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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

TAO Users Manual (Rev. 3.15)

The Toolkit for Advanced Optimization (TAO) focuses on the development of algorithms and software for the solution of large-scale optimization problems on high-performance architectures. Areas of interest include unconstrained and bound-constrained optimization, nonlinear least squares problems, optimization problems with partial differential equation constraints, and variational inequalities and complementarity constraints. The development of TAO was motivated by the scattered support for parallel computations and the lack of reuse of external toolkits in current optimization software. Our aim is to produce high-quality optimization software for computing environments ranging from workstations and laptops to massively parallel high-performance architectures. Our design decisions are strongly motivated by the challenges inherent in the use of large-scale distributed memory architectures and the reality of working with large, often poorly structured legacy codes for specific applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods↗
DOE OSTI2025

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling↗
DOE OSTI2022

A Scalable Space-Time Domain Decomposition Approach for Solving Large Scale Nonlinear Regularized Inverse Ill Posed Problems in 4D Variational Data Assimilation

We address the development of innovative algorithms designed to solve the strong-constraint Four Dimensional Variational Data Assimilation (4DVar DA) problems in large scale applications. We present a space-time decomposition approach which employs the whole domain decomposition, i.e. both along the spacial and temporal direction in the overlapping case, and the partitioning of both the solution and the operator. Starting from the global functional defined on the entire domain, we get to a sort of regularized local functionals on the set of sub domains providing the order reduction of both the predictive and the Data Assimilation models. The algorithm convergence is developed. Performance in terms of reduction of time complexity and algorithmic scalability is discussed on the Shallow Water Equations on the sphere. The number of state variables in the model, the number of observations in an assimilation cycle, as well as numerical parameters as the discretization step in time and in space domain are defined on the basis of discretization grid used by data available at repository Ocean Synthesis/Reanalysis Directory of Hamburg University.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A moving discontinuous Galerkin finite element method with interface condition enforcement for compressible flows

A variation of moving discontinuous Galerkin finite element method with interface condition enforcement (MDG-ICE) is developed for solving the compressible Euler equations. The MDG-ICE method, originating from the work of Corrigan et al. [1], [2], [3], [4], is based on the space-time DG formulation, where both flow field and grid geometry are considered as independent variables and the conservation laws are enforced both on discrete elements and element interfaces. The element conservation laws are solved in the standard discontinuous solution space to determine conservative quantities, while the interface conservation is enforced using a variational formulation in a continuous space to determine discrete grid geometry. The resulting over-determined system of nonlinear equations arising from the MDG-ICE formulation can then be solved in a least-squares sense, leading to an unconstrained nonlinear least-squares problem that is regularized and solved by Levenberg-Marquardt method. A number of numerical experiments for both 1D unsteady and 2D steady state compressible flow problems are conducted to assess the accuracy and robustness of the MDG-ICE method. Numerical results obtained indicate that the MDG-ICE method is able to implicitly detect and track all types of discontinuities via interface conservation enforcement and satisfy the conservation law on both elements and interfaces via grid movement and grid management, demonstrating that an exponential rate of convergence for Sod and Lax-Harden shock tube problems can be achieved and highly accurate solutions without overheating to both double-rarefaction wave and Noh problems can be obtained.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection

Deep neural networks (DNNs) have achieved state-of-the-art performance across a variety of traditional machine learning tasks, e.g., speech recognition, image classification, and segmentation. The ability of DNNs to efficiently approximate high-dimensional functions has also motivated their use in scientific applications, e.g., to solve partial differential equations and to generate surrogate models. In this paper, we consider the supervised training of DNNs, which arises in many of the above applications. We focus on the central problem of optimizing the weights of the given DNN such that it accurately approximates the relation between observed input and target data. Devising effective solvers for this optimization problem is notoriously challenging due to the large number of weights, nonconvexity, data sparsity, and nontrivial choice of hyperparameters. To solve the optimization problem more efficiently, we propose the use of variable projection (VarPro), a method originally designed for separable nonlinear least-squares problems. Our main contribution is the Gauss--Newton VarPro method (GNvpro) that extends the reach of the VarPro idea to nonquadratic objective functions, most notably cross-entropy loss functions arising in classification. These extensions make GNvpro applicable to all training problems that involve a DNN whose last layer is an affine mapping, which is common in many state-of-the-art architectures. In our four numerical experiments from surrogate modeling, segmentation, and classification, GNvpro solves the optimization problem more efficiently than commonly used stochastic gradient descent (SGD) schemes. Finally, GNvpro finds solutions that generalize well, and in all but one example better than well-tuned SGD methods, to unseen data points.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Quasi-periodic travelling gravity–capillary waves

