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At least 91 records · Page 5

Efficient proximal subproblem solvers for a nonsmooth trust-region method

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

97 MATHEMATICS AND COMPUTING↗

Adjoint methods for aerodynamic wing design

A model inverse design problem is used to investigate the effect of flow discontinuities on the optimization process. The optimization involves finding the cross-sectional area distribution of a duct that produces velocities that closely match a targeted velocity distribution. Quasi-one-dimensional flow theory is used, and the target is chosen to have a shock wave in its distribution. The objective function which quantifies the difference between the targeted and calculated velocity distributions may become non-smooth due to the interaction between the shock and the discretization of the flowfield. This paper offers two techniques to resolve the resulting problems for the optimization algorithms. The first, shock-fitting, involves careful integration of the objective function through the shock wave. The second, coordinate straining with shock penalty, uses a coordinate transformation to align the calculated shock with the target and then adds a penalty proportional to the square of the distance between the shocks. The techniques are tested using several popular sensitivity and optimization methods, including finite-differences, and direct and adjoint discrete sensitivity methods. Two optimization strategies, Gauss-Newton and sequential quadratic programming (SQP), are used to drive the objective function to a minimum.

Grossman, Bernard↗

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

Barth, Timothy J.↗

Aerodynamic shape optimization of arbitrary hypersonic vehicles

A new method was developed to optimize, in terms of aerodynamic wave drag minimization, arbitrary (nonaxisymmetric) hypersonic vehicles in modified Newtonian flow, while maintaining the initial volume and length of the vehicle. This new method uses either a surface fitted Fourier series to represent the vehicle's geometry or an independent point motion algorithm. In either case, the coefficients of the Fourier series or the spatial locations of the points defining each cross section were varied and a numerical optimization algorithm based on a quasi-Newton gradient search concept was used to determine the new optimal configuration. Results indicate a significant decrease in aerodynamic wave drag for simple and complex geometries at relatively low CPU costs. In the case of a cone, the results agreed well with known analytical optimum ogive shapes. The procedure is capable of accepting more complex flow field analysis codes.

Dulikravich, George S.↗

Optimized Shapes of Ocsillating Resonators for Generating High-Amplitude Pressure Waves

It is well known that the resonator geometry strongly influences the resonant frequencies of an acoustical resonator and the generated nonlinear standing pressure waveform. Maximizing the ratio of maximum to minimum gas pressure at an end of an oscillating resonator by optimizing the cavity contour is investigated numerically. A quasi-Newton type scheme is used to find optimized axisymmetric resonator shapes to achieve the maximum pressure compression ratio. The acoustical field is solved using a one-dimensional model, and the resonance frequency shift and hysteresis effects are obtained through an automation scheme based on continuation methods. Results are presented from optimizing cone, horn-cone, and cosine resonator geometries. Significant performance improvement is found in the optimized shapes over others previously published. Different optimized shapes are found when starting with different initial guesses, indicating multiple local extrema. The numerical model is validated by comparing with the experimental results of a horn-cone shaped resonator.

Li, Xiao-Fan↗

Automated procedure for design of wing structures to satisfy strength and flutter requirements

A pilot computer program was developed for the design of minimum mass wing structures under flutter, strength, and minimum gage constraints. The wing structure is idealized by finite elements, and second-order piston theory aerodynamics is used in the flutter calculation. Mathematical programing methods are used for the optimization. Computation times during the design process are reduced by three techniques. First, iterative analysis methods used to reduce significantly reanalysis times. Second, the number of design variables is kept small by not using a one-to-one correspondence between finite elements and design variables. Third, a technique for using approximate second derivatives with Newton's method for the optimization is incorporated. The program output is compared witH previous published results. It is found that some flutter characteristics, such as the flutter speed, can display discontinous dependence on the design variables (which are the thicknesses of the structural elements). It is concluded that it is undesirable to use such quantities in the formulation of the flutter constraint.

