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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Summary Report Of The FY25 Computational Fluid Dynamics Verification And Validation Exercises In The Advanced Reactor Technologies - Gas-cooled Reactor Program

Verification and Validation (V&V) of numerical tools is critical for ensuring reasonable predictions during design, safety analysis, and licensing. Recent work in the Advanced Reactor Technologies - Gas-cooled Reactor (ART-GCR) program has focused on V&V of common Computational Fluid Dynamics (CFD) tools that are used within the Untied States. This report presents an update on these CFD V&V activities. These Generation IV Forum (GIF) Very High Temperature Reactor (VHTR) Computational Methods, Validation, and Benchmarking (CMVB) is an international organization dedicated to the verification and validation of High Temperature Gas-Cooled Reactor (HTGR) simulation tools. Participation in the CMVB provides additional value to the V&V activities, as it allows for access to a wider range of data, and provides valuable benchmarking exercises. Three HTGR phenomena are targeted: Reactor Cavity Cooling System (RCCS) performance, core bypass flow, and lower plenum mixing. Simulations of the University of Wisconsin-Madison (UW-Madison) RCCS facilities are performed with Reynolds Averaged Navier-Stokes (RANS) in StarCCM+. Results are compared for both forced and natural convection conditions, with both exhibiting good agreement with experimental measurements. The Idaho National Laboratory (INL) matched index of refraction (MIR) and Korean Atomic Energy Research Institute (KAERI) bypass flow expeirments are used to validation CFD predictions of bypass flow. Simulations are performed with RANS in StarCCM+ and with Large Eddy Simulation (LES) in NekRS. Finally, preliminary simulations of the Institute of Nuclear and New Energy Technology (INET) lower plenum mixing facilities are presented. Initial work has developed models with LES, RANS, and porous media models. These preliminary models are presented and compared to each other to gauge differences in predictions with each of the three methods.

and Benchmarking (CMVB)↗
DOE OSTI2024

Does H 2 Temperature–Programmed Reduction Always Probe Solid–State Redox Chemistry? The Case of Pt/CeO 2

Redox reactions on the surface of transition metal oxides are of broad interest in thermo, photo, and electrocatalysis. H 2 temperature-programmed reduction (H 2 -TPR) is commonly used to probe oxide reducibility by measuring the rate of H 2 consumption during temperature ramps, assuming that this rate is controlled by oxide reduction. However, oxide reduction involves several elementary steps, such as H 2 dissociation and H-spillover, before surface reduction and H 2 O formation occur. In this study, we evaluated the kinetics of H 2 consumption over CeO 2 and Pt/CeO 2 with varying Pt loadings and structures to identify the elementary steps probed by H 2 -TPR. Literature often attributes changes in H 2 -TPR characteristics with Pt addition to increased CeO 2 reducibility. However, our analysis revealed that the H 2 consumption rate is measurement of the rate of H-spillover at Pt-CeO 2 interfaces and is determined by the concentration of Pt species on Pt nanoclusters that dissociate H 2 . Furthermore, lower temperature H 2 consumption observed with Pt addition does not indicate higher CeO 2 reducibility. Measurements on samples with mixtures of Pt single-atoms and nanoclusters demonstrated that H 2 -TPR can effectively quantify dilute Pt nanocluster concentrations, suggesting caution in directly linking H 2 -TPR characteristics to oxide reducibility while highlighting alternative material insights that can be gleaned.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2020

ChemML : A machine learning and informatics program package for the analysis, mining, and modeling of chemical and materials data

ChemML is an open machine learning (ML) and informatics program suite that is designed to support and advance the data-driven research paradigm that is currently emerging in the chemical and materials domain. ChemML allows its users to perform various data science tasks and execute ML workflows that are adapted specifically for the chemical and materials context. Key features are automation, general-purpose utility, versatility, and user-friendliness in order to make the application of modern data science a viable and widely accessible proposition in the broader chemistry and materials community. Finally, ChemML is also designed to facilitate methodological innovation, and it is one of the cornerstones of the software ecosystem for data-driven in silico research.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2012

Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming

This paper presents an exact formula for computing the normal cones of the constraint set mapping including the Clarke normal cone and the Mordukhovich normal cone in infinite programming under the extended Mangasarian-Fromovitz constraint qualification condition. Then, we derive an upper estimate as well as an exact formula for the limiting subdifferential of the marginal/optimal value function in a general Banach space setting.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related to a positive weight function which allow us to consider cost functions that might not be bounded below by a constant, and which imply the solvability of the linear programming formulation of the constrained MDP. In particular, we establish the existence of a constrained optimal stationary policy. Our results are illustrated with an application to a fishery management problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

We present a method for computing lower bounds in the progressive hedging algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated during execution of the standard PHA. In conclusion, we report computational results on stochastic unit commitment and stochastic server location problem instances, and explore the relationship between key PHA parameters and the quality of the resulting lower bounds.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence provides an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2019

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme

A constraint-reduced Mehrotra-predictor-corrector algorithm for convex quadratic programming is proposed. (At each iteration, such algorithms use only a subset of the inequality constraints in constructing the search direction, resulting in CPU savings.) The proposed algorithm makes use of a regularization scheme to cater to cases where the reduced constraint matrix is rank deficient. Global and local convergence properties are established under arbitrary working-set selection rules subject to satisfaction of a general condition. A modified active-set identification scheme that fulfills this condition is introduced. Numerical tests show great promise for the proposed algorithm, in particular for its active-set identification scheme. While the focus of the present paper is on dense systems, application of the main ideas to large sparse systems is briefly discussed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach

