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At least 19 records

Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems

This paper focuses on a time-varying constrained nonconvex optimization problem, and considers the synthesis and analysis of online regularized primal-dual gradient methods to track a Karush-Kuhn-Tucker (KKT) trajectory. The proposed regularized primal-dual gradient method is implemented in a running fashion, in the sense that the underlying optimization problem changes during the execution of the algorithms. In order to study its performance, we first derive its continuous-time limit as a system of differential inclusions. We then study sufficient conditions for tracking a KKT trajectory, and also derive asymptotic bounds for the tracking error (as a function of the time-variability of a KKT trajectory). Further, we provide a set of sufficient conditions for the KKT trajectories not to bifurcate or merge, and also investigate the optimal choice of the parameters of the algorithm. Illustrative numerical results for a time-varying nonconvex problem are provided.

differential inclusion↗

Performance Analysis and Optimal Node-aware Communication for Enlarged Conjugate Gradient Methods

Krylov methods are a key way of solving large sparse linear systems of equations but suffer from poor strong scalability on distributed memory machines. Furthermore, this is due to high synchronization costs from large numbers of collective communication calls alongside a low computational workload. Enlarged Krylov methods address this issue by decreasing the total iterations to convergence, an artifact of splitting the initial residual and resulting in operations on block vectors. In this article, we present a performance study of an enlarged Krylov method, Enlarged Conjugate Gradients (ECG), noting the impact of block vectors on parallel performance at scale. Most notably, we observe the increased overhead of point-to-point communication as a result of denser messages in the sparse matrix-block vector multiplication kernel. Additionally, we present models to analyze expected performance of ECG, as well as motivate design decisions. Most importantly, we introduce a new point-to-point communication approach based on node-aware communication techniques that increases efficiency of the method at scale.

97 MATHEMATICS AND COMPUTING↗

An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinear complementarity problems arising in transportation networks. We develop an iteratively regularized incremental gradient method where at each iteration, agents communicate over a directed cycle graph to update their solution iterates using their local information about the objective and the mapping. The proposed method is single-timescale in the sense that it does not involve any excessive hard-to-project computation per iteration. We derive nonasymptotic agent-wise convergence rates for the suboptimality of the global objective function and infeasibility of the VI constraints measured by a suitably defined dual gap function. Finally, the proposed method appears to be the first fully iterative scheme equipped with iteration complexity that can address distributed optimization problems with VI constraints over cycle graphs.

convergence↗

Leveraging operator learning to accelerate convergence of the preconditioned conjugate gradient method

We propose a new deflation strategy to accelerate the convergence of the preconditioned conjugate gradient (PCG) method for solving parametric large-scale linear systems of equations. Unlike traditional deflation techniques that rely on eigenvector approximations or recycled Krylov subspaces, we generate the deflation subspaces using operator learning, specifically the Deep Operator Network (DeepONet). To this aim, we introduce two complementary approaches for assembling the deflation operators. The first approach approximates near-null space vectors of the discrete PDE operator using the basis functions learned by the DeepONet. The second approach directly leverages solutions predicted by the DeepONet. To further enhance convergence, we also propose several strategies for prescribing the sparsity pattern of the deflation operator. Here, a comprehensive set of numerical experiments encompassing steady-state, time-dependent, scalar, and vector-valued problems posed on both structured and unstructured geometries is presented and demonstrates the effectiveness of the proposed DeepONet-based deflated PCG method, as well as its generalization across a wide range of model parameters and problem resolutions.

Deflation↗

A Hybrid Gradient Method to Designing Bayesian Experiments for Implicit Models

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the model parameters. When the analytical expression of the MI is unavailable, e.g.,having implicit models with intractable data distributions, a neural network-based lower bound of the MI was recently proposed and a gradient ascent method was used to maximize the lower bound [1]. However, the approach in [1] requires a pathwise sampling path to compute the gradient of the MI lower bound with respect to the design variables, and such a pathwise sampling path is usually inaccessible for implicit models. In this work, we propose a hybrid gradient approach that leverages recent advances in variational MI estimator and evolution strategies (ES)combined with black-box stochastic gradient ascent (SGA) to maximize the MI lower bound. This allows the design process to be achieved through a unified scalable procedure for implicit models without sampling path gradients. Several experiments demonstrate that our approach significantly improves the scalability of BED for implicit models in high-dimensional design space.

