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Designing a Framework for Solving Multiobjective Simulation Optimization Problems

Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which we refer to as a simulation. Whereas an extensive body of research is dedicated to developing new algorithms and methods for solving these and related problems, it is challenging and time-consuming to integrate these techniques into real-world production-ready solvers. This is partly because of the diversity and complexity of modern state-of-the-art MOSO algorithms and methods and partly because of the complexity and specificity of many real-world problems and their corresponding computing environments. The complexity of this problem is only compounded when introducing potentially complex and/or domain-specific surrogate-modeling techniques, problem formulations, design spaces, and data acquisition functions. Here, this paper carefully surveys the current state of the art in MOSO algorithms, techniques, and solvers, as well as problem types and computational environments where MOSO is commonly applied. We then present several key challenges in the design of a parallel multiobjective simulation optimization framework (ParMOO) and how they have been addressed. Finally, we provide two case studies demonstrating how customized ParMOO solvers can be quickly built and deployed to solve real-world MOSO problems.

engineering design optimization

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX

Graph decomposition techniques for solving combinatorial optimization problems with variational quantum algorithms

The quantum approximate optimization algorithm (QAOA) has the potential to approximately solve complex combinatorial optimization problems in polynomial time. However, current noisy quantum devices cannot solve large problems due to hardware constraints. In this work, we develop an algorithm that decomposes the QAOA input problem graph into a smaller problem and solves MaxCut using QAOA on the reduced graph. The algorithm requires a subroutine that can be classical or quantum—in this work, we implement the algorithm twice on each graph. One implementation uses the classical solver Gurobi in the subroutine and the other uses QAOA. We solve these reduced problems with QAOA. On average, the reduced problems require only approximately 1/10 of the number of vertices than the original MaxCut instances. Furthermore, the average approximation ratio of the original MaxCut problems is 0.75, while the approximation ratios of the decomposed graphs are on average of 0.96 for both Gurobi and QAOA. With this decomposition, we are able to measure optimal solutions for ten 100-vertex graphs by running single-layer QAOA circuits on the Quantinuum trapped-ion quantum computer H1-1, sampling each circuit only 500 times. This approach is best suited for sparse, particularly k-regular graphs, as k-regular graphs on n vertices can be decomposed into a graph with at most $\frac{nk}{k+1}$ vertices in polynomial time. Further reductions can be obtained with a potential trade-off in computational time. In conclusion, while this paper applies the decomposition method to the MaxCut problem, it can be applied to more general classes of combinatorial optimization problems.

97 MATHEMATICS AND COMPUTING

Comparing three generations of D-Wave quantum annealers for minor embedded combinatorial optimization problems

Abstract Quantum annealing (QA) is a novel type of analog computation that aims to use quantum mechanical fluctuations to search for optimal solutions of Ising problems. QA in the transverse Ising model, implemented on D-Wave quantum processing units, are available as cloud computing resources. In this study we report concise benchmarks across three generations of D-Wave quantum annealers, consisting of four different devices, for the NP-hard discrete combinatorial optimization problems unweighted maximum clique and unweighted maximum cut on random graphs. The Ising, or equivalently quadratic unconstrained binary optimization, formulation of these problems do not require auxiliary variables for order reduction, and their overall structure and weights are not highly variable, which makes these problems simple test cases to understand the sampling capability of current D-Wave quantum annealers. All-to-all minor embeddings of size 52, with relatively uniform chain lengths, are used for a direct comparison across the Chimera, Pegasus, and Zephyr device topologies. A grid-search over annealing times and the minor embedding chain strengths is performed in order to determine the level of reasonable performance for each device and problem type. Experiment metrics that are reported are approximation ratios for non-broken chain samples, chain break proportions, and time-to-solution for the maximum clique problem instances. How fairly the quantum annealers sample optimal maximum cliques, for instances which contain multiple maximum cliques, is quantified using entropy of the measured ground state distributions. The newest generation of quantum annealing hardware, which has a Zephyr hardware connectivity, performed the best overall with respect to approximation ratios and chain break frequencies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC

Graph-Based Modeling and Decomposition of Hierarchical Optimization Problems

We present a graph-theoretic modeling approach for hierarchical optimization that leverages the OptiGraph abstraction implemented in the Julia package Plasmo.jl. We show that the abstraction is flexible and can effectively capture complex hierarchical connectivity that arises from decision-making over multiple spatial and temporal scales (e.g., integration of planning, scheduling, and operations in manufacturing and infrastructures). We also show that the graph abstraction facilitates the conceptualization and implementation of decomposition and approximation schemes. Specifically, we propose a graph-based Benders decomposition (gBD) framework that enables the exploitation of hierarchical (nested) structures and that uses graph aggregation/partitioning procedures to discover such structures. In addition, we provide a Julia implementation of gBD, which we call PlasmoBenders.jl. We illustrate the capabilities using examples arising in the context of energy and power systems.

