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All sourcesNASA NTRSDOE OSTI
NASA NTRS1973

Aircraft symmetric flight optimization

Review of the development of gradient techniques and their application to aircraft optimal performance computations in the vertical plane of flight. Results obtained using the method of gradients are presented for attitude- and throttle-control programs which extremize the fuel, range, and time performance indices subject to various trajectory and control constraints, including boundedness of engine throttle control. A penalty function treatment of state inequality constraints which generally appear in aircraft performance problems is outlined. Numerical results for maximum-range, minimum-fuel, and minimum-time climb paths for a hypothetical supersonic turbojet interceptor are presented and discussed. In addition, minimum-fuel climb paths subject to various levels of ground overpressure intensity constraint are indicated for a representative supersonic transport. A variant of the Gel'fand-Tsetlin 'method of ravines' is reviewed, and two possibilities for further development of continuous gradient processes are cited - namely, a projection version of conjugate gradients and a curvilinear search.

Falco, M.↗
NASA NTRS1990

QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.

Freund, Roland W.↗
NASA NTRS1991

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗
NASA NTRS1991

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗
NASA NTRS1974

Adjustment technique without explicit formation of normal equations /conjugate gradient method/

For a simultaneous adjustment of a large geodetic triangulation system, a semiiterative technique is modified and used successfully. In this semiiterative technique, known as the conjugate gradient (CG) method, original observation equations are used, and thus the explicit formation of normal equations is avoided, 'huge' computer storage space being saved in the case of triangulation systems. This method is suitable even for very poorly conditioned systems where solution is obtained only after more iterations. A detailed study of the CG method for its application to large geodetic triangulation systems was done that also considered constraint equations with observation equations. It was programmed and tested on systems as small as two unknowns and three equations up to those as large as 804 unknowns and 1397 equations. When real data (573 unknowns, 965 equations) from a 1858-km-long triangulation system were used, a solution vector accurate to four decimal places was obtained in 2.96 min after 1171 iterations (i.e., 2.0 times the number of unknowns).

Saxena, N. K.↗
NASA NTRS1975

Primer vector theory and applications

A method developed to compute two-body, optimal, N-impulse trajectories was presented. The necessary conditions established define the gradient structure of the primer vector and its derivative for any set of boundary conditions and any number of impulses. Inequality constraints, a conjugate gradient iterator technique, and the use of a penalty function were also discussed.

Jezewski, D. J.↗
NASA NTRS1973

An historical survey of computational methods in optimal control.

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

Polak, E.↗
NASA NTRS1976

Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.

Edge, E. R.↗
NASA NTRS1997

Gradient-Based Aerodynamic Shape Optimization Using ADI Method for Large-Scale Problems

A gradient-based shape optimization methodology, that is intended for practical three-dimensional aerodynamic applications, has been developed. It is based on the quasi-analytical sensitivities. The flow analysis is rendered by a fully implicit, finite volume formulation of the Euler equations.The aerodynamic sensitivity equation is solved using the alternating-direction-implicit (ADI) algorithm for memory efficiency. A flexible wing geometry model, that is based on surface parameterization and platform schedules, is utilized. The present methodology and its components have been tested via several comparisons. Initially, the flow analysis for for a wing is compared with those obtained using an unfactored, preconditioned conjugate gradient approach (PCG), and an extensively validated CFD code. Then, the sensitivities computed with the present method have been compared with those obtained using the finite-difference and the PCG approaches. Effects of grid refinement and convergence tolerance on the analysis and shape optimization have been explored. Finally the new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4. Despite the expected increase in the computational time, the results indicate that shape optimization, which require large numbers of grid points can be resolved with a gradient-based approach.

