Results for “Newton optimization” — Page 2

DOE OSTI2025

Efficient proximal subproblem solvers for a nonsmooth trust-region method

In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures the trial iterate produces sufficient decrease of the subproblem model. In this paper, we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. Finally, we compare algorithm performance on examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization

Not provided.

Mathematics↗

DOE OSTI2021

Bound Constrained Partial DifferentialEquation Inverse Problem Solution by theSemi-Smooth Newton Method

We present the mathematical derivation, software implementation details, and computational results for a semi-smooth Newton method applied to two inverse problems governed by partial differential equations with bound constraints. The two problems share mathematical structural similarities to density-based topology optimization problems. The semi-smooth Newton method provides a mesh independent solution computation for the two test problems. A key step is that the complementarity part of the necessary optimality conditions are reformulated with the use of a complementarity functionφsuch that the complementarity conditions are satisfied if and only if a zero of a nonsmooth function has been obtained. The modular finite element package MFEM is utilized for the software implementation. In addition we constructed a matrix-free Operator to enable the use of efficient Krylov subspace IterativeSolver of MFEM for the solution of our two target problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Geometry optimization speedup through a geodesic approach to internal coordinates

We present a new geodesic-based method for geometry optimization in a basis set of redundant internal coordinates. Overall, our method updates the molecular geometry by following the geodesic generated by a displacement vector on the internal coordinate manifold, which dramatically reduces the number of steps required to converge to a minimum. Our method can be implemented in any existing optimization code, requiring only implementation of derivatives of the Wilson B-matrix and the ability to numerically solve an ordinary differential equation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

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↗

DOE OSTI2021

Compact representations of structured BFGS matrices

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, recent structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. Here, this article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described for which extensive numerical results demonstrate the efficacy of the algorithms, including comparisons to IPOPT on large machine learning problems, and to L-BFGS on a real world large scale ptychographic imaging application.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Superconvergence of Online Optimization for Model Predictive Control

We develop a one-Newton-step-per-horizon, online, lag-L, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear dynamic programs. Based on recent sensitivity analysis results for the target problems class, we prove that the approach exhibits a behavior that we call superconvergence; that is, the tracking error with respect to the full horizon solution is not only stable for successive horizon shifts, but also decreases with increasing shift order to a minimum value that decays exponentially in the length of the receding horizon. The key analytical step is the decomposition of the one-step error recursion of our algorithm into algorithmic error and perturbation error. We show that the perturbation error decays exponentially with the lag between two consecutive receding horizons, while the algorithmic error, determined by Newton’s method, achieves quadratic convergence instead. Overall this approach induces our local exponential convergence result in terms of the receding horizon length for suitable values of L. In conclusion, numerical experiments validate our theoretical findings.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗

DOE OSTI2026

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Determining Optimal Magnetometer Configuration on MAGIS-100

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.] (ORC↗

DOE OSTI2026

Determining Optimal Magnetometer Configuration on MAGIS-100

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.] (ORC↗

DOE OSTI2026

In-Situ Magnetic Field Reconstruction in the MAGIS-100 Experiment

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.; Ferm↗

DOE OSTI2025

Efficient shallow Ritz method for 1D diffusion problems

This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].

Diffusion problems↗

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↗

DOE OSTI2022

Single-stage gradient-based stellarator coil design: Optimization for near-axis quasi-symmetry

Here we present a new coil design paradigm for magnetic confinement in stellarators. Our approach directly optimizes coil shapes and coil currents to produce a vacuum quasi-symmetric magnetic field with a target rotational transform on the magnetic axis. This approach differs from the traditional two-stage approach in which first a magnetic configuration with desirable physics properties is found, and then coils to approximately realize this magnetic configuration are designed. The proposed single-stage approach allows us to find a compromise between confinement and engineering requirements, i.e., find easy-to-build coils with good confinement properties. Using forward and adjoint sensitivities, we derive derivatives of the physical quantities in the objective, which is constrained by a nonlinear periodic differential equation. In two numerical examples, we compare different gradient-based descent algorithms and find that incorporating approximate second-order derivative information through a quasi-Newton method is crucial for convergence. We also explore the optimization landscape in the neighborhood of a minimizer and find many directions in which the objective is mostly flat, indicating ample freedom to find simple and thus easy-to-build coils.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Structural stability and artificial buckling modes in topology optimization

Abstract This paper demonstrates how a strain energy transition approach can be used to remove artificial buckling modes that often occur in stability constrained topology optimization problems. To simulate the structural response, a nonlinear large deformation hyperelastic simulation is performed, wherein the fundamental load path is traversed using Newton’s method and the critical buckling load levels are estimated by an eigenvalue analysis. The goal of the optimization is to minimize displacement, subject to constraints on the lowest critical buckling loads and maximum volume. The topology optimization problem is regularized via the Helmholtz PDE-filter and the method of moving asymptotes is used to update the design. The stability and sensitivity analyses are outlined in detail. The effectiveness of the energy transition scheme is demonstrated in numerical examples.

Dalklint, Anna (ORCID:0000000346195205)↗