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At least 19 records

Quantum Interior Point Methods for Semidefinite Optimization

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact search direction and is not guaranteed to explore only feasible points; the second scheme uses a nullspace representation of the Newton linear system to ensure feasibility even with inexact search directions. The second is a novel scheme that might seem impractical in the classical world, but it is well-suited for a hybrid quantum-classical setting. We show that both schemes converge to an optimal solution of the semidefinite optimization problem under standard assumptions. By comparing the theoretical performance of classical and quantum interior point methods with respect to various input parameters, we show that our second scheme obtains a speedup over classical algorithms in terms of the dimension of the problem n , but has worse dependence on other numerical parameters.

Augustino, Brandon↗

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

Application of the Spectral Element Method to Interior Noise Problems

The primary effort of this research project was focused the development of analytical methods for the accurate prediction of structural acoustic noise and response. Of particular interest was the development of curved frame and shell spectral elements for the efficient computational of structural response and of schemes to match this to the surrounding fluid.

Doyle, James F.↗

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

Development and experimental evaluation of new building air leakage measurement methods: measurement of interior air leaks and comparison to conventional methods

Building air leaks (both through exterior and interior surfaces) can have a significant impact on energy consumption, indoor air quality, fire safety, and moisture accumulation affecting structural durability. Blower door testing has been used to measure leaks in buildings, but commonly used testing methods do not directly measure interior leaks. In this paper, new testing methods (guarded interior test and zonal multipoint pressure testing method) are presented that directly measure these interior leaks, utilizing common blower door equipment for both single and multi-point testing. Furthermore, these new methods are compared to conventional methods in terms of the information provided, limitations and time/effort needed. In addition, building leak measurement results are analyzed to reveal a) coupling between power law model values (exponent and coefficient) for an ensemble of buildings, b) the error in using single point testing when estimating low pressure leakage, and c) how building power law models vary from low to high pressure ranges.

99 GENERAL AND MISCELLANEOUS↗

HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Here, we propose a solution strategy for the large indefinite linear systems arising in interior methods for nonlinear optimization. The method is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for sparse indefinite systems is the LBLT factorization where L is a lower triangular matrix and B is 1×1 or 2×2 block diagonal. However, this requires pivoting, which substantially increases communication cost and degrades performance on GPUs. Our approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solver on the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach on large optimal power flow problems and show that it can efficiently utilize GPUs and outperform LBL T factorization of the full system.

97 MATHEMATICS AND COMPUTING↗

An optimization program based on the method of feasible directions: Theory and users guide

The theory and user instructions for an optimization code based on the method of feasible directions are presented. The code was written for wide distribution and ease of attachment to other simulation software. Although the theory of the method of feasible direction was developed in the 1960's, many considerations are involved in its actual implementation as a computer code. Included in the code are a number of features to improve robustness in optimization. The search direction is obtained by solving a quadratic program using an interior method based on Karmarkar's algorithm. The theory is discussed, focusing on the important and often overlooked role played by the various parameters guiding the iterations within the program. Also discussed is a robust approach for handling infeasible starting points. The code was validated by solving a variety of structural optimization test problems that have known solutions obtained by other optimization codes. It has been observed that this code is accurate and robust: it has solved a variety of problems from different starting points. However, the code is inefficient in that it takes considerable CPU time as compared with certain other available codes. Further work is required to improve its efficiency while retaining its robustness.

Ashok D. Belegundu↗

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↗

Observational Effects of Magnetism in O Stars: Surface Nitrogen Abundances

Aims. We investigate the surface nitrogen content of the six magnetic O stars known to date as well as of the early B-type star Tau Sco.. We compare these abundances to predictions of evolutionary models to isolate the effects of magnetic field on the transport of elements in stellar interiors. Methods. We conduct a quantitative spectroscopic analysis of the ample stars with state-of-the-art atmosphere models. We rely on high signal-to-noise ratio, high resolution optical spectra obtained with ESPADONS at CFHT and NARVAL at TBL. Atmosphere models and synthetic spectra are computed with the code CMFGEN. Values of N/H together with their uncertainties are determined and compared to predictions of evolutionary models. Results. We find that the magnetic stars can be divided into two groups: one with stars displaying no N enrichment (one object); and one with stars most likely showing extra N enrichment (5 objects). For one star (Ori C) no robust conclusion can be drawn due to its young age. The star with no N enrichment is the one with the weakest magnetic field, possibly of dynamo origin. It might be a star having experienced strong magnetic braking under the condition of solid body rotation, but its rotational velocity is still relatively large. The five stars with high N content were probably slow rotators on the zero age main sequence, but they have surface N/H typical of normal O stars, indicating that the presence of a (probably fossil) magnetic field leads to extra enrichment. These stars may have a strong differential rotation inducing shear mixing. Our results shOuld be viewed as a basis on which new theoretical simulations can rely to better understand the effect of magnetism on the evolution of massive stars.

