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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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All sourcesNASA NTRSDOE OSTI
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

Nonnegative canonical tensor decomposition with linear constraints: nnCANDELINC

Abstract There is an emerging interest for tensor factorization applications in big‐data analytics and machine learning. To speed up the factorization of extra‐large datasets, organized in multidimensional arrays (also known as tensors), easy to compute compression‐based tensor representations, such as, Tucker and tensor train formats, are used to approximate the initial large‐tensor. Further, tensor factorization is used to extract latent features that can facilitate discoveries of new mechanisms and signatures hidden in the data, where the explainability of the latent features is of principal importance. Nonnegative tensor factorization extracts latent features that are naturally sparse and parts of the data, which makes them easily interpretable. However, to take into account available domain knowledge and subject matter expertise, often additional constraints need to be imposed, which lead us to canonical decomposition with linear constraints (CANDELINC), a canonical polyadic decomposition with rank deficient factors. In CANDELINC, Tucker compression is used as a preprocessing step, which lead to a larger residual error but to more explainable latent features. Here, we propose a nonnegative CANDELINC (nnCANDELINC) accomplished via a specific nonnegative Tucker decomposition; we refer to as minimal or canonical nonnegative Tucker. We derive several results required to understand the specificity of nnCANDELINC, focusing on the difficulties of preserving the nonnegative rank of a tensor to its Tucker core and comparing the real valued to nonnegative case. Finally, we demonstrate nnCANDELINC performance on synthetic and real‐world examples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A Sparse and Low Rank Penalized Signal Decomposition Model with Constraints: Anomaly Detection in PV Systems

Recently, robust PCA has seen its wide application in various industries for its ability to perform the task of anomaly detection. The essence of robust PCA approach is to break down the signal into a low rank component and sparse component. In many applications, a simple breakdown of the signal without accounting for the signs of low rank components and sparse components would violate the physical constraints of the decomposed signal. In addition, often times, the signals in the real world collected for a long duration has smooth changes within a day and between days. As an example, the power signals collected in a photovoltaic (PV) system are cyclostationary, exhibiting these characteristics. Neglecting the smoothness of signals would result in miss detection of anomalous signals which are smooth within a day but non-smooth between days and vice versa. In this paper, we developed a signal decomposition approach for the purpose of anomaly detection based on the idea of low rank and sparse decomposition taking into consideration the signs of the decomposed low rank and sparse components and the within-day and between-day smooth changes in the original signals. The proposed unsupervised approach for fault detection eliminates the need for faulty samples required by other machine learning methods. It does not require the full I-V characteristics to work. Furthermore, there is no need for complex modelling of PV systems as in the case of power loss analysis. Using Monte Carlo simulations, we demonstrate the ability of our proposed approach for detecting anomalies of different duration and severity in PV systems.

14 SOLAR ENERGY↗
DOE OSTI2020

Aerodynamic Data Fusion Toward the Digital Twin Paradigm

This paper considers the fusion of two aerodynamic data sets originating from differing types of physical or computer experiments. This paper specifically addresses the fusion of 1) noisy and in-complete fields from wind-tunnel measurements and 2) deterministic but biased fields from numerical simulations. These two data sources are fused in order to estimate the true field that best matches measured quantities that serve as the ground truth. For example, two sources of pressure fields about an aircraft are fused based on measured forces and moments from a wind-tunnel experiment. A fundamental challenge in this problem is that the true field is unknown and cannot be estimated with 100% certainty. A Bayesian framework is employed to infer the true fields conditioned on measured quantities of interest; essentially a statistical correction to the data is performed. The fused data may then be used to construct more accurate surrogate models suitable for early stages of aerospace design. An extension of the proper orthogonal decomposition with constraints is also introduced to solve the same problem. In this work, both methods are demonstrated on fusing the pressure distributions for flow past the RAE2822 airfoil and the Common Research Model wing at transonic conditions. Comparison of both methods reveals that the Bayesian method is more robust when data are scarce and capable of also accounting for uncertainties in the data. Furthermore, given adequate data, the proper-orthogonal-decomposition-based and Bayesian approaches lead to surprisingly similar results.

