Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Augmented Lagrangian”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Bayesian Optimization Under Mixed Constraints with A Slack-Variable Augmented Lagrangian

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global search in the presence of inequality constraints; however, a drawback was that expected improvement (EI) evaluations relied on Monte Carlo. Here we introduce an alternative slack variable AL, and show that in this formulation the EI may be evaluated with library routines. The slack variables furthermore facilitate equality as well as inequality constraints, and mixtures thereof. We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.

Picheny, Victor↗
DOE OSTI2023

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, here we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $\mathscr{O}$(ϵ -3-δ ) , where ϵ > 0 is the expected error of the solution and δ > 0 is a user-defined parameter. If the penalty parameter is chosen to be $\mathscr{O}$(ϵ -1 ), we demonstrate that the result can be improved to $\mathscr{O}$(ϵ -2 ) , which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $\mathscr{O}$(ϵ -1 log(1/ϵ)) complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Constraints

Augmented Lagrangian (AL) methods have proven remarkably useful in solving optimization problems with complicated constraints. The last decade has seen the development of overall complexity guarantees for inexact AL variants. Yet, a crucial gap persists in addressing nonsmooth convex constraints. To this end, we present a smoothed augmented Lagrangian (AL) framework where nonsmooth terms are progressively smoothed with a smoothing parameter $\eta _k$ . The resulting AL subproblems are $\eta _k$ -smooth, allowing for leveraging accelerated schemes. By a careful selection of the inexactness level $\epsilon _k$ (for inexact subproblem resolution), the penalty parameter $\rho _k$ , and smoothing parameter $\eta _k$ at epoch k, we derive rate and complexity guarantees of $\tilde{\mathcal {O}}(1/{\varepsilon }^{3/2})$ and $\tilde{\mathcal {O}}(1/{\varepsilon })$ in convex and strongly convex regimes for computing an ${\varepsilon }$ -optimal solution, when $\rho _k$ increases at a geometric rate, a significant improvement over the best available guarantees for AL schemes for convex programs with nonsmooth constraints. Analogous guarantees are developed for settings with $\rho _k = \rho$ as well as $\eta _k = \eta$ . Preliminary numerics on a fused Lasso problem display promise.

augmented Lagrangian↗
DOE OSTI2020

An augmented Lagrangian filter method

Here, we introduce a filter mechanism to enforce convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows for equality-constrained quadratic programming steps to accelerate local convergence. We also include a feasibility restoration phase that allows fast detection of infeasible problems. We provide a convergence proof that shows that our algorithm converges to first-order stationary points. We provide preliminary numerical results that demonstrate the effectiveness of our proposed method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Augmented Lagrangian formulation of orbital-free density functional theory

We present an Augmented Lagrangian formulation and its real-space implementation for non-periodic Orbital-Free Density Functional Theory (OF-DFT) calculations. In particular, we rewrite the constrained minimization problem of OF-DFT as a sequence of minimization problems without any constraint, thereby making it amenable to powerful unconstrained optimization algorithms. Further, we develop a parallel implementation of this approach for the Thomas–Fermi–von Weizsacker (TFW) kinetic energy functional in the framework of higher-order finite-differences and the conjugate gradient method. With this implementation, we establish that the Augmented Lagrangian approach is highly competitive compared to the penalty and Lagrange multiplier methods. Additionally, we show that higher-order finite-differences represent a computationally efficient discretization for performing OF-DFT simulations. Overall, we demonstrate that the proposed formulation and implementation are both efficient and robust by studying selected examples, including systems consisting of thousands of atoms. We validate the accuracy of the computed energies and forces by comparing them with those obtained by existing plane-wave methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints

Here we present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear solvers, and is suitable for large-scale applications. A key feature of ALESQP is a constraint decomposition strategy that allows it to exploit problem-specific variable scalings and inner products. We analyze convergence of ALESQP under different assumptions. We show that strong accumulation points are stationary. Consequently, in finite dimensions ALESQP converges to a stationary point. In infinite dimensions we establish that weak accumulation points are feasible in many practical situations. Under additional assumptions we show that weak accumulation points are stationary. We present several infinite-dimensional examples where ALESQP shows remarkable discretization-independent performance in all of its iterative components, requiring a modest number of iterations to meet constraint tolerances at the level of machine precision. Also, we demonstrate a fully matrix-free solution of an infinite-dimensional problem with nonlinear inequality constraints.

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 OSTI2017

An Augmented Lagrangian Filter Method for Real-Time Embedded Optimization

We present a filter line-search algorithm for nonconvex continuous optimization that combines an augmented Lagrangian function and a constraint violation metric to accept and reject steps. The approach is motivated by real-time optimization applications that need to be executed on embedded computing platforms with limited memory and processor speeds. The proposed method enables primal–dual regularization of the linear algebra system that in turn permits the use of solution strategies with lower computing overheads. We prove that the proposed algorithm is globally convergent and we demonstrate the developments using a nonconvex real-time optimization application for a building heating, ventilation, and air conditioning system. Our numerical tests are performed on a standard processor and on an embedded platform. Lastly, we demonstrate that the approach reduces solution times by a factor of over 1000.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

A robust framework for frictional fault contact in geological formations using a stabilized augmented Lagrangian approach

Numerical simulations are essential to evaluate the performance and safety of engineered subsurface systems such as geological carbon storage sites, enhanced geothermal fields, and oil and gas reservoirs. A key challenge lies in accurately modeling the frictional contact behavior along fault surfaces. This problem involves inequality constraints that arise from the physics of frictional slip, requiring specialized numerical methods to handle the resulting highly nonlinear and path-dependent behavior. Here, in this work, we address this challenge using an Augmented Lagrangian Method (ALM) implemented via the Uzawa algorithm. The formulation employs mixed finite element spaces, combining low-order piecewise linear displacements within the 3D domain cells with piecewise constant tractions defined on the fault surfaces. Furthermore, to ensure stability and satisfy the inf-sup condition, the discrete displacement space is enriched with face bubble functions on both sides of the contact interfaces. This approach offers several advantages over other stabilization techniques that rely on additional terms, and it integrates naturally in the Uzawa framework.

58 GEOSCIENCES↗
DOE OSTI2016

Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method

This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential equations arising from the model were discussed and existence and uniqueness were proved. Here, the focus is put on numerical methods: a monotone finite difference scheme is proposed and shown to have a variational interpretation. Then an Alternating Direction Method of Multipliers for solving the variational problem is addressed. It is based on an augmented Lagrangian. Two kinds of boundary conditions are considered: periodic conditions and more realistic boundary conditions associated to state constrained problems. Various test cases and numerical results are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Quantum Annealing with Inequality Constraints: The Set Cover Problem

Abstract Quantum annealing is a promising method for solving hard optimization problems by transforming them into quadratic unconstrained binary optimization (QUBO) problems. However, when constraints are involved, particularly multiple inequality constraints, incorporating them into the objective function poses challenges. In this paper, the authors present two novel approaches for solving problems with multiple inequality constraints on a quantum annealer and apply them to the set cover problem (SCP). The first approach uses the augmented Lagrangian method to represent the constraints, while the second approach employs a higher‐order binary optimization (HUBO) formulation. The experiments show that both approaches outperform the standard approach for solving the SCP on the D‐Wave Advantage quantum annealer. The HUBO formulation performs slightly better than the augmented Lagrangian method in solving the SCP, but its scalability in terms of embeddability in the quantum chip is worse. The results demonstrate that the proposed augmented Lagrangian and HUBO methods can successfully implement a large number of inequality constraints, making them applicable to a broad range of constrained problems beyond the SCP.

Djidjev, Hristo N.↗