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At least 127 records · Page 7

A fast optimization algorithm for multicriteria intensity modulated proton therapy planning

Purpose: To describe a fast projection algorithm for optimizing intensity modulated proton therapy (IMPT) plans and to describe and demonstrate the use of this algorithm in multicriteria IMPT planning. Methods: The authors develop a projection-based solver for a class of convex optimization problems and apply it to IMPT treatment planning. The speed of the solver permits its use in multicriteria optimization, where several optimizations are performed which span the space of possible treatment plans. The authors describe a plan database generation procedure which is customized to the requirements of the solver. The optimality precision of the solver can be specified by the user. Results: The authors apply the algorithm to three clinical cases: A pancreas case, an esophagus case, and a tumor along the rib cage case. Detailed analysis of the pancreas case shows that the algorithm is orders of magnitude faster than industry-standard general purpose algorithms (MOSEK's interior point optimizer, primal simplex optimizer, and dual simplex optimizer). Additionally, the projection solver has almost no memory overhead. Conclusions: The speed and guaranteed accuracy of the algorithm make it suitable for use in multicriteria treatment planning, which requires the computation of several diverse treatment plans. Additionally, given the low memory overhead of the algorithm, the method can be extended to include multiple geometric instances and proton range possibilities, for robust optimization.

60 APPLIED LIFE SCIENCES↗

Optimally Scaled H(sub infinity) Full Information Control Synthesis with Real Uncertainty

This paper presents an algorithm to synthesize optimal controllers for the scaled H(sub infinity). full information problem with real and complex uncertainty. The control problem is reduced to a linear matrix inequality which can be solved via a finite dimensional convex optimization. This technique is compared with the optimal scaled H(sub infinity). full information with only complex uncertainty and D - K iteration control design to synthesize controllers for a missile autopilot. Directly including real parametric uncertainty into the control design results in improved robust performance of the missile autopilot. The controller synthesized via D - K iteration achieves results similar to the optimal designs.

Balas, Gary J.↗

ZEUS: An Efficient GPU Optimization Method Integrating PSO, BFGS, and Automatic Differentiation

We introduce a novel, efficient computational method, ZEUS, for numerical optimization, and provide an open-source implementation. It has four key ingredients: (1) particle swarm optimization (PSO), (2) the use of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, (3) automatic differentiation (AD), and (4) GPUs. Our approach addresses the computational challenges inherent in high-dimensional, non-convex optimization problems. In the first phase of the algorithm, we get a potentially good set of starting points using PSO. Thereafter, we run BFGS independently in parallel from these starting points. BFGS is one of the best-performing algorithms for numerical optimization. However, it requires the gradient of the function being optimized. ZEUS integrates automatic differentiation into BFGS thus avoiding the need for the user to calculate derivatives explicitly. The use of GPUs allows ZEUS to speed up the calculations substantially. We carry out systematic studies to explore the trade-offs between the number of PSO iterations taken, starting points, and BFGS iteration depth. We show that a handful of iterations of PSO can improve global convergence when combined with BFGS. We also present performance studies using common test functions. The source code can be found at https://github.com/fnal-numerics/global-optimizer-gpu.

Soos, Dominik [Old Dominion U.]↗

MO-G-304-04: Generating Well-Dispersed Representations of the Pareto Front for Multi-Criteria Optimization in Radiation Treatment Planning