42 ENGINEERING↗
DOE OSTI2021

Parallelized POD-based suboptimal economic model predictive control of a state-constrained Boussinesq approximation

Motivated by an energy efficient building application, we want to optimize a quadratic cost functional subject to the Boussinesq approximation of the Navier-Stokes equations and to bilateral state and control constraints. Since the computation of such an optimal solution is numerically costly, we design an efficient strategy to compute a sub-optimal (but applicationally acceptable) solution with significantly reduced computational effort. We employ an economic Model Predictive Control (MPC) strategy to obtain a feedback control. The MPC sub-problems are based on a linear-quadratic optimal control problem subjected to mixed control and state constraints and a convection-diffusion equation, reduced with proper orthogonal decomposition. Finally, to solve each sub-problem, we apply a primal-dual active set strategy. The method can be fully parallelized, which enables the solution of large problems with real-world parameters.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Disjunctive linear separation conditions and mixed-integer formulations for aircraft conflict resolution

In this paper, we address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive linear separation conditions. We first examine the two-dimensional aircraft conflict resolution problem with speed and heading control represented as continuous decision variables. We show that the proposed disjunctive linear separation conditions are equivalent to the classical nonlinear conditions for aircraft separation. Further, we characterise conflict-free trajectories based on aircraft velocity bounds and propose a simple pre-processing algorithm to identify aircraft pairs which are either always conflict-free, or which cannot be separated using speed and heading control only. We then incorporate altitude control and propose a lexicographic optimisation formulation that aims to minimise the number of flight level changes before resolving outstanding conflicts via two-dimensional velocity control. The proposed mixed-integer programming formulations are nonconvex, and we propose convex relaxations, decomposition methods and constraint generation algorithms to solve the two-dimensional and lexicographic optimisation formulations to guaranteed optimality. Numerical experiments on four types of conflict resolution benchmarking instances are conducted to test the performance of the proposed mixed-integer formulations. Further, the proposed method is compared against two benchmarks based on state-of-the-art approaches for the aircraft conflict resolution problem. Our numerical results show that the proposed method largely outperforms both benchmarks in terms of runtime and is able to solve significantly more instances to global optimality.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Quantum Many-Body Theory from a Solution of the N -Representability Problem

Here, in this study, we present a many-body theory based on a solution of the N-representability problem in which the ground-state two-particle reduced density matrix (2-RDM) is determined directly without the many-particle wave function. We derive an equation that re-expresses physical constraints on higher-order RDMs to generate direct constraints on the 2-RDM, which are required for its derivation from an N-particle density matrix, known as N-representability conditions. The approach produces a complete hierarchy of 2-RDM constraints that do not depend explicitly upon the higher RDMs or the wave function. By using the two-particle part of a unitary decomposition of higher order constraint matrices, we can solve the energy minimization by semidefinite programming in a form where the low-rank structure of these matrices can be potentially exploited. We illustrate by computing the ground-state electronic energy and properties of the H 8 ring.

74 ATOMIC AND MOLECULAR PHYSICS↗
DOE OSTI2025

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗
DOE OSTI2024

Electric field effects during disruptions

Tokamak disruptions are associated with breaking magnetic surfaces, which makes magnetic field lines chaotic in large regions of the plasma. The enforcement of quasi-neutrality in a region of chaotic field lines requires an electric potential that has both short and long correlation distances across the magnetic field lines. The short correlation distances produce a Bohm-like diffusion coefficient ∼Te/eB and the long correlation distances aT produce a large scale flow ∼Te/eBaT. This cross-field diffusion and flow are important for sweeping impurities into the core of a disrupting tokamak. The analysis separates the electric field in a plasma into the sum of a divergence-free, E→B, and a curl-free, E→q, part, a Helmholtz decomposition. The divergence-free part of E→ determines the evolution of the magnetic field. The curl-free part enforces quasi-neutrality, E→q=−∇→Φq. Magnetic helicity evolution gives the required boundary condition for a unique Helmholtz decomposition and an unfortunate constraint on steady-state tokamak maintenance.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2019

