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At least 163 records · Page 9

A memory-distributed quasi-Newton solver for nonlinear programming problems with a small number of general constraints

We approach the problem of parallelizing state-of-the-art nonlinear programming optimization algorithms.Specifically, we focus on parallelizing quasi-Newton interior-point methods that use limited-memory secant Hessian approximations. Such interior-point methods are known to have better convergence properties and to be more effective on large-scale problems than gradient-based and derivative-free optimization algorithms. We target nonlinear and potentially nonconvex optimization problems with an arbitrary number of bound constraints and a small number of general equality and inequality constraints on the optimization variables. These problems occur for example in the form of optimal control, optimal design, and inverse problems governed by ordinary or partial differential equations, whenever they are expressed in a “reduced-space” optimization approach. We introduce and analyze the time and space complexity of a decomposition method for solving the quasi-Newton linear systems that leverages the fact that the quasi-Newton Hessian matrix has a small number of dense blocks that border a low-rank update of a diagonal matrix. This enables an efficient parallelization on memory-distributed computers of the iterations of the optimization algorithm, a state-of-the-art filter line-search interior-point algorithm by Wächter et. al. We illustrate the efficiency of the proposed method by solving structural topology optimization problems on up to 4608 cores on a parallel machine.

97 MATHEMATICS AND COMPUTING↗

MO-FG-BRA-08: Swarm Intelligence-Based Personalized Respiratory Gating in Lung SAbR

Purpose: Respiratory gating is widely deployed as a clinical motion-management strategy in lung radiotherapy. In conventional gating, the beam is turned on during a pre-determined phase window; typically, around end-exhalation. In this work, we challenge the notion that end-exhalation is always the optimal gating phase. Specifically, we use a swarm-intelligence-based, inverse planning approach to determine the optimal respiratory phase and MU for each beam with respect to (i) the state of the anatomy at each phase and (ii) the time spent in that state, estimated from long-term monitoring of the patient’s breathing motion. Methods: In a retrospective study of five lung cancer patients, we compared the dosimetric performance of our proposed personalized gating (PG) with that of conventional end-of-exhale gating (CEG) and a previously-developed, fully 4D-optimized plan (combined with MLC tracking delivery). For each patient, respiratory phase probabilities (indicative of the time duration of the phase) were estimated over 2 minutes from lung tumor motion traces recorded previously using the Synchrony system (Accuray Inc.). Based on this information, inverse planning optimization was performed to calculate the optimal respiratory gating phase and MU for each beam. To ensure practical deliverability, each PG beam was constrained to deliver the assigned MU over a time duration comparable to that of CEG delivery. Results: Maximum OAR sparing for the five patients achieved by the PG and the 4D plans compared to CEG plans was: Esophagus Dmax [PG:57%, 4D:37%], Heart Dmax [PG:71%, 4D:87%], Spinal cord Dmax [PG:18%, 4D:68%] and Lung V13 [PG:16%, 4D:31%]. While patients spent the most time in exhalation, the PG-optimization chose end-exhale only for 28% of beams. Conclusion: Our novel gating strategy achieved significant dosimetric improvements over conventional gating, and approached the upper limit represented by fully 4D optimized planning while being significantly simpler and more clinically translatable. This work was partially supported through research funding from National Institutes of Health (R01CA169102) and Varian Medical Systems, Palo Alto, CA, USA.

60 APPLIED LIFE SCIENCES↗

Inverse mapping of properties to composition through generative modeling for designing molten salts

Generative modeling (GM) has been increasingly used for the inverse design and optimization of materials, yet its application to molten salt mixtures remains unexplored despite how a successful approach to the inverse design of molten salts would contribute to efficiently exploiting their customizability and unlocking their advantages in applications, such as energy production and energy storage. This work presents a workflow for the inverse design of molten salts with targeted density values, addressing the challenge of representing these complex mixtures in GM. A dataset of critically evaluated molten salt densities is used to train a variational autoencoder coupled with a predictive deep neural network, which then can be used to generate new molten salt compositions with desired density values. The effectiveness of the approach is demonstrated by designing mixtures with distinct densities and validating the predicted values using ab initio molecular dynamics simulations.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