Purpose: To present a novel multi-criteria optimization (MCO) solution approach that generates well-dispersed representation of the Pareto front for radiation treatment planning. Methods: Different algorithms have been proposed and implemented in commercial planning software to generate MCO plans for external-beam radiation therapy. These algorithms consider convex optimization problems. We propose a grid-based algorithm to generate well-dispersed treatment plans over Pareto front. Our method is able to handle nonconvexity in the problem to deal with dose-volume objectives/constraints, biological objectives, such as equivalent uniform dose (EUD), tumor control probability (TCP), normal tissue complication probability (NTCP), etc. In addition, our algorithm is able to provide single MCO plan when clinicians are targeting narrow bounds of objectives for patients. In this situation, usually none of the generated plans were within the bounds and a solution is difficult to identify via manual navigation. We use the subproblem formulation utilized in the grid-based algorithm to obtain a plan within the specified bounds. The subproblem aims to generate a solution that maps into the rectangle defined by the bounds. If such a solution does not exist, it generates the solution closest to the rectangle. We tested our method with 10 locally advanced head and neck cancer cases. Results: 8 objectives were used including 3 different objectives for primary target volume, high-risk and low-risk target volumes, and 5 objectives for each of the organs-at-risk (OARs) (two parotids, spinal cord, brain stem and oral cavity). Given tight bounds, uniform dose was achieved for all targets while as much as 26% improvement was achieved in OAR sparing comparing to clinical plans without MCO and previously proposed MCO method. Conclusion: Our method is able to obtain well-dispersed treatment plans to attain better approximation for convex and nonconvex Pareto fronts. Single treatment plan can be achieved when given bounds on the objectives.

60 APPLIED LIFE SCIENCES↗

HPC formulations of optimization algorithms for tensor completion

Tensor completion is a powerful tool used to estimate or recover missing values in multi-way data. It has seen great success in domains such as product recommendation and healthcare. Tensor completion is most often accomplished via low-rank sparse tensor factorization, a computationally expensive non-convex optimization problem which has only recently been studied in the context of parallel computing. In this work, we study three optimization algorithms that have been successfully applied to tensor completion: alternating least squares (ALS), stochastic gradient descent (SGD), and coordinate descent (CCD++). We explore opportunities for parallelism on shared- and distributed-memory systems and address challenges such as memory- and operation-efficiency, load balance, cache locality, and communication. Among our advancements are a communication-efficient CCD++ algorithm, an ALS algorithm rich in level-3 BLAS routines, and an SGD algorithm which combines stratification with asynchronous communication. Furthermore, we show that introducing randomization during ALS and CCD++ can accelerate convergence. We evaluate our parallel formulations on a variety of real datasets on a modern supercomputer and demonstrate speedups through 16384 cores. Further, these improvements reduce time-to-solution from hours to seconds on real-world datasets. We show that after our optimizations, ALS is advantageous on parallel systems of small-to-moderate scale, while both ALS and CCD++ provide the lowest time-to-solution on large-scale distributed systems.

97 MATHEMATICS AND COMPUTING↗

High-order entropy-based closures for linear transport in slab geometry II: A computational study of the optimization problem

We present a numerical algorithm to implement entropy-based (M{sub N}) moment models in the context of a simple, linear kinetic equation for particles moving through a material slab. The closure for these models - as is the case for all entropy-based models - is derived through the solution of constrained, convex optimization problem. The algorithm has two components. The first component is a discretization of the moment equations which preserves the set of realizable moments, thereby ensuring that the optimization problem has a solution (in exact arithmetic). The discretization is a second-order kinetic scheme which uses MUSCL-type limiting in space and a strong-stability-preserving, Runge-Kutta time integrator. The second component of the algorithm is a Newton-based solver for the dual optimization problem, which uses an adaptive quadrature to evaluate integrals in the dual objective and its derivatives. The accuracy of the numerical solution to the dual problem plays a key role in the time step restriction for the kinetic scheme. We study in detail the difficulties in the dual problem that arise near the boundary of realizable moments, where quadrature formulas are less reliable and the Hessian of the dual objection function is highly ill-conditioned. Extensive numerical experiments are performed to illustrate these difficulties. In cases where the dual problem becomes 'too difficult' to solve numerically, we propose a regularization technique to artificially move moments away from the realizable boundary in a way that still preserves local particle concentrations. We present results of numerical simulations for two challenging test problems in order to quantify the characteristics of the optimization solver and to investigate when and how frequently the regularization is needed.