Haftka, R. T.↗

Approximation of the Newton Step by a Defect Correction Process

In this paper, an optimal control problem governed by a partial differential equation is considered. The Newton step for this system can be computed by solving a coupled system of equations. To do this efficiently with an iterative defect correction process, a modifying operator is introduced into the system. This operator is motivated by local mode analysis. The operator can be used also for preconditioning in Generalized Minimum Residual (GMRES). We give a detailed convergence analysis for the defect correction process and show the derivation of the modifying operator. Numerical tests are done on the small disturbance shape optimization problem in two dimensions for the defect correction process and for GMRES.

Arian, E.↗

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

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

97 MATHEMATICS AND COMPUTING↗

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

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

97 MATHEMATICS AND COMPUTING↗

An optimization model for the US Air-Traffic System

A systematic approach for monitoring U.S. air traffic was developed in the context of system-wide planning and control. Towards this end, a network optimization model with nonlinear objectives was chosen as the central element in the planning/control system. The network representation was selected because: (1) it provides a comprehensive structure for depicting essential aspects of the air traffic system, (2) it can be solved efficiently for large scale problems, and (3) the design can be easily communicated to non-technical users through computer graphics. Briefly, the network planning models consider the flow of traffic through a graph as the basic structure. Nodes depict locations and time periods for either individual planes or for aggregated groups of airplanes. Arcs define variables as actual airplanes flying through space or as delays across time periods. As such, a special case of the network can be used to model the so called flow control problem. Due to the large number of interacting variables and the difficulty in subdividing the problem into relatively independent subproblems, an integrated model was designed which will depict the entire high level (above 29000 feet) jet route system for the 48 contiguous states in the U.S. As a first step in demonstrating the concept's feasibility a nonlinear risk/cost model was developed for the Indianapolis Airspace. The nonlinear network program --NLPNETG-- was employed in solving the resulting test cases. This optimization program uses the Truncated-Newton method (quadratic approximation) for determining the search direction at each iteration in the nonlinear algorithm. It was shown that aircraft could be re-routed in an optimal fashion whenever traffic congestion increased beyond an acceptable level, as measured by the nonlinear risk function.

Mulvey, J. M.↗

Cascade Optimization for Aircraft Engines With Regression and Neural Network Analysis - Approximators

The NASA Engine Performance Program (NEPP) can configure and analyze almost any type of gas turbine engine that can be generated through the interconnection of a set of standard physical components. In addition, the code can optimize engine performance by changing adjustable variables under a set of constraints. However, for engine cycle problems at certain operating points, the NEPP code can encounter difficulties: nonconvergence in the currently implemented Powell's optimization algorithm and deficiencies in the Newton-Raphson solver during engine balancing. A project was undertaken to correct these deficiencies. Nonconvergence was avoided through a cascade optimization strategy, and deficiencies associated with engine balancing were eliminated through neural network and linear regression methods. An approximation-interspersed cascade strategy was used to optimize the engine's operation over its flight envelope. Replacement of Powell's algorithm by the cascade strategy improved the optimization segment of the NEPP code. The performance of the linear regression and neural network methods as alternative engine analyzers was found to be satisfactory. This report considers two examples-a supersonic mixed-flow turbofan engine and a subsonic waverotor-topped engine-to illustrate the results, and it discusses insights gained from the improved version of the NEPP code.

Patnaik, Surya N.↗

Optimization of Controlled Structures

A formulation is presented for the coupled optimal design of a structural system and its control by defining a composite objective function as a linear combination of two components: a structural objective and a control objective. For the case when the structural objective is a function of the structural design variables only, and when the control objective is represented by the quadratic functional of the response and control energy, one can analytically express the optimal control in terms of any set of admissible structural design variables. The expression for the optimal control is used recursively in an iterative Newton-Raphson search scheme, the goal of which is to determine a corresponding optimal set of structural design variables that minimize the composite objective function. A numerical example is given to illustrate the computational procedure.

Salama, M.↗

Geometry optimization speedup through a geodesic approach to internal coordinates

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

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