A time-parallel method for the solution of PDE-constrained optimization problems

We study a time-parallel approach to solving quadratic optimization problems with linear time-dependent partial differential equation (PDE) constraints. These problems arise in formulations of optimal control, optimal design and inverse problems that are governed by parabolic PDE models. They may also arise as subproblems in algorithms for the solution of optimization problems with nonlinear time-dependent PDE constraints, e.g., in sequential quadratic programming methods. We apply a piecewise linear finite element discretization in space to the PDE constraint, followed by the Crank-Nicolson discretization in time. The objective function is discretized using finite elements in space and the trapezoidal rule in time. At this point in the discretization, auxiliary state variables are introduced at each discrete time interval, with the goal to enable: (i) a decoupling in time; and (ii) a fixed-point iteration to recover the solution of the discrete optimality system. The fixed-point iterative schemes can be used either as preconditioners for Krylov subspace methods or as smoothers for multigrid (in time) schemes. We present promising numerical results for both use cases.

97 MATHEMATICS AND COMPUTING↗

Sequential optimal positioning of mobile sensors using mutual information

Source localization, such as detecting a nuclear source in an urban area or ascertaining the origin of a chemical plume, is generally regarded as a well-documented inverse problem; however, optimally placing sensors to collect data for such problems is a more challenging task. In particular, optimal sensor placement—that is, measurement locations resulting in the least uncertainty in the estimated source parameters—depends on the location of the source, which is typically unknown a priori. Mobile sensors are advantageous because they have the flexibility to adapt to any given source position. While most mobile sensor strategies designate a trajectory for sensor movement, we instead employ mutual information, based on Shannon entropy, to choose the next measurement location from a discrete set of design conditions.

97 MATHEMATICS AND COMPUTING↗

Communication-avoiding optimization methods for distributed massive-scale sparse inverse covariance estimation

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ≈819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.

97 MATHEMATICS AND COMPUTING↗

Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation.

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ~819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.

Koanantakool, Penporn↗

Sci—Fri AM: Mountain — 05: Unified Optimization and Delivery of Intensity-modulated Radiation Therapy and Volume-modulated Arc Therapy

Purpose: To study the feasibility of a unified intensity-modulated arc therapy (UIMAT) that combines IMRT and VMAT optimization and delivery in order to produce efficient and superior radiation treatment plans. Methods: Inverse planning for UIMAT was prototyped on the Pinnacle treatment planning system (Philips Medical Systems). UIMAT integrates IMRT and VMAT delivery in the same arc where IMRT was delivered with gantry speed close to zero. Optimal gantry angles for the IMRT phases were selected automatically by the inverse optimization algorithm. Optimization of the VMAT phases and IMRT phases were done simultaneously using Pinnacle's direct machine parameter optimization algorithm. Five treatment plans each for prostate, head and neck, and lung were generated using our unified technique and compared with clinical VMAT or IMRT plans. Delivery verification was performed on an ArcCheck phantom (Sun Nuclear) and delivered in clinical mode on a Varian TrueBeam linear accelerator. Results: In this prototype implementation, compared to the VMAT or IMRT plans, with the plans normalized to the same dose coverage to the planning target volumes, the UIMAT plans produced improved OAR sparing for head and neck cases, while for lung and prostate cases, the dosimetric improvements for OARs were not as significant. In this proof-of-concept work, we demonstrated that a novel radiation therapy delivery technique combining VMAT and IMRT delivery in the same arc is feasible. Initial results showed UIMAT has the potential to be superior to either standard IMRT or VMAT.

