MATHEMATICS AND COMPUTING↗

Optimization of Angular-Momentum Biases of Reaction Wheels

RBOT [RWA Bias Optimization Tool (wherein RWA signifies Reaction Wheel Assembly )] is a computer program designed for computing angular momentum biases for reaction wheels used for providing spacecraft pointing in various directions as required for scientific observations. RBOT is currently deployed to support the Cassini mission to prevent operation of reaction wheels at unsafely high speeds while minimizing time in undesirable low-speed range, where elasto-hydrodynamic lubrication films in bearings become ineffective, leading to premature bearing failure. The problem is formulated as a constrained optimization problem in which maximum wheel speed limit is a hard constraint and a cost functional that increases as speed decreases below a low-speed threshold. The optimization problem is solved using a parametric search routine known as the Nelder-Mead simplex algorithm. To increase computational efficiency for extended operation involving large quantity of data, the algorithm is designed to (1) use large time increments during intervals when spacecraft attitudes or rates of rotation are nearly stationary, (2) use sinusoidal-approximation sampling to model repeated long periods of Earth-point rolling maneuvers to reduce computational loads, and (3) utilize an efficient equation to obtain wheel-rate profiles as functions of initial wheel biases based on conservation of angular momentum (in an inertial frame) using pre-computed terms.

Lee, Clifford↗

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗

Using information Theory in Optimal Test Point Selection for Health Management in NASA's Exploration Vehicles

In this paper, we will present a new methodology that measures the "worth" of deploying an additional testing instrument (sensor) in terms of the amount of information that can be retrieved from such measurement. This quantity is obtained using a probabilistic model of RLV's that has been partially developed in the NASA Ames Research Center. A number of correlated attributes are identified and used to obtain the worth of deploying a sensor in a given test point from an information-theoretic viewpoint. Once the information-theoretic worth of sensors is formulated and incorporated into our general model for IHM performance, the problem can be formulated as a constrained optimization problem where reliability and operational safety of the system as a whole is considered. Although this research is conducted specifically for RLV's, the proposed methodology in its generic form can be easily extended to other domains of systems health monitoring.

Mehr, Ali Farhang↗

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↗

A numerical approach for detecting switch-like bistability in mass action chemical reaction networks with conservation laws

Theoretical analysis of signaling pathways can provide a substantial amount of insight into their function. One particular area of research considers signaling pathways capable of assuming two or more stable states given the same amount of signaling ligand. This phenomenon of bistability can give rise to switch-like behavior, a mechanism that governs cellular decision making. Investigation of whether or not a signaling pathway can confer bistability and switch-like behavior, without knowledge of specific kinetic rate constant values, is a mathematically challenging problem. Recently a technique based on optimization has been introduced, which is capable of finding example parameter values that confer switch-like behavior for a given pathway. Although this approach has made it possible to analyze moderately sized pathways, it is limited to reaction networks that presume a uniterminal structure. It is this limited structure we address by developing a general technique that applies to any mass action reaction network with conservation laws. In this paper we developed a generalized method for detecting switch-like bistable behavior in any mass action reaction network with conservation laws. The method involves (1) construction of a constrained optimization problem using the determinant of the Jacobian of the underlying rate equations, (2) minimization of the objective function to search for conditions resulting in a zero eigenvalue, (3) computation of a confidence level that describes if the global minimum has been found and (4) evaluation of optimization values, using either numerical continuation or directly simulating the ODE system, to verify that a bistability region exists. The generalized method has been tested on three motifs known to be capable of bistability. We have developed a variation of an optimization-based method for the discovery of bistability, which is not limited to uniterminal chemical reaction networks. Successful completion of the method provides an S-shaped bifurcation diagram, which indicates that the network acts as a bistable switch for the given optimization parameters.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations

