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At least 739 records · Page 41

A Novel Noise-Aware Classical Optimizer for Variational Quantum Algorithms

A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the “noise-aware numerical optimization” literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. In conclusion, we study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant.

classical optimizers↗

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗

A simple way to integrate distributed storage into a wholesale electricity market

Abstract Current plans to decarbonize the electric supply system imply that the generation from wind and solar sources will grow substantially. This growth will increase the uncertainty of system operations due to the inherent variability of these renewable sources, and as a result, more reserve capacity will be required to provide the ramping (flexibility) needed for reliable operations. This paper assumes that all of the increased uncertainty comes from wind farms on the grid, and it shows how distributed storage managed locally by aggregators can provide the ramping needed without introducing a separate market for flexibility. This can be accomplished when the aggregators minimize the expected daily cost of the energy purchased from the grid for their customers by submitting optimal bids into the wholesale market with high and low price thresholds for discharging and charging the storage. This model is illustrated using a stochastic multi-period security constrained optimal power flow together with realistic data for a reduction of the network in the Northeast Power Coordinating Council region of the United States. The results show that the bidding strategy for distributed storage provides ramping to the grid just as effectively as storage managed by a system operator.

Lamadrid, Alberto J.↗

Application of a new hybrid particle swarm optimization-mixed kernels function-based support vector machine model for reservoir porosity prediction: A case study in Jacksonburg-Stringtown oil field, West Virginia, USA

Porosity is a fundamental property that characterizes the storage capability of fluid and gas-bearing formations in a reservoir. An accurate porosity value can be measured from core samples in the laboratory; however, core analysis is expensive and time consuming. Well-log data can be used to calculate porosity, but the availability of log suites is often limited in mature fields. Therefore, robust porosity prediction requires integration of core-measured porosity with available well-log suites to control for changes in lithology and fluid content. A support vector machine (SVM) model with mixed kernel function (MKF) is used to construct the relationship between limited conventional well-log suites and sparse core data. Porosity is the desired output, and two conventional well-log responses (gamma ray [GR] and bulk density) and three well-log-derived parameters (the slope of GR, the slope of density, and [Formula: see text]) are input parameters. A global stochastic searching algorithm, particle swarm optimization (PSO), is applied to improve the efficiency of locating the appropriate values of five control parameters in MKF-SVM model. The results of SVM with different traditional kernel functions were compared, and the MKF-SVM model provided an improvement over the traditional SVM model. To confirm the advantage of the hybrid PSO-MKF-SVM model, the results from three models: (1) radial basis function (RBF)-based least-squares SVM, (2) multilayer perceptron artificial neural network (ANN), and (3) RBF ANN, are compared with the result of the hybrid PSO-MKF-SVM model. The results indicate that the hybrid PSO-MKF-SVM model improves porosity prediction with the highest correlation coefficient ([Formula: see text] of 0.9560), the highest coefficient of determination ([Formula: see text] of 0.9140), the lowest root-mean-square error (1.6505), average absolute error value (1.4050), and maximum absolute error (2.717).

Geochemistry & Geophysics↗

Intelligent load pattern modeling and denoising using improved variational mode decomposition for various calendar periods

This paper proposes a novel approach to identify the load patterns considering calendar impact and denoising process, which advances the state of art of load identification and load forecasting to a more flexible and adaptive extent by revealing the correlation between load profile and the substantial influence factors. With the rapid development and the promising application of energy intemet and grid modernization, the accurate load modeling and forecasting especially by load pattern modeling (LPM) have become more and more critical to observe and estimate load profile so as to optimize the operation efficiency of the power grid. Traditional methods mostly focus on the static LPM itself which are unable to account the non-linear and highly dynamic load fluctuations in order to balance the demand of the power grid during various calendar period (VCP) scheduling. In this paper, a load pattern modeling method for power grid considering the impact of typical calendar effects is proposed using a combination of improved variational mode decomposition (IVMD) and deep belief network (DBN) algorithm. Firstly, an index of load curve curvature (LCC) is proposed to improve the selection of value K in the conventional VMD algorithm. The value K of the intrinsic modality is determined by adopting LCC to better quantify the average instantaneous frequency of the modal decomposition of the VMD and to reduce the elevated stochasticity of k. Secondly, an optimization formulation is developed based on adaptive segmented loop decomposition of the typical correlation coefficient to suppress the edge effect in VMD decomposition, which would enable the reconstructed curve to incorporate the variabilities from the initial data. Finally, the IVMD and DBN algorithms are jointly implemented to optimize the accuracy of VCP load pattern modeling curve regression. Numerical examples have been performed with the results proving that the proposed method significantly outperforms the state-of-art in reducing the modeling error of VCP load curve, improving the overall forecasting accuracy, and reducing load dispatching cost.