60 APPLIED LIFE SCIENCES↗

An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

42 ENGINEERING↗

Concurrent multi-peak Bragg coherent x-ray diffraction imaging of 3D nanocrystal lattice displacement via global optimization

Abstract In this paper we demonstrated a method to reconstruct vector-valued lattice distortion fields within nanoscale crystals by optimization of a forward model of multi-reflection Bragg coherent diffraction imaging (MR-BCDI) data. The method flexibly accounts for geometric factors that arise when making BCDI measurements, is amenable to efficient inversion with modern optimization toolkits, and allows for globally constraining a single image reconstruction to multiple Bragg peak measurements. This is enabled by a forward model that emulates the multiple Bragg peaks of a MR-BCDI experiment from a single estimate of the 3D crystal sample. We present this forward model, we implement it within the stochastic gradient descent optimization framework, and we demonstrate it with simulated and experimental data of nanocrystals with inhomogeneous internal lattice displacement. We find that utilizing a global optimization approach to MR-BCDI affords a reliable path to convergence of data which is otherwise challenging to reconstruct.

36 MATERIALS SCIENCE↗

A Generalized Stress Inversion Approach With Application to Residual Stress Estimation

In this work develop a generalized stress inversion technique (or the generalized inversion method) capable of recovering stresses in linear elastic bodies subjected to arbitrary cuts. Specifically, given a set of displacement measurements found experimentally from digital image correlation (DIC), we formulate a stress estimation inverse problem as a partial differential equation-constrained optimization problem. We use gradient-based optimization methods, and we accordingly derive the necessary gradient and Hessian information in a matrix-free form to allow for parallel, large-scale operations. By using a combination of finite elements, DIC, and a matrix-free optimization framework, the generalized inversion method can be used on any arbitrary geometry, provided that the DIC camera can view a sufficient part of the surface. We present numerical simulations and experiments, and we demonstrate that the generalized inversion method can be applied to estimate residual stress.

42 ENGINEERING↗

KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation

This paper considers preconditioners for the linear systems that arise from optimal control and inverse problems involving the Helmholtz equation. Specifically, we explore an all-at-once approach. The main contribution centers on the analysis of two block preconditioners. Variations of these preconditioners have been proposed and analyzed in prior works for optimal control problems where the underlying partial differential equation is a Laplace-like operator. In this paper, we extend some of the prior convergence results to Helmholtz-based optimization applications. Our analysis examines situations where control variables and observations are restricted to subregions of the computational domain. We prove that solver convergence rates do not deteriorate as the mesh is refined or as the wavenumber increases. More specifically, for one of the preconditioners we prove accelerated convergence as the wavenumber increases. Additionally, in situations where the control and observation subregions are disjoint, we observe that solver convergence rates have a weak dependence on the regularization parameter. We give a partial analysis of this behavior. We illustrate the performance of the preconditioners on control problems motivated by acoustic testing.

97 MATHEMATICS AND COMPUTING↗

Tomographic inversion techniques incorporating physical constraints for line integrated spectroscopy in stellarators and tokamaks

Accurate tomographic inversion is important for diagnostic systems on stellarators and tokamaks which rely on measurements of line integrated emission spectra. A tomographic inversion technique based on spline optimization with enforcement of constraints is described that can produce unique and physically relevant inversions even in situations with noisy or incomplete input data. This inversion technique is routinely used in the analysis of data from the x-ray imaging crystal spectrometer (XICS) installed at the Large Helical Device. The XICS diagnostic records a 1D image of line integrated emission spectra from impurities in the plasma. Through the use of Doppler spectroscopy and tomographic inversion, XICS can provide profile measurements of the local emissivity, temperature, and plasma flow. Tomographic inversion requires the assumption that these measured quantities are flux surface functions, and that a known plasma equilibrium reconstruction is available. In the case of low signal levels or partial spatial coverage of the plasma cross-section, standard inversion techniques utilizing matrix inversion and linear-regularization often cannot produce unique and physically relevant solutions. The addition of physical constraints, such as parameter ranges, derivative directions, and boundary conditions, allow for unique solutions to be reliably found. The constrained inversion technique described here utilizes a modified Levenberg-Marquardt optimization scheme, which introduces a condition avoidance mechanism by selective reduction of search directions. The constrained inversion technique also allows for the addition of more complicated parameter dependencies, for example, geometrical dependence of the emissivity due to asymmetries in the plasma density arising from fast rotation. The accuracy of this constrained inversion technique is discussed, with an emphasis on its applicability to systems with limited plasma coverage.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗

