A new algorithm for suboptimal stochastic control
M measurement optimal feedback control algorithm for stochastic discrete time systems, considering nonlinear plant, constrained controls, nonquadratic cost and simulations
Curry, R. E.↗
SEARCH · Engineering Papers
Results for “stochastic optimizations”
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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Surrogate Optimization for Quantum Circuits
Variational quantum Eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has yet to be realized with few claims of quantum advantage and high resource estimates mainly due to the need for optimization in the presence of noise. Finding algorithms and methods to improve the convergence is essential to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal we look to use modern approaches recently developed in circuit simulations and stochastic classical optimization that can be combined in a surrogate optimization approach to classical circuits. Using an approximate state vector simulator, we efficiently calculate an approximate Hessian, fed as an input for a detailed quantum circuit simulator. We demonstrate the capabilities of such an approach with and without sampling noise. We also show that this method outperforms Powell in the presence of quantum circuit shot noise by a factor of 2-4
quantum computing↗
Quantum Optimization: Potential, Challenges, and the Path Forward
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum algorithms has developed in many areas, with optimization being one of the most pronounced domains. Across computer science and physics, there are a number of algorithmic approaches, often with little linkage. This is further complicated by the fragmented nature of the field of mathematical optimization, where major classes of optimization problems, such as combinatorial optimization, convex optimization, non-convex optimization, and stochastic extensions, have devoted communities. With these aspects in mind, this work draws on multiple approaches to study quantum optimization. Provably exact versus heuristic settings are first explained using computational complexity theory — highlighting where quantum advantage is possible in each context. Then, the core building blocks for quantum optimization algorithms are outlined to subsequently define prominent problem classes and identify key open questions that, if answered, will advance the field. The effects of scaling relevant problems on noisy quantum devices are also outlined in detail, alongside meaningful benchmarking problems. We underscore the importance of benchmarking by proposing clear metrics to conduct appropriate comparisons with classical optimization techniques. Lastly, we highlight two domains – finance and sustainability – as rich sources of optimization problems that could be used to benchmark, and eventually validate, the potential real-world impact of quantum optimization.
97 MATHEMATICS AND COMPUTING↗
Benchmarking Optimizers for Qumode State Preparation with Variational Quantum Algorithms
Quantum state preparation involves preparing a target state from an initial system, a process integral to applications such as quantum machine learning and solving systems of linear equations. Recently, there has been a growing interest in qumodes due to advancements in the field and their potential applications. However there is a notable gap in the literature specifically addressing this area. This paper aims to bridge this gap by providing performance benchmarks of various optimizers used in state preparation with Variational Quantum Algorithms. We conducted extensive testing across multiple scenarios, including different target states, both ideal and sampling simulations, and varying numbers of basis gate layers. Our evaluations offer insights into the complexity of learning each type of target state and demonstrate that some optimizers perform better than others in this context. Notably, the Powell optimizer was found to be exceptionally robust against sampling errors, making it a preferred choice in scenarios prone to such inaccuracies. Additionally, the Simultaneous Perturbation Stochastic Approximation optimizer was distinguished for its efficiency and ability to handle increased parameter dimensionality effectively.
Kan, Shuwen [Fordham University]↗
Planning with Continuous Resources in Stochastic Domains
We consider the problem of optimal planning in stochastic domains with metric resource constraints. Our goal is to generate a policy whose expected sum of rewards is maximized for a given initial state. We consider a general formulation motivated by our application domain--planetary exploration--in which the choice of an action at each step may depend on the current resource levels. We adapt the forward search algorithm AO* to handle our continuous state space efficiently.
Mausam, Mausau↗
Soft Actor Critic Based Volt-VAR Co-optimization in Active Distribution Grids
Modern distribution networks are undergoing several technical challenges, such as voltage fluctuations, because of high penetration of distributed energy resources (DERs). This paper proposes a deep reinforcement learning (DRL)-based Volt VAR co-optimization technique for reducing voltage fluctuations as well as power loss under high penetration of DERs. In addition, the proposed approach minimizes the operational cost of the grid. A stochastic policy optimization based soft actor critic (SAC) agent is proposed to configure the optimal set-points of the reactive power outputs of the inverters. The performance of the proposed model is verified on the modified IEEE 34- and 123-bus systems and compared with a base case scenario with no reactive supply by inverters, and a local droop control approach. The results demonstrate that the proposed framework outperforms the conventional droop control method in improving the voltage profile, minimizing the network power loss, and reducing grid operational cost.
—Distribution grids, deep reinforcement learning, ↗
A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games
We consider an N -player hierarchical game in which the i th player’s objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of stochastic hierarchical optimization problems, Stackelberg equilibrium problems, and leader-follower games. We develop an iteratively regularized and smoothed variance-reduced modified extragradient framework for iteratively approaching hierarchical equilibria in a stochastic setting. We equip our analysis with rate statements, complexity guarantees, and almost-sure convergence results. We then extend these statements to settings where the lower-level problem is solved inexactly and provide the corresponding rate and complexity statements. Our model framework encompasses many game theoretic equilibrium problems studied in the context of power markets. We present a realistic application to the study of virtual power plants, emphasizing the role of hierarchical decision making and regularization. Preliminary numerics suggest that empirical behavior compares well with theoretical guarantees.