Pandya, Mohagna J.↗
NASA NTRS1997

Three-Dimensional Viscous Alternating Direction Implicit Algorithm and Strategies for Shape Optimization

A gradient-based shape optimization based on quasi-analytical sensitivities has been extended for practical three-dimensional aerodynamic applications. The flow analysis has been rendered by a fully implicit, finite-volume formulation of the Euler and Thin-Layer Navier-Stokes (TLNS) equations. Initially, the viscous laminar flow analysis for a wing has been compared with an independent computational fluid dynamics (CFD) code which has been extensively validated. The new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4 with coarse- and fine-grid based computations performed with Euler and TLNS equations. The influence of the initial constraints on the geometry and aerodynamics of the optimized shape has been explored. Various final shapes generated for an identical initial problem formulation but with different optimization path options (coarse or fine grid, Euler or TLNS), have been aerodynamically evaluated via a common fine-grid TLNS-based analysis. The initial constraint conditions show significant bearing on the optimization results. Also, the results demonstrate that to produce an aerodynamically efficient design, it is imperative to include the viscous physics in the optimization procedure with the proper resolution. Based upon the present results, to better utilize the scarce computational resources, it is recommended that, a number of viscous coarse grid cases using either a preconditioned bi-conjugate gradient (PbCG) or an alternating-direction-implicit (ADI) method, should initially be employed to improve the optimization problem definition, the design space and initial shape. Optimized shapes should subsequently be analyzed using a high fidelity (viscous with fine-grid resolution) flow analysis to evaluate their true performance potential. Finally, a viscous fine-grid-based shape optimization should be conducted, using an ADI method, to accurately obtain the final optimized shape.

Pandya, Mohagna J.↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
DOE OSTI2023

The Kokkos OpenMPTarget Backend: Implementation and Lessons Learned

As the supercomputing landscape diversifies, solutions such as Kokkos to write vendor agnostic applications and libraries have risen in popularity. Kokkos provides a programming model designed for performance portability, which allows developers to write a single source implementation that can run efficiently on various architectures. At its heart, Kokkos maps parallel algorithms to architecture and vendor specific backends written in lower level programming models such as CUDA and HIP. Another approach to writing vendor agnostic parallel code is using OpenMP’s directives based approach, which lets developers annotate code to express parallelism. It is implemented at the compiler level and is supported by all major high performance computing vendors, as well as the primary Open Source toolchains GNU and LLVM. Since its inception, Kokkos has used OpenMP to parallelize on CPU architectures. In this paper, we explore leveraging OpenMP for a GPU backend and discuss the challenges we encountered when mapping the Kokkos APIs and semantics to OpenMP target constructs. As an exemplar workload we chose a simple conjugate gradient solver for sparse matrices. We find that performance on NVIDIA and AMD GPUs varies widely based on details of the implementation strategy and the chosen compiler. Furthermore, the performance of the OpenMP implementations decreases with increasing complexity of the investigated algorithms.

Gayatri, Rahulkumar↗
DOE OSTI2021

An FFT-based approach for Bloch wave analysis: application to polycrystals

A method based on the Fast Fourier Transform is proposed to obtain the dispersion relation of acoustic waves in heterogeneous periodic media with arbitrary microstructures. The microstructure is explicitly considered using a voxelized Representative Volume Element (RVE). The dispersion diagram is obtained solving an eigenvalue problem for Bloch waves in Fourier space. To this aim, two linear operators representing stiffness and mass are defined through the use of differential operators in Fourier space. The smallest eigenvalues are obtained using the implicitly restarted Lanczos and the subspace iteration methods, and the required inverse of the stiffness operator is done using the conjugate gradient with a preconditioner. The method is used to study the propagation of acoustic waves in elastic polycrystals, showing the strong effect of crystal anistropy and polycrystaline texture on the propagation. It is shown that the method combines the simplicity of classical Fourier series analysis with the versatility of Finite Elements to account for complex geometries proving an efficient and general approach which allows the use of large RVEs in 3D.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Preconditioned Solvers for Strong Constraint 4D-Var Data Assimilation

The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.