deep belief network↗

Secure Control Regions for Distributed Stochastic Systems with Application to Distributed Energy Resource Dispatch: Preprint

With the increasing connectedness and interdependence of systems that are stochastic in nature, the issue of how to manage and coordinate them for safe operation has evidently become more important. In many networked system architectures, the system-wide output has to be delicately managed; often within a prescribed set of bounds. In this paper, a novel control framework is proposed where the bounds on the outputs are translated into independent bounds on the controllable inputs of each subsystem. The main benefit of this framework is that respecting the individual control bounds suffices to guarantee that the system-wide outputs will remain within safe boundaries. Since the systems are assumed to be stochastic, the bounds on the output are introduced as probabilistic chance constraints. The benefits of this framework are demonstrated by applying it to the control of distributed energy resources in a distribution networks where main goal is to keep the voltage magnitudes with their prescribed bounds. The control bounds are evaluated using real data on an IEEE test system.

chance constrained optimization↗

Secure Control Regions for Distributed Stochastic Systems with Application to Distributed Energy Resource Dispatch

With the increasing connectedness and interdependence of systems that are stochastic in nature, the issue of how to manage and coordinate them for safe operation has evidently become more important. In many networked system architectures, the system-wide output must be delicately managed, often within a prescribed set of bounds. In this paper, a novel control framework is proposed where the bounds on the outputs are translated into independent bounds on the controllable inputs of each subsystem. The main benefit of this framework is that respecting the individual control bounds suffices to guarantee that the system-wide outputs will remain within safe boundaries. Because the systems are assumed to be stochastic, the bounds on the output are introduced as probabilistic chance constraints. The benefits of this framework are demonstrated by applying it to the control of distributed energy resources in a distribution network where the main goal is to keep the voltage magnitudes within their prescribed bounds. The control bounds are evaluated using real data on an IEEE test system.

chance constrained optimization↗

Survey on stochastic distribution systems: A full probability density function control theory with potential applications

Complex systems seen either in general engineering practice or economics are subjected to ever increased uncertainties that are mostly represented as random variables or parameters, and the characteristics of random variables are represented by their probability density functions (PDFs). Controlling their PDFs means to shape their stochastic distributions and in general it would provide a full treatment for system analysis and operational control and optimization. This leads to the development of stochastic distribution control (SDC) systems theory in the past decades, where the original aim of the controller design is to realize a shape control of the distributions of certain random variables in their PDFs sense for some engineering processes. Indeed, once the PDFs of these random variables or parameters are used to describe their distribution characters, the control task is to obtain control signals so that the output PDFs of stochastic systems are made to follow their target PDFs. The subject of SDC was initially originated for non-Gaussian stochastic control systems design but has found a wide spectrum of applications in general systems in terms of data-driven modeling, analysis, signal processing (filtering), data mining via multivariable statistics, decision-making (optimization) for systems subjected to uncertainties and even in economics. In this context, SDC constitutes an effective primer tool for complex system analysis, control and operational optimizations. In this review paper, a detailed survey of the developments on the research of SDC systems will be made together with their wide spectrum applications and future perspectives.

42 ENGINEERING↗

Control-Affine Schrödinger Bridge and Generalized Bohm Potential

From a stochastic control perspective, the Schrödinger bridge is a density-valued continuous curve parameterized by time that connects a given pair of initial and terminal probability densities via minimum effort controlled Brownian motion. The control-affine Schrödinger bridge extends this idea to a generic control-affine Itô diffusion, possibly with an additive state cost. Here, in this letter, we recast the necessary conditions of optimality for the control-affine Schrödinger bridge problem as a two point boundary value problem for a quantum mechanical Schrödinger PDE with complex potential. This complex-valued potential is a generalization of the real-valued Bohm potential in quantum mechanics. Our derived potential is akin to the optical potential in nuclear physics where the real part of the potential encodes elastic scattering (transmission of wave function), and the imaginary part encodes inelastic scattering (absorption of wave function). The key takeaway is that the process noise that drives the evolution of probability densities induces an absorbing medium in the evolution of wave function. These results make new connections between control theory and non-equilibrium statistical mechanics through the lens of quantum mechanics.