99 GENERAL AND MISCELLANEOUS↗

Computational Role of Tunneling in a Programmable Quantum Annealer

Quantum tunneling is a phenomenon in which a quantum state tunnels through energy barriers above the energy of the state itself. Tunneling has been hypothesized as an advantageous physical resource for optimization. Here we present the first experimental evidence of a computational role of multiqubit quantum tunneling in the evolution of a programmable quantum annealer. We developed a theoretical model based on a NIBA Quantum Master Equation to describe the multi-qubit dissipative cotunneling effects under the complex noise characteristics of such quantum devices.We start by considering a computational primitive, the simplest non-convex optimization problem consisting of just one global and one local minimum. The quantum evolutions enable tunneling to the global minimum while the corresponding classical paths are trapped in a false minimum. In our study the non-convex potentials are realized by frustrated networks of qubit clusters with strong intra-cluster coupling. We show that the collective effect of the quantum environment is suppressed in the critical phase during the evolution where quantum tunneling decides the right path to solution. In a later stage dissipation facilitates the multiqubit cotunneling leading to the solution state. The predictions of the model accurately describe the experimental data from the D-WaveII quantum annealer at NASA Ames. In our computational primitive the temperature dependence of the probability of success in the quantum model is opposite to that of the classical paths with thermal hopping. Specially, we provide an analysis of an optimization problem with sixteen qubits,demonstrating eight qubit cotunneling that increases success probabilities. Furthermore, we report results for larger problems with up to 200 qubits that contain the primitive as subproblems.

hard problems↗

An OpenStreetMaps based tool to study the energy demand and emissions impact of electrification of medium and heavy-duty freight trucks

In this paper, we present the mathematical formulation of an OpenStreetMaps (OSM) based tool that compares the costs and emissions of long-haul medium and heavy-duty (M&HD) electric and diesel freight trucks, and determines the spatial distribution of added energy demand due to M&HD EVs. The optimization utilizes a combination of information on routes from OSM, utility rate design data across the United States, and freight volume data, to determine these values. In order to deal with the computational complexity of this problem, we formulate the problem as a convex optimization problem that is scalable to a large geographic area. In our analysis, we further evaluate various scenarios of utility rate design (energy charges) and EV penetration rate across different geographic regions and their impact on the operating cost and emissions of the freight trucks. Our approach determines the net emissions reduction benefits of freight electrification by considering the primary energy source in different regions. Such analysis will provide insights to policy makers in designing utility rates for electric vehicle supply equipment (EVSE) operators depending upon the specific geographic region and to electric utilities in deciding infrastructure upgrades based on the spatial distribution of the added energy demand of M&HD EVs. To showcase the results, a case study for the U.S. state of Texas is conducted.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

SODAs: sparse optimization for the discovery of differential and algebraic equations

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by time-scale separation, conservation laws and physical constraints. While sparse optimization has revolutionized model development by allowing data-driven discovery of parsimonious models from a library of possible equations, existing approaches for dynamical systems assume DAEs can be reduced to ODEs by eliminating variables before model discovery. This assumption limits the applicability of such methods for DAE systems with unknown constraints and time scales. We introduce sparse optimization for differential-algebraic systems (SODAs), a data-driven method for the identification of DAEs in their explicit form. By discovering the algebraic and dynamic components sequentially without prior identification of the algebraic variables, this approach leads to a sequence of convex optimization problems. It has the advantage of discovering interpretable models that preserve the structure of the underlying physical system. To this end, SODAs improves since SODAs is singular numerical stability when handling high correlations between library terms, caused by near-perfect algebraic relationships, by iteratively refining the conditioning of the candidate library. We demonstrate the performance of our method on biological, mechanical and electrical systems, showcasing its robustness to noise in both simulated time series and real-time experimental data.