Zhang, Jiaxin↗

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗

Enhancing ACPF Analysis: Integrating Newton-Raphson Method with Gradient Descent and Computational Graphs

This paper presents a new method for enhancing Alternating Current Power Flow (ACPF) analysis. The method integrates the Newton-Raphson (NR) method with Enhanced-Gradient Descent (GD) and computational graphs. The integration of renewable energy sources in power systems introduces variability and unpredictability, and this method addresses these challenges. It leverages the robustness of NR for accurate approximations and the flexibility of GD for handling variable conditions, all without requiring Jacobian matrix inversion. Furthermore, computational graphs provide a structured and visual framework that simplifies and systematizes the application of these methods. The goal of this fusion is to overcome the limitations of traditional ACPF methods and improve the resilience, adaptability, and efficiency of modern power grid analyses. We validate the effectiveness of our advanced algorithm through comprehensive testing on established IEEE benchmark systems. Furthermore, our findings demonstrate that our approach not only speeds up the convergence process but also ensures consistent performance across diverse system states, representing a significant advancement in power flow computation.

24 POWER TRANSMISSION AND DISTRIBUTION↗

The Gutzwiller conjugate gradient minimization method for correlated electron systems

In this report we review our recent work on the Gutzwiller conjugate gradient minimization method, an ab initio approach developed for correlated electron systems. The complete formalism has been outlined that allows for a systematic understanding of the method, followed by a discussion of benchmark studies of dimers, one- and two-dimensional single-band Hubbard models. In the end, we present some preliminary results of multi-band Hubbard models and large-basis calculations of F 2 to illustrate our efforts to further reduce the computational complexity.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

A Nonlocal-Gradient Descent Method for Inverse Design in Nanophotonics

Local-gradient-based optimization approaches lack nonlocal exploration abilityrequired for escaping from local minima when searching non-convex landscapes.A directional Gaussian smoothing (DGS) approach was recently proposed in [29]and used to define a truly nonlocal gradient, referred to as the DGS gradient, inorder to enable nonlocal exploration in high-dimensional black-box optimization.Promising results show that replacing the traditional local gradient with the nonlocalDGS gradient can significantly improve the performance of gradient-based methodsin optimizing highly multi-modal loss functions. However, the current DGS methodis designed for unbounded and uncontrained optimization problems, making itinapplicable to real-world engineering optimization problems where the tuningparameters are often bounded and the loss function is usually constrained byphysical processes. In this work, we propose to extend to the DGS approachto the constrained inverse design framework in order to find better optima ofmulti-modal loss functions. A series of adaptive strategies for smoothing radiusand learning rate updating are developed to improve the computational efficiencyand robustness. Our methodology is demonstrated by an example of designing ananoscale wavelength demultiplexer, and shows superior performance compared tothe state-of-the-art approaches. By incorporating volume constraints, the optimizeddesign achieves an equivalently high performance but significantly reduces theamount of material usage.

Bi, Sirui↗

Solid Phase Gradient Alloying Method via ShAPE

Alloying has been used to confer desirable properties to various metallic systems since the bronze age. For example, Ni, Mn, and Cr are alloyed into an Fe matrix to make steel, which has improved strength and corrosion resistance (as displayed in Fig. 1). In addition to the type of alloying elements, the amount of alloying elements added into a matrix is also very critical for a material’s mechanical property, physical property, machinability, and cost. Conventionally, new alloys are discovered by combining alloy precursors and elemental constituents into a mixture and melting them together. The solidified product or ingot represents a usually non-homogeneous combination of the chemistry with a microstructure dictated by the physics of solidification. It is time and energy intensive to optimize the alloying amounts via the casting process and hence, economically not conducive to rapid alloy discovery. In addition, the cast microstructure seen in the as-cast ingot is often not the ideal, nor even desired structure for optimized performance. Cast materials often need further processing such as homogenization, annealing, and deformation work put in through rolling, forging, extruding, etc. to have favorable microstructures and properties. A faster method to discover new alloy combinations and evaluate them in their worked or processed form is needed. Recently, Laser Engineered Net Shaping was applied to fabricate gradient compositional material for alloy designing. However, the mechanical properties of this gradient alloy were poor due to the existence of impurities, oxidation and cracks that are inherent in the melt-solidification process. Because of these limitations, we propose to use a solid-phase process (ShAPE) to create bulk materials (extrudates) that vary in composition from one end of the extruded solid to the other. Various manufacturing methods for alloy design including conventional casting method, laser based combinatorial method and current solid phase gradient alloying method are displayed and compared in Fig. 2. ShAPE machine and a schematic of ShAPE process are displayed in Fig. 3. Starting material is processed by a rotating and plunging die to form an extrudate. We are proposing through this methodology to invent a new, bulk-scale combinatorial technique. With this novel technique, alloying element can be dissolved into the matrix with a continued gradient without bulk melting. Formation of inter-metallics and defects originating from melt processing can be avoided. In addition, the ShAPE process creates the mixed alloy chemistry, and meanwhile subjects the material to severe plastic strain, which induces the favorable “worked” microstructure. Products from the ShAPE process can be tested in hardness directly providing a path to rapid evaluation of mechanical properties. The ability to create graded structures using friction stir processing (FSP) has been demonstrated, however using the ShAPE process we believe will lead to much faster and higher fidelity results. When combined with high throughput screening methods of physical, mechanical and microstructural property characterization, efficiency and accuracy of alloy design can be significantly improved.

