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At least 91 records · Page 5

Global stochastic optimization of stellarator coil configurations

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be cancelled as in the case of the National Compact Stellarator Experiment (NCSX) project. Therefore, our goal is to find coil configurations that increase construction tolerances without compromising the performance of the magnetic field. In this paper, we develop a gradient-based stochastic optimization model which seeks robust stellarator coil configurations in high dimensions. In particular, we design a two-step method: first, we perform an approximate global search by a sample efficient trust-region Bayesian optimization; second, we refine the minima found in step one with a stochastic local optimizer. To this end, we introduce two stochastic local optimizers: BFGS applied to the sample average approximation; and Adam, equipped with a control variate for variance reduction. Numerical simulations performed on a W7-X-like coil configuration demonstrate that our global optimization approach finds a variety of promising local solutions at less than 0.1% of the cost of previous work, which considered solely local stochastic optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Heuristic methods and performance bounds for photonic design

In the photonic design problem, a scientist or engineer chooses the physical parameters of a device to best match some desired device behavior. Many instances of the photonic design problem can be naturally stated as a mathematical optimization problem that is computationally difficult to solve globally. Because of this, several heuristic methods have been developed to approximately solve such problems. These methods often produce very good designs, and, in many practical applications, easily outperform ‘traditional’ designs that rely on human intuition. Yet, because these heuristic methods do not guarantee that the approximate solution found is globally optimal, the question remains of just how much better a designer might hope to do. This question is addressed by performance bounds or impossibility results, which determine a performance level that no design can achieve. We focus on algorithmic performance bounds, which involve substantial computation to determine. We illustrate a variety of both heuristic methods and performance bounds on two examples. In these examples (and many others not reported here) the performance bounds show that the heuristic designs are nearly optimal, and can be considered globally optimal in practice. This review serves to clearly set up the photonic design problem and unify existing approaches for calculating performance bounds, while also providing some natural generalizations and properties.

Angeris, Guillermo (ORCID:0000000249503990)↗

A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems

We address the bilevel optimization problem of identifying the most critical attacks to an alternating current (AC) power flow network. The upper-level binary maximization problem consists of choosing an attack that is treated as a parameter in the lower-level defender minimization problem. Instances of the lower-level global minimization problem by themselves are NP-hard due to the nonconvex AC power flow constraints, and bilevel solution approaches commonly apply a convex relaxation or approximation to allow for tractable bilevel reformulations at the cost of underestimating some power system vulnerabilities. Our main contribution is to provide an alternative branch-and-bound algorithm whose upper bounding mechanism (in a maximization context) is based on a reformulation that avoids relaxation of the AC power flow constraints in the lower-level defender problem. Lower bounding is provided with semidefinite programming (SDP) relaxed solutions to the lower-level problem. We establish finite termination with guarantees of either a globally optimal solution to the original bilevel problem, or a globally optimal solution to the SDP-relaxed bilevel problem which is included in a vetted list of upper-level attack solutions, at least one of which is a globally optimal solution to the bilevel problem. We demonstrate through computational experiments applied to IEEE case instances both the relevance of our contribution, and the effectiveness of our contributed algorithm for identifying power system vulnerabilities without resorting to convex relaxations of the lower-level problem. We conclude with a discussion of future extensions and improvements.

97 MATHEMATICS AND COMPUTING↗

Computational Approaches to Simulation and Optimization of Global Aircraft Trajectories