Tikhonov regularization↗
NSGA-PINN: A Multi-Objective Optimization Method for Physics-Informed Neural Network Training
This paper presents NSGA-PINN, a multi-objective optimization framework for the effective training of physics-informed neural networks (PINNs). The proposed framework uses the non-dominated sorting genetic algorithm (NSGA-II) to enable traditional stochastic gradient optimization algorithms (e.g., ADAM) to escape local minima effectively. Additionally, the NSGA-II algorithm enables satisfying the initial and boundary conditions encoded into the loss function during physics-informed training precisely. We demonstrate the effectiveness of our framework by applying NSGA-PINN to several ordinary and partial differential equation problems. In particular, we show that the proposed framework can handle challenging inverse problems with noisy data.
Lu, Binghang (ORCID:0009000160016632)↗
Bi-Level Adaptive Storage Expansion Strategy for Microgrids Using Deep Reinforcement Learning
Battery energy storage (BES) is a versatile resource for the secure and economic operation of microgrids (MGs). Prevailing stochastic optimization-based approaches for BES expansion planning for MGs are computationally complicated. This work proposes a data-driven bi-level multi-period BES expansion planning framework to determine the siting, sizing, and timing of BES installations. The proposed planning framework unifies deep reinforcement learning (DRL) and linear programming, thereby decoupling the determinations for the integer and continuous decision variables in two time scales, respectively. In the upper level, a rainbow DRL agent with quantile regression is trained to provide dynamic planning policies to accommodate stochastic renewable energy resources (RESs), load, and battery price changes efficiently. Further, the lower level computes the optimal operation of MGs with frequency constraints to hedge the islanding contingency. The two levels communicate with one another by exchanging storage configuration and operating expenses in order to accomplish the shared goal of minimizing investment and operation costs. Comparative case studies on an MG are carried out to demonstrate the superiority of the proposed DRL-based solution to the mixed-integer linear programming counterpart on efficiency, scalability, and adaptability.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Error-Level-Controlled Synthetic Forecasts for Renewable Generation
Renewable energy resources, including solar and wind energy, play a significant role in sustainable energy systems. However, the inherent uncertainty and intermittency of renewable generation pose challenges to the safe and efficient operation of power systems. Recognizing the importance of short-term (hours ahead) renewable generation forecasting in power systems operation, it becomes crucial to address the potential inaccuracies in these forecasts. To systematically evaluate the performance of controllers in the presence of imperfect forecasts, we generate synthetic forecasts using actual renewable generation profiles (one from solar and one from wind). These synthetic forecasts incorporate different levels of statistical error, allowing us to control and manipulate the accuracy of the predictions. The primary objective is to employ synthetic forecasts with controlled yet realistic error levels to systematically investigate how controllers adapt to variations in forecast accuracy, providing valuable insights into their robustness and effectiveness under real-world conditions.
Array↗
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↗
Optimal control of saturating systems with stochastic inputs.
Wiener filtering theory for stationary ergodic inputs with known spectral densities and optimal control transfer functions of random-input nonlinear saturating systems with random unwanted disturbances
RANDOM VARIABLE↗
AADL: Anderson Accelerated Deep Learning
We propose a stable, distributed approach to perform AA that accelerates the convergence rate of stochastic first-order optimizers to train neural networks. Differently from previous works, we do not alter neither the scheme to perform AA nor the loss function minimized during the training. To improve robustness against stagnation, we customize general guidelines that suggest to relax the frequency of AA corrections by performing AA only at the end of an entire training epoch. To improve robustness of AA against the stochastic oscillations of first-order optimizers, we average the gradients computed on consecutive stochastic optimization updates. The improved regularity of the converging sequence and the reduced amplitude of stochastic oscillations across consecutive optimization steps allows AA to efficiently extrapolate an improved converging sequence, thereby overcoming limitations of existing approaches to perform AA on stochastic optimization.
Lupo Pasini, Massimiliano [Oak Ridge National Lab.↗
Optimization of Stimulus Characteristics for Vestibular Stochastic Resonance to Improve Balance Function
Stochastic resonance (SR) is a mechanism by which noise can assist and enhance the response of neural systems to relevant sensory signals. Recent studies have shown that applying imperceptible stochastic noise electrical stimulation to the vestibular system significantly improved balance and ocular motor responses. The goal of this study was to optimize the amplitude of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standardized balance task of standing on a block of 10-cm-thick medium-density foam with their eyes closed. Balance performance was measured using a force plate under the foam block and using inertial motion sensors placed on the torso and head segments. Stochastic electrical stimulation was applied to the vestibular system through electrodes placed over the mastoid process. Subjects were tested at seven amplitudes in the 0.01-30Hz frequency range. The root mean square of the signal increased by 30 microamperes for each +/-100 microampere increment in the current range of 0 - +/-700 microampere. Six balance parameters were calculated to characterize the performance of subjects during the baseline and the stimulus periods for all seven amplitudes. Optimal stimulus amplitude was determined as the one at which the ratio of parameters from the stimulus period to the baseline period for any amplitude range was less than that for the no stimulus condition on a minimum of four of six parameters. Results from this study showed that balance performance at the optimal stimulus amplitude showed significant improvement with the application of the vestibular SR stimulation. The amplitude of optimal stimulus for improving balance performance in normal subjects was in the range of +/-100 - +/-300 microamps.