Many applications require minimizing the sum of smooth and nonsmooth functions. For example, basis pursuit denoising problems in data science require minimizing a measure of data misfit plus an $\ell^1$-regularizer. Similar problems arise in the optimal control of partial differential equations (PDEs) when sparsity of the control is desired. Here, we develop a novel trust-region method to minimize the sum of a smooth nonconvex function and a nonsmooth convex function. Our method is unique in that it permits and systematically controls the use of inexact objective function and derivative evaluations. When using a quadratic Taylor model for the trust-region subproblem, our algorithm is an inexact, matrix-free proximal Newton-type method that permits indefinite Hessians. We prove global convergence of our method in Hilbert space and demonstrate its efficacy on three examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗

ADS-1 - A new general-purpose optimization program

Today, numerous programs are available which may be coupled with finite element analysis or other analysis techniques to perform the optimization function in the solution of structural synthesis problems. However, most of these codes include only one or two algorithms and many have not been tested on problems of significant size and complexity. There is, therefore, a need for a reliable, general-purpose, publicly available code, containing a variety of modern algorithms for use in structural synthesis as well as general engineering design. The ADS-1 program (Automated Design Synthesis: Version 1) was written in response to this need. The present investigation has the objective to present the capabilities of the ADS program and to demonstrate its application to structural synthesis. The ADS program solves the general nonlinear constrained optimization problem in the standard form. At each level of the optimization process, several options are available.

Vanderplaats, G. N.↗

STOCHASTIC OPTIMAL POWER FLOW FOR REAL-TIME MANAGEMENT OF DISTRIBUTED RENEWABLE GENERATION AND DEMAND RESPONSE (Final Report)

To meet the grand challenge of a sustainable energy future, there has been a surge of interest in renewable energy. Today, the uncertainty associated with renewable resources is handled by using operating reserves. The high penetration of renewable resources, however, introduces difficult-to-control dynamics and challenges for power system operation. Decision support tools are necessary at the bulk system operational level to recognize and efficiently utilize renewable resources and distributed demand response products in concert with traditional grid resources. It is envisaged that responsive load can potentially have very significant cost advantages over either spinning or non-spinning ramping reserve. Critical decisions are made during hour(s)-ahead and real-time power system operation regarding the commitment and dispatch of generators to ensure power delivery is both reliable and economic. These decisions are typically made by a security constrained optimal flow, which determines future generator commitments, dispatches, and ensures adequate reserves are available in the event of a contingency (unexpected outage) or if future system conditions deviate from forecasts. However, security has been always based on a pre-specified subset of contingency constraints whose enforcement does not guarantee security under all possible future possibilities while also giving little or no weight to the likelihood of each contingent event or the severity of its consequences. Existing tools, which are based exclusively on deterministic optimization models, do not yield optimal operational decisions to address these new challenges, in terms of both reliability and cost-effectiveness. This project has focused on developing a stochastic optimal power flow (SOPF) framework, which integrates renewable resource uncertainty, load uncertainty, distributed storage (DS), demand response (DR) products, in a holistic manner to address the uncertainty associated with ever-increasing renewable resources, along with the inclusion of distributed demand response products in future power systems. A proof-of-concept problem was created using the Pennsylvania-Jersey-Maryland (PJM) power system network. Synthetic wind generation was added to the system to simulate 50% wind penetration. A 1-hour test of SOPF operation indicated more than 6% operational cost savings. The project continued by adding the Midwestern Independent System Operator (MISO) as a partner, with focus shifting from SOPF to Stochastic Look-Ahead Unit Commitment (SLAC). Unlike PJM, MISO is faced with significant renewable energy resources within its footprint and is challenged with substantial uncertainty in its operations. The SLAC distinguishes itself from existing tools that operators use. At best, today’s tools solve two to three cases independently, where one or two system parameters, such as forecasted load level (e.g., a low, base, and high forecast), are varied and the resulting scenarios are analyzed independently. The stochastic-based optimization of SLAC leverages statistical information from an ensemble of potential operational scenarios and their respective likelihood. The SLAC output can be translated into valuable information to the operator such as suggested commitments, optimal scheduling and dispatch of resources, reserve requirements at both locational and zonal resolutions, ramping availability and requirements, availability of demand response including operational guidance concerning the near-term and real-time coordination between distributed energy resources, and utilization of distributed storage resources. The developed SOPF/SLAC tool, a stand-alone tool compatible with existing EMSs, will provide system operators with unprecedented visibility, flexibility and predictability to these resources and operational guidance concerning the real-time coordination between DERs and DR/DS products. The game changing and practical impact of this disruptive technology will be dramatic and will usher in a new era in the electric power industry, wherein green energy concepts are fully embraced, and electric power costs are lowered throughout the nation.