Martins, F.↗

A Method to Solve Interior and Exterior Camera Calibration Parameters for Image Resection

An iterative method is presented to solve the internal and external camera calibration parameters, given model target points and their images from one or more camera locations. The direct linear transform formulation was used to obtain a guess for the iterative method, and herein lies one of the strengths of the present method. In all test cases, the method converged to the correct solution. In general, an overdetermined system of nonlinear equations is solved in the least-squares sense. The iterative method presented is based on Newton-Raphson for solving systems of nonlinear algebraic equations. The Jacobian is analytically derived and the pseudo-inverse of the Jacobian is obtained by singular value decomposition.

Samtaney, Ravi↗

Evaluation of ride quality prediction methods for helicopter interior noise and vibration environments

The results of a simulator study conducted to compare and validate various ride quality prediction methods for use in assessing passenger/crew ride comfort within helicopters are presented. Included are results quantifying 35 helicopter pilots discomfort responses to helicopter interior noise and vibration typical of routine flights, assessment of various ride quality metrics including the NASA ride comfort model, and examination of possible criteria approaches. Results of the study indicated that crew discomfort results from a complex interaction between vibration and interior noise. Overall measures such as weighted or unweighted root-mean-square acceleration level and A-weighted noise level were not good predictors of discomfort. Accurate prediction required a metric incorporating the interactive effects of both noise and vibration. The best metric for predicting crew comfort to the combined noise and vibration environment was the NASA discomfort index.

Leatherwood, J. D.↗

On the Convergence of Inexact Predictor-Corrector Methods for Linear Programming

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear system of equations at each iteration. In common applications of linear programming, particularly in machine learning and scientific computing, the size of this linear system can become prohibitively large, requiring the use of iterative solvers, which provide an approximate solution to the linear system. However, approximately solving the linear system at each iteration of an IPM invalidates the theoretical guarantees of common IPM analyses. To remedy this, we theoretically and empirically analyze (slightly modified) predictor-corrector IPMs when using approximate linear solvers: our approach guarantees that, when certain conditions are satisfied, the number of IPM iterations does not increase and that the final solution remains feasible. We also provide practical instantiations of approximate linear solvers that satisfy these conditions for special classes of constraint matrices using randomized linear algebra.

Dexter, Gregory↗

Development of fire test methods for airplane interior materials

Fire tests were conducted in a 737 airplane fuselage at NASA-JSC to characterize jet fuel fires in open steel pans (simulating post-crash fire sources and a ruptured airplane fuselage) and to characterize fires in some common combustibles (simulating in-flight fire sources). Design post-crash and in-flight fire source selections were based on these data. Large panels of airplane interior materials were exposed to closely-controlled large scale heating simulations of the two design fire sources in a Boeing fire test facility utilizing a surplused 707 fuselage section. Small samples of the same airplane materials were tested by several laboratory fire test methods. Large scale and laboratory scale data were examined for correlative factors. Published data for dangerous hazard levels in a fire environment were used as the basis for developing a method to select the most desirable material where trade-offs in heat, smoke and gaseous toxicant evolution must be considered.

Tustin, E. A.↗

Agglomeration-based geometric multigrid solvers for compact discontinuous Galerkin discretizations on unstructured meshes

Here, we present a geometric multigrid solver for the Compact Discontinuous Galerkin method through building a hierarchy of coarser meshes using a simple agglomeration method which handles arbitrary element shapes and dimensions. The method is easily extendable to other discontinuous Galerkin discretizations, including the Local DG method and the Interior Penalty method. We demonstrate excellent solver performance for Poisson's equation, provided a flux formulation is used for the operator coarsening and a suitable switch function chosen for the numerical fluxes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