Mulavara, Ajitkumar↗
Optimal Stimulus Amplitude for Vestibular Stochastic Stimulation to Improve Sensorimotor Function
Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). Our previous work has shown the advantageous effects of VSR in a balance task of standing on an unstable surface. This technique to improve detection of vestibular signals uses a stimulus delivery system that is wearable or portable and provides imperceptibly low levels of white noise-based binaural bipolar electrical stimulation of the vestibular system. The goal of this project is to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection. A series of experiments were carried out to determine a robust paradigm to identify a vestibular threshold that can then be used to recommend optimal stimulation levels for SR training applications customized to each crewmember. Customizing stimulus intensity can maximize treatment effects. The amplitude of stimulation to be used in the VSR application has varied across studies in the literature such as 60% of nociceptive stimulus thresholds. We compared subjects' perceptual threshold with that obtained from two measures of body sway. Each test session was 463s long and consisted of several 15s sinusoidal stimuli, at different current amplitudes (0-2 mA), interspersed with 20-20.5s periods of no stimulation. Subjects sat on a chair with their eyes closed and had to report their perception of motion through a joystick. A force plate underneath the chair recorded medio-lateral shear forces and roll moments. First we determined the percent time during stimulation periods for which perception of motion (activity above a pre-defined threshold) was reported using the joystick, and body sway (two standard deviation of the noise level in the baseline measurement) was detected by the sensors. The percentage time at each stimulation level for motion detection was normalized with respect to the largest value and a logistic regression curve fit was applied to these data. The threshold was defined at the 50% probability of motion detection. Comparison of threshold of motion detection obtained from joystick data versus body sway suggests that perceptual thresholds were significantly lower, and were not impacted by system noise. Further, in order to determine optimal stimulation amplitude to improve balance, two sets of experiments were carried out. In the first set of experiments, all subjects received the same level of stimuli and the intensity of optimal performance was projected back on subjects' vestibular threshold curve. In the second set of experiments, on different subjects, stimulation was administered from 20-400% of subjects' vestibular threshold obtained from joystick data. Preliminary results of our study show that, in general, using stimulation amplitudes at 40-60% of perceptual motion threshold improved balance performance significantly compared to control (no stimulation). The amplitude of vestibular stimulation that improved balance function was predominantly in the range of +/- 100 to +/- 400 micro A. We hypothesize that VSR stimulation will act synergistically with sensorimotor adaptability (SA) training to improve adaptability by increasing utilization of vestibular information and therefore will help us to optimize and personalize a SA countermeasure prescription. This combination will help to significantly reduce the number of days required to recover functional performance to preflight levels after long-duration spaceflight.
Goel, R.↗
A Dynamic Amplitude-Correcting Gradient Estimation Technique to Align X-ray Focusing Optics
High-brightness X-rays, as produced at synchrotrons and X-ray free electron laser (XFEL) facilities, are used to characterize materials in a variety of scientific experiments. In most cases, effective use of the high-energy light requires precisely-aligned focusing optics; one example being a compound refractive lens (CRL). To align a CRL, the position and rotation must be optimized along four axes. In practice, this is a labor-intensive, time-consuming manual process that can monopolize scarce experimental time at the necessary X-ray facilities. Models of the expected Xray transmission function suggest that this task can be automated; however, the temporally-varying intensity at X-ray free electron laser facilities preclude the direct use of standard implementations of optimization solvers such as steepest descent algorithms. In this paper, we propose a novel technique to estimate the gradient of noisy functions with temporally-varying amplitudes. We construct this dynamicamplitude correction by systematically sampling a fixed central location within the standard finite difference stencil, accounting for the observed changes in time, and normalizing the difference quotients against those fluctuations. In addition to a rigorous error analysis of the sampling technique, we demonstrate its efficacy in stochastic descent optimization methods. Further, we demonstrate how this approach may be implemented to optimize X-ray focusing optics at synchrotrons or XFEL facilities
97 MATHEMATICS AND COMPUTING↗
mpi-sppy: Optimization Under Uncertainty for Pyomo
We introduce a new Pyomo extension for optimization under uncertainty, mpi-sppy. This extension allows for the mixing of, and sharing of information between, various algorithmic approaches for optimization under uncertainty. We will discuss the underlying architecture and assess the performance and scalability of mpi-sppy on various systems, including HPC clusters.
27 ARPA - Advanced Research Projects Agency-Energy↗