97 MATHEMATICS AND COMPUTING

Classical optimization with imaginary-time block encoding on quantum computers: The MaxCut problem

Optimization problems in finance, physics, and computer science are typically very hard to tackle in classical computing; quantum computing could help speed up computations and provide efficient methods for tackling large problems. Typically, to treat a problem with a quantum computer, the optimal solution is cast as the ground state of a diagonal Hamiltonian. Here, we develop a method, called imaginary-time evolution block encoding (ITE-BE), based on a recent imaginary-time algorithm, which requires no variational parameter optimization, as all parameters can be derived analytically from the target Hamiltonian. We also demonstrate that our method can be successfully combined with other quantum algorithms such as the quantum approximate optimization algorithm (QAOA). For illustration, here we study the MaxCut problem. We find that the QAOA ansatz increases the postselection success of ITE-BE, and shallow QAOA circuits, when boosted with ITE-BE, achieve better performance than deeper QAOA circuits. For the special case of the transverse initial state, we adapt our block-encoding scheme to allow for a deterministic application of the first layer of the circuit.

Zhong, Dawei [University of Southern California, L

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems

Quantum annealing for combinatorial optimization: a benchmarking study

Quantum annealing (QA) has the potential to significantly improve solution quality and reduce time complexity in solving combinatorial optimization problems compared to classical optimization methods. However, due to the limited number of qubits and their connectivity, the QA hardware did not show such an advantage over classical methods in past benchmarking studies. Recent advancements in QA with more than 5000 qubits, enhanced qubit connectivity, and the hybrid architecture promise to realize the quantum advantage. Here, we use a quantum annealer with state-of-the-art techniques and benchmark its performance against classical solvers. To compare their performance, we solve over 50 optimization problem instances represented by large and dense Hamiltonian matrices using quantum and classical solvers. The results demonstrate that a state-of-the-art quantum solver has higher accuracy (~0.013%) and a significantly faster problem-solving time (~6561×) than the best classical solver. Our results highlight the advantages of leveraging QA over classical counterparts, particularly in hybrid configurations, for achieving high accuracy and substantially reduced problem solving time in large-scale real-world optimization problems.

97 MATHEMATICS AND COMPUTING

Analysis of the Trusted Inertial Terrain-Aided Navigation Measurement Function

The trusted inertial terrain-aided navigation (TITAN) algorithm leverages an airborne vertical synthetic aperture radar to measure the range to the closest ground points along several prescribed iso-Doppler contours. These TITAN minimum-range, prescribed-Doppler measurements are the result of a constrained nonlinear optimization problem whose optimization function and constraints both depend on the radar position and velocity. Owing to the complexity of this measurement definition, analysis of the TITAN algorithm is lacking in prior work. This publication offers such an analysis, making the following three contributions: (1) an analytical solution to the TITAN constrained optimization measurement problem, (2) a derivation of the TITAN measurement function Jacobian, and (3) a derivation of the Cramér-Rao lower bound on the estimated position and velocity error covariance. These three contributions are verified via Monte Carlo simulations over synthetic terrain, which further reveal two remarkable properties of the TITAN algorithm: (1) the along-track positioning errors tend to be smaller than the cross-track positioning errors, and (2) the cross-track positioning errors are independent of the terrain roughness.

TITAN

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization

Toward real-time optimization through model reduction and model discrepancy sensitivities

Optimization problems arise in a range of scenarios, from optimal control to model parameter estimation. In many applications, such as the development of digital twins, it is essential to solve these optimization problems within wall-clock-time limitations. However, this is often unattainable for complex systems, such as those modeled by nonlinear partial differential equations. One strategy for mitigating this issue is to construct a reduced-order model (ROM) that enables more rapid optimization. In particular, the use of nonintrusive ROMs—those that do not require access to the full-order model at evaluation time—is popular because they facilitate the computation of optimization solutions within the wall-clock time requirements. However, the optimization solution will be unreliable if the iterates move outside the ROM training data. This article proposes the use of hyper-differential sensitivity analysis with respect to model discrepancy (HDSA-MD) as a computationally efficient tool to augment ROM-constrained optimization and improve its reliability. The proposed approach consists of two phases: (i) an offline phase where several full-order model evaluations are computed to train the ROM, and (ii) an online phase where a ROM-constrained optimization problem is solved, a limited number of full-order model evaluations are computed, and HDSA-MD is used to enhance the optimization solution. Numerical results are demonstrated for two examples, atmospheric contaminant control and wildfire ignition location estimation, in which a ROM is trained offline using inaccurate atmospheric data. In conclusion, the HDSA-MD update yields a significant improvement in the ROM-constrained optimization solution using only one full-order model evaluation online with corrected atmospheric data.