This study examines three possible approaches to improving the speed in generating wind-optimal routes for air traffic at the national or global level. They are: (a) using the resources of a supercomputer, (b) running the computations on multiple commercially available computers and (c) implementing those same algorithms into NASAs Future ATM Concepts Evaluation Tool (FACET) and compares those to a standard implementation run on a single CPU. Wind-optimal aircraft trajectories are computed using global air traffic schedules. The run time and wait time on the supercomputer for trajectory optimization using various numbers of CPUs ranging from 80 to 10,240 units are compared with the total computational time for running the same computation on a single desktop computer and on multiple commercially available computers for potential computational enhancement through parallel processing on the computer clusters. This study also re-implements the trajectory optimization algorithm for further reduction of computational time through algorithm modifications and integrates that with FACET to facilitate the use of the new features which calculate time-optimal routes between worldwide airport pairs in a wind field for use with existing FACET applications. The implementations of trajectory optimization algorithms use MATLAB, Python, and Java programming languages. The performance evaluations are done by comparing their computational efficiencies and based on the potential application of optimized trajectories. The paper shows that in the absence of special privileges on a supercomputer, a cluster of commercially available computers provides a feasible approach for national and global air traffic system studies.

global air traffic optimization↗

Computational Approaches to Simulation and Optimization of Global Aircraft Trajectories

This study examines three possible approaches to improving the speed in generating wind-optimal routes for air traffic at the national or global level. They are: (a) using the resources of a supercomputer, (b) running the computations on multiple commercially available computers and (c) implementing those same algorithms into NASA’s Future ATM Concepts Evaluation Tool (FACET) and compares those to a standard implementation run on a single CPU. Wind-optimal aircraft trajectories are computed using global air traffic schedules. The run time and wait time on the supercomputer for trajectory optimization using various numbers of CPUs ranging from 80 to 10,240 units are compared with the total computational time for running the same computation on a single desktop computer and on multiple commercially available computers for potential computational enhancement through parallel processing on the computer clusters. This study also re-implements the trajectory optimization algorithm for further reduction of computational time through algorithm modifications and integrates that with FACET to facilitate the use of the new features which calculate time-optimal routes between worldwide airport pairs in a wind field for use with existing FACET applications. The implementations of trajectory optimization algorithms use MATLAB, Python, and Java programming languages. The performance evaluations are done by comparing their computational efficiencies and based on the potential application of optimized trajectories. The paper shows that in the absence of special privileges on a supercomputer, a cluster of commercially available computers provides a good option for computing wind-optimal trajectories for national and global air traffic system studies.

Ng, Hok K.↗

Scalable Bayesian optimization with randomized prior networks

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment. Bayesian Optimization (BO) techniques are known to be effective in tackling global optimization problems using a relatively small number objective function evaluations, but their performance suffers when dealing with high-dimensional outputs. To overcome the major challenge of dimensionality, here we propose a deep learning framework for BO and sequential decision making based on bootstrapped ensembles of neural architectures with randomized priors. Using appropriate architecture choices, we show that the proposed framework can approximate functional relationships between design variables and quantities of interest, even in cases where the latter take values in high-dimensional vector spaces or even infinite-dimensional function spaces. In the context of BO, we augmented the proposed probabilistic surrogates with re-parameterized Monte Carlo approximations of multiple-point (parallel) acquisition functions, as well as methodological extensions for accommodating black-box constraints and multi-fidelity information sources. We test the proposed framework against state-of-the-art methods for BO and demonstrate superior performance across several challenging tasks with high-dimensional outputs, including a constrained multi-fidelity optimization task involving shape optimization of rotor blades in turbo-machinery.

97 MATHEMATICS AND COMPUTING↗

An Automatic Medium to High Fidelity Low-Thrust Global Trajectory Toolchain; EMTG-GMAT

Solving the global optimization, low-thrust, multiple-flyby interplanetary trajectory problem with high-fidelity dynamical models requires an unreasonable amount of computational resources. A better approach, and one that is demonstrated in this paper, is a multi-step process whereby the solution of the aforementioned problem is solved at a lower-fidelity and this solution is used as an initial guess for a higher-fidelity solver. The framework presented in this work uses two tools developed by NASA Goddard Space Flight Center: the Evolutionary Mission Trajectory Generator (EMTG) and the General Mission Analysis Tool (GMAT). EMTG is a medium to medium-high fidelity low-thrust interplanetary global optimization solver, which now has the capability to automatically generate GMAT script files for seeding a high-fidelity solution using GMAT's local optimization capabilities. A discussion of the dynamical models as well as thruster and power modeling for both EMTG and GMAT are given in this paper. Current capabilities are demonstrated with examples that highlight the toolchains ability to efficiently solve the difficult low-thrust global optimization problem with little human intervention.