36 MATERIALS SCIENCE↗

A posteriori superlinear convergence bounds for block conjugate gradient

In this paper, we extend to the block case the a posteriori bound showing superlinear convergence of the conjugate gradient method developed by van der Vorst and Vuik in [J. Comput. Applied Math., 48 (1993), pp. 327–341]. That is, we obtain similar bounds but now for the block conjugate gradient method. We also present a series of computational experiments, illustrating the validity of the bound developed here as well as the bound by Simoncini and Szyld from [SIAM Review, 47 (2005), pp. 247–272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity and how this onset depends on the eigenvalue distribution and the block size.

97 MATHEMATICS AND COMPUTING↗

A Scalable Gradient Free Method for Bayesian Experimental Design with Implicit Models

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods have difficulties in efficiently estimating the posterior distribution and maximizing the mutual information (MI) between data and parameters. Recent work proposed the use of gradient ascent to maximize a lower bound on MI to deal with these issues. However, the approach requires a sampling path to compute the pathwise gradient of the MI lower bound with respect to the design variables, and such a pathwise gradient is usually inaccessible for implicit models. In this paper, we propose a novel approach that leverages recent advances in stochastic approximate gradient ascent incorporated with a smoothed variational MI estimator for efficient and robust BED. Without the necessity of pathwise gradients, our approach allows the design process to be achieved through a unified procedure with an approximate gradient for implicit models. Several experiments show that our approach outperforms baseline methods, and significantly improves the scalability of BED in high-dimensional problems.

Zhang, Jiaxin↗

Nucleon-pair approximation for nuclei from spherical to deformed regions

Here we model low-lying states of atomic nuclei in the nucleon-pair approximation of the shell model, using three approaches to select collective nucleon pairs: the generalized seniority scheme, the conjugate gradient method, and the Hartree-Fock approach. We find the collective pairs obtained from the generalized seniority scheme provide a good description for nearly spherical nuclei, and those from the conjugate gradient method or the Hartree-Fock approach work well for transitional and deformed nuclei. Our NPA calculations using collective pairs with angular momenta 0, 2, and 4 (denoted by S D G pairs) reproduce the nuclear shape evolution in the N = 26 isotones, Ca 46 , Ti 48 , Cr 50 , and Fe 52 , and yield good agreement with full configuration-interaction calculations of low-lying states in medium-heavy transitional and deformed nuclei: Ti 44 – 48 , Cr 48 , Cr 50 , Fe 52 , Zn 60 – 64 , Ge 64 , 66 , Mo 84 , and Xe 108 – 112 . Finally, using the S D G I -pair approximation we describe low-lying states of Ba 112 , 114 , cases difficult to reach by conventional configuration-interaction methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic average model methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. Here we present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

97 MATHEMATICS AND COMPUTING↗

An Efficient Numerical Algorithm for Solving Coupled Time-Dependent Ginzburg-Landau Equation for Superconductivity and Elasticity

A decoupled finite element algorithm is developed for simulating the vortex dynamics on an elastic superconductor which couples the time-dependent Ginzburg- Landau equation with the complex-valued superconducting order parameter and the vector-valued magnetic potential, and the elasticity equation. We present an iterative algorithm for the decoupled system arising from the time and spatial discretization using a combination of preconditioner, algebraic multigrid method (AMG) and preconditioned conjugate gradient method (PCG). The iterative algorithm allows us to perform large-scale three-dimensional simulations of mesoscale pattern formation during superconducting phase transitions with arbitrary elastic boundary conditions. Here, the performance and efficiency of the algorithm are numerically verified by several benchmark problems, exhibiting up to two orders of magnitude improvement depending on the scale of discrete system compared to the exact solver.

Efficiency↗