42 ENGINEERING↗

Optimal Modulation and DM Filter Design for a High Switching Frequency Single-Stage Microinverter

This paper presents an optimal modulation and systematic filter design approach for a single-stage dual-active-bridge (DAB) based dc-ac microinverter to achieve improved differential-mode (DM) noise performance for electromagnetic interference (EMI) tests. As DM filters contribute significantly to the overall converter volume, the main objective of this work is to leverage the degrees of freedom in the DAB converters to effectively attenuate the EMI noise. In addition, the DM filter design method needs to ensure near unity power factor converter operation. To achieve these targets, this paper analyzes three modulation strategies based on fixed or variable switching frequency operation where the different control modulation variables are varied to find the simulated DM noise spectrum. Based on the required DM attenuation, a constrained optimization problem is formulated to determine minimal DM filter parameters. Simulation results show that a spread spectrum approach with variable switching frequency is shown to minimize the DM EMI attenuation effort by spreading the noise profile. A fully GaN 400 W hardware prototype demonstrated the spread-sprectrum approach.

14 SOLAR ENERGY↗

Application of optimization techniques to the design of a flutter suppression control law for the DAST ARW-2

The design of a candidate flutter suppression (FS) control law for the symmetric degrees of freedom for the DAST ARW-2 aircraft is discussed. The results illustrate the application of several currently employed control law design techniques. Subsequent designs, obtained as the mathematical model of the ARW-2 is updated, are expected to employ similar methods and to provide a control law whose performance will be flight tested. This study represents one of the steps necessary to provide an assessment of the validity of applying current control law synthesis and analysis techniques in the design of actively controlled aircraft. Mathematical models employed in the control law design and evaluation phases are described. The control problem is specified by presenting the flutter boundary predicted for the uncontrolled aircraft and by defining objectives and constraints that the controller should satisfy. A full-order controller is obtained by using Linear Quadratic Gaussian (LQG) techniques. The process of obtaining an implementable reduced-order controller is described. One example is also shown in which constrained optimization techniques are utilized to explicitly include robustness criteria within the design algorithm.

Adams, W. M., Jr.↗

Optimal checkpointing for adjoint multistage time-stepping schemes

Here, we consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes that require computing several substeps within one complete time step. Specifically, we propose two algorithms that can generate optimal checkpoint-ing schedules under weak assumptions. The first is an extension of the seminal Revolve algorithm adapted to multistage schemes. The second algorithm, named CAMS, is developed based on dynamic programming, and it requires the least number of recomputations when compared with other algorithms. The CAMS algorithm is made publicly available in a library with bindings to C and Python. Numerical results show that the proposed algorithms can deliver up to two times the speedup compared with that of classical Revolve. Moreover, we discuss the utilization of the CAMS library in mature scientific computing libraries and demonstrate the ease of using it in an adjoint workflow. The proposed algorithms have been adopted by the PETSc TSAdjoint library. Their performance has been demonstrated with a large-scale PDE-constrained optimization problem on a leadership-class supercomputer. This work is a significant extension of the authors' conference paper.

97 MATHEMATICS AND COMPUTING↗

Computation of maximum gust loads in nonlinear aircraft using a new method based on the matched filter approach and numerical optimization

Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.