low thrust↗

NEXTorch: A Design and Bayesian Optimization Toolkit for Chemical Sciences and Engineering

Automation and optimization of chemical systems require well-informed decisions on what experiments to run to reduce time, materials, and/or computations. Data-driven active learning algorithms have emerged as valuable tools to solve such tasks. Bayesian optimization, a sequential global optimization approach, is a popular active-learning framework. Past studies have demonstrated its efficiency in solving chemistry and engineering problems. Here we introduce NEXTorch, a library in Python/PyTorch, to facilitate laboratory or computational design using Bayesian optimization. NEXTorch offers fast predictive modeling, flexible optimization loops, visualization capabilities, easy interfacing with legacy software, and multiple types of parameters and data type conversions. It provides GPU acceleration, parallelization, and state-of-the-art Bayesian optimization algorithms and supports both automated an d human-in-the-loop optimization. The comprehensive online documentation introduces Bayesian optimization theory and several examples from catalyst synthesis, reaction condition optimization, parameter estimation, and reactor geometry optimization. NEXTorch is open-source and available on GitHub

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

On computing the global time-optimal motions of robotic manipulators in the presence of obstacles

A method for computing the time-optimal motions of robotic manipulators is presented that considers the nonlinear manipulator dynamics, actuator constraints, joint limits, and obstacles. The optimization problem is reduced to a search for the time-optimal path in the n-dimensional position space. A small set of near-optimal paths is first efficiently selected from a grid, using a branch and bound search and a series of lower bound estimates on the traveling time along a given path. These paths are further optimized with a local path optimization to yield the global optimal solution. Obstacles are considered by eliminating the collision points from the tessellated space and by adding a penalty function to the motion time in the local optimization. The computational efficiency of the method stems from the reduced dimensionality of the searched spaced and from combining the grid search with a local optimization. The method is demonstrated in several examples for two- and six-degree-of-freedom manipulators with obstacles.

Shiller, Zvi↗

EZFF: Python library for multi-objective parameterization and uncertainty quantification of interatomic forcefields for molecular dynamics

Parameterization of interatomic forcefields is a necessary first step in performing molecular dynamics simulations. This is a non-trivial global optimization problem involving quantification of multiple empirical variables against one or more properties. We present EZFF, a lightweight Python library for parameterization of several types of interatomic forcefields implemented in several molecular dynamics engines against multiple objectives using genetic-algorithm-based global optimization methods. The EZFF scheme provides unique functionality such as the parameterization of hybrid forcefields composed of multiple forcefield interactions as well as built-in quantification of uncertainty in forcefield parameters and can be easily extended to other forcefield functional forms as well as MD engines.

97 MATHEMATICS AND COMPUTING↗

Design of structure/control systems with transient response constraints exhibiting relative minima

Structural optimization problems involving dynamic behavior constraints often exhibit nonconvex design spaces. The direct application of a global optimization algorithm requires a large number of function evaluations which in term require a large number of dynamic structural analyses. This work presents a strategy aimed at finding the global optimum for problems with transient dynamic behavior constraints based on approximation concepts. The method consists of generating and solving a sequence of approximate problems using a global optimizer. The approximations are explicit and capture the inherent nonconvexity of the exact functions. A simple example problem is presented.