We detail a mixed complementarity problem (MCP) formulation of continuous state dynamic programming problems (DP-MCP). We write the solution to projection methods in value function iteration (VFI) as a joint set of optimality conditions that characterize maximization of the Bellman equation; and approximation of the value function. The MCP approach replaces the iterative component of projection based VFI with a one-shot solution to a square system of complementary conditions. We provide three numerical examples to illustrate our approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs

We develop an adaptive, multivariate partitioning algorithm for solving nonconvex, Mixed-Integer Nonlinear Programs (MINLPs) with polynomial functions to global optimality. In particular, we present an iterative algorithm that exploits piecewise, convex relaxation approaches via disjunctive formulations to solve MINLPs that is different than conventional spatial branch-and-bound approaches. The algorithm partitions the domains of variables in an adaptive and non-uniform manner at every iteration to focus on productive areas of the search space. Furthermore, domain reduction techniques based on sequential, optimization-based bound-tightening and piecewise relaxation techniques, as a part of a presolve step, are integrated into the main algorithm. Finally, we demonstrate the effectiveness of the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare our algorithm with state-of-the-art global optimization solvers. With our novel approach, we solve several large-scale instances, some of which are not solvable by state-of-the-art solvers. We also succeed in reducing the best known optimality gap for a hard, generalized pooling problem instance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Optimal decision trees for categorical data via integer programming

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if allowed to grow large, they lose interpretability. In this paper, we present a mixed integer programming formulation to construct optimal decision trees of a prespecified size. We take the special structure of categorical features into account and allow combinatorial decisions (based on subsets of values of features) at each node. Our approach can also handle numerical features via thresholding. Here we show that very good accuracy can be achieved with small trees using moderately-sized training sets. The optimization problems we solve are tractable with modern solvers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Microkinetic simulation and fitting of the temperature programmed reaction of methanol on CeO 2 (111): H 2 and H 2 O + V production

The kinetics and mechanism for temperature programmed reaction following adsorption of an adsorbate can be better understood by simulation and fitting with comparison to experiment. A case study is presented here for the chemistry of adsorption of methanol on a CeO 2 (111) surface followed by heating. The gas products observed are CH 3 OH, CH 2 O, H 2 , H 2 O, CO, CO 2 . At low temperatures (< 500 K), there is formation of H 2 and H 2 O, where the H 2 O formation is accompanied by lattice oxygen vacancy (V) formation and is thus important in determining the selectivity towards different products. Microkinetic modeling was performed using a recently published method for fitting to gain mechanistic knowledge of the H 2 and H 2 O + V formation at < 500 K. In the kinetic models used here, most of the H 2 and H 2 O + V V formation can be explained by a mechanism in which a metastable state of hydrogen on the surface (H*) acts as an intermediate. Two possibilities were investigated for the source of the metastable H* intermediate: H* from CH bond breaking of methoxies, or promotion of H+ to H* via electron transfer from ionic methoxies absorbed in oxygen vacancies (CH 3 O - /V). From this study, we consider the latter to be more likely at < 500 K. For the H 2 O formation, it was found to be critical that H 2 O cannot dissociate directly on oxygen vacancies. Finally, catalytic chemistry was observed in simulations, including catalytic formation of oxygen vacancies. Various features of the experimental results were reproduced, including methoxies being the major carbon containing species on the surface at < 500 K.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Eco-driving Profile Optimization by Dynamic Programming for Battery Electric Vehicles

Although full automation has not yet been achieved, automated vehicles are a valid research area. Not only would automated vehicles provide ultimate driver convenience, but they would maximize energy efficiency by eliminating undesired human driving behaviors and optimally controlling the powertrain. From the perspective of control related to energy saving, speed profile optimization is important for improving system efficiency and satisfying passenger demands. This study employs Dynamic Programming (DP) to solve the constrained optimal problem for travel time, distance, and speed limit by exploring all possible control options. The solutions obtained by DP demonstrate consistent control patterns combining four control modes-acceleration, cruising, coasting, and braking, with cruising or coasting being selective depending on the boundary conditions. Further, this study introduces DP-based simulation results and attempts to provide comprehensive interpretations of the optimal policy by analyzing the essential factors that affect the control problem, including boundary conditions, road load, and powertrain characteristics. Based on these interpretations, the control concepts can be explained as the optimal policy selecting the best control option based on system efficiency and boundary conditions. The results of DP are compared with a human-like driver model to show that the optimal speed profiles can effectively reduce energy consumption.

Autonomous vehicles↗
DOE OSTI2019

Solving equilibrium problems using extended mathematical programming

We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and (quasi-) variational inequalities, and computing solutions of them from modeling languages. We define a new set of constructs with which users annotate variables and equations of the model to describe equilibrium and variational problems. Our constructs enable a natural translation of the model from one formulation to another more computationally tractable form without requiring the modeler to supply derivatives. In the context of many independent agents in the equilibrium, we facilitate expression of sophisticated structures such as shared constraints and additional constraints on their solutions. We define shared variables and demonstrate their uses for sparse reformulation, economic equilibrium problems sharing economic states, mixed pricing behavior of agents, and so on. We give some equilibrium and variational examples from the literature and describe how to formulate them using our framework. Experimental results comparing performance of various complementarity formulations for shared variables are provided. Our framework has been implemented and is available within GAMS/EMP.

Equilibrium programming↗
DOE OSTI2022

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