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The software is a set of test problems for nonlinear optimization algorithms, including subroutines such as linear algebra routines and automatic differentiation algorithms. The test problems come from chemical engineering open literature, and describe optimization tasks related to the design and operation of processes such as carbon capture, Hydrogen production, heat exchange, and distillation.
In this project, we developed novel methods for integrating simulation and data-driven methods to accelerate biomedical discovery. In particular, we exploit agent-based models of disease processes and deep reinforcement learning to identify potential novel multi-drug, patient-specific, and adaptive therapeutic strategies. We use the Innate Immune Response agent-based model (IIRABM) to model sepsis as a demonstration of our approach. We first calibrate the agent-based model using novel stochastic optimization algorithms develop in this project, then use the calibrated model to identify optimal cytokine mediation strategies using deep reinforcement learning (DRL). The learned policy achieves a dramatic reduction in mortality over a set of 500 simulated patients relative to standalone antibiotic therapy. Advantages of our approach are three-fold: 1) the use of simulation allows exploring therapeutic strategies beyond clinical practice and available data, 2) advances in DRL accommodate learning complex therapeutic strategies for complex biological systems, and 3) optimized treatments respond to a patient’s individual disease progression over time, therefore capturing both differences across patients and the inherent randomness of disease progression within a single patient. We hope that this work motivates both considering adaptive, personalized multi-cytokine mediation therapy for sepsis and exploiting simulation with DRL for precision medicine more broadly.
Using an adaptation of NASA software, we have investigated the use of numerical optimization techniques for the shape and material optimization of fiber composite hip implants. The original NASA inhouse codes, were originally developed for the optimization of aerospace structures. The adapted code, which was called OPORIM, couples numerical optimization algorithms with finite element analysis and composite laminate theory to perform design optimization using both shape and material design variables. The external and internal geometry of the implant and the surrounding bone is described with quintic spline curves. This geometric representation is then used to create an equivalent 2-D finite element model of the structure. Using laminate theory and the 3-D geometric information, equivalent stiffnesses are generated for each element of the 2-D finite element model, so that the 3-D stiffness of the structure can be approximated. The geometric information to construct the model of the femur was obtained from a CT scan. A variety of test cases were examined, incorporating several implant constructions and design variable sets. Typically the code was able to produce optimized shape and/or material parameters which substantially reduced stress concentrations in the bone adjacent of the implant. The results indicate that this technology can provide meaningful insight into the design of fiber composite hip implants.
Airline fleet assignment involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of an agent-based integer optimization algorithm to a "cold start" fleet assignment problem. Results show that the optimizer can successfully solve such highly- constrained problems (129 variables, 184 constraints).
This study is aimed to test a postprostatectomy volumetric-modulated arc therapy (VMAT) planning class solution. The solution applies to both the progressive resolution optimizer algorithm version 2 (PRO 2) and the algorithm version 3 (PRO 3), addressing the effect of an upgraded algorithm. A total of 10 radical postprostatectomy patients received 68 Gy to 95% of the planning target volume (PTV), which was planned using VMAT. Each case followed a set of planning instructions; including contouring, field setup, and predetermined optimization parameters. Each case was run through both algorithms only once, with no user interaction. Results were averaged and compared against Radiation Therapy Oncology Group (RTOG) 0534 end points. In addition, the clinical target volume (CTV) D{sub 100}, PTV D{sub 99}, and PTV mean doses were recorded, along with conformity indices (CIs) (95% and 98%) and the homogeneity index. All cases satisfied PTV D{sub 95} of 68 Gy and a maximum dose < 74.8 Gy. The average result for the PTV D{sub 99} was 64.1 Gy for PRO 2 and 62.1 Gy for PRO 3. The average PTV mean dose for PRO 2 was 71.4 Gy and 71.5 Gy for PRO 3. The CTV D{sub 100} average dose was 67.7 and 68.0 Gy for PRO 2 and PRO 3, respectively. The mean homogeneity index for both algorithms was 0.08. The average 95% CI was 1.17 for PRO 2 and 1.19 for PRO 3. For 98%, the average results were 1.08 and 1.12 for PRO 2 and PRO 3, respectively. All cases for each algorithm met the RTOG organs at risk dose constraints. A successful class solution has been established for prostate bed VMAT radiotherapy regardless of the algorithm used.
The orbit selection of telecommunications orbiters is one of the critical design processes and should be guided by global telecom performance metrics and mission-specific constraints. In order to aid the orbit selection, we have coupled the Telecom Orbit Analysis and Simulation Tool (TOAST) with genetic optimization algorithms. As a demonstration, we have applied the developed tool to select an optimal orbit for general Mars telecommunications orbiters with the constraint of being a frozen orbit. While a typical optimization goal is to minimize tele-communications down time, several relevant performance metrics are examined: 1) area-weighted average gap time, 2) global maximum of local maximum gap time, 3) global maximum of local minimum gap time. Optimal solutions are found with each of the metrics. Common and different features among the optimal solutions as well as the advantage and disadvantage of each metric are presented. The optimal solutions are compared with several candidate orbits that were considered during the development of Mars Telecommunications Orbiter.