Markov processes↗

Robust Design Under Uncertainty of Hypersonic Inlets

The objective of this work is to optimize scramjet inlet designs under uncertainty at multiple fidelity levels. Optimizations are performed for both deterministic and stochastic conditions. For stochastic conditions, robust design is used to minimize the variance in system performance in addition to optimizing mean system performance. Uncertainty quantification is performed using non-intrusive polynomial chaos. Comparisons are made between low-fidelity analysis and high-fidelity analysis, as well as deterministic optimization and robust optimization. Results indicate that the general design trend of previous inlet optimization techniques is recovered for the external compression portion of an inlet. For the internal compression portion of an inlet, when viscous effects become more significant and boundary layer separation becomes more likely, the optimal trend departs from previous results. Multifidelity uncertainty quantification methods are found to substantially reduce the computation time of robust design while obtaining results that nearly match those of high-fidelity analysis. Robust optimization is found to decrease the standard deviation of throat Mach number by up to 40% compared to deterministic optimization. Changes in the design variables and total turning that lead to robust scramjet inlets are identified and linked back to fundamental physical principles through the theta-beta-Mach function.

Hypersonic↗

Application of Hybrid Genetic Algorithm Routine in Optimizing Food and Bioengineering Processes

Optimization is a crucial step in the analysis of experimental results. Deterministic methods only converge on local optimums and require exponentially more time as dimensionality increases. Stochastic algorithms are capable of efficiently searching the domain space, however convergence is not guaranteed. This article demonstrates the novelty of hybrid genetic algorithm which combines both stochastic and deterministic routine for improved optimization results. A new hybrid genetic algorithm developed is applied to the Ackley benchmark function as well as case studies in foods, biofuels, and biotechnology processes. For each case study the hybrid genetic algorithm found a better optimum candidate than reported by the sources. In the case of food processing the hybrid genetic predicted 5% higher anthocyanin yield. Optimization of bio-oil production using HGA resulted in a 4.73 % higher yield. In enzyme production process HGA predicted 2.18 IU/gds of higher xylanase yield. In conclusion, hybridization of genetic algorithm with a deterministic algorithm resulted in maximum optimum compared to the statistical methods.

09 BIOMASS FUELS↗

An Assessment of the Impact of Stochastic Day-Ahead SCUC on Economic and Reliability Metrics at Multiple Timescales

This paper incorporates the stochastic day-ahead security-constrained unit commitment (DASCUC) within a multi-timescale, multi-scheduling application with commitment, dispatch, and automatic generation control. The stochastic DASCUC is solved using a progressive hedging algorithm with constrained ordinal optimization to accelerate the individual scenario solution. Sensitivity studies are performed in the RTS-96 system, and the results show how this new scheduling application would impact costs and reliability with a closer representation of timescales of system operations in practice.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Harnessing structural stochasticity in the computational discovery and design of microstructures

This paper presents a deep generative model-based design methodology for tailoring the structural stochasticity of microstructures. Although numerous methods have been established for designing deterministic (periodic) or stochastic microstructures, a systematic design approach that allows the unified treatment of both deterministic and stochastic microstructure design domains has yet to be created. The proposed methodology resolves this issue by learning a unified feature space that embodies diverse structural patterns with continuously varying stochasticity levels. A highly diverse microstructure database is established to incorporate various types of deterministic and stochastic microstructure patterns. A property-aware deep generative model is proposed to learn a unified feature space of the structural characteristics, as well as the relationship between structure features and properties of interest. Autoencoder (AE), Variational Autoencoder (VAE), and Adversarial Autoencoder (AAE) are compared to understand their relative merits in the property-aware learning of the unified feature space. Microstructural designs with tailorable stochasticity and properties are obtained by searching the unified feature space. Multiple design cases are presented to demonstrate the capability of designing microstructures for structural stochasticity and properties. Furthermore, the proposed method is employed to create stochastically graded structures, which manipulate the mechanical behaviors by varying the local stochasticity of the structure.

36 MATERIALS SCIENCE↗

On Building Predictive Digital Twin Incorporating Wave Predicting Capabilities: Case Study on UMaine Experimental Campaign - FOCAL

The response of floating wind turbines (FWT) are susceptible to stochastic wave variations. For the optimal operation of FWT, a comprehensive understanding of the phaseresolved wave dynamics and the consequential system response is crucial for real-time monitoring and control. A multi-variate, multi-step, long short term memory (MLSTM), a type of recurrent neural network (RNN) is used to capture complex system dynamics for real-time application. Results indicate that the integration of a wave prediction-reconstruction (WRP) model substantially enhances prediction accuracy by 50% on average relative to the baseline model. The improvement is consistent across various wave extremity and prediction horizons, thereby significantly broadening the scope for timely and precise predictive capabilities.