Sepulveda, A. E.↗

Shape Optimization of Supersonic Turbines Using Response Surface and Neural Network Methods

Turbine performance directly affects engine specific impulse, thrust-to-weight ratio, and cost in a rocket propulsion system. A global optimization framework combining the radial basis neural network (RBNN) and the polynomial-based response surface method (RSM) is constructed for shape optimization of a supersonic turbine. Based on the optimized preliminary design, shape optimization is performed for the first vane and blade of a 2-stage supersonic turbine, involving O(10) design variables. The design of experiment approach is adopted to reduce the data size needed by the optimization task. It is demonstrated that a major merit of the global optimization approach is that it enables one to adaptively revise the design space to perform multiple optimization cycles. This benefit is realized when an optimal design approaches the boundary of a pre-defined design space. Furthermore, by inspecting the influence of each design variable, one can also gain insight into the existence of multiple design choices and select the optimum design based on other factors such as stress and materials considerations.

Papila, Nilay↗

A mathematical basis for the design and design optimization of adaptive trusses in precision control

A mathematical basis for the optimal design of adaptive trusses to be used in supporting precision equipment is provided. The general theory of adaptive structures is introduced, and the global optimization problem of placing a limited number, q, of actuators, so as to maximally achieve precision control and provide prestress, is stated. Two serialized optimization problems, namely, optimal actuator placement for prestress and optimal actuator placement for precision control, are addressed. In the case of prestressing, the computation of a 'desired' prestress is discussed, the interaction between actuators and redundants in conveying the prestress is shown in its mathematical form, and a methodology for arriving at the optimal placement of actuators and additional redundants is discussed. With regard to precision control, an optimal placement scheme (for q actuators) for maximum 'authority' over the precision points is suggested. The results of the two serialized optimization problems are combined to give a suboptimal solution to the global optimization problem. A method for improving this suboptimal actuator placement scheme by iteration is presented.

Das, S. K.↗

Accuracy Assessment of Response Surface Approximations for Supersonic Turbine Design

There is a growing trend to employ CFD tools to supply the necessary information for design optimization of fluid dynamics components/systems. Such results are prone to uncertainties due to reasons including discretization. errors, incomplete convergence of computational procedures, and errors associated with physical models such as turbulence closures. Based on this type of information, gradient-based optimization algorithms often suffer from the noisy calculations, which can seriously compromise the outcome. Similar problems arise from the experimental measurements. Global optimization techniques, such as those based on the response surface (RS) concept are becoming popular in part because they can overcome some of these barriers. However, there are also fundamental issues related to such global optimization technique such as RS. For example, in high dimensional design spaces, typically only a small number of function evaluations are available due to computational and experimental costs. On the other hand, complex features of the design variables do not allow one to model the global characteristics of the design space with simple quadratic polynomials. Consequently a main challenge is to reduce the size of the region where we fit the RS, or make it more accurate in the regions where the optimum is likely to reside. Response Surface techniques using either polynomials or and Neural Network (NN) methods offer designers alternatives to conduct design optimization. The RS technique employs statistical and numerical techniques to establish the relationship between design variables and objective/constraint functions, typically using polynomials. In this study, we aim at addressing issues related to the following questions: (1) How to identify outliers associated with a given RS representation and improve the RS model via appropriate treatments? (2) How to focus on selected design data so that RS can give better performance in regions critical to design optimization? (3) How to combine NN and polynomial techniques for improving the accuracy of the RS model?

Papila, Nilay↗

Distributed Rules-Based Deconfliction of ADMS Applications - Part 2: Conceptual Implementation