DAE↗

Resilient Operating Constraints for Power Distribution Systems under Setpoint Attacks

Integration and operation of distributed generation (DG) and energy storage (ES) in power distribution systems are enabled by communication networks and embedded sensor and control devices that increase the vulnerability of the systems to cyber-threats, broadening the attack surface and making adversary actions more unpredictable. This paper proposes a methodology that uses ellipsoidal approximations to quantify the potential damage caused by successful attacks that affect, directly or indirectly, the desired operation setpoints and may drive the power distribution operation to unsafe states by violating the limits of voltage or line flows. More specifically, a new methodology is introduced to find the optimal non-symmetric operating constraints that can be imposed to each DG and ES in order to guarantee that the power distribution system is resilient to any malicious setpoints. The proposed method takes as inputs the system topology, DG and ES capabilities, and load limits to solve a convex optimization problem formulated using linear matrix inequalities (LMIs) and the power flow equations. The proposed solution is agnostic to the attacker's action or load profile and it does not require any assumption about the location or means of the attack. The numerical results on a test distribution feeder with several DG and ES illustrate how the proposed resilient operating constraints guarantee the security of the power distribution system under setpoint attacks.

Giraldo, Jairo↗

Improved Guarantees for Optimal Nash Equilibrium Seeking and Bilevel Variational Inequalities

We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes, including the optimal solution selection problem and the optimal Nash equilibrium (NE) seeking problem. Our main contribution is threefold. (i) We consider bilevel VIs with monotone and Lipschitz continuous mappings and devise a single-timescale iteratively regularized extragradient method, named IR-EG 𝚖,𝚖 . We improve the existing iteration complexity results for addressing both bilevel VI and VI-constrained convex optimization problems. (ii) Under the strong monotonicity of the outer-level mapping, we develop a method named IR-EG 𝚜,𝚖 and derive faster guarantees than those in (i). We also study the iteration complexity of this method under a constant regularization parameter. These results appear to be new for both bilevel VIs and VI-constrained optimization. (iii) To our knowledge, complexity guarantees for computing the optimal NE in nonconvex settings do not exist. Motivated by this lacuna, we consider VI-constrained nonconvex optimization problems and devise an inexactly projected gradient method, named IPR-EG, where the projection onto the unknown set of equilibria is performed using IR-EG 𝚜,𝚖 with a prescribed termination criterion and an adaptive regularization parameter. We obtain new complexity guarantees in terms of a residual map and an infeasibility metric for computing a stationary point. Here, we validate the theoretical findings using preliminary numerical experiments for computing the best and the worst NEs.

bilevel optimization↗

Degree of separability of bipartite quantum states

We investigate the problem of finding the optimal convex decomposition of a bipartite quantum state into a separable part and a positive remainder, in which the weight of the separable part is maximal. This weight is naturally identified with the degree of separability of the state. In a recent work, the problem was solved for two-qubit states using semidefinite programming. In this paper, we describe a procedure to obtain the optimal decomposition of a bipartite state of any finite dimension via a sequence of semidefinite relaxations. The sequence of decompositions thus obtained is shown to converge to the optimal one. This provides a systematic method to determine the so-called optimal Lewenstein-Sanpera decomposition of any bipartite state. Numerical results are provided to illustrate this procedure, and the special case of rank-2 states is also discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dynamic Interference Management for UAV-Assisted Wireless Networks

Here, we investigate a transmission mechanism aiming to improve the data rate between a base station (BS) and a user equipment (UE) through deploying multiple relaying UAVs. We consider the effect of interference incurred by another established communication network, which makes our problem challenging and different from the state of the art. We aim to design the 3D trajectories and power allocation for the UAVs to maximize the data flow of the network while keeping the interference on the existing communication network below a threshold. We utilize the mobility feature of the UAVs to evade the (un)-intended interference caused by (un)-intentional interferers. To this end, we propose an alternating-maximization approach to jointly obtain the 3D trajectories and the UAVs transmission powers. We handle the 3D trajectory design by resorting to spectral graph the power allocation through convex optimization techniques. We also approach the problem from the intentional interferer’s perspective where smart jammers chase the UAVs to effectively degrade the data flow of the network. We also extend our work to the case for multiple UEs. Finally, we demonstrate the efficacy of our proposed method through extensive simulations.