Unitarization from geometry

We study the perturbative unitarity of scattering amplitudes in general dimensional reductions of Yang–Mills theories and general relativity on closed internal manifolds. For the tree amplitudes of the dimensionally reduced theory to have the expected high-energy behavior of the higher-dimensional theory, the masses and cubic couplings of the Kaluza–Klein states must satisfy certain sum rules that ensure there are nontrivial cancellations between Feynman diagrams. These sum rules give constraints on the spectra and triple overlap integrals of eigenfunctions of Laplacian operators on the internal manifold and can be proven directly using Hodge and eigenfunction decompositions. One consequence of these constraints is that there is an upper bound on the ratio of consecutive eigenvalues of the scalar Laplacian on closed Ricci-flat manifolds with special holonomy. This gives a sharp bound on the allowed gaps between Kaluza–Klein excitations of the graviton that also applies to Calabi–Yau compactifications of string theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

A Scalable Mixed-Integer Decomposition Method for Security-Constrained Optimal Power Flow with Complementarity Constraints

This project aimed to develop a scalable algorithm for security-constrained optimal power flow (SCOPF) under contingency scenarios. In particular, the SCOPF problem targeted in the GO Competition is challenging because of the nonconvexity, its nonsmoothness, and the problem size, which increases with the number of contingency events. Complementarity constraints imposed in post-contingency variables are particularly challenging because they lead to a violation of constraint qualifications at any feasible point.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A Lagrangian dual method for two-stage robust optimization with binary uncertainties

This report presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably Benders decomposition and column-and-constraint generation, compute worst-case parameter realizations by solving mixed-integer bilinear optimization subproblems. However, their numerical solution can be computationally expensive not only due to their resulting large size after reformulating the bilinear terms, but also because decision-independent bounds on their variables are typically unknown. We propose an alternative Lagrangian dual method that circumvents these difficulties and is readily integrated in either algorithm. We specialize the method to problems where the binary parameters switch on or off constraints as these are commonly encountered in applications, and discuss extensions to problems that lack relatively complete recourse and to those with integer recourse. Numerical experiments provide evidence of significant computational improvements over existing methods.

42 ENGINEERING↗
DOE OSTI2020

Determination of latent dimensionality in international trade flow

Currently, high-dimensional data is ubiquitous in data science, which necessitates the development of techniques to decompose and interpret such multidimensional (aka tensor) datasets. Finding a low dimensional representation of the data, that is, its inherent structure, is one of the approaches that can serve to understand the dynamics of low dimensional latent features hidden in the data. Moreover, decomposition methods with non-negative constraints are shown to extract more insightful factors. Nonnegative RESCAL is one such technique, particularly well suited to analyze self-relational data, such as dynamic networks found in international trade flows. Particularly, non-negative RESCAL computes a low dimensional tensor representation by finding the latent space containing multiple modalities. Furthermore, estimating the dimensionality of this latent space is crucial for extracting meaningful latent features. Here, to determine the dimensionality of the latent space with non-negative RESCAL, we propose a latent dimension determination method which is based on clustering of the solutions of multiple realizations of non-negative RESCAL decompositions. We demonstrate the performance of our model selection method on synthetic data. We then apply our method to decompose a network of international trade flows data from International Monetary Fund and shows that with a correct latent dimension determination, the resulting features are able to capture relevant empirical facts from economic literature.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A Surrogate-Based Asynchronous Decomposition Technique for Realistic Security-Constrained Optimal Power Flow Problems

Here we present a decomposition approach for obtaining good feasible solutions for the security-constrained, alternating-current, optimal power flow (SC-AC-OPF) problem at an industrial scale and under real-world time and computational limits. The approach was designed while preparing and participating in ARPA-E’s Grid Optimization Competition (GOC) Challenge 1. The challenge focused on a near-real-time version of the SC-AC-OPF problem, where a base operating point is optimized, taking into account possible single-element contingencies, after which the system adapts its operating point following the response of automatic frequency droop controllers and voltage regulators. Our solution approach for this problem relies on state-of-the-art nonlinear programming algorithms, and it employs nonconvex relaxations for complementarity constraints, a specialized two-stage decomposition technique with sparse approximations of recourse terms and contingency ranking and prescreening. The paper describes and justifies our approach and outlines the features of its implementation, including functions and derivatives evaluation, warm-starting strategies, and asynchronous parallelism. We discuss the results of the independent benchmark of our approach by ARPA-E’s GOC team in Challenge 1, where it was found to consistently produce high-quality solutions across a wide range of network sizes and difficulty, and conclude by outlining future extensions of the approach.

97 MATHEMATICS AND COMPUTING↗