Gauss-Newton↗
DOE OSTI2022

MAPPRAISER: A massively parallel map-making framework for multi-kilo pixel CMB experiments

Forthcoming cosmic microwave background (CMB) polarized anisotropy experiments have the potential to revolutionize our understanding of the Universe and fundamental physics. The sought-after, tale-telling signatures will be however distributed over voluminous data sets which these experiments will collect. These data sets will need to be efficiently processed and unwanted contributions due to astrophysical, environmental, and instrumental effects characterized and efficiently mitigated in order to uncover the signatures. This poses a significant challenge to data analysis methods, techniques, and software tools which will not only have to be able to cope with huge volumes of data but to do so with unprecedented precision driven by the demanding science goals posed for the new experiments. A keystone of efficient CMB data analysis is solvers of very large linear systems of equations. Such systems appear in very diverse contexts throughout CMB data analysis pipelines, however they typically display similar algebraic structures and can therefore be solved using similar numerical techniques. Linear systems arising in the so-called map-making problem are one of the most prominent and common ones. In this work we present a massively parallel, flexible and extensible framework, comprised of a numerical library, MIDAPACK, and a high level code, MAPPRAISER, which provide tools for solving efficiently such systems. Here, the framework implements iterative solvers based on conjugate gradient techniques: enlarged and preconditioned using different preconditioners. We demonstrate the framework on simulated examples reflecting basic characteristics of the forthcoming data sets issued by ground-based and satellite-borne instruments, executing it on as many as 16,384 compute cores. The software is developed as an open source project freely available to the community at: https://github.com/B3Dcmb/midapack.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Forward and inverse modeling of fault transmissibility in subsurface flows

Characterizing physical properties of faults, such as their transmissibility, is crucial for performing predictive numerical simulation of subsurface flows, such as those encountered in petroleum engineering and remediation of subsurface contamination. Here, this paper provides a complete investigation of the inverse problem for fault transmissibility in subsurface flow models, under appropriate assumptions on fault structure. In particular, the following aspects are considered: 1) fault modeling and well-posedness of the forward problem; 2) finite element (FEM) discretizations of the forward problem and their rigorous a priori convergence analysis; 3) Well-posedness of the Bayesian inverse problem, FEM discretization of the infinite dimensional Bayesian inverse formulation, and its rigorous a priori analysis. Moreover, computation of the maximum a posteriori (MAP) point via fast inexact Newton-conjugate gradient optimization and a Laplace approximation of the Bayesian posterior are also presented. Numerical results illustrate the use of the proposed fault model in forward and inverse problems for subsurface flows in two dimensional domains with multiple faults.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Integral boundary conditions in phase field models

Modeling the chemical, electric and thermal transport as well as phase transitions and the accompanying mesoscale microstructure evolution within a material in an electronic device setting involves the solution of partial differential equations often with integral boundary conditions. Employing the familiar Poisson equation describing the electric potential evolution in a material exhibiting insulator to metal transitions, we exploit a special property of such an integral boundary condition, and we properly formulate the variational problem and establish its well-posedness. Next, we compare our method with the commonly-used Lagrange multiplier method that can also handle such boundary conditions. Numerical experiments demonstrate that our new method achieves optimal convergence rate in contrast to the conventional Lagrange multiplier method. Furthermore, the linear system derived from our method is symmetric positive definite, and can be efficiently solved by Conjugate Gradient method with algebraic multigrid preconditioning.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Simulation of multi-shell fullerenes using Machine-Learning Gaussian Approximation Potential

Multi-shell fullerenes ”buckyonions ” were simulated, starting from initially random configurations, using a density-functional-theory (DFT)-trained machine-learning carbon potential within the Gaussian Approximation Potential (GAP) Framework [Volker L. Deringer and Gábor Csányi, Phys. Rev. B 95, 094203 (2017)]. Fullerenes formed from seven different system sizes, ranging from 60 ~ 3774 atoms, were considered. The buckyonions are formed by clustering and layering starting from the outermost shell and proceeding inward. Inter-shell cohesion is partly due to interaction between delocalized π electrons protruding into the gallery. The energies of the models were validated ex post facto using density functional codes, VASP and SIESTA , revealing an energy difference within the range of 0.02 - 0.08 eV/atom after conjugate gradient energy convergence of the models was achieved with both methods.

74 ATOMIC AND MOLECULAR PHYSICS↗