This work introduces a rules-based deconfliction methodology for resolving conflicting device control commands issued by advanced power applications considering a range of technical, economic, environmental, and social objectives. The methodology is designed to serve as one of multiple alternative implementations (along with application cooperation and global optimization) for the numerical component of the Deconfliction Pipeline. Development of the methodology is divided into two parts. The first document previously defined the requirements, context, and methods for decomposing the deconfliction problem using the Laminar Coordination Framework and Variable Grid Structures. The deconfliction problem was decomposed into a distributed optimization problem based on the concept of quasi-static grid segments, which form independent distributed areas for control and coordination. It was recommended that selection of the optimal number of decompositions of the deconfliction problem be made based on a tradeoff analysis between computational speed and global optimality. This second document defines an initial set of technical, economic, and environmental criteria, as well as thirty specific qualitative rules that are used as part of the deconfliction methodology to eliminate non-viable setpoint alternatives. The deconfliction optimization problem is converted into a ranking of individual discrete setpoints, which are scored by the extent to which they satisfy specific decision criteria. The ranking is determined through the concepts of deconfliction exclusivity, priority, and preference. Several multi-criteria decision-making frameworks are examined with the simple multi-attribute rating technique exploiting ranks (SMARTER) recommended as a simple implementation alternative that aligns with the steps of the rules-based deconfliction methodology.

97 MATHEMATICS AND COMPUTING↗

Distributed Rules-Based Deconfliction of ADMS Applications: Part 1: Requirements & Decomposition

This work introduces a rules-based deconfliction methodology for resolving conflicting device control commands issued by advanced power applications considering a range of technical, economic, environmental, and social objectives. The methodology is designed to serve as one of multiple alternative implementations (along with application cooperation and global optimization) for the numerical component of the Deconfliction Pipeline. Development of the methodology is divided into two parts. This first document introduces the requirements, context, and methods for decomposing the deconfliction problem using the Laminar Coordination Framework and Variable Grid Structures. The deconfliction problem is decomposed into a distributed optimization problem based on the concept of quasi-static grid segments, which form independent distributed areas for control and coordination. Selection of the optimal number of decompositions of the deconfliction problem should be made based on a tradeoff analysis between computational speed and global optimality. This second document will define an initial set of technical, economic, and environmental criteria, as well as thirty specific qualitative rules that are used as part of the deconfliction methodology to eliminate non-viable setpoint alternatives. The deconfliction optimization problem is converted into a ranking of individual discrete setpoints, which are scored by the extent to which they satisfy specific decision criteria. The ranking is determined through the concepts of deconfliction exclusivity, priority, and preference. Several multi-criteria decision-making frameworks are examined with the simple multi-attribute rating technique exploiting ranks (SMARTER) recommended as a simple implementation alternative that aligns with the steps of the rules-based deconfliction methodology.

97 MATHEMATICS AND COMPUTING↗

Understanding the Impact of Unobservable Variables on the Performance of Predictive Models: The Need for Feature Space Partitioning and Fusion

When developing predictive models over a dataset, the model is globally optimized across the entire feature space to learn a decision boundary. However, when unobservable variables—which cannot be measured or estimated—interact with the observable variables, this can negatively impact the optimization applied to the decision boundary since the data samples introduced by unobservable variables may have little to no association with the applied global optimization. This, consequently, penalizes the entire decision boundary and model performance. This paper examines some of the detrimental effects of unobservable variables, particularly their role in creating new modes in the distribution of observable variables and reducing the separability of class distributions. Such challenges result in skewed or warped decision boundaries and decreased accuracy of model predictions, particularly for interpretable models like logistic regression and decision trees. Through two illustrative case examples, we highlight the need to address the challenges imposed by unobservable variables. We propose a strategy to mitigate these challenges by creating local regions within the feature space through partitioning. This enables the optimization of local models within the regions to overcome the impact of unobservability in different feature space localities. Research into a more sophisticated partitioning strategy and where the partition should be relative to the sample of interest is left as future work. Through the analysis of the impact of unobservability and the development of a partitioning method, we demonstrate the clear need for a partitioning strategy that integrates knowledge from multiple local models to estimate risk factors using information fusion. Thus, we establish the foundation and motivation for using partitioning and information fusion to overcome the effects of unobservability in predictive models. Formal fusion methods, such as Dempster-Shafer theory, can better leverage the information from local regions to improve the performance of interpretable predictive models in the presence of unobservable variables.

Time Series Data↗