Here this paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural networks, we discuss how optimization problems arise in machine learning and what makes them challenging. A major theme of our study is that large-scale machine learning represents a distinctive setting in which the stochastic gradient (SG) method has traditionally played a central role while conventional gradient-based nonlinear optimization techniques typically falter. Based on this viewpoint, we present a comprehensive theory of a straightforward, yet versatile SG algorithm, discuss its practical behavior, and highlight opportunities for designing algorithms with improved performance. This leads to a discussion about the next generation of optimization methods for large-scale machine learning, including an investigation of two main streams of research on techniques that diminish noise in the stochastic directions and methods that make use of second-order derivative approximations.
The general topology-aware task assignment problem is an NP-complete graph isomorphism problem. Existing task scheduling approaches are either heuristic or based on physical optimization algorithms, providing different speed and solution quality trade-offs. Physical Ising machines such as quantum and digital annealers have recently become available offering an alternative hardware solution to solve certain types of optimization problems. We propose an algorithm that allows expressing the problem in the compatible format. We present a domain specific partition strategy that enables to execute larger scale problems. TIGER - topology-aware task assignment mapper tool - implements the proposed algorithm and automatically integrates task- communication graph and an architecture graph into the quantum software environment.
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.
Significant accomplishments made during the present reporting period include: 1) Installed spectral optimization algorithm in the SeaDas image processing environment and successfully processed SeaWiFS imagery. The results were superior to the standard SeaWiFS algorithm (the MODIS prototype) in a turbid atmosphere off the US East Coast, but similar in a clear (typical) oceanic atmosphere; 2) Inverted ACE-2 LIDAR measurements coupled with sun photometer-derived aerosol optical thickness to obtain the vertical profile of aerosol optical thickness. The profile was validated with simultaneous aircraft measurements; and 3) Obtained LIDAR and CIMEL measurements of typical maritime and mineral dust-dominated marine atmosphere in the U.S. Virgin Islands. Contemporaneous SeaWiFS imagery were also acquired.
As electrical generation becomes more distributed and volatile, and loads become more uncertain, controllability of distributed energy resources (DERs), regardless of their ownership status, will be necessary for grid reliability. Grid operators lack direct control over end-users' grid interactions, such as energy usage, but incentives can influence behavior -- for example, an end-user that receives a grid-driven incentive may adjust their consumption or expose relevant control variables in response. A key challenge in studying such incentives is the lack of data about human behavior, which usually motivates strong assumptions, such as distributional assumptions on compliance or rational utility-maximization. In this paper, we propose a general incentive mechanism in the form of a constrained optimization problem -- our approach is distinguished from prior work by modeling human behavior (e.g., reactions to an incentive) as an arbitrary unknown function. We propose feedback-based optimization algorithms to solve this problem that each leverage different amounts of information and/or measurements. We show that each converges to an asymptotically stable incentive with (near)-optimality guarantees given mild assumptions on the problem. Finally, we evaluate our proposed techniques in voltage regulation simulations on standard test beds. We test a variety of settings, including those that break assumptions required for theoretical convergence (e.g., convexity, smoothness) to capture realistic settings. In this evaluation, our proposed algorithms are able to find near-optimal incentives even when the reaction to an incentive is modeled by a theoretically difficult (yet realistic) function.
Rapidly changing computer architectures, such as those found at high-performance computing (HPC) facilities, present the need for mini-applications (miniapps) that capture essential algorithms used in large applications to test program performance and portability, aiding transitions to new systems. The COVID-19 pandemic has fueled a flurry of activity in computational drug discovery, including the use of supercomputers and GPU acceleration for massive virtual screens for therapeutics. Recent work targeting COVID-19 at the Oak Ridge Leadership Computing Facility (OLCF) used the GPU-accelerated program AutoDock-GPU to screen billions of compounds on the Summit supercomputer. In this paper we present the development of a new miniapp, miniAutoDock-GPU, that can be used to evaluate the performance and portability of GPU-accelerated protein-ligand docking programs on different computer architectures. These tests are especially relevant as facilities transition from petascale systems and prepare for upcoming exascale systems that will use a variety of GPU vendors. The key calculations, namely, the Lamarckian genetic algorithm combined with a local search using a Solis-Wets based random optimization algorithm, are implemented. We developed versions of the miniapp using several different programming models for GPU acceleration, including a version using the CUDA runtime API for NVIDIA GPUs, and the Kokkos middle-ware API which is facilitated by C++ template libraries. A third version, currently in progress, uses the HIP programming model. These efforts will help facilitate the transition to exascale systems for this important emerging HPC application, as well as its use on a wide range of heterogeneous platforms.
