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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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All sources NASA NTRS DOE OSTI

DOE OSTI2023

Integrated path planning and control through proximal policy optimization for a marine current turbine

This paper presents an integrated path planning and tracking control framework for a marine current turbine (MCT), where the MCT is treated as an energy-harvesting autonomous underwater vehicle (AUV). Considering the ocean (space of action) is continuous, the proposed framework employs two modules to address path planning and path tracking enabled by the proximal policy optimization (PPO) algorithm, which is a policy gradient deep reinforcement learning (RL) method. Further, to enable fully autonomous operation in a stochastic oceanic environment, the proposed path planning seeks a primary objective of maximizing the harvested energy; then, the path tracking module is designed to minimize the tracking error and avoid collisions with static and dynamic obstacles. Using field-collected acoustic Doppler current profiler (ADCP) data, the performance of the proposed framework is evaluated. Comparative studies with baseline algorithms in three different scenarios of path planning, path tracking without an obstacle, and path tracking with collision avoidance verify the effectiveness of our proposed approach.

16 TIDAL AND WAVE POWER↗

DOE OSTI2024

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a users manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Revisiting the ODE Method for Recursive Algorithms: Fast Convergence Using Quasi Stochastic Approximation

Several decades ago, Profs. Sean Meyn and Lei Guo were postdoctoral fellows at ANU, where they shared interest in recursive algorithms. It seems fitting to celebrate Lei Guo's 60th birthday with a review of the ODE Method and its recent evolution. The method has been regarded as a technique for algorithm analysis. It is argued that this viewpoint is backwards: The original stochastic approximation method was surely motivated by an ODE, and tools for analysis came much later (based on establishing robustness of Euler approximations). The paper presents a brief survey of recent research in machine learning that shows the power of algorithm design in continuous time, following by careful approximation to obtain a practical recursive algorithm. While these methods are usually presented in a stochastic setting, this is not a prerequisite. In fact, recent theory shows that rates of convergence can be dramatically accelerated by applying techniques inspired by quasi Monte-Carlo. Subject to conditions, the optimal rate of convergence can be obtained by applying the averaging technique of Polyak and Ruppert. The conditions are not universal, but theory suggests alternatives to achieve acceleration. The theory is illustrated with applications to gradient-free optimization, and policy gradient algorithms for reinforcement learning.

learning and adaptive systems in artificial intell↗

DOE OSTI2023

Adaptive, Active Learning, and Multifidelity Monte Carlo Methods in the MOOSE Stochastic Tools Module

MOOSE is an open-source computational platform for constructing multi-physics models and executing them in a massively parallel fashion. It has a stochastic tools module (STM) for forward/inverse uncertainty quantification (UQ) and surrogate modeling. This presentation details some recent developments to the STM with respect to the implementation of adaptive, active learning, and multifidelity Monte Carlo methods for forward UQ of computational models. Specifically, the adaptive Monte Carlo methods include Markov Chain Monte Carlo (MCMC)-driven algorithms like adaptive importance sampling and parallelized subset simulation for statistical QoI estimation, rare events analysis, and stochastic gradient-free optimization. The active learning methods include Gaussian Process (GP) surrogates and their training via Adam optimization, design of acquisition functions, and integration with samplers like Monte Carlo, adaptive importance, and parallelized subset simulation. These active learning methods are also designed to work in a batch mode, wherein, the required calls to the full computational model are executed in parallel whenever a user-specified batch size is met. The multifidelity methods in STM are broadly divided into two categories: hierarchical, where a defined hierarchy exists among the low-fidelity models, and peer, where all the low-fidelity models are treated equally. A GP surrogate is used to learn the differences between the low- and high-fidelity models in both multifidelity categories, and acquisition functions from the active learning classes are used to decide whether to rely on a low-fidelity model or call the expensive high-fidelity model. Alongside the software description and usage, applications are also presented to nuclear engineering computational models including a TRISO nuclear fuel particle, a reactor pressure vessel, and a heat-pipe microreactor.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Training neural networks using Metropolis Monte Carlo and an adaptive variant

Abstract We examine the zero-temperature Metropolis Monte Carlo (MC) algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis MC can train a neural net with an accuracy comparable to that of gradient descent (GD), if not necessarily as quickly. The Metropolis algorithm does not fail automatically when the number of parameters of a neural network is large. It can fail when a neural network’s structure or neuron activations are strongly heterogenous, and we introduce an adaptive Monte Carlo algorithm (aMC) to overcome these limitations. The intrinsic stochasticity and numerical stability of the MC method allow aMC to train deep neural networks and recurrent neural networks in which the gradient is too small or too large to allow training by GD. MC methods offer a complement to gradient-based methods for training neural networks, allowing access to a distinct set of network architectures and principles.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2016