The Reservoir Temperature Estimator (RTEst): A multicomponent geothermometry tool

The Reservoir Temperature Estimator (RTEst) is a multicomponent geothermometry tool for estimating reservoir geochemical parameters including reservoir temperature, CO 2 fugacity, mass of water lost or gained, and a reaction factor. It estimates these parameters and their associated uncertainties by minimizing an objective function that is the weighted sum of squares of the saturation indices of a user-selected set of minerals believed to be equilibrated with the reservoir fluid. RTEst accomplishes these estimates by combining the geochemical modeling capabilities of The Geochemist’s Workbench® with the optimization/parameter estimation resources of PEST®. An included interface aids the user in selecting plausible mineral phases to comprise the objective function and calculates their weighting factors. The working principles of RTEst are described and its efficacy is illustrated by presenting results of its application to various geothermal fields with known conditions. These examples show RTEst can account for the alteration of ascending reservoir fluid by mineral (calcite) re-equilibration with changes in temperature, reconstruct waters with CO 2 loss, correct for the deficit of water and other volatiles (CO 2,gas , H 2 S gas ) from boiling, and determine the amount of mixing of thermal and non-thermal waters. RTEst can use data with basis species below detection limit, missing, or unreliable either by assuming equilibrium with a controlling mineral (fixed-analyte method) or by treating the analyte concentration as an optimization parameter. The inverse of variance weighting method included in RTEst provides more representative results than either the normalization or unit weighting methods. Finally, the ability of RTEst to calculate reservoir temperatures, gas fugacity, and mixing fractions demonstrates its usefulness as a tool for evaluating geothermal systems.

15 GEOTHERMAL ENERGY↗

Fault geometry and slip distribution of the 2008 M w 7.9 Wenchuan, China earthquake, inferred from GPS and InSAR measurements

We revisit the problem of coseismic rupture of the 2008 M w 7.9 Wenchuan earthquake. Precise determination of the fault structure and slip distribution provides critical information about the mechanical behaviour of the fault system and earthquake rupture. We use all the geodetic data available, craft a more realistic Earth structure and fault model compared to previous studies, and employ a nonlinear inversion scheme to optimally solve for the fault geometry and slip distribution. Compared to a homogeneous elastic half-space model and laterally uniform layered models, adopting separate layered elastic structure models on both sides of the Beichuan fault significantly improved data fitting. Our results reveal that: (1) The Beichuan fault is listric in shape, with near surface fault dip angles increasing from ~36° at the southwest end to ~83° at the northeast end of the rupture. (2) The fault rupture style changes from predominantly thrust at the southwest end to dextral at the northeast end of the fault rupture. (3) Fault slip peaks near the surface for most parts of the fault, with~8.4mthrust and ~5 m dextral slip near Hongkou and ~6 m thrust and ~8.4 m dextral slip near Beichuan, respectively. (4) The peak slips are located around fault geometric complexities, suggesting that earthquake style and rupture propagation were determined by fault zone geometric barriers. Such barriers exist primarily along restraining left stepping discontinuities of the dextralcompressional fault system. (5) The seismic moment released on the fault above 20 km depth is 8.2 × 10 21 N m, corresponding to an M w 7.9 event. The seismic moments released on the local slip concentrations are equivalent to events of M w 7.5 at Yingxiu-Hongkou, M w 7.3 at Beichuan-Pingtong, M w 7.2 near Qingping, M w 7.1 near Qingchuan, and M w 6.7 near Nanba, respectively. (6) The fault geometry and kinematics are consistent with a model in which crustal deformation at the eastern margin of the Tibetan plateau is decoupled by differential motion across a decollement in the mid crust, above which deformation is dominated by brittle reverse faulting and below which deformation occurs by viscous horizontal shortening and vertical thickening.

58 GEOSCIENCES↗