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Results for “Augmented Lagrangian method”

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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At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Nonlinear, real-time optimization for actuator management in tokamaks

Experiments in DIII-D have been carried out to test a novel actuator management approach in tokamaks. Here, the actuator management scheme is posed as a nonlinear-optimization problem in which the actuator commands are calculated in real time according to the changing control priorities, plasma state, and actuator availability. Such optimization problem is solved using the augmented Lagrangian method, combined with a gradient projection method and a conjugate-gradient iteration algorithm. The algorithmic approach followed in this work does not depend on the particular control objectives or actuators considered, which facilitates its integration with other independently-designed control components within a plasma-control system. In addition, the actuator-management algorithm is able to handle the optimization problem in a computationally efficient manner, making it suitable for real-time implementations. Initial DIII-D results in the steady-state high-q min scenario have demonstrated the capabilities of the actuator manager to perform both simultaneous multiple mission and repurposing sharing, which will be required in ITER.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Near-ideal relaxed MHD in slab geometry

We investigate the solutions of the relaxed magnetohydrodynamic (MHD) model (RxMHD) of R. Dewar and Z. Qu. This model generalizes Taylor relaxation by including the ideal Ohm's law constraint using an augmented Lagrangian method, providing a pathway to extend the multi-region relaxed MHD (MRxMHD) model. We present the first numerical solution of the RxMHD model by Dewar and Qu, demonstrating that it is mathematically well-defined and computationally feasible for constructing MHD equilibria in slab geometry. We also show that a cross-field flow can exist without enforcing an arbitrary constraint on the angular momentum, as is done in the case of MRxMHD with flow. Our results also demonstrate the self-organization of fully relaxed regions during the optimization, which was an important motivation behind developing this model.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies for solar PV plants have shown the performance improvement of the proposed model over traditional BNNs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1994

Optimal control of thermally coupled Navier Stokes equations

The optimal boundary temperature control of the stationary thermally coupled incompressible Navier-Stokes equation is considered. Well-posedness and existence of the optimal control and a necessary optimality condition are obtained. Optimization algorithms based on the augmented Lagrangian method with second order update are discussed. A test example motivated by control of transport process in the high pressure vapor transport (HVPT) reactor is presented to demonstrate the applicability of our theoretical results and proposed algorithm.

Ito, Kazufumi↗
NASA NTRS2000

Unsteady Cascade Aerodynamic Response Using a Multiphysics Simulation Code

The multiphysics code Spectrum(TM) is applied to calculate the unsteady aerodynamic pressures of oscillating cascade of airfoils representing a blade row of a turbomachinery component. Multiphysics simulation is based on a single computational framework for the modeling of multiple interacting physical phenomena, in the present case being between fluids and structures. Interaction constraints are enforced in a fully coupled manner using the augmented-Lagrangian method. The arbitrary Lagrangian-Eulerian method is utilized to account for deformable fluid domains resulting from blade motions. Unsteady pressures are calculated for a cascade designated as the tenth standard, and undergoing plunging and pitching oscillations. The predicted unsteady pressures are compared with those obtained from an unsteady Euler co-de refer-red in the literature. The Spectrum(TM) code predictions showed good correlation for the cases considered.

Lawrence, C.↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies in solar energy prediction have shown the performance improvement of the proposed model over traditional BNNs.

14 SOLAR ENERGY↗
DOE OSTI2023

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints

Here we present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear solvers, and is suitable for large-scale applications. A key feature of ALESQP is a constraint decomposition strategy that allows it to exploit problem-specific variable scalings and inner products. We analyze convergence of ALESQP under different assumptions. We show that strong accumulation points are stationary. Consequently, in finite dimensions ALESQP converges to a stationary point. In infinite dimensions we establish that weak accumulation points are feasible in many practical situations. Under additional assumptions we show that weak accumulation points are stationary. We present several infinite-dimensional examples where ALESQP shows remarkable discretization-independent performance in all of its iterative components, requiring a modest number of iterations to meet constraint tolerances at the level of machine precision. Also, we demonstrate a fully matrix-free solution of an infinite-dimensional problem with nonlinear inequality constraints.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Constraints

Augmented Lagrangian (AL) methods have proven remarkably useful in solving optimization problems with complicated constraints. The last decade has seen the development of overall complexity guarantees for inexact AL variants. Yet, a crucial gap persists in addressing nonsmooth convex constraints. To this end, we present a smoothed augmented Lagrangian (AL) framework where nonsmooth terms are progressively smoothed with a smoothing parameter $\eta _k$ . The resulting AL subproblems are $\eta _k$ -smooth, allowing for leveraging accelerated schemes. By a careful selection of the inexactness level $\epsilon _k$ (for inexact subproblem resolution), the penalty parameter $\rho _k$ , and smoothing parameter $\eta _k$ at epoch k, we derive rate and complexity guarantees of $\tilde{\mathcal {O}}(1/{\varepsilon }^{3/2})$ and $\tilde{\mathcal {O}}(1/{\varepsilon })$ in convex and strongly convex regimes for computing an ${\varepsilon }$ -optimal solution, when $\rho _k$ increases at a geometric rate, a significant improvement over the best available guarantees for AL schemes for convex programs with nonsmooth constraints. Analogous guarantees are developed for settings with $\rho _k = \rho$ as well as $\eta _k = \eta$ . Preliminary numerics on a fused Lasso problem display promise.

augmented Lagrangian↗
NASA NTRS1989

Multiplier-continuation algorthms for constrained optimization

Several path following algorithms based on the combination of three smooth penalty functions, the quadratic penalty for equality constraints and the quadratic loss and log barrier for inequality constraints, their modern counterparts, augmented Lagrangian or multiplier methods, sequential quadratic programming, and predictor-corrector continuation are described. In the first phase of this methodology, one minimizes the unconstrained or linearly constrained penalty function or augmented Lagrangian. A homotopy path generated from the functions is then followed to optimality using efficient predictor-corrector continuation methods. The continuation steps are asymptotic to those taken by sequential quadratic programming which can be used in the final steps. Numerical test results show the method to be efficient, robust, and a competitive alternative to sequential quadratic programming.