In this short paper, we report the performance of multiple thread-parallel algorithms for spherical region queries on multicore architectures motivated by a challenging data analytics application in materials science. Performances of two tree-based algorithms and a naive algorithm are compared to identify the length scales at which these approaches perform optimally. The optimal algorithm is then used to scale the driving materials science application, which is shown to deliver over 17X speedup using 32 OpenMP threads on data sets containing many millions of atoms.
Vulnerability remediation is a critical task in operational software and network security management. In this paper, an effective vulnerability management strategy, called VULCON (VULnerability CONtrol), is developed and evaluated. The strategy is based on two fundamental performance metrics: i). Time-to-Vulnerability Remediation (TVR) and; ii). Total Vulnerability Exposure (TVE). VULCON takes as input real vulnerability scan reports, metadata about the discovered vulnerabilities, asset criticality, and personnel resources. VULCON uses a mixed integer multi-objective optimization algorithm to prioritize vulnerabilities for patching, such that the above performance metrics are optimized subject to the given resource constraints. VULCON has been tested on multiple months of real scan data from a Cyber-Security Operations Center (CSOC). Results indicate an overall Total Vulnerability Exposure reduction of 8.97\% when VULCON optimizes a realistic security analyst workforce's effort. Additionally, it is demonstrated that VULCON can determine monthly resources required to maintain a target TVE score. As such, VULCON provides valuable operational guidance for improving vulnerability response processes in CSOCs.
SHEBO (surrogate optimization of problems with hidden constraints and expensive black-box objectives) is an efficient optimization algorithm that employs surrogate models to solve computationally expensive black-box simulation optimization problems that have hidden constraints. Hidden constraints are encountered when the objective function evaluation does not return a value for a parameter vector. These constraints are often encountered in optimization problems in which the objective function is computed by a black-box simulation code. SHEBO uses a combination of local and global search strategies together with an evaluability prediction function and a dynamically adjusted evaluability threshold to iteratively select new sample points.
This LDRD project was developed around the ambitious goal of applying PDE-constrained opti- mization approaches to design Z-machine components whose performance is governed by elec- tromagnetic and plasma models. This report documents the results of this LDRD project. Our differentiating approach was to use topology optimization methods developed for structural design and extend them for application to electromagnetic systems pertinent to the Z-machine. To achieve this objective a suite of optimization algorithms were implemented in the ROL library part of the Trilinos framework. These methods were applied to standalone demonstration problems and the Drekar multi-physics research application. Out of this exploration a new augmented Lagrangian approach to structural design problems was developed. We demonstrate that this approach has favorable mesh-independent performance. Both the final design and the algorithmic performance were independent of the size of the mesh. In addition, topology optimization formulations for the design of conducting networks were developed and demonstrated. Of note, this formulation was used to develop a design for the inner magnetically insulated transmission line on the Z-machine. The resulting electromagnetic device is compared with theoretically postulated designs.
Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. Here, this paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems.
Autonomous Identification of Battery Life Models (AI-Batt) AI-Batt is a MATLAB code base for developing lifetime models for batteries from accelerated aging data. The code base provides many functions for processing, visualizing, and modeling battery aging data, making the data processing, exploration, and modeling workflow substantially faster. These tools are tailored for working with battery aging data sets, which usually consist of many separate time-series for each cell, with many test conditions and possible replicates at each condition, which makes it difficult to simply process or visualize the data set. Complex modeling tasks, such as cross-validation, sensitivity analysis, and uncertainty quantification have been implemented to enable thorough statistical investigation of model predictions. Additionally, several machine-learning algorithms are implemented to autonomously identify suitable models via symbolic regression. Data processing functions automatically cast data from the struct data type, which is commonly used to store experimental data, but is not an acceptable input for most algorithms, to the table data type, which can be easily used as input to any optimization algorithm. Also, the data can be separated into time-invariant and time-variant data tables, which is helpful for exploring the data set as well as developing separate models for time-variant and time-invariant aging mechanisms. For example, in aging tests with constant temperature, temperature is a time-invariant experimental condition. Visualization tools enable plotting of data, model fits, and model simulations possible with single-line function calls, empowering data exploration of complex data sets with both time-varying and time-invariant trends. Plots can be automatically generated for the whole data set, or separated by data group (groups of test replicates) or individual data series. Data points or data series can be automatically colored by the value of a variable with a variety of color maps, and model predictions can also be colored by the value of a fit statistic. Comparisons between data sets and the predictions/simulations of different models on the same data set can be easily plotted as well. Distributions of parameter values from bootstrap resampling can be plotted to visualize the reliability of parameter estimation, or determine any correlations between parameters. Modeling tools handle the complex task of creating and parsing symbolic equations for modeling battery lifetime. Equations are parsed to grab relevant data variables, parameter values, or specified sub-models for input into optimization, evaluation, or simulation functions. Models can be optimized locally (one set of parameters for each data series), bi-level (some parameters shared across the data set), or globally (single set of parameters for all data). Functions implementing symbolic regression algorithms help users to discover effective model equations, even in poorly sampled, high-dimensional data.