Pototzky, Anthony S.↗

Microkinetic Modeling of the Transient CO 2 Methanation with DFT–Based Uncertainties in a Berty Reactor

The transient operation of methanation reactors can become desirable when coupled with fluctuating renewable energies in Power-to-Gas scenarios, which requires suitable kinetic approaches that can describe the transient catalytic phenomena. A combined experimental and theoretical investigation of the transient CO 2 methanation is conducted using concentration forcing to derive a suitable microkinetic model. Methanation experiments are performed with a Ni/SiO 2 catalyst in a Berty-type reactor at industrially relevant conditions. The microkinetics are based on previous work and were automatically constructed for the Ni(111) facet using the Reaction Mechanism Generator. A feasible set of energetic parameters of the microkinetic models was identified in a theory-constrained optimization procedure within the DFT uncertainty space that can accurately reproduce the experimental results on a first-principles basis. The microkinetic model unravels that the formation of H 2 O* and CH 3 * control the activity and selectivity of Ni(111) under the investigated conditions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A remapping scheme for history-dependent material state variables

Here, we present an interpolation scheme for use with material models involving history-dependent state variables. The interpolation scheme is based on the solution of a constrained optimization problem, to identify the smoothest monotone curve which produces an admissible solution. Unlike classical schemes used for transport equations, the proposed methodology accounts for the interdependence of the history variables and produces admissible interpolations of the material's state variables. After introducing a general solution scheme for the problem, a simplified and more computationally efficient method is derived. Finally, as a validation problem for the proposed methods, we consider the advection of internal state variables belonging to material models with highly nonlinear yield surfaces.

42 ENGINEERING↗

Calibration of elastoplastic constitutive model parameters from full-field data with automatic differentiation-based sensitivities

Here, we present a framework for calibration of parameters in elastoplastic constitutive models that is based on the use of automatic differentiation (AD). The model calibration problem is posed as a partial differential equation-constrained optimization problem where a finite element (FE) model of the coupled equilibrium equation and constitutive model evolution equations serves as the constraint. The objective function quantifies the mismatch between the displacement predicted by the FE model and full-field digital image correlation data, and the optimization problem is solved using gradient-based optimization algorithms. Forward and adjoint sensitivities are used to compute the gradient at considerably less cost than its calculation from finite difference approximations. Through the use of AD, we need only to write the constraints in terms of AD objects, where all of the derivatives required for the forward and inverse problems are obtained by appropriately seeding and evaluating these quantities. We present three numerical examples that verify the correctness of the gradient, demonstrate the AD approach's parallel computation capabilities via application to a large-scale FE model, and highlight the formulation's ease of extensibility to other classes of constitutive models.

42 ENGINEERING↗

Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation

In this work, we consider the problem of designing a cloak for waves described by the Helmholtz equation from an integer programming point of view. The problem can be modeled as a PDE-constrained optimization problem with integer-valued control inputs that are distributed in the computational domain. A first-discretize-then-optimize approach results in a large-scale mixed-integer nonlinear program that is in general intractable because of the large number of integer variables that arise from the discretization of the domain. Instead, we propose an efficient algorithm that is able to approximate the local infima of the underlying nonconvex infinite-dimensional problem arbitrarily close without the need to solve the discretized finite-dimensional integer programs to optimality. We optimize only the continuous relaxations of the approximations for local minima and then apply the sum-up rounding methodology to obtain integer-valued controls. If the solutions of the discretized continuous relaxations converge to a local minimizer of the continuous relaxation, then the resulting discrete-valued control sequence converges weakly \(^*\) in \(L^\infty\) to the same local minimizer. These approximation properties follow under suitable refinements of the involved discretization grids. Our results use familiar concepts arising from the analytical properties of the underlying PDE and complement previous results, derived from a topology optimization point of view.

97 MATHEMATICS AND COMPUTING↗