Lundberg, Bruce N.↗
DOE OSTI2026

A robust framework for frictional fault contact in geological formations using a stabilized augmented Lagrangian approach

Numerical simulations are essential to evaluate the performance and safety of engineered subsurface systems such as geological carbon storage sites, enhanced geothermal fields, and oil and gas reservoirs. A key challenge lies in accurately modeling the frictional contact behavior along fault surfaces. This problem involves inequality constraints that arise from the physics of frictional slip, requiring specialized numerical methods to handle the resulting highly nonlinear and path-dependent behavior. Here, in this work, we address this challenge using an Augmented Lagrangian Method (ALM) implemented via the Uzawa algorithm. The formulation employs mixed finite element spaces, combining low-order piecewise linear displacements within the 3D domain cells with piecewise constant tractions defined on the fault surfaces. Furthermore, to ensure stability and satisfy the inf-sup condition, the discrete displacement space is enriched with face bubble functions on both sides of the contact interfaces. This approach offers several advantages over other stabilization techniques that rely on additional terms, and it integrates naturally in the Uzawa framework.

58 GEOSCIENCES↗
DOE OSTI2026

Hourglass control in staggered-grid hydrodynamics using virtual element stabilization techniques

Numerical simulations using the staggered-grid hydrodynamics (SGH) discretization suffer from hourglass instabilities. In this work, we develop a stabilization method to suppress the hourglass instabilities using techniques from the virtual element method (VEM). The stiffness matrix of the VEM consists of two terms: the consistency matrix which is rank deficient and the stability matrix. Here, we first show that in two dimensions and on general polygons, the stiffness matrix of the SGH is identical to the consistency matrix of the linear VEM for both the diffusion equation and the linear elasticity equation. These analyses explain the origin of the hourglass instabilities of the SGH discretization method, and establish a theoretical foundation for our proposed stabilization method by augmenting the stiffness matrix of the SGH discretization using the VEM stability matrix. Then, we present numerical examples using Lagrangian SGH simulations. The numerical experiments demonstrate that the proposed VEM stabilization method is effective at eliminating hourglass modes in the SGH discretization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Joint ptycho-tomography with deep generative priors

Abstract Joint ptycho-tomography is a powerful computational imaging framework to recover the refractive properties of a 3D object while relaxing the requirements for probe overlap that is common in conventional phase retrieval. We use an augmented Lagrangian scheme for formulating the constrained optimization problem and employ an alternating direction method of multipliers (ADMM) for the joint solution. ADMM allows the problem to be split into smaller and computationally more efficient subproblems: ptychographic phase retrieval, tomographic reconstruction, and regularization of the solution. We extend our ADMM framework with plug-and-play (PnP) denoisers by replacing the regularization subproblem with a general denoising operator based on machine learning. While the PnP framework enables integrating such learned priors as denoising operators, tuning of the denoiser prior remains challenging. To overcome this challenge, we propose a denoiser parameter to control the effect of the denoiser and to accelerate the solution. In our simulations, we demonstrate that our proposed framework with parameter tuning and learned priors generates high-quality reconstructions under limited and noisy measurement data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1983

Optimal mistuning for enhanced aeroelastic stability of transonic fans

An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.

Hall, K. C.↗
NASA NTRS1983

Structural optimization - Challenges and opportunities

A review of developments in structural optimization techniques and their interface with growing computer capabilities is presented. Structural design steps comprise functional definition of an object, an evaluation phase wherein external influences are quantified, selection of the design concept, material, object geometry, and the internal layout, and quantification of the physical characteristics. Optimization of a fully stressed design is facilitated by use of nonlinear mathematical programming which permits automated definition of the physics of a problem. Design iterations terminate when convergence is acquired between mathematical and physical criteria. A constrained minimum algorithm has been formulated using an Augmented Lagrangian approach and a generalized reduced gradient to obtain fast convergence. Various approximation techniques are mentioned. The synergistic application of all the methods surveyed requires multidisciplinary teamwork during a design effort.

Sobieszczanski-Sobieski, J.↗
NASA NTRS1984

Structural optimization: Challenges and opportunities

A review of developments in structural optimization techniques and their interface with growing computer capabilities is presented. Structural design steps comprise functional definition of an object, an evaluation phase wherein external influences are quantified, selection of the design concept, material, object geometry, and the internal layout, and quantification of the physical characteristics. Optimization of a fully stressed design is facilitated by use of nonlinear mathematical programming which permits automated definition of the physics of a problem. Design iterations terminate when convergence is acquired between mathematical and physical criteria. A constrained minimum algorithm has been formulated using an Augmented Lagrangian approach and a generalized reduced gradient to obtain fast convergence. Various approximation techniques are mentioned. The synergistic application of all the methods surveyed requires multidisciplinary teamwork during a design effort.

Sobieszczanski-Sobieski, J.↗