We present a numerical study of spatially quasi-periodic travelling waves on the surface of an ideal fluid of infinite depth. This is a generalization of the classic Wilton ripple problem to the case when the ratio of wavenumbers satisfying the dispersion relation is irrational. We propose a conformal mapping formulation of the water wave equations that employs a quasi-periodic variant of the Hilbert transform to compute the normal velocity of the fluid from its velocity potential on the free surface. We develop a Fourier pseudo-spectral discretization of the travelling water wave equations in which one-dimensional quasi-periodic functions are represented by two-dimensional periodic functions on the torus. This leads to an overdetermined nonlinear least-squares problem that we solve using a variant of the Levenberg–Marquardt method. We investigate various properties of quasi-periodic travelling waves, including Fourier resonances, time evolution in conformal space on the torus, asymmetric wave crests, capillary wave patterns that change from one gravity wave trough to the next without repeating and the dependence of wave speed and surface tension on the amplitude parameters that describe a two-parameter family of waves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Preconditioning for Hyper-reduction in Reduced Order Models

Many projection-based reduced order models (pROM) that utilize the governing equation and data to accelerate physical simulations can be applied to nonlinear dynamical systems. To avoid full order model (FOM) scale update for each time step, hyperreduction techniques are developed to sample high dimensional nonlinear terms. Our study aims to investigate if preconditioning the least-squares problem used for the nonlinear approximation can improve the robustness of the condition number of the problem while achieving high accuracy. In our study, we use the row-normalization matrix motivated by the Christoffel function as the preconditioner and solve the corresponding weighted least-squares problem. Numerical results for Lagrangian hydrodynamics examples are analyzed to explore how the preconditioner works compared to existing hyper-reduction techniques.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗
DOE OSTI2020

Subspace Methods in Multi-Parameter Seismic Full Waveform Inversion

In full waveform inversion (FWI) high-resolution subsurface model parameters are sought. FWI is normally treated as a nonlinear least-squares inverse problem, in which the minimum of the corresponding misfit function is found by updating the model parameters. When multiple elastic or acoustic properties are solved for, simple gradient methods tend to confuse parameter classes. This is referred to as parameter cross-talk; it leads to incorrect model solutions, poor convergence and strong dependence on the scaling of the different parameter types. Determining step lengths in a subspace domain, rather than directly in terms of gradients of different parameters, is a potentially valuable approach to address this problem. The particular subspace used can be defined over a span of different sets of data or different parameter classes, provided it involves a small number of vectors compared to those contained in the whole model space. Additionally, in a subspace method, the basis vectors are defined first, and a local minimum is found in the space spanned by these. We examine the application of the subspace method within acoustic FWI in determining simultaneously updates for velocity and density. We first discuss the choice of basis vectors to construct the spanned space, from linear updates by distinguishing only the contributions of different parameter classes towards nonlinear updates by adding the contributions of higher-order perturbations of each parameter class. The numerical character of FWI solutions generated via subspace methods involving different basis vectors is then analyzed and compared with traditional FWI methods. The subspace methods can provide better reconstructions of the model, especially for the velocity, as well as improved convergence rates, while the computational costs are still comparable with the traditional FWI methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

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↗
DOE OSTI2021

Joint inversion of electromagnetic measurements for the determination of water saturation profiles in concrete structures

Highlights: • DC-electrical and dielectric data are combined to estimate concrete saturation degree. • A joint inversion approach of the electromagnetic measurements is proposed. • The sensitivity of the measurements to the saturation model parameters is analysed. • The new joint approach was developed and is applied to synthetic and real data. • The benefits of the joint approach over the inversion of one data type are highlighted. Water saturation profiles in concrete are essential to assess its durability and can be determined using non-destructive techniques, especially the electric and the capacitive methods. In this paper, we propose a new inversion scheme where both resistivity and permittivity measurements are inverted jointly to retrieve the saturation profile. The finite element method is used to model the measurements in 3D, the concrete having a saturation profile with depth, represented by a continuous model taking the form of a Weibull curve with four parameters. A non-linear least-squares optimization based on the Levenberg-Marquardt scheme is developed for the inversion of measurements. Results show that information gathered from both measurements enriches the reconstructed profile, leading to a more reliable estimation of saturation profiles. We believe that the joint inversion method herein developed could lead to the study of more complex phenomena, such as the coupled water-chloride ingress.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Probabilistic Data Association for Orbital-Element Estimation Using Multistage Expectation–Maximization

Tracking space objects is important for managing space traffic and predicting collisions, but is difficult in part due to data association and orbit model uncertainty. Expectation–maximization (EM) is a commonly used tracking method that has not been widely considered for tracking space objects. The technique consists of iteratively computing data association probabilities with a set of current element estimates, and updating estimates of the elements by solving a nonlinear weighted least-squares regression problem where the weights are the data association probabilities. In this paper, we demonstrate the use of EM for probabilistic data association and orbital-element estimation by applying the technique to simulated data from two angles-only tracking scenarios. In both scenarios, EM provides correct data associations and accurate maximum likelihood estimates of orbital elements. One scenario considers tracking a single object in clutter and quantifies the improvement of the orbital-element estimates and data associations as the detection probability increases. However, standard application of EM requires knowing the number of objects or may fail when a large number of objects are present. To address these issues, this paper employs a multistage version of EM that is applicable when there are a large and possibly unknown number of objects.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms

Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.