17 WIND ENERGY↗

Semiautomatic registration of 3D transabdominal ultrasound images for patient repositioning during postprostatectomy radiotherapy

Purpose: The aim of the present work is to propose and evaluate registration algorithms of three-dimensional (3D) transabdominal (TA) ultrasound (US) images to setup postprostatectomy patients during radiation therapy. Methods: Three registration methods have been developed and evaluated to register a reference 3D-TA-US image acquired during the planning CT session and a 3D-TA-US image acquired before each treatment session. The first method (method A) uses only gray value information, whereas the second one (method B) uses only gradient information. The third one (method C) combines both sets of information. All methods restrict the comparison to a region of interest computed from the dilated reference positioning volume drawn on the reference image and use mutual information as a similarity measure. The considered geometric transformations are translations and have been optimized by using the adaptive stochastic gradient descent algorithm. Validation has been carried out using manual registration by three operators of the same set of image pairs as the algorithms. Sixty-two treatment US images of seven patients irradiated after a prostatectomy have been registered to their corresponding reference US image. The reference registration has been defined as the average of the manual registration values. Registration error has been calculated by subtracting the reference registration from the algorithm result. For each session, the method has been considered a failure if the registration error was above both the interoperator variability of the session and a global threshold of 3.0 mm. Results: All proposed registration algorithms have no systematic bias. Method B leads to the best results with mean errors of −0.6, 0.7, and −0.2 mm in left–right (LR), superior–inferior (SI), and anterior–posterior (AP) directions, respectively. With this method, the standard deviations of the mean error are of 1.7, 2.4, and 2.6 mm in LR, SI, and AP directions, respectively. The latter are inferior to the interoperator registration variabilities which are of 2.5, 2.5, and 3.5 mm in LR, SI, and AP directions, respectively. Failures occur in 5%, 18%, and 10% of cases in LR, SI, and AP directions, respectively. 69% of the sessions have no failure. Conclusions: Results of the best proposed registration algorithm of 3D-TA-US images for postprostatectomy treatment have no bias and are in the same variability range as manual registration. As the algorithm requires a short computation time, it could be used in clinical practice provided that a visual review is performed.

60 APPLIED LIFE SCIENCES↗

dynamo [SWR-16-23]

The Software is a toolbox for Dynamic Programming and Adaptive Dynamic Programming (ADP) that enables stochastic, multi-period decision optimization for arbitrary "black box" models. It’s modular framework is designed to serve as a wrapper for other simulation tools. This enables forward-looking optimization under uncertainty to aid decision making by a variety of stakeholders when facing an increasingly uncertain future.

Wu, Hongyu↗

Review of In Situ Sensing for Directed Energy Deposition for Industrial Part Quality Assessment

As the use additive manufacturing (AM) processes continues to grow in critical industries, improved quality assurance methods are becoming increasingly sought after for qualification and certification of AM components. Traditional nondestructive evaluation of printed components is often unable to supply the required confidence in print quality to justify qualification and certification, but the layer-by-layer nature of AM provides unprecedented opportunities for in situ quality inspection. This document summarizes recent developments in process monitoring research specifically related to Directed Energy Deposition (DED). Particular attention is given to three aspects of the highlighted manuscripts: (1) the type of sensors used, (2) features extracted from each sensor modality, and (3) analysis of extracted features for AM quality assessment. Based on the review of the state-of-the-art, several observations have been made. First, none of the reviewed works have applied their trained models to real part geometries, with many of the works relying on single track experiments, thin-walled structures, and cubes. Similarly, there have not been any works demonstrating model generalizability, i.e., a model trained on data from one build allows for fruitful analysis of data from another build. Many works used machine learning techniques to distinguish different process regimes (i.e., normal, keyholing, lack-of-fusion), but very few papers have investigated stochastic variation in an already “optimized” process. Sensor fusion approaches are also limited in the DED sensing literature, but the few works that have employed such techniques have demonstrated the benefits. Finally, registration of in situ data to the build coordinate system is of paramount importance to producing industrially relevant in situ monitoring systems. Data registration allows direct correlations between process anomalies detected in the process monitoring data to localized departures in part quality, but such techniques are generally lacking in the current literature.

36 MATERIALS SCIENCE↗

Estimation and filter stability of stochastic delay systems

Linear and nonlinear filtering for stochastic delay systems are studied. A representation theorem for conditional moment functionals is obtained, which, in turn, is used to derive stochastic differential equations describing the optimal linear or nonlinear filter. A complete characterization of the optimal filter is given for linear systems with Gaussian noise. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.

Kwong, R. H.↗