Hybrid Differential Dynamic Programming with Stochastic Search

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Aziz, Jonathan↗

NASA NTRS2016

Hybrid Differential Dynamic Programming with Stochastic Search

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Aziz, Jonathan↗

DOE OSTI2025

Criticality analysis of nuclear binding energy neural networks

Machine learning methods, in particular deep learning methods such as artificial neural networks (ANNs) with many layers, have become widespread and useful tools in nuclear physics. However, these ANNs are typically treated as ‘black boxes’, with their architecture (width, depth, and weight/bias initialization) and the training algorithm and parameters chosen empirically by optimizing learning based on limited exploration. We test a non-empirical approach to understanding and optimizing nuclear physics ANNs by adapting a criticality analysis based on renormalization group flows in terms of the hyperparameters for weight/bias initialization, training rates, and the ratio of depth to width. This treatment utilizes the statistical properties of neural network initialization to find a generating functional for network outputs at any layer, allowing for a path integral formulation of the ANN outputs as a Euclidean statistical field theory. We use a prototypical example to test the applicability of this approach: a simple ANN for nuclear binding energies. We find that with training using a stochastic gradient descent optimizer, the predicted criticality behavior is realized, and optimal performance is found with critical tuning. However, the use of an adaptive learning algorithm leads to somewhat superior results without concern for tuning and thus obscures the analysis. Nevertheless, the criticality analysis offers a way to look within the black box of ANNs, which is a first step towards potential improvements in network performance beyond using adaptive optimizers.

artificial neural network↗

DOE OSTI2021

Elastic distributed training with fast convergence and efficient resource utilization

Distributed learning is now routinely conducted on cloud as well as dedicated clusters. Training with elastic resources brings new challenges and design choices. Prior studies focus on runtime performance and assume a static algorithmic behavior. In this work, by analyzing the impact of of resource scaling on convergence, we introduce schedules for synchronous stochastic gradient descent that proactively adapt the number of learners to reduce training time and improve convergence. Our approach no longer assumes a constant number of processors throughout training. In our experiment, distributed stochastic gradient descent with dynamic schedules and reduction momentum achieves better convergence and significant speedups over prior static ones. Numerous distributed training jobs running on cloud may benefit from our approach.

Cong, Guojing↗

DOE OSTI2021

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗

DOE OSTI2026

Classical-Quantum Algorithm for Solving Stochastic Programs

Stochastic programming provides a rigorous mathematical framework for making decisions under uncertainty in a risk-aware manner. Two-stage stochastic programming is, perhaps, the simplest form of this framework. Here the first-stage variables represent decisions that must be made "here and now" in the face of uncertainty, while the second-stage variables are decisions made after uncertain events. However, the broad adoption of stochastic programming has been hindered by computational challenges caused by the two-stage stochastic programming formulation which requires solving an ensemble of optimization problems. Using quantum amplitude estimation (QAE), quantum computers have shown the theoretic ability to compute expectations with Monte-Carlo methods with quadratically fewer samples than classical methods. In this work, we present a quantum algorithm for computing the expectation term using QAE for given first-stage decisions. Further, we detail methods of computing gradient information from the quantum calculation enabling the application of classical gradient-based optimization techniques. The result is a classical-quantum hybrid method of solving two-stage stochastic programs. These techniques are demonstrated with computational experiments based an engineering optimization problem.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Learning Stochastic Parametric Differentiable Predictive Control Policies

We present a scalable unsupervised learning-based method for obtaining explicit control policies for model predictive control problems for stochastic linear systems with additive uncertainties subject to nonlinear chance constraints. We call the proposed method stochastic parametric differentiable predictive control (SP-DPC), which extends the recently proposed deterministic DPC policy optimization algorithm. We formulate the SP-DPC as a deterministic approximation to the stochastic parametric constrained optimal control problem via independent sampling of the problem's parameters and uncertainties. This formulation allows us to directly compute the policy gradients via automatic differentiation of the problem's value function, evaluated over sampled parameters and uncertainties. In particular, the computed expectation of the problem's value function is backpropagated through the finite-time closed-loop system rollouts parametrized by a known nominal system dynamics model and neural control policy. We also provide theoretical probabilistic guarantees on closed-loop stability and chance constraints satisfaction for systems controlled by learned neural policies. We demonstrate the computational efficiency and scalability of the proposed policy optimization algorithm in three numerical examples, including systems with a large number of states or subject to nonlinear constraints.

Drgona, Jan↗

DOE OSTI2023

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, here we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $\mathscr{O}$(ϵ -3-δ ) , where ϵ > 0 is the expected error of the solution and δ > 0 is a user-defined parameter. If the penalty parameter is chosen to be $\mathscr{O}$(ϵ -1 ), we demonstrate that the result can be improved to $\mathscr{O}$(ϵ -2 ) , which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $\mathscr{O}$(ϵ -1 log(1/ϵ)) complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Enhanced mechanical property evaluation using innovative data analytics capability

This report focuses on efforts to improve Multiphysics Object-Oriented Simulation Environ-ment (MOOSE) for mechanical property evaluation using data analytics. These efforts involveimprovements to the stochastic tools module (STM) for stochastic simulations of MOOSE mul-tiphysics model and the development of inverse optimization capabilities. The report gives anoverview of the STM and describes recent updates to its core capabilities and theory on itsreduced-order model (ROM) schemes. Examples are also provided showing the impact of theseupdates and exhibits the usefulness of ROMs. An overview of the gradient based inverse opti-mziation algorithms are given along with examples of their application to source identification.Inverse optimization will provide a new methodology in STM for fitting model parameters toexperimental data.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound↗