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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.

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OptiBench: An Optimization Benchmark Tool for Renewable Energy Problems

We propose a benchmark framework and visualization tool, OptiBench, for analyzing the performance of state-of-the-art optimization solvers across a variety of optimization problems in renewable energy research. Our framework is designed from the ground up in the Julia programming language and enables analysis at scale on high performance computing (HPC) systems. Our visualization tool allows effortless evaluation of optimization solver performance, robustness, and accuracy through intuitive plots, e.g., performance profiles, heat maps, and distribution plots. We have tested three benchmark suites relevant to the modeling of renewable energy systems, viz., CUTEst, PGLib-OPF, and WaterTAP water treatment optimization problems. We illustrate benchmarking of CUTEst using OptiBench on the National Renewable Energy Laboratory's (NREL) HPC Kestrel. Our findings indicate that MA57 HSL linear solver demonstrated the best overall performance for an experimental IPOPT implementation. Our work is ongoing and we intend to add support for more optimization solvers and benchmark test suites in the future.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

OptiBench: An Optimization Benchmark Tool for Renewable Energy Problems

We propose a benchmark framework and visualization tool, OptiBench, for analyzing the performance of state-of-the-art optimization solvers across a variety of optimization problems in renewable energy research. Our framework is designed from the ground up in the Julia programming language and enables analysis at scale on high performance computing (HPC) systems. Our visualization tool allows effortless evaluation of optimization solver performance, robustness, and accuracy through intuitive plots, e.g., performance profiles, heat maps, and distribution plots. We have tested three benchmark suites relevant to the modeling of renewable energy systems, viz., CUTEst, PGLib-OPF, and WaterTAP water treatment optimization problems. We illustrate benchmarking of CUTEst using OptiBench on the National Laboratory of the Rockies's (NLR) HPC Kestrel. Our findings indicate that MA57 HSL linear solver demonstrated the best overall performance for an experimental IPOPT implementation. Our work is ongoing and we intend to add support for more optimization solvers and benchmark test suites in the future.

97 MATHEMATICS AND COMPUTING↗

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↗

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