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17 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
DOE OSTI2025

Physics-Informed Neural Networks for PDE-Constrained Optimization and Control

The goal of optimal control is to determine a sequence of inputs for maximizing or minimizing a given performance criterion subject to the dynamics and constraints of the system under observation. This work introduces Control Physics-Informed Neural Networks (PINNs), which simultaneously learn both the system states and the optimal control signal in a single-stage framework that leverages the system’s underlying physical laws. While prior approaches often follow a two-stage process-modeling, the system first and then devising its control—the presented novel framework embeds the necessary optimality conditions directly into the network architecture and loss function. We demonstrate the effectiveness of the novel methodology by solving various open-loop optimal control problems governed by analytical, one-dimensional, and two-dimensional partial differential equations (PDEs).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

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 ↗
DOE OSTI2024

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Machine learning models for PDE constrained optimization

Partial differential equation (PDE)-constrained optimization problems arise in a variety of scientific and engineering applications, such as topology optimization, electrodynamics, fluid dynamics, and structural dynamics. However, these problems are often challenging and computationally expensive to solve, due to the need to solve the PDEs within the optimization loop. One approach to reducing the computational cost of these methods while providing convergence guarantees is through inexact trust region methods; this method uses lower fidelity solutions of the PDE at early stages of the optimization and adjusts the required accuracy of inexact PDE solvers as the optimization progresses. In this work, we explore the use of machine learning based surrogate models with these inexact trust region methods. We first demonstrate the potential of this approach by using Gaussian processes as the surrogate model and test this on a simple PDE-constrained optimization problem. We then document explorations into improving the computational costs of evolutional deep neural network / neural Galerkin methods, with the eventual goal of using these methods with the inexact trust region algorithms. We are able to speed up these approaches, albeit at the cost of lower accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗
DOE OSTI2025

Efficient proximal subproblem solvers for a nonsmooth trust-region method

In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures the trial iterate produces sufficient decrease of the subproblem model. In this paper, we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. Finally, we compare algorithm performance on examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Memory-efficient nonsmooth dynamic optimization using adaptive randomized compression

Dynamic optimization problems arise in many applications including flow control, full waveform inversion, and medical imaging. These problems are plagued by significant computational challenges. One such challenge — and the focus of this work — is the memory limitation induced by the size of the underlying dynamical system. In particular, the entire dynamic trajectory is required for derivative computation and therefore must be stored or recomputed using, e.g., checkpointing. Although recent work demonstrated the use of adaptive randomized sketching to overcome the memory challenge, that work only applies to smooth unconstrained problems, prohibiting its use for nonsmooth regularized and constrained problems. The inclusion of nonsmooth regularizers and constraints is critical as they often arise in an attempt to preserve certain physical properties or to promote sparsity. To solve these problems, we introduce a trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function that leverages randomized sketching to compress the dynamical system trajectories and adaptively adjust the sketch rank to satisfy a gradient inexactness condition. We prove convergence of this algorithm and demonstrate that it achieves substantial memory reduction on three discretized PDE-constrained optimization applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Extremized nonlinear and linearized responses in soft metamaterials enabled by gradient-based design and grayscale digital light processing

In this study, we develop a gradient-based design approach that exploits grayscale digital light processing (DLP) 3D printing for extremizing the nonlinear and linearized response of soft metamaterials — materials that harness engineered geometric instabilities to undergo large and programmable changes in configuration. Grayscale DLP approaches modulate local mechanical properties at the pixel scale by tuning the light intensity within a single grayscale image, unlocking an exceptionally large design space. To effectively navigate this space, we develop smooth mappings between local light intensity values and global quantities of interest that characterize the behavior of soft metamaterials. Enabling these smooth mappings are robust and differentiable nonlinear finite element simulations powered by a trust region solver. A PDE-constrained optimization problem is then solved to invert these mappings and produce light intensity distributions that endow the printed part with varying stiffness and flexibility in distinctive regions. It is shown that optimizing the distribution of soft and stiff phases throughout a metamaterial structure results in markedly different buckling and self-contact configurations to drive extremized nonlinear compression and linearized vibration responses. Optimized light intensity distributions are translated to grayscale images and directly used to print soft metamaterial samples, showing remarkable agreement between the buckling and self-contact response in simulated and measured deformed configurations.

Additive manufacturing↗
DOE OSTI2026

PDE-constrained high-order mesh optimization

Here, we present a novel framework for PDE-constrained r-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality metric and a measure of the accuracy of the PDE solution obtained via finite element discretization. The proposed formulation achieves optimized, well-defined high-order meshes by integrating mesh quality control, PDE solution accuracy, and robust gradient regularization. We adopt the Target-Matrix Optimization Paradigm to control geometric properties across the mesh, independent of the PDE of interest. To incorporate the accuracy of the PDE solution, we introduce error measures that control the finite element discretization error. The implicit dependence of these error measures on the mesh nodal positions is accurately captured by adjoint sensitivity analysis. Additionally, a convolution-based gradient regularization strategy is used to ensure stable and effective adaptation of high-order meshes. We demonstrate that the proposed framework can improve mesh quality and reduce the error by up to 10 times for the solution of Poisson and linear elasto-static problems. The approach is general with respect to the dimensionality, the order of the mesh, the types of mesh elements, and can be applied to any PDE that admits well-defined adjoint operators.

Computer science↗
DOE OSTI2025

Domain Decomposition for Integer Optimal Control with Total Variation Regularization

Total variation integer optimal control problems admit solutions and necessary optimality conditions via geometric variational analysis. In spite of the existence of said solutions, algorithms which solve the discretized objective suffer from high numerical cost associated with the combinatorial nature of integer programming. Hence, such methods are often limited to small and medium-sized problems. We propose a globally convergent, coordinate descent–inspired algorithm that allows tractable subproblem solutions restricted to a partition of the domain. Our decomposition method solves relatively small trust-region subproblems that modify the control variable on a subdomain only. Given nontrivial subdomain overlap, we prove that a global first-order necessary optimality condition is equivalent to a first-order necessary optimality condition per subdomain. We additionally show that a sufficient decrease is achieved on a single subdomain by way of a trust-region subproblem solver using geometric measure–theoretic arguments, which we integrate with a greedy patch selection to prove convergence of our algorithm. In conclusion, we demonstrate the practicality of our algorithm on a benchmark large-scale, PDE-constrained integer optimal control problem and find that our method is faster than the state of the art.

domain decomposition↗
DOE OSTI2026

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↗
DOE OSTI2025

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↗
DOE OSTI2025

A comparative study of calibration techniques for finite strain elastoplasticity: Numerically-exact sensitivities for FEMU and VFM

Accurate identification of material parameters is crucial for predictive modeling in computational mechanics. Here, the two primary approaches in the experimental mechanics community for calibration from full-field digital image correlation data are known as finite element model updating (FEMU) and the virtual fields method (VFM). In VFM, the objective function is a squared mismatch between internal and external virtual work or power. In FEMU, the objective function quantifies the weighted mismatch between model predictions and corresponding experimentally measured quantities of interest. It is minimized by iteratively updating the parameters of an FE model. While FEMU is seen as more flexible, VFM is commonly used instead of FEMU due to its considerably greater computational expense. However, comparisons between the two methods usually involve approximations of gradients or sensitivities with finite difference schemes, thereby making direct assessments difficult. Hence, in this study, we compare VFM and FEMU in the context of numerically-exact sensitivities obtained through local sensitivity analyses and the application of automatic differentiation software. To this end, we conduct a series of test cases to assess both methods under practical challenges using a finite strain elastoplasticity model.

Automatic differentiation↗