42 ENGINEERING↗
DOE OSTI2021

Non-intrusive data-driven model reduction for differential–algebraic equations derived from lifting transformations

In this paper we present a non-intrusive data-driven approach for model reduction of nonlinear systems. The approach considers the particular case of nonlinear partial differential equations (PDEs) that form systems of partial differential–algebraic equations (PDAEs) when lifted to polynomial form. Such systems arise, for example, when the governing equations include Arrhenius reaction terms (e.g., in reacting flow models) and thermodynamic terms (e.g., the Helmholtz free energy terms in a phase-field solidification model). Using the known structured form of the lifted algebraic equations, the approach computes the reduced operators for the algebraic equations explicitly, using straightforward linear algebra operations on the basis matrices. The reduced operators for the differential equations are inferred from lifted snapshot data using operator inference, which solves a linear least squares regression problem. The approach is illustrated for the nonlinear model of solidification of a pure material. The lifting transformations reformulate the solidification PDEs as a system of PDAEs that have cubic structure. The operators of the lifted system for this solidification example have affine dependence on key process parameters, permitting us to learn a parametric reduced model with operator inference. Numerical experiments show the effectiveness of the resulting reduced models in capturing key aspects of the solidification dynamics.

42 ENGINEERING↗
DOE OSTI2024

A Data-Driven Approach for High-Impedance Fault Localization in Distribution Systems [SWR-24-13]

This software provides a data-driven approach for efficiently identifying high impedance faults (HIFs) in distribution systems. To tackle the nonlinearity of the voltage current trajectory of HIFs, we first formulate linear least squares problems to approximate the trajectory with piecewise functions. Then we collect the function features of all segments as inputs and use the support vector machine approach to efficiently identify HIFs at different locations.

Zhou, Yuqi↗
DOE OSTI2020

Online Parameter Estimation Methods for Adaptive Cruise Control Systems

Modeling Adaptive Cruise Control (ACC) vehicles enables the understanding of the impact of these vehicles on traffic flow. In this work, two online methods are used to provide real time system identification of ACC enabled vehicles. The first technique is a recursive least squares (RLS) approach, while the second method solves a nonlinear joint state and parameter estimation problem via particle filtering (PF). We provide a parameter identifiability analysis for both methods to analytically show that the model parameters are not identifiable using equilibrium driving. The accuracy and computational runtime of the online methods are compared to a commonly used offline simulation-based optimization (i.e., batch optimization) approach. The methods are tested on synthetic data as well as on empirical data collected directly from a 2019 model year ACC vehicle using data from sensors that are part of the stock ACC system. The online methods are scalable and provide comparable accuracy to the batch method. RLS runs in real time and is two orders of magnitude faster than the batch method for modest sized (e.g., 15 min) datasets. The particle filter also runs in real- time, and is also suitable in streaming applications in which the datasets can grow arbitrarily large.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2022

Comparing Calibration Algorithms for the Rapid Characterization of Pretreated Corn Stover Using Near-Infrared Spectroscopy

Rapid characterization of biomass composition is a key enabling technology for biorefineries—the ability to measure the chemical composition of biomass materials entering the biorefinery as well as the composition of key process intermediate streams would allow real-time process control and the development of robust models to predict process performance. The utility of near-infrared (NIR) spectroscopy for rapid characterization requires multivariate algorithms for building calibration models. The most prevalent algorithm used for building calibration models using NIR spectra is the linear modeling algorithm Partial Least Squares Regression (PLS). Nonlinear regression algorithms (which are typically more computationally intensive than linear modeling approaches) have gained popularity in recent years due to their ability to solve a wide variety of classification and regression problems and the dramatic increase in available computational resources. In this work, we demonstrate that a calibration model can predict the composition of corn stover process intermediate samples pretreated with three different treatments—hot water (HW), dilute acid (DA), and deacetylation followed by dilute acid (DDA). We quantitatively compare three different algorithms for building prediction models based on near-infrared spectroscopy—partial least squares (PLS), support vector machines (SVM), and random forests (RF). We demonstrate the utility of improving model performance by accounting for instrument performance variability using repeated measurements of standard materials (e.g., the “repeatability file” strategy) and investigate its performance with nonlinear regression techniques, and we discuss methods for quantifying the uncertainties of specific predictions among the three methods.

09 BIOMASS FUELS↗