42 ENGINEERING↗

OptimiSM v.0.0.1

SAND2021-15062 O OptimiSM is a library for solving solid mechanics problems and for rapid prototyping of computational solid mechanics research ideas. It was originally created to facilitate research and development of algorithms for contact mechanics. It is a realization of a philosophy that problems can be represented with variational least-action principles, even when there is history-dependent material behavior and contact. This opens the door to using powerful methods from non-convex optimization for solutions. The code was successful in its original purpose, but along the way, the authors realized that it could be of general use to the computational solid mechanics research community as an R&D platform. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Talamini, Brandon↗

An information-matching approach to optimal experimental design and active learning

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict other quantities of interest (QoI). Because models often contain many unidentifiable (sloppy) parameters, QoIs often depend on a relatively small number of parameter combinations. Therefore, we introduce an information-matching criterion based on the Fisher information matrix to select the most informative training data from a candidate pool. This method ensures that the selected data contain sufficient information to learn only those parameters that are needed to constrain downstream QoIs. It is formulated as a convex optimization problem, making it scalable to large models and datasets. Here, we demonstrate the effectiveness of this approach across various modeling problems in diverse scientific fields, including power systems and underwater acoustics. Finally, we use information-matching as a query function within an active learning (AL) loop for materials science applications. In all these applications, we find that a relatively small set of optimal training data can provide the necessary information for achieving precise predictions. These results are encouraging for diverse future applications, particularly AL in large machine-learning models.

Materials science↗

Automated treatment planning for a dedicated multi-source intra-cranial radiosurgery treatment unit accounting for overlapping structures and dose homogeneity

Purpose: The purpose of this work is to advance the two-step approach for Gamma Knife{sup ®} Perfexion™ (PFX) optimization to account for dose homogeneity and overlap between the planning target volume (PTV) and organs-at-risk (OARs).Methods: In the first step, a geometry-based algorithm is used to quickly select isocentre locations while explicitly accounting for PTV-OARs overlaps. In this approach, the PTV is divided into subvolumes based on the PTV-OARs overlaps and the distance of voxels to the overlaps. Only a few isocentres are selected in the overlap volume, and a higher number of isocentres are carefully selected among voxels that are immediately close to the overlap volume. In the second step, a convex optimization is solved to find the optimal combination of collimator sizes and their radiation duration for each isocentre location.Results: This two-step approach is tested on seven clinical cases (comprising 11 targets) for which the authors assess coverage, OARs dose, and homogeneity index and relate these parameters to the overlap fraction for each case. In terms of coverage, the mean V{sub 99} for the gross target volume (GTV) was 99.8% while the V{sub 95} for the PTV averaged at 94.6%, thus satisfying the clinical objectives of 99% for GTV and 95% for PTV, respectively. The mean relative dose to the brainstem was 87.7% of the prescription dose (with maximum 108%), while on average, 11.3% of the PTV overlapped with the brainstem. The mean beam-on time per fraction per dose was 8.6 min with calibration dose rate of 3.5 Gy/min, and the computational time averaged at 205 min. Compared with previous work involving single-fraction radiosurgery, the resulting plans were more homogeneous with average homogeneity index of 1.18 compared to 1.47.Conclusions: PFX treatment plans with homogeneous dose distribution can be achieved by inverse planning using geometric isocentre selection and mathematical modeling and optimization techniques. The quality of the obtained treatment plans are clinically satisfactory while the homogeneity index is improved compared to conventional PFX plans.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Higher-moment buffered probability

In stochastic optimization, probabilities naturally arise as cost functionals and chance constraints. Unfortunately, these functions are difficult to handle both theoretically and computationally. The buffered probability of failure and its subsequent extensions were developed as numerically tractable, conservative surrogates for probabilistic computations. In this manuscript, we introduce the higher-moment buffered probability. Whereas the buffered probability is defined using the Conditional Value-at-Risk, the higher-moment buffered probability is defined using Higher-Moment Coherent Risk measures. In this way, the higher-moment buffered probability encodes information about the magnitude of tail moments, not simply the tail average. We prove that the higher-moment buffered probability is closed, monotonic, quasi-convex and can be computed by solving a smooth one-dimensional convex optimization problem. These properties enable smooth reformulations of both higher-moment buffered probability cost functionals and constraints.

97 MATHEMATICS AND COMPUTING↗