PDE-constrained optimization

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization

Adiabatic quantum support vector machines

Adiabatic quantum computers can solve difficult optimization problems (e.g., the quadratic unconstrained binary optimization problem), and they seem well suited to train machine learning models. In this paper, we describe an adiabatic quantum approach for training support vector machines. We show that the time complexity of our quantum approach is an order of magnitude better than the classical approach. Next, we compare the test accuracy of our quantum approach against a classical approach that uses the Scikit-learn library in Python across five benchmark datasets (Iris, Wisconsin Breast Cancer (WBC), Wine, Digits, and Lambeq). We show that our quantum approach obtains accuracies on par with the classical approach. Finally, we perform a scalability study in which we compute the total training times of the quantum approach and the classical approach with an increasing number of features and an increasing number of data points in the training dataset. In conclusion, our scalability results show that the quantum approach obtains a 3.5–4.5x speedup over the classical approach on datasets with many (millions of) features.

Computational Complexity

Distributed quantum approximate optimization algorithm on a quantum-centric supercomputing architecture

Quantum approximate optimization algorithm (QAOA) has shown promise in solving combinatorial optimization problems by providing quantum speedup on near-term gate-based quantum computing systems. However, QAOA faces challenges for high-dimensional problems due to the large number of qubits required and the complexity of deep circuits, limiting its scalability for real-world applications. In this study, we present a distributed QAOA (DQAOA), which leverages distributed computing strategies to decompose a large computational workload into smaller tasks that require fewer qubits and shallower circuits than are necessary to solve the original problem. These sub-problems are processed using a combination of high-performance and quantum computing resources. The global solution is iteratively updated by aggregating sub-solutions, allowing convergence toward the optimal solution. We demonstrate that DQAOA can handle considerably large-scale optimization problems (e.g., 1000-bit problem), achieving a high solution quality and short time-to-solution, outperforming existing strategies. Furthermore, we realize DQAOA on a quantum-centric supercomputing architecture, paving the way for practical applications of gate-based quantum computers in real-world optimization tasks. To extend DQAOA’s applicability to materials science, we further develop an active learning algorithm integrated with our DQAOA (AL-DQAOA), which involves machine learning, DQAOA, and active data production in an iterative loop. We successfully optimize photonic structures using AL-DQAOA, indicating that solving real-world optimization problems using gate-based quantum computing is feasible. We expect the proposed DQAOA to be applicable to a wide range of optimization problems and AL-DQAOA to find broader applications in material design.

Kim, Seongmin [ORNL] (ORCID:0000000159063004)

Fast methods for multisite charge transfer processes. I. Constrained, state averaged CASSCF(1,n) and CASSCF(2n − 1,n) simulations

We design a dynamically weighted state-averaged constrained complete active space self-consistent field (DW-SA-cCASSCF) algorithm to treat electrons or holes moving between n molecular fragments (where n can be larger than 2). Within such a so-called eDSCn/hDSCn approach, we consider configurations that are mutually single excitations of each other, and we apply a generalized set of constraints to tailor the method for studying charge transfer problems. The constrained optimization problem is efficiently solved using a DIIS-SQP algorithm, thus maintaining computational efficiency. We demonstrate the method for a finite Su–Schrieffer–Heeger chain, successfully reproducing the expected exponential decay of diabatic couplings with distance. When combined with a gradient, the current extension immediately enables efficient nonadiabatic dynamics simulations of complex multi-state charge transfer processes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Stress evolution and creep deformation in solid-oxide electrolysis cell systems – Dynamic modeling and multi-objective optimization to maximize stack life and efficiency

Here, this study develops a thermal stress model of solid-oxide electrolysis cells (SOECs) including a model for creep strain and failure probability that is integrated with a dynamic plant-wide model of a hydrogen production process. Uncertainties in key material properties of the cell are quantified to assess their impact on stress profile variability. The oxygen electrode is found to have about 10 times higher failure probability compared to the fuel electrode. The study shows that if the stack operation is not optimized, cycling operation would lead to stress build-up eventually leading to catastrophic failure. A dynamic optimization problem is set up for obtaining the optimal operational profile considering a variable hydrogen production rate. Due to the tradeoff between the efficiency and stress build-up, the dynamic optimization problem is multi-objective. It is observed that the optimizer can considerably reduce the stress build-up (i.e., can increase the stack life) albeit at the cost of a lower efficiency thus exhibiting strong tradeoffs between capital and operating costs. For example, if the stack would be replaced in 0.5 yr, specific energy requirement would be 48.5 kWh/kg H 2 while for a stack replacement time of about 6 yr, the specific energy requirement rises by about 4